PREVIEW / futures_30min / 2021-01-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-05.parquet
  size:    107 KB
  rows:    3,706

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
2021-01-05 00:00:00	ES	Futures	4143.48	4149.09	4142.64	4143.48	3813.0
2021-01-05 00:30:00	ES	Futures	4143.2	4147.69	4140.95	4146.85	3842.0
2021-01-05 01:00:00	ES	Futures	4146.85	4153.58	4145.72	4149.65	4585.0
2021-01-05 01:30:00	ES	Futures	4149.93	4154.99	4147.97	4154.14	3552.0
2021-01-05 02:00:00	ES	Futures	4154.42	4154.99	4147.41	4151.9	5025.0
2021-01-05 02:30:00	ES	Futures	4152.18	4153.02	4128.88	4130.85	11190.0
2021-01-05 03:00:00	ES	Futures	4130.57	4155.27	4130.57	4154.42	21927.0
2021-01-05 03:30:00	ES	Futures	4154.42	4157.79	4144.32	4150.21	9910.0
2021-01-05 04:00:00	ES	Futures	4149.93	4154.99	4146.85	4150.21	9409.0
2021-01-05 04:30:00	ES	Futures	4149.93	4157.23	4149.09	4151.9	5115.0
2021-01-05 05:00:00	ES	Futures	4151.9	4155.83	4150.21	4150.78	3634.0
2021-01-05 05:30:00	ES	Futures	4151.06	4154.7	4150.21	4151.9	2861.0
2021-01-05 06:00:00	ES	Futures	4152.18	4158.35	4151.9	4156.67	4223.0
2021-01-05 06:30:00	ES	Futures	4156.67	4156.67	4144.04	4147.13	9170.0
2021-01-05 07:00:00	ES	Futures	4146.85	4148.81	4134.5	4135.34	12565.0
2021-01-05 07:30:00	ES	Futures	4135.34	4142.92	4132.53	4142.36	12526.0
2021-01-05 08:00:00	ES	Futures	4142.07	4144.88	4132.25	4134.22	16961.0
2021-01-05 08:30:00	ES	Futures	4133.94	4137.86	4124.67	4125.23	23823.0
2021-01-05 09:00:00	ES	Futures	4125.52	4139.27	4123.83	4137.58	25405.0
2021-01-05 09:30:00	ES	Futures	4137.58	4167.9	4137.3	4160.88	174959.0
2021-01-05 10:00:00	ES	Futures	4160.88	4169.58	4150.49	4156.11	120217.0
2021-01-05 10:30:00	ES	Futures	4156.11	4158.07	4140.95	4145.16	101078.0
2021-01-05 11:00:00	ES	Futures	4145.44	4154.42	4139.27	4153.86	83121.0
2021-01-05 11:30:00	ES	Futures	4153.86	4159.76	4152.74	4155.83	51911.0
2021-01-05 12:00:00	ES	Futures	4155.83	4164.81	4154.42	4157.51	53820.0
2021-01-05 12:30:00	ES	Futures	4157.51	4164.53	4156.95	4164.25	44043.0
2021-01-05 13:00:00	ES	Futures	4164.25	4165.93	4162.56	4163.41	30071.0
2021-01-05 13:30:00	ES	Futures	4163.41	4169.02	4162.84	4168.74	40320.0
2021-01-05 14:00:00	ES	Futures	4169.02	4184.74	4168.74	4183.61	84751.0
2021-01-05 14:30:00	ES	Futures	4183.61	4187.54	4174.35	4175.19	51704.0
2021-01-05 15:00:00	ES	Futures	4175.47	4182.77	4170.7	4171.26	70895.0
2021-01-05 15:30:00	ES	Futures	4171.26	4181.93	4168.74	4173.51	146496.0
2021-01-05 16:00:00	ES	Futures	4173.51	4176.04	4170.14	4171.54	46499.0
2021-01-05 16:30:00	ES	Futures	4171.54	4176.88	4170.7	4173.51	6173.0
2021-01-05 18:00:00	ES	Futures	4173.51	4176.6	4167.9	4169.58	4309.0
2021-01-05 18:30:00	ES	Futures	4169.58	4173.23	4166.21	4169.58	3976.0
2021-01-05 19:00:00	ES	Futures	4169.58	4183.61	4169.3	4180.53	9737.0
2021-01-05 19:30:00	ES	Futures	4180.81	4192.88	4168.18	4175.19	23156.0
2021-01-05 20:00:00	ES	Futures	4175.47	4179.4	4153.02	4159.48	24754.0
2021-01-05 20:30:00	ES	Futures	4158.91	4168.74	4148.25	4162.0	26305.0
2021-01-05 21:00:00	ES	Futures	4162.0	4168.74	4154.7	4163.12	18055.0
2021-01-05 21:30:00	ES	Futures	4163.12	4166.21	4144.6	4149.93	19591.0
2021-01-05 22:00:00	ES	Futures	4149.93	4156.11	4140.67	4147.13	13371.0
2021-01-05 22:30:00	ES	Futures	4147.13	4151.62	4142.92	4146.57	10514.0
2021-01-05 23:00:00	ES	Futures	4146.57	4158.91	4138.43	4155.55	15662.0
2021-01-05 23:30:00	ES	Futures	4155.55	4155.55	4141.23	4146.85	11736.0
2021-01-05 00:00:00	NQ	Futures	14676.03	14698.6	14675.45	14680.37	1546.0
2021-01-05 00:30:00	NQ	Futures	14679.79	14694.84	14673.13	14694.26	2026.0
2021-01-05 01:00:00	NQ	Futures	14693.97	14716.55	14693.1	14702.94	2757.0
2021-01-05 01:30:00	NQ	Futures	14702.94	14714.52	14695.71	14713.36	2473.0

> showing 50 of 3,706 rows — these rows as CSV

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