PREVIEW / futures_30min / 2021-01-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-15.parquet
  size:    86 KB
  rows:    2,927

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
2021-01-15 00:00:00	ES	Futures	4241.71	4241.71	4227.12	4230.77	12690.0
2021-01-15 00:30:00	ES	Futures	4230.77	4234.69	4227.68	4228.24	6060.0
2021-01-15 01:00:00	ES	Futures	4228.52	4235.26	4227.12	4233.85	7570.0
2021-01-15 01:30:00	ES	Futures	4234.13	4234.98	4228.52	4233.01	5975.0
2021-01-15 02:00:00	ES	Futures	4232.73	4238.9	4230.77	4237.5	6158.0
2021-01-15 02:30:00	ES	Futures	4237.5	4241.43	4236.38	4240.03	5062.0
2021-01-15 03:00:00	ES	Futures	4239.75	4247.32	4239.75	4241.15	11381.0
2021-01-15 03:30:00	ES	Futures	4241.15	4244.52	4239.47	4241.99	7063.0
2021-01-15 04:00:00	ES	Futures	4241.99	4246.48	4241.15	4242.83	7198.0
2021-01-15 04:30:00	ES	Futures	4242.55	4245.92	4241.99	4243.11	3965.0
2021-01-15 05:00:00	ES	Futures	4242.83	4245.64	4238.62	4242.55	5844.0
2021-01-15 05:30:00	ES	Futures	4242.55	4248.73	4239.75	4241.71	6470.0
2021-01-15 06:00:00	ES	Futures	4241.71	4243.11	4233.85	4237.5	9719.0
2021-01-15 06:30:00	ES	Futures	4237.5	4240.59	4236.1	4240.31	9901.0
2021-01-15 07:00:00	ES	Futures	4240.31	4242.83	4233.85	4241.71	13020.0
2021-01-15 07:30:00	ES	Futures	4241.99	4244.8	4234.69	4236.38	14696.0
2021-01-15 08:00:00	ES	Futures	4236.38	4243.96	4236.1	4241.15	14270.0
2021-01-15 08:30:00	ES	Futures	4241.15	4242.55	4233.01	4235.26	24703.0
2021-01-15 09:00:00	ES	Futures	4235.26	4239.19	4229.64	4234.13	41487.0
2021-01-15 09:30:00	ES	Futures	4234.13	4244.24	4233.29	4238.9	159050.0
2021-01-15 10:00:00	ES	Futures	4238.62	4241.43	4200.45	4210.0	251821.0
2021-01-15 10:30:00	ES	Futures	4210.0	4223.19	4204.94	4218.42	120394.0
2021-01-15 11:00:00	ES	Futures	4218.42	4231.89	4207.19	4230.48	127175.0
2021-01-15 11:30:00	ES	Futures	4230.77	4236.94	4225.43	4228.52	94258.0
2021-01-15 12:00:00	ES	Futures	4228.52	4232.17	4222.91	4228.8	58729.0
2021-01-15 12:30:00	ES	Futures	4228.8	4235.82	4227.68	4233.85	41169.0
2021-01-15 13:00:00	ES	Futures	4233.85	4241.15	4228.52	4237.5	54714.0
2021-01-15 13:30:00	ES	Futures	4237.22	4239.75	4232.45	4234.98	46377.0
2021-01-15 14:00:00	ES	Futures	4235.26	4238.9	4230.2	4233.01	52974.0
2021-01-15 14:30:00	ES	Futures	4233.29	4240.03	4231.33	4232.17	73334.0
2021-01-15 15:00:00	ES	Futures	4232.17	4240.59	4226.56	4232.45	68338.0
2021-01-15 15:30:00	ES	Futures	4232.45	4234.13	4219.82	4223.19	189815.0
2021-01-15 16:00:00	ES	Futures	4223.19	4223.47	4208.31	4210.56	61498.0
2021-01-15 16:30:00	ES	Futures	4209.15	4213.36	4203.82	4205.79	12562.0
2021-01-15 00:00:00	NQ	Futures	14912.2	14912.2	14858.08	14869.37	5272.0
2021-01-15 00:30:00	NQ	Futures	14868.79	14884.42	14853.74	14857.5	2419.0
2021-01-15 01:00:00	NQ	Futures	14856.92	14891.08	14853.74	14886.45	2332.0
2021-01-15 01:30:00	NQ	Futures	14886.73	14897.15	14877.47	14892.81	2551.0
2021-01-15 02:00:00	NQ	Futures	14891.94	14905.55	14885.0	14893.68	2010.0
2021-01-15 02:30:00	NQ	Futures	14893.97	14920.89	14891.66	14910.18	2540.0
2021-01-15 03:00:00	NQ	Futures	14909.89	14926.39	14903.81	14907.28	3289.0
2021-01-15 03:30:00	NQ	Futures	14907.28	14930.44	14904.68	14924.36	2652.0
2021-01-15 04:00:00	NQ	Futures	14924.65	14934.49	14913.36	14916.26	2385.0
2021-01-15 04:30:00	NQ	Futures	14916.26	14927.26	14906.13	14908.73	1741.0
2021-01-15 05:00:00	NQ	Futures	14908.44	14917.7	14895.42	14907.28	2404.0
2021-01-15 05:30:00	NQ	Futures	14907.0	14930.15	14892.23	14900.92	3015.0
2021-01-15 06:00:00	NQ	Futures	14900.63	14905.84	14877.47	14886.16	3559.0
2021-01-15 06:30:00	NQ	Futures	14887.02	14896.86	14879.21	14896.29	2753.0
2021-01-15 07:00:00	NQ	Futures	14896.29	14926.1	14891.66	14925.52	5236.0
2021-01-15 07:30:00	NQ	Futures	14926.39	14933.91	14908.15	14929.28	5912.0

> showing 50 of 2,927 rows — these rows as CSV

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