PREVIEW / futures_30min / 2021-01-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-12.parquet
  size:    104 KB
  rows:    3,663

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
2021-01-12 00:00:00	ES	Futures	4255.46	4257.71	4253.78	4257.15	2582.0
2021-01-12 00:30:00	ES	Futures	4257.15	4262.76	4255.74	4261.64	3743.0
2021-01-12 01:00:00	ES	Futures	4261.36	4262.2	4259.11	4261.36	2165.0
2021-01-12 01:30:00	ES	Futures	4261.36	4265.01	4261.36	4263.04	2137.0
2021-01-12 02:00:00	ES	Futures	4263.04	4268.37	4259.67	4268.09	3645.0
2021-01-12 02:30:00	ES	Futures	4268.37	4270.62	4262.76	4265.57	4540.0
2021-01-12 03:00:00	ES	Futures	4265.57	4269.5	4261.08	4261.36	8024.0
2021-01-12 03:30:00	ES	Futures	4261.64	4266.13	4259.39	4263.04	5525.0
2021-01-12 04:00:00	ES	Futures	4263.04	4269.78	4261.92	4268.09	7068.0
2021-01-12 04:30:00	ES	Futures	4268.09	4273.71	4266.69	4268.94	8892.0
2021-01-12 05:00:00	ES	Futures	4269.22	4270.62	4266.97	4268.66	2762.0
2021-01-12 05:30:00	ES	Futures	4268.66	4270.9	4266.69	4267.25	4446.0
2021-01-12 06:00:00	ES	Futures	4267.53	4269.5	4264.16	4268.66	5190.0
2021-01-12 06:30:00	ES	Futures	4268.66	4269.5	4266.13	4266.13	3617.0
2021-01-12 07:00:00	ES	Futures	4266.41	4271.18	4265.01	4269.78	5871.0
2021-01-12 07:30:00	ES	Futures	4269.78	4270.62	4266.69	4267.81	5827.0
2021-01-12 08:00:00	ES	Futures	4267.53	4268.37	4261.36	4263.32	11720.0
2021-01-12 08:30:00	ES	Futures	4263.6	4266.13	4250.41	4255.46	19364.0
2021-01-12 09:00:00	ES	Futures	4255.46	4260.52	4252.38	4258.27	25108.0
2021-01-12 09:30:00	ES	Futures	4258.27	4262.76	4245.36	4257.71	120860.0
2021-01-12 10:00:00	ES	Futures	4257.43	4268.09	4251.53	4263.04	91281.0
2021-01-12 10:30:00	ES	Futures	4263.32	4265.57	4257.99	4261.36	63251.0
2021-01-12 11:00:00	ES	Futures	4261.64	4269.78	4257.43	4259.67	62740.0
2021-01-12 11:30:00	ES	Futures	4259.39	4260.24	4246.76	4251.82	76622.0
2021-01-12 12:00:00	ES	Futures	4251.82	4252.38	4230.2	4242.83	133703.0
2021-01-12 12:30:00	ES	Futures	4243.11	4249.57	4237.22	4248.73	56403.0
2021-01-12 13:00:00	ES	Futures	4248.45	4255.18	4245.92	4254.34	45204.0
2021-01-12 13:30:00	ES	Futures	4254.34	4261.64	4252.66	4258.55	48919.0
2021-01-12 14:00:00	ES	Futures	4258.55	4265.01	4257.15	4257.71	49109.0
2021-01-12 14:30:00	ES	Futures	4257.99	4263.32	4250.13	4256.87	67869.0
2021-01-12 15:00:00	ES	Futures	4257.15	4262.48	4255.18	4257.71	54009.0
2021-01-12 15:30:00	ES	Futures	4257.71	4265.57	4255.46	4257.99	102821.0
2021-01-12 16:00:00	ES	Futures	4257.71	4259.11	4255.46	4258.55	35424.0
2021-01-12 16:30:00	ES	Futures	4257.99	4262.2	4256.31	4257.71	5054.0
2021-01-12 18:00:00	ES	Futures	4257.15	4262.48	4255.46	4261.64	3825.0
2021-01-12 18:30:00	ES	Futures	4261.64	4262.48	4258.27	4262.2	2065.0
2021-01-12 19:00:00	ES	Futures	4262.2	4264.73	4260.8	4263.6	2899.0
2021-01-12 19:30:00	ES	Futures	4263.6	4264.16	4259.67	4260.52	2903.0
2021-01-12 20:00:00	ES	Futures	4260.24	4262.48	4259.11	4262.48	2727.0
2021-01-12 20:30:00	ES	Futures	4262.2	4265.57	4261.08	4265.29	5430.0
2021-01-12 21:00:00	ES	Futures	4265.01	4268.66	4263.32	4268.37	4788.0
2021-01-12 21:30:00	ES	Futures	4268.37	4268.37	4265.85	4266.69	2396.0
2021-01-12 22:00:00	ES	Futures	4266.69	4269.22	4266.13	4268.94	2063.0
2021-01-12 22:30:00	ES	Futures	4268.66	4271.74	4268.66	4271.18	3789.0
2021-01-12 23:00:00	ES	Futures	4271.46	4271.74	4267.81	4268.09	3041.0
2021-01-12 23:30:00	ES	Futures	4268.37	4270.06	4267.81	4268.09	1355.0
2021-01-12 00:00:00	NQ	Futures	14935.65	14950.99	14929.86	14946.65	1381.0
2021-01-12 00:30:00	NQ	Futures	14946.94	14957.94	14941.15	14953.59	1832.0
2021-01-12 01:00:00	NQ	Futures	14953.3	14963.72	14948.38	14962.57	1664.0
2021-01-12 01:30:00	NQ	Futures	14963.15	14973.28	14958.22	14958.51	1861.0

> showing 50 of 3,663 rows — these rows as CSV

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