PREVIEW / futures_30min / 2021-01-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-13.parquet
  size:    101 KB
  rows:    3,618

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
2021-01-13 00:00:00	ES	Futures	4268.09	4268.66	4264.73	4265.01	2280.0
2021-01-13 00:30:00	ES	Futures	4264.73	4266.13	4262.76	4264.73	4219.0
2021-01-13 01:00:00	ES	Futures	4264.73	4266.69	4263.88	4265.01	4044.0
2021-01-13 01:30:00	ES	Futures	4265.01	4266.97	4263.32	4266.69	2826.0
2021-01-13 02:00:00	ES	Futures	4266.97	4266.97	4264.16	4265.85	3584.0
2021-01-13 02:30:00	ES	Futures	4265.57	4268.09	4264.45	4266.41	4025.0
2021-01-13 03:00:00	ES	Futures	4266.13	4267.81	4262.48	4265.29	6695.0
2021-01-13 03:30:00	ES	Futures	4265.29	4265.85	4262.2	4263.6	4418.0
2021-01-13 04:00:00	ES	Futures	4263.6	4268.66	4262.2	4266.69	5405.0
2021-01-13 04:30:00	ES	Futures	4266.97	4268.09	4263.88	4265.57	3442.0
2021-01-13 05:00:00	ES	Futures	4265.85	4266.41	4258.83	4259.95	6335.0
2021-01-13 05:30:00	ES	Futures	4259.67	4259.95	4251.53	4256.59	14419.0
2021-01-13 06:00:00	ES	Futures	4256.59	4258.83	4250.97	4251.53	6884.0
2021-01-13 06:30:00	ES	Futures	4251.53	4257.15	4247.61	4254.06	8472.0
2021-01-13 07:00:00	ES	Futures	4254.06	4256.03	4246.2	4249.29	13617.0
2021-01-13 07:30:00	ES	Futures	4249.57	4250.13	4239.75	4243.68	21270.0
2021-01-13 08:00:00	ES	Futures	4243.68	4249.01	4242.27	4247.89	13377.0
2021-01-13 08:30:00	ES	Futures	4247.89	4253.22	4247.61	4251.82	13875.0
2021-01-13 09:00:00	ES	Futures	4251.82	4256.59	4250.97	4256.03	21090.0
2021-01-13 09:30:00	ES	Futures	4256.31	4263.32	4254.9	4257.99	123658.0
2021-01-13 10:00:00	ES	Futures	4257.99	4263.6	4246.76	4262.76	91433.0
2021-01-13 10:30:00	ES	Futures	4262.76	4268.66	4261.36	4268.37	53634.0
2021-01-13 11:00:00	ES	Futures	4268.09	4270.34	4262.2	4266.97	51762.0
2021-01-13 11:30:00	ES	Futures	4266.97	4269.78	4264.45	4266.41	35017.0
2021-01-13 12:00:00	ES	Futures	4266.41	4267.81	4261.08	4267.25	45695.0
2021-01-13 12:30:00	ES	Futures	4267.25	4275.11	4263.6	4272.87	70822.0
2021-01-13 13:00:00	ES	Futures	4272.87	4275.39	4270.62	4273.99	38479.0
2021-01-13 13:30:00	ES	Futures	4273.71	4275.67	4272.02	4274.55	21647.0
2021-01-13 14:00:00	ES	Futures	4274.55	4281.29	4269.78	4279.88	63602.0
2021-01-13 14:30:00	ES	Futures	4280.16	4281.0	4272.58	4275.67	34611.0
2021-01-13 15:00:00	ES	Futures	4275.67	4277.64	4267.81	4268.66	42390.0
2021-01-13 15:30:00	ES	Futures	4268.37	4275.67	4266.97	4268.94	110465.0
2021-01-13 16:00:00	ES	Futures	4268.94	4274.55	4268.09	4272.58	27102.0
2021-01-13 16:30:00	ES	Futures	4272.02	4274.27	4271.46	4272.58	3772.0
2021-01-13 18:00:00	ES	Futures	4275.67	4278.76	4273.15	4275.11	4046.0
2021-01-13 18:30:00	ES	Futures	4275.39	4276.79	4273.15	4273.43	2501.0
2021-01-13 19:00:00	ES	Futures	4273.43	4280.44	4272.02	4279.32	4868.0
2021-01-13 19:30:00	ES	Futures	4279.6	4281.29	4277.92	4279.6	3043.0
2021-01-13 20:00:00	ES	Futures	4279.88	4281.29	4278.2	4279.32	3600.0
2021-01-13 20:30:00	ES	Futures	4279.6	4284.09	4278.76	4283.81	4890.0
2021-01-13 21:00:00	ES	Futures	4283.81	4284.65	4279.32	4281.85	6173.0
2021-01-13 21:30:00	ES	Futures	4282.13	4282.13	4277.92	4279.32	5961.0
2021-01-13 22:00:00	ES	Futures	4279.32	4286.06	4279.04	4280.16	6567.0
2021-01-13 22:30:00	ES	Futures	4280.16	4282.41	4278.48	4281.85	4053.0
2021-01-13 23:00:00	ES	Futures	4281.85	4282.69	4279.32	4279.88	2147.0
2021-01-13 23:30:00	ES	Futures	4279.88	4281.57	4279.6	4281.57	1445.0
2021-01-13 00:00:00	NQ	Futures	14962.28	14966.91	14953.88	14955.04	1030.0
2021-01-13 00:30:00	NQ	Futures	14955.04	14956.49	14947.81	14953.3	1352.0
2021-01-13 01:00:00	NQ	Futures	14952.73	14960.83	14951.57	14957.07	989.0
2021-01-13 01:30:00	NQ	Futures	14956.49	14963.43	14948.09	14962.86	1193.0

> showing 50 of 3,618 rows — these rows as CSV

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