PREVIEW / futures_30min / 2021-01-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-04.parquet
  size:    108 KB
  rows:    3,743

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
2021-01-04 00:00:00	ES	Futures	4208.31	4209.15	4204.94	4206.63	2625.0
2021-01-04 00:30:00	ES	Futures	4206.63	4209.43	4204.66	4209.15	2296.0
2021-01-04 01:00:00	ES	Futures	4209.15	4212.52	4208.03	4208.87	4186.0
2021-01-04 01:30:00	ES	Futures	4208.59	4212.8	4208.59	4211.96	2771.0
2021-01-04 02:00:00	ES	Futures	4211.96	4225.15	4211.96	4223.19	9995.0
2021-01-04 02:30:00	ES	Futures	4223.47	4227.4	4220.94	4226.56	6313.0
2021-01-04 03:00:00	ES	Futures	4226.56	4228.52	4222.63	4223.75	17415.0
2021-01-04 03:30:00	ES	Futures	4223.47	4225.43	4220.66	4224.59	10533.0
2021-01-04 04:00:00	ES	Futures	4224.31	4232.45	4224.03	4232.17	9793.0
2021-01-04 04:30:00	ES	Futures	4232.17	4236.1	4231.05	4233.57	9353.0
2021-01-04 05:00:00	ES	Futures	4233.29	4235.54	4229.08	4230.77	5489.0
2021-01-04 05:30:00	ES	Futures	4230.77	4233.01	4229.64	4230.2	4343.0
2021-01-04 06:00:00	ES	Futures	4230.2	4233.29	4229.92	4230.77	3811.0
2021-01-04 06:30:00	ES	Futures	4231.05	4232.45	4228.8	4229.64	3497.0
2021-01-04 07:00:00	ES	Futures	4229.64	4230.2	4226.27	4229.36	6040.0
2021-01-04 07:30:00	ES	Futures	4229.08	4230.2	4224.59	4229.64	7544.0
2021-01-04 08:00:00	ES	Futures	4229.08	4229.92	4223.47	4225.15	9730.0
2021-01-04 08:30:00	ES	Futures	4224.87	4226.84	4222.35	4223.47	11207.0
2021-01-04 09:00:00	ES	Futures	4223.47	4225.43	4219.54	4219.54	23280.0
2021-01-04 09:30:00	ES	Futures	4219.54	4221.22	4194.84	4199.33	211222.0
2021-01-04 10:00:00	ES	Futures	4199.33	4201.86	4183.33	4187.54	122494.0
2021-01-04 10:30:00	ES	Futures	4187.26	4188.95	4156.95	4159.48	170660.0
2021-01-04 11:00:00	ES	Futures	4159.48	4164.53	4132.81	4147.97	204327.0
2021-01-04 11:30:00	ES	Futures	4147.69	4147.97	4121.59	4124.67	114736.0
2021-01-04 12:00:00	ES	Futures	4124.67	4128.04	4100.54	4119.06	163011.0
2021-01-04 12:30:00	ES	Futures	4118.78	4119.06	4102.78	4116.81	93739.0
2021-01-04 13:00:00	ES	Futures	4116.81	4139.27	4114.29	4135.62	72388.0
2021-01-04 13:30:00	ES	Futures	4135.62	4143.48	4129.44	4142.64	61808.0
2021-01-04 14:00:00	ES	Futures	4142.64	4143.2	4127.48	4133.94	66293.0
2021-01-04 14:30:00	ES	Futures	4133.94	4137.58	4120.46	4135.9	103552.0
2021-01-04 15:00:00	ES	Futures	4135.9	4138.15	4125.52	4131.97	84539.0
2021-01-04 15:30:00	ES	Futures	4131.69	4153.02	4127.48	4146.57	224436.0
2021-01-04 16:00:00	ES	Futures	4146.85	4152.18	4140.67	4144.04	51444.0
2021-01-04 16:30:00	ES	Futures	4143.76	4150.21	4143.2	4149.37	10538.0
2021-01-04 18:00:00	ES	Futures	4148.25	4149.09	4138.71	4140.95	7337.0
2021-01-04 18:30:00	ES	Futures	4141.23	4146.57	4141.23	4146.28	3181.0
2021-01-04 19:00:00	ES	Futures	4146.28	4151.9	4145.16	4150.49	7038.0
2021-01-04 19:30:00	ES	Futures	4150.78	4153.58	4148.53	4152.18	4012.0
2021-01-04 20:00:00	ES	Futures	4152.46	4159.48	4152.18	4155.83	6881.0
2021-01-04 20:30:00	ES	Futures	4155.55	4158.07	4152.46	4154.99	4496.0
2021-01-04 21:00:00	ES	Futures	4154.7	4157.51	4154.42	4156.39	2723.0
2021-01-04 21:30:00	ES	Futures	4156.67	4158.91	4156.11	4156.95	2661.0
2021-01-04 22:00:00	ES	Futures	4156.95	4159.48	4155.83	4158.91	1890.0
2021-01-04 22:30:00	ES	Futures	4158.63	4159.48	4141.79	4145.44	11569.0
2021-01-04 23:00:00	ES	Futures	4145.44	4146.57	4137.86	4142.07	5774.0
2021-01-04 23:30:00	ES	Futures	4142.07	4146.57	4141.79	4143.2	2779.0
2021-01-04 00:00:00	NQ	Futures	14905.26	14906.13	14890.5	14897.73	1235.0
2021-01-04 00:30:00	NQ	Futures	14897.73	14900.92	14886.16	14897.73	1624.0
2021-01-04 01:00:00	NQ	Futures	14898.02	14916.26	14897.73	14911.63	2152.0
2021-01-04 01:30:00	NQ	Futures	14911.63	14929.28	14911.05	14924.07	1995.0

> showing 50 of 3,743 rows — these rows as CSV

> unlock the full archive -- $79 one-time