PREVIEW / futures_30min / 2021-05-31

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-31.parquet
  size:    68 KB
  rows:    2,483

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-05-31 00:00:00	ES	Futures	4727.59	4728.15	4727.03	4727.87	599.0
2021-05-31 00:30:00	ES	Futures	4727.87	4728.15	4726.19	4726.47	811.0
2021-05-31 01:00:00	ES	Futures	4726.47	4727.59	4726.19	4726.47	1284.0
2021-05-31 01:30:00	ES	Futures	4726.47	4727.03	4725.06	4726.47	1882.0
2021-05-31 02:00:00	ES	Futures	4726.47	4728.15	4725.9	4726.75	2004.0
2021-05-31 02:30:00	ES	Futures	4726.75	4727.87	4725.9	4727.59	1641.0
2021-05-31 03:00:00	ES	Futures	4727.59	4730.68	4727.03	4728.43	4437.0
2021-05-31 03:30:00	ES	Futures	4728.15	4728.99	4727.03	4727.87	2836.0
2021-05-31 04:00:00	ES	Futures	4727.87	4728.43	4725.62	4727.31	2537.0
2021-05-31 04:30:00	ES	Futures	4727.59	4727.87	4721.97	4723.09	3203.0
2021-05-31 05:00:00	ES	Futures	4723.38	4725.62	4723.09	4725.06	2045.0
2021-05-31 05:30:00	ES	Futures	4725.06	4725.06	4718.88	4721.97	3616.0
2021-05-31 06:00:00	ES	Futures	4721.97	4723.38	4719.72	4720.57	3178.0
2021-05-31 06:30:00	ES	Futures	4720.28	4723.09	4717.76	4722.81	2817.0
2021-05-31 07:00:00	ES	Futures	4722.81	4723.38	4722.25	4722.81	1186.0
2021-05-31 07:30:00	ES	Futures	4722.81	4723.09	4721.97	4722.25	1160.0
2021-05-31 08:00:00	ES	Futures	4722.25	4722.25	4719.44	4720.0	3660.0
2021-05-31 08:30:00	ES	Futures	4720.28	4721.41	4719.72	4720.28	2334.0
2021-05-31 09:00:00	ES	Futures	4720.0	4720.28	4716.63	4718.04	4462.0
2021-05-31 09:30:00	ES	Futures	4718.32	4718.88	4711.57	4714.1	10910.0
2021-05-31 10:00:00	ES	Futures	4714.38	4715.23	4712.98	4714.67	3211.0
2021-05-31 10:30:00	ES	Futures	4714.38	4715.23	4712.98	4713.26	2986.0
2021-05-31 11:00:00	ES	Futures	4713.26	4714.1	4710.73	4711.01	3635.0
2021-05-31 11:30:00	ES	Futures	4711.01	4712.42	4710.73	4712.14	3444.0
2021-05-31 12:00:00	ES	Futures	4711.86	4714.1	4709.05	4710.17	3649.0
2021-05-31 12:30:00	ES	Futures	4710.45	4712.42	4709.05	4710.45	4163.0
2021-05-31 18:00:00	ES	Futures	4711.29	4718.88	4711.01	4718.32	4004.0
2021-05-31 18:30:00	ES	Futures	4718.32	4719.72	4717.47	4719.16	2141.0
2021-05-31 19:00:00	ES	Futures	4719.16	4720.0	4717.19	4720.0	1794.0
2021-05-31 19:30:00	ES	Futures	4720.0	4721.69	4718.32	4721.41	3392.0
2021-05-31 20:00:00	ES	Futures	4721.41	4722.25	4718.04	4721.97	6110.0
2021-05-31 20:30:00	ES	Futures	4721.97	4724.78	4721.97	4723.09	3500.0
2021-05-31 21:00:00	ES	Futures	4722.81	4724.78	4721.69	4722.25	3706.0
2021-05-31 21:30:00	ES	Futures	4721.97	4723.09	4718.04	4721.41	5819.0
2021-05-31 22:00:00	ES	Futures	4721.69	4723.09	4718.88	4720.0	2949.0
2021-05-31 22:30:00	ES	Futures	4719.72	4720.0	4717.47	4719.16	2254.0
2021-05-31 23:00:00	ES	Futures	4718.88	4723.38	4718.6	4723.09	2222.0
2021-05-31 23:30:00	ES	Futures	4723.09	4724.22	4721.97	4722.25	1635.0
2021-05-31 00:00:00	NQ	Futures	15861.16	15863.47	15859.42	15860.87	277.0
2021-05-31 00:30:00	NQ	Futures	15861.45	15862.32	15856.24	15858.26	295.0
2021-05-31 01:00:00	NQ	Futures	15858.26	15867.82	15856.81	15858.84	598.0
2021-05-31 01:30:00	NQ	Futures	15858.55	15866.66	15857.39	15861.45	585.0
2021-05-31 02:00:00	NQ	Futures	15861.74	15863.47	15856.53	15861.16	473.0
2021-05-31 02:30:00	NQ	Futures	15860.58	15866.37	15856.24	15860.29	579.0
2021-05-31 03:00:00	NQ	Futures	15860.29	15878.24	15859.71	15867.53	1876.0
2021-05-31 03:30:00	NQ	Futures	15867.24	15868.68	15853.05	15857.68	1512.0
2021-05-31 04:00:00	NQ	Futures	15856.81	15857.1	15840.6	15850.74	1920.0
2021-05-31 04:30:00	NQ	Futures	15851.89	15855.95	15830.47	15833.08	1546.0
2021-05-31 05:00:00	NQ	Futures	15833.94	15844.95	15833.08	15844.37	924.0
2021-05-31 05:30:00	NQ	Futures	15844.66	15845.52	15818.31	15828.44	1616.0

> showing 50 of 2,483 rows — these rows as CSV

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