PREVIEW / futures_30min / 2021-01-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-18.parquet
  size:    76 KB
  rows:    2,743

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
2021-01-18 00:00:00	ES	Futures	4214.21	4216.17	4211.96	4215.33	1818.0
2021-01-18 00:30:00	ES	Futures	4215.05	4218.98	4214.77	4218.14	2170.0
2021-01-18 01:00:00	ES	Futures	4217.85	4218.42	4214.49	4217.29	1766.0
2021-01-18 01:30:00	ES	Futures	4217.29	4217.85	4214.21	4214.77	907.0
2021-01-18 02:00:00	ES	Futures	4214.77	4215.33	4212.8	4213.93	1759.0
2021-01-18 02:30:00	ES	Futures	4213.93	4214.49	4210.0	4212.52	3871.0
2021-01-18 03:00:00	ES	Futures	4212.24	4218.14	4210.56	4213.64	5774.0
2021-01-18 03:30:00	ES	Futures	4213.36	4215.89	4212.24	4213.64	3049.0
2021-01-18 04:00:00	ES	Futures	4213.64	4216.17	4212.24	4215.61	2654.0
2021-01-18 04:30:00	ES	Futures	4215.61	4216.17	4211.96	4214.77	3292.0
2021-01-18 05:00:00	ES	Futures	4214.77	4218.14	4213.93	4217.29	2816.0
2021-01-18 05:30:00	ES	Futures	4217.57	4220.66	4215.89	4218.42	3994.0
2021-01-18 06:00:00	ES	Futures	4218.42	4229.08	4217.85	4223.75	9315.0
2021-01-18 06:30:00	ES	Futures	4223.75	4224.59	4221.22	4223.47	6208.0
2021-01-18 07:00:00	ES	Futures	4223.75	4225.71	4222.91	4223.19	2573.0
2021-01-18 07:30:00	ES	Futures	4223.19	4223.75	4220.1	4220.66	3096.0
2021-01-18 08:00:00	ES	Futures	4220.66	4225.43	4220.1	4223.47	3747.0
2021-01-18 08:30:00	ES	Futures	4223.19	4226.56	4223.19	4225.71	2658.0
2021-01-18 09:00:00	ES	Futures	4225.71	4225.71	4223.19	4223.47	2954.0
2021-01-18 09:30:00	ES	Futures	4223.47	4225.99	4221.5	4225.99	5634.0
2021-01-18 10:00:00	ES	Futures	4225.99	4227.4	4221.5	4223.75	7796.0
2021-01-18 10:30:00	ES	Futures	4224.03	4229.08	4223.19	4228.8	6721.0
2021-01-18 11:00:00	ES	Futures	4228.52	4229.08	4227.12	4227.96	3452.0
2021-01-18 11:30:00	ES	Futures	4227.68	4230.48	4227.4	4229.08	3843.0
2021-01-18 12:00:00	ES	Futures	4229.08	4229.92	4226.84	4227.12	2156.0
2021-01-18 12:30:00	ES	Futures	4227.12	4231.33	4227.12	4230.77	4009.0
2021-01-18 18:00:00	ES	Futures	4231.61	4235.26	4229.92	4234.69	5020.0
2021-01-18 18:30:00	ES	Futures	4234.98	4236.38	4233.85	4235.82	2173.0
2021-01-18 19:00:00	ES	Futures	4235.82	4241.15	4235.54	4239.47	6350.0
2021-01-18 19:30:00	ES	Futures	4239.75	4247.04	4238.9	4244.24	6646.0
2021-01-18 20:00:00	ES	Futures	4244.24	4245.92	4243.68	4245.36	3592.0
2021-01-18 20:30:00	ES	Futures	4245.36	4248.45	4244.8	4246.2	5019.0
2021-01-18 21:00:00	ES	Futures	4246.48	4248.17	4245.36	4245.64	3751.0
2021-01-18 21:30:00	ES	Futures	4245.92	4247.61	4245.08	4247.32	3656.0
2021-01-18 22:00:00	ES	Futures	4247.32	4261.36	4246.48	4259.67	10728.0
2021-01-18 22:30:00	ES	Futures	4259.95	4261.92	4253.22	4254.62	9542.0
2021-01-18 23:00:00	ES	Futures	4254.9	4255.18	4253.22	4254.34	3260.0
2021-01-18 23:30:00	ES	Futures	4254.34	4259.39	4251.25	4259.39	2541.0
2021-01-18 00:00:00	NQ	Futures	14780.51	14788.62	14769.22	14785.72	774.0
2021-01-18 00:30:00	NQ	Futures	14785.43	14809.46	14785.14	14802.8	1496.0
2021-01-18 01:00:00	NQ	Futures	14801.64	14803.09	14789.49	14801.64	743.0
2021-01-18 01:30:00	NQ	Futures	14801.06	14801.64	14783.41	14788.04	586.0
2021-01-18 02:00:00	NQ	Futures	14786.88	14788.62	14778.49	14785.14	939.0
2021-01-18 02:30:00	NQ	Futures	14785.43	14796.14	14775.88	14789.49	1341.0
2021-01-18 03:00:00	NQ	Futures	14789.2	14808.01	14784.28	14795.85	2818.0
2021-01-18 03:30:00	NQ	Futures	14797.3	14807.72	14792.67	14801.06	1101.0
2021-01-18 04:00:00	NQ	Futures	14801.64	14803.67	14794.69	14802.22	867.0
2021-01-18 04:30:00	NQ	Futures	14802.8	14804.54	14790.64	14803.38	1053.0
2021-01-18 05:00:00	NQ	Futures	14803.38	14808.88	14799.33	14803.38	928.0
2021-01-18 05:30:00	NQ	Futures	14803.67	14809.75	14798.75	14803.38	983.0

> showing 50 of 2,743 rows — these rows as CSV

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