PREVIEW / futures_30min / 2021-01-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-14.parquet
  size:    100 KB
  rows:    3,581

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
2021-01-14 00:00:00	ES	Futures	4281.29	4281.29	4272.87	4274.83	6565.0
2021-01-14 00:30:00	ES	Futures	4274.83	4281.0	4273.71	4278.2	4083.0
2021-01-14 01:00:00	ES	Futures	4278.48	4281.85	4277.92	4278.48	2975.0
2021-01-14 01:30:00	ES	Futures	4278.76	4280.72	4277.92	4278.2	1679.0
2021-01-14 02:00:00	ES	Futures	4278.2	4279.32	4273.71	4277.64	3333.0
2021-01-14 02:30:00	ES	Futures	4277.64	4279.6	4275.11	4278.48	2447.0
2021-01-14 03:00:00	ES	Futures	4278.48	4282.13	4274.55	4279.6	7251.0
2021-01-14 03:30:00	ES	Futures	4279.32	4282.69	4277.36	4281.0	4399.0
2021-01-14 04:00:00	ES	Futures	4281.0	4282.69	4279.04	4280.16	6671.0
2021-01-14 04:30:00	ES	Futures	4280.16	4281.57	4279.6	4279.6	5599.0
2021-01-14 05:00:00	ES	Futures	4279.88	4279.88	4273.43	4275.11	5387.0
2021-01-14 05:30:00	ES	Futures	4275.11	4277.08	4271.18	4275.11	7069.0
2021-01-14 06:00:00	ES	Futures	4275.11	4276.51	4270.9	4272.02	5981.0
2021-01-14 06:30:00	ES	Futures	4272.02	4276.23	4271.46	4276.23	4986.0
2021-01-14 07:00:00	ES	Futures	4276.51	4277.08	4275.11	4276.23	4795.0
2021-01-14 07:30:00	ES	Futures	4276.23	4276.79	4273.71	4276.23	4712.0
2021-01-14 08:00:00	ES	Futures	4276.23	4277.08	4273.71	4275.11	7790.0
2021-01-14 08:30:00	ES	Futures	4275.39	4277.92	4273.15	4276.79	14663.0
2021-01-14 09:00:00	ES	Futures	4276.79	4279.04	4275.95	4277.36	15178.0
2021-01-14 09:30:00	ES	Futures	4277.64	4281.57	4273.71	4280.44	117915.0
2021-01-14 10:00:00	ES	Futures	4280.16	4284.09	4276.51	4281.85	71828.0
2021-01-14 10:30:00	ES	Futures	4281.85	4283.53	4275.39	4279.88	85065.0
2021-01-14 11:00:00	ES	Futures	4279.88	4281.29	4275.67	4277.92	45892.0
2021-01-14 11:30:00	ES	Futures	4277.92	4278.48	4273.71	4275.95	44457.0
2021-01-14 12:00:00	ES	Futures	4275.95	4277.64	4272.58	4276.23	34743.0
2021-01-14 12:30:00	ES	Futures	4276.23	4280.44	4269.5	4279.04	65032.0
2021-01-14 13:00:00	ES	Futures	4279.04	4279.88	4272.58	4274.83	35365.0
2021-01-14 13:30:00	ES	Futures	4274.83	4278.76	4273.43	4274.27	26048.0
2021-01-14 14:00:00	ES	Futures	4274.27	4277.64	4271.46	4273.71	35994.0
2021-01-14 14:30:00	ES	Futures	4273.71	4274.83	4267.81	4270.62	43282.0
2021-01-14 15:00:00	ES	Futures	4270.62	4272.58	4255.74	4262.76	106998.0
2021-01-14 15:30:00	ES	Futures	4262.76	4266.69	4250.69	4255.18	187351.0
2021-01-14 16:00:00	ES	Futures	4255.18	4259.39	4252.94	4257.43	40767.0
2021-01-14 16:30:00	ES	Futures	4257.99	4259.11	4252.1	4254.62	6756.0
2021-01-14 18:00:00	ES	Futures	4258.27	4262.48	4257.15	4262.2	5799.0
2021-01-14 18:30:00	ES	Futures	4262.2	4263.6	4259.39	4260.52	4035.0
2021-01-14 19:00:00	ES	Futures	4260.52	4261.92	4254.06	4260.8	9304.0
2021-01-14 19:30:00	ES	Futures	4260.8	4261.36	4249.57	4252.66	10067.0
2021-01-14 20:00:00	ES	Futures	4252.66	4255.18	4240.59	4253.5	13216.0
2021-01-14 20:30:00	ES	Futures	4253.5	4254.34	4244.24	4246.48	6350.0
2021-01-14 21:00:00	ES	Futures	4246.48	4248.73	4244.8	4247.32	4275.0
2021-01-14 21:30:00	ES	Futures	4247.32	4252.94	4247.04	4252.66	3539.0
2021-01-14 22:00:00	ES	Futures	4252.66	4253.22	4246.2	4247.89	4404.0
2021-01-14 22:30:00	ES	Futures	4247.89	4249.29	4239.19	4240.59	6194.0
2021-01-14 23:00:00	ES	Futures	4240.31	4243.4	4238.62	4241.99	6526.0
2021-01-14 23:30:00	ES	Futures	4241.99	4244.52	4241.43	4241.71	2938.0
2021-01-14 00:00:00	NQ	Futures	14998.75	14999.61	14977.91	14987.75	1676.0
2021-01-14 00:30:00	NQ	Futures	14987.46	15019.87	14982.54	15009.17	2155.0
2021-01-14 01:00:00	NQ	Futures	15009.74	15016.4	14991.51	14994.4	1486.0
2021-01-14 01:30:00	NQ	Futures	14994.11	15010.03	14989.77	14999.9	1094.0

> showing 50 of 3,581 rows — these rows as CSV

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