PREVIEW / futures_30min / 2021-01-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-11.parquet
  size:    101 KB
  rows:    3,612

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
2021-01-11 00:00:00	ES	Futures	4258.27	4263.6	4257.71	4261.08	3966.0
2021-01-11 00:30:00	ES	Futures	4260.8	4262.76	4256.87	4259.11	3214.0
2021-01-11 01:00:00	ES	Futures	4259.11	4259.39	4254.9	4258.27	5596.0
2021-01-11 01:30:00	ES	Futures	4258.27	4259.39	4256.03	4256.59	3066.0
2021-01-11 02:00:00	ES	Futures	4256.59	4263.6	4255.46	4262.76	5459.0
2021-01-11 02:30:00	ES	Futures	4262.48	4263.6	4257.43	4261.08	4731.0
2021-01-11 03:00:00	ES	Futures	4261.08	4271.18	4260.8	4263.32	11838.0
2021-01-11 03:30:00	ES	Futures	4263.32	4263.88	4256.31	4262.76	8859.0
2021-01-11 04:00:00	ES	Futures	4262.48	4267.25	4261.08	4263.6	6390.0
2021-01-11 04:30:00	ES	Futures	4263.6	4265.85	4257.99	4257.99	4870.0
2021-01-11 05:00:00	ES	Futures	4257.99	4264.16	4256.87	4263.88	5147.0
2021-01-11 05:30:00	ES	Futures	4263.88	4266.13	4260.52	4266.13	4970.0
2021-01-11 06:00:00	ES	Futures	4266.13	4266.13	4259.95	4262.76	3370.0
2021-01-11 06:30:00	ES	Futures	4262.76	4266.97	4261.92	4265.01	6318.0
2021-01-11 07:00:00	ES	Futures	4265.01	4266.41	4256.03	4261.64	8316.0
2021-01-11 07:30:00	ES	Futures	4261.64	4263.32	4259.67	4261.92	7239.0
2021-01-11 08:00:00	ES	Futures	4261.92	4261.92	4252.94	4253.22	16148.0
2021-01-11 08:30:00	ES	Futures	4252.94	4254.34	4245.36	4246.76	27691.0
2021-01-11 09:00:00	ES	Futures	4247.04	4250.41	4239.75	4247.04	37563.0
2021-01-11 09:30:00	ES	Futures	4246.76	4262.48	4244.8	4260.24	191989.0
2021-01-11 10:00:00	ES	Futures	4260.24	4269.22	4257.99	4266.97	89510.0
2021-01-11 10:30:00	ES	Futures	4267.25	4269.78	4259.11	4265.57	72966.0
2021-01-11 11:00:00	ES	Futures	4265.85	4270.62	4254.9	4269.5	62330.0
2021-01-11 11:30:00	ES	Futures	4269.5	4270.34	4266.13	4268.94	35635.0
2021-01-11 12:00:00	ES	Futures	4268.94	4272.02	4267.53	4269.78	37829.0
2021-01-11 12:30:00	ES	Futures	4269.78	4277.92	4269.5	4273.99	48204.0
2021-01-11 13:00:00	ES	Futures	4273.99	4276.51	4266.97	4268.09	38131.0
2021-01-11 13:30:00	ES	Futures	4268.37	4269.22	4257.43	4262.2	54632.0
2021-01-11 14:00:00	ES	Futures	4262.48	4262.76	4252.1	4256.03	62181.0
2021-01-11 14:30:00	ES	Futures	4255.74	4266.41	4253.22	4265.57	49289.0
2021-01-11 15:00:00	ES	Futures	4265.85	4267.25	4250.97	4251.53	73486.0
2021-01-11 15:30:00	ES	Futures	4251.53	4263.32	4249.85	4257.43	141901.0
2021-01-11 16:00:00	ES	Futures	4257.43	4264.45	4254.06	4260.8	42208.0
2021-01-11 16:30:00	ES	Futures	4260.52	4260.52	4256.31	4256.87	3676.0
2021-01-11 18:00:00	ES	Futures	4259.67	4262.2	4255.74	4261.36	3770.0
2021-01-11 18:30:00	ES	Futures	4261.64	4264.45	4259.39	4263.04	3201.0
2021-01-11 19:00:00	ES	Futures	4263.04	4265.57	4259.39	4263.04	6204.0
2021-01-11 19:30:00	ES	Futures	4263.32	4271.18	4262.2	4268.37	6066.0
2021-01-11 20:00:00	ES	Futures	4268.66	4270.62	4256.31	4257.43	6417.0
2021-01-11 20:30:00	ES	Futures	4257.43	4264.45	4253.5	4263.04	7199.0
2021-01-11 21:00:00	ES	Futures	4263.32	4264.45	4259.11	4263.32	4150.0
2021-01-11 21:30:00	ES	Futures	4263.6	4264.73	4261.36	4264.16	2119.0
2021-01-11 22:00:00	ES	Futures	4264.16	4265.85	4257.43	4259.67	3155.0
2021-01-11 22:30:00	ES	Futures	4259.95	4259.95	4256.59	4259.39	2392.0
2021-01-11 23:00:00	ES	Futures	4259.39	4259.95	4256.03	4256.59	1854.0
2021-01-11 23:30:00	ES	Futures	4256.31	4257.71	4252.38	4255.74	3394.0
2021-01-11 00:00:00	NQ	Futures	15082.97	15107.28	15080.66	15100.63	1475.0
2021-01-11 00:30:00	NQ	Futures	15099.76	15107.86	15087.89	15093.97	1409.0
2021-01-11 01:00:00	NQ	Futures	15094.26	15097.15	15079.5	15089.63	1388.0
2021-01-11 01:30:00	NQ	Futures	15089.05	15098.02	15083.84	15087.02	930.0

> showing 50 of 3,612 rows — these rows as CSV

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