PREVIEW / futures_30min / 2021-01-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-08.parquet
  size:    88 KB
  rows:    2,955

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
2021-01-08 00:00:00	ES	Futures	4278.2	4282.97	4277.92	4282.41	3430.0
2021-01-08 00:30:00	ES	Futures	4282.13	4283.81	4278.76	4280.16	4332.0
2021-01-08 01:00:00	ES	Futures	4280.44	4284.37	4279.88	4282.13	5044.0
2021-01-08 01:30:00	ES	Futures	4282.13	4282.41	4278.76	4279.6	3600.0
2021-01-08 02:00:00	ES	Futures	4279.88	4286.06	4279.04	4281.57	6886.0
2021-01-08 02:30:00	ES	Futures	4281.85	4283.25	4279.32	4281.85	3407.0
2021-01-08 03:00:00	ES	Futures	4281.57	4284.37	4273.15	4276.23	15142.0
2021-01-08 03:30:00	ES	Futures	4275.95	4279.04	4271.74	4273.71	7671.0
2021-01-08 04:00:00	ES	Futures	4273.71	4274.27	4265.29	4266.41	8591.0
2021-01-08 04:30:00	ES	Futures	4266.41	4274.55	4264.45	4273.99	11168.0
2021-01-08 05:00:00	ES	Futures	4274.27	4276.23	4272.02	4273.99	6298.0
2021-01-08 05:30:00	ES	Futures	4273.99	4276.23	4270.34	4272.58	5274.0
2021-01-08 06:00:00	ES	Futures	4272.58	4278.2	4269.78	4276.79	7785.0
2021-01-08 06:30:00	ES	Futures	4276.79	4277.08	4272.87	4273.15	3627.0
2021-01-08 07:00:00	ES	Futures	4272.87	4277.92	4271.74	4275.95	4810.0
2021-01-08 07:30:00	ES	Futures	4275.95	4276.51	4273.15	4273.71	4811.0
2021-01-08 08:00:00	ES	Futures	4273.71	4275.95	4272.3	4273.15	8008.0
2021-01-08 08:30:00	ES	Futures	4273.15	4279.88	4267.53	4272.02	33611.0
2021-01-08 09:00:00	ES	Futures	4272.02	4279.32	4272.02	4277.36	18002.0
2021-01-08 09:30:00	ES	Futures	4277.64	4284.65	4271.46	4276.79	152717.0
2021-01-08 10:00:00	ES	Futures	4277.08	4282.69	4258.27	4259.11	118434.0
2021-01-08 10:30:00	ES	Futures	4259.11	4279.6	4258.83	4277.36	101790.0
2021-01-08 11:00:00	ES	Futures	4277.36	4280.72	4266.41	4270.9	84101.0
2021-01-08 11:30:00	ES	Futures	4271.18	4273.99	4266.41	4273.99	72314.0
2021-01-08 12:00:00	ES	Futures	4273.99	4278.76	4266.69	4275.67	50395.0
2021-01-08 12:30:00	ES	Futures	4275.39	4276.79	4266.41	4268.66	45275.0
2021-01-08 13:00:00	ES	Futures	4268.66	4270.34	4246.2	4256.03	101237.0
2021-01-08 13:30:00	ES	Futures	4256.03	4256.87	4238.06	4251.25	129247.0
2021-01-08 14:00:00	ES	Futures	4251.25	4265.57	4250.13	4265.57	106484.0
2021-01-08 14:30:00	ES	Futures	4265.57	4271.74	4257.71	4270.9	74145.0
2021-01-08 15:00:00	ES	Futures	4270.9	4278.76	4270.34	4276.51	87283.0
2021-01-08 15:30:00	ES	Futures	4276.51	4287.74	4273.71	4285.21	150138.0
2021-01-08 16:00:00	ES	Futures	4285.5	4292.23	4284.93	4291.95	44725.0
2021-01-08 16:30:00	ES	Futures	4290.83	4293.63	4288.86	4290.83	7874.0
2021-01-08 00:00:00	NQ	Futures	15001.93	15017.27	14999.61	15013.51	1274.0
2021-01-08 00:30:00	NQ	Futures	15013.22	15017.85	15006.56	15013.22	1013.0
2021-01-08 01:00:00	NQ	Futures	15013.22	15021.61	15011.19	15015.82	1637.0
2021-01-08 01:30:00	NQ	Futures	15014.66	15020.16	15007.72	15017.56	1104.0
2021-01-08 02:00:00	NQ	Futures	15016.98	15033.77	15008.88	15029.43	3950.0
2021-01-08 02:30:00	NQ	Futures	15028.85	15036.37	15019.01	15028.85	3403.0
2021-01-08 03:00:00	NQ	Futures	15027.98	15042.45	15012.64	15024.51	5386.0
2021-01-08 03:30:00	NQ	Futures	15023.93	15032.32	15011.19	15019.3	2754.0
2021-01-08 04:00:00	NQ	Futures	15018.43	15022.19	14993.25	14997.88	4603.0
2021-01-08 04:30:00	NQ	Futures	14997.88	15027.4	14990.35	15026.53	3185.0
2021-01-08 05:00:00	NQ	Futures	15026.24	15031.45	15020.45	15025.37	1424.0
2021-01-08 05:30:00	NQ	Futures	15025.08	15034.64	15015.24	15023.06	1969.0
2021-01-08 06:00:00	NQ	Futures	15022.77	15040.42	15014.38	15038.4	2624.0
2021-01-08 06:30:00	NQ	Futures	15038.4	15039.56	15023.93	15024.51	2023.0
2021-01-08 07:00:00	NQ	Futures	15023.64	15052.58	15022.77	15047.37	3718.0
2021-01-08 07:30:00	NQ	Futures	15047.37	15056.34	15035.21	15041.29	4119.0

> showing 50 of 2,955 rows — these rows as CSV

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