PREVIEW / futures_30min / 2021-01-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-06.parquet
  size:    109 KB
  rows:    3,718

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
2021-01-06 00:00:00	ES	Futures	4146.85	4159.76	4144.6	4156.67	6894.0
2021-01-06 00:30:00	ES	Futures	4156.67	4158.07	4147.41	4150.21	6004.0
2021-01-06 01:00:00	ES	Futures	4150.21	4162.28	4149.65	4158.35	5266.0
2021-01-06 01:30:00	ES	Futures	4158.63	4162.56	4156.11	4160.88	2675.0
2021-01-06 02:00:00	ES	Futures	4161.16	4174.35	4158.07	4168.18	6826.0
2021-01-06 02:30:00	ES	Futures	4168.18	4175.47	4163.41	4166.77	7694.0
2021-01-06 03:00:00	ES	Futures	4166.77	4166.77	4139.55	4147.69	23426.0
2021-01-06 03:30:00	ES	Futures	4147.69	4151.62	4142.36	4143.2	12753.0
2021-01-06 04:00:00	ES	Futures	4143.2	4157.51	4137.58	4152.74	13945.0
2021-01-06 04:30:00	ES	Futures	4152.46	4167.33	4151.62	4163.69	12601.0
2021-01-06 05:00:00	ES	Futures	4163.41	4166.77	4157.23	4157.51	8081.0
2021-01-06 05:30:00	ES	Futures	4157.51	4169.86	4156.67	4163.69	12081.0
2021-01-06 06:00:00	ES	Futures	4163.97	4164.81	4150.78	4159.48	11138.0
2021-01-06 06:30:00	ES	Futures	4159.76	4165.65	4154.7	4164.25	8343.0
2021-01-06 07:00:00	ES	Futures	4163.97	4174.91	4162.84	4169.58	15601.0
2021-01-06 07:30:00	ES	Futures	4169.58	4172.11	4156.67	4158.63	16279.0
2021-01-06 08:00:00	ES	Futures	4158.63	4167.33	4156.67	4165.65	18391.0
2021-01-06 08:30:00	ES	Futures	4165.65	4166.49	4149.65	4153.02	17287.0
2021-01-06 09:00:00	ES	Futures	4153.02	4158.07	4151.9	4156.11	31692.0
2021-01-06 09:30:00	ES	Futures	4156.11	4185.86	4149.09	4183.89	178918.0
2021-01-06 10:00:00	ES	Futures	4183.89	4203.82	4180.53	4201.58	127267.0
2021-01-06 10:30:00	ES	Futures	4201.58	4224.03	4201.3	4216.45	130850.0
2021-01-06 11:00:00	ES	Futures	4216.45	4228.24	4215.61	4225.43	87486.0
2021-01-06 11:30:00	ES	Futures	4225.43	4227.4	4216.17	4219.82	74395.0
2021-01-06 12:00:00	ES	Futures	4220.1	4227.12	4219.54	4223.75	51379.0
2021-01-06 12:30:00	ES	Futures	4223.75	4233.01	4223.75	4231.61	45376.0
2021-01-06 13:00:00	ES	Futures	4231.61	4237.78	4227.4	4228.24	58218.0
2021-01-06 13:30:00	ES	Futures	4228.24	4237.78	4227.96	4232.45	48172.0
2021-01-06 14:00:00	ES	Futures	4232.45	4236.94	4207.47	4211.68	130844.0
2021-01-06 14:30:00	ES	Futures	4211.4	4223.47	4193.16	4209.72	191614.0
2021-01-06 15:00:00	ES	Futures	4209.43	4217.85	4191.47	4206.91	167996.0
2021-01-06 15:30:00	ES	Futures	4206.91	4211.96	4191.47	4199.33	254268.0
2021-01-06 16:00:00	ES	Futures	4199.33	4206.63	4187.54	4204.66	73958.0
2021-01-06 16:30:00	ES	Futures	4205.51	4215.61	4203.26	4209.15	16326.0
2021-01-06 18:00:00	ES	Futures	4212.8	4214.77	4206.63	4210.28	7174.0
2021-01-06 18:30:00	ES	Futures	4210.56	4212.52	4205.79	4209.72	3878.0
2021-01-06 19:00:00	ES	Futures	4209.72	4211.4	4201.01	4204.66	11419.0
2021-01-06 19:30:00	ES	Futures	4204.66	4215.61	4204.66	4215.33	6984.0
2021-01-06 20:00:00	ES	Futures	4215.61	4226.84	4212.24	4224.87	10294.0
2021-01-06 20:30:00	ES	Futures	4224.87	4226.84	4221.22	4225.71	7430.0
2021-01-06 21:00:00	ES	Futures	4225.71	4226.27	4220.94	4221.5	5626.0
2021-01-06 21:30:00	ES	Futures	4221.5	4226.84	4221.22	4224.87	3973.0
2021-01-06 22:00:00	ES	Futures	4225.15	4233.01	4223.47	4225.71	7983.0
2021-01-06 22:30:00	ES	Futures	4225.71	4225.99	4221.78	4223.75	2397.0
2021-01-06 23:00:00	ES	Futures	4223.75	4224.59	4222.63	4222.63	1767.0
2021-01-06 23:30:00	ES	Futures	4222.91	4225.43	4218.14	4218.98	3048.0
2021-01-06 00:00:00	NQ	Futures	14602.8	14633.19	14587.75	14623.64	3624.0
2021-01-06 00:30:00	NQ	Futures	14621.03	14628.85	14590.93	14600.2	2619.0
2021-01-06 01:00:00	NQ	Futures	14601.93	14664.16	14594.99	14652.29	2371.0
2021-01-06 01:30:00	NQ	Futures	14653.45	14664.16	14608.88	14625.67	3508.0

> showing 50 of 3,718 rows — these rows as CSV

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