PREVIEW / futures_30min / 2021-01-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-07.parquet
  size:    104 KB
  rows:    3,695

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
2021-01-07 00:00:00	ES	Futures	4219.26	4221.5	4215.61	4219.54	3940.0
2021-01-07 00:30:00	ES	Futures	4219.26	4223.47	4217.57	4222.63	3118.0
2021-01-07 01:00:00	ES	Futures	4222.63	4227.12	4222.35	4224.87	3157.0
2021-01-07 01:30:00	ES	Futures	4224.87	4231.33	4223.75	4231.05	3874.0
2021-01-07 02:00:00	ES	Futures	4231.05	4236.1	4228.52	4231.33	8524.0
2021-01-07 02:30:00	ES	Futures	4231.33	4234.69	4228.24	4230.2	7413.0
2021-01-07 03:00:00	ES	Futures	4229.92	4231.33	4217.85	4227.12	15999.0
2021-01-07 03:30:00	ES	Futures	4227.12	4227.12	4218.7	4224.31	9929.0
2021-01-07 04:00:00	ES	Futures	4224.31	4227.4	4218.98	4223.19	7656.0
2021-01-07 04:30:00	ES	Futures	4222.91	4223.19	4213.64	4218.98	9681.0
2021-01-07 05:00:00	ES	Futures	4218.7	4221.78	4215.05	4218.7	7028.0
2021-01-07 05:30:00	ES	Futures	4218.42	4219.82	4209.72	4210.28	7752.0
2021-01-07 06:00:00	ES	Futures	4210.28	4215.61	4206.63	4214.77	10053.0
2021-01-07 06:30:00	ES	Futures	4214.77	4217.85	4210.0	4210.28	7119.0
2021-01-07 07:00:00	ES	Futures	4210.28	4218.14	4209.72	4217.29	8747.0
2021-01-07 07:30:00	ES	Futures	4217.29	4224.59	4216.73	4221.5	9305.0
2021-01-07 08:00:00	ES	Futures	4221.5	4225.15	4219.26	4222.91	12489.0
2021-01-07 08:30:00	ES	Futures	4222.91	4224.31	4216.45	4219.54	12936.0
2021-01-07 09:00:00	ES	Futures	4219.54	4228.24	4219.26	4227.4	24219.0
2021-01-07 09:30:00	ES	Futures	4227.68	4248.17	4225.43	4247.32	162428.0
2021-01-07 10:00:00	ES	Futures	4247.32	4263.04	4245.64	4259.95	155342.0
2021-01-07 10:30:00	ES	Futures	4260.24	4266.13	4257.71	4265.29	87675.0
2021-01-07 11:00:00	ES	Futures	4265.29	4269.78	4257.43	4259.11	71010.0
2021-01-07 11:30:00	ES	Futures	4259.39	4263.88	4256.03	4257.71	48975.0
2021-01-07 12:00:00	ES	Futures	4257.99	4259.67	4252.1	4253.22	39122.0
2021-01-07 12:30:00	ES	Futures	4253.22	4259.95	4253.22	4259.11	34598.0
2021-01-07 13:00:00	ES	Futures	4259.39	4262.2	4253.78	4254.06	46531.0
2021-01-07 13:30:00	ES	Futures	4254.34	4260.8	4254.34	4259.67	36018.0
2021-01-07 14:00:00	ES	Futures	4259.95	4262.48	4256.03	4256.87	39898.0
2021-01-07 14:30:00	ES	Futures	4256.87	4263.32	4256.87	4263.32	32549.0
2021-01-07 15:00:00	ES	Futures	4263.32	4266.97	4257.99	4265.29	54918.0
2021-01-07 15:30:00	ES	Futures	4265.29	4270.62	4259.39	4260.8	142294.0
2021-01-07 16:00:00	ES	Futures	4260.8	4263.88	4257.15	4263.04	48206.0
2021-01-07 16:30:00	ES	Futures	4263.04	4264.73	4259.67	4261.64	5623.0
2021-01-07 18:00:00	ES	Futures	4263.6	4263.88	4258.83	4259.11	4251.0
2021-01-07 18:30:00	ES	Futures	4259.11	4267.81	4257.99	4265.57	4463.0
2021-01-07 19:00:00	ES	Futures	4265.57	4269.22	4262.2	4269.22	5599.0
2021-01-07 19:30:00	ES	Futures	4269.22	4270.34	4264.73	4270.06	5204.0
2021-01-07 20:00:00	ES	Futures	4270.34	4271.46	4268.37	4271.18	4624.0
2021-01-07 20:30:00	ES	Futures	4271.18	4278.76	4270.62	4276.79	9844.0
2021-01-07 21:00:00	ES	Futures	4276.79	4281.57	4275.67	4277.36	6589.0
2021-01-07 21:30:00	ES	Futures	4277.36	4279.32	4275.67	4276.79	4033.0
2021-01-07 22:00:00	ES	Futures	4276.79	4281.57	4274.55	4277.64	4724.0
2021-01-07 22:30:00	ES	Futures	4277.92	4280.44	4275.67	4279.88	2615.0
2021-01-07 23:00:00	ES	Futures	4280.16	4280.72	4274.55	4274.55	3032.0
2021-01-07 23:30:00	ES	Futures	4274.83	4279.88	4273.43	4277.92	3711.0
2021-01-07 00:00:00	NQ	Futures	14703.23	14710.18	14694.55	14703.23	2094.0
2021-01-07 00:30:00	NQ	Futures	14703.23	14718.57	14696.87	14714.23	1570.0
2021-01-07 01:00:00	NQ	Futures	14714.81	14734.2	14712.79	14726.68	1768.0
2021-01-07 01:30:00	NQ	Futures	14728.13	14752.73	14726.68	14750.7	1894.0

> showing 50 of 3,695 rows — these rows as CSV

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