PREVIEW / futures_30min / 2021-01-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-19.parquet
  size:    99 KB
  rows:    3,657

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
2021-01-19 00:00:00	ES	Futures	4254.34	4255.46	4251.25	4252.66	3454.0
2021-01-19 00:30:00	ES	Futures	4252.66	4252.94	4245.92	4247.61	5225.0
2021-01-19 01:00:00	ES	Futures	4247.89	4252.1	4246.48	4251.82	2788.0
2021-01-19 01:30:00	ES	Futures	4251.53	4253.22	4249.57	4252.1	3461.0
2021-01-19 02:00:00	ES	Futures	4252.1	4253.5	4250.13	4252.38	3011.0
2021-01-19 02:30:00	ES	Futures	4252.66	4257.71	4252.38	4256.59	5687.0
2021-01-19 03:00:00	ES	Futures	4256.59	4257.71	4251.25	4251.53	8063.0
2021-01-19 03:30:00	ES	Futures	4251.53	4252.38	4247.32	4248.17	5098.0
2021-01-19 04:00:00	ES	Futures	4248.45	4251.53	4246.48	4247.32	5680.0
2021-01-19 04:30:00	ES	Futures	4247.04	4254.34	4246.76	4252.94	4631.0
2021-01-19 05:00:00	ES	Futures	4252.94	4254.34	4249.85	4251.53	3523.0
2021-01-19 05:30:00	ES	Futures	4251.53	4255.46	4251.25	4253.22	5335.0
2021-01-19 06:00:00	ES	Futures	4253.5	4257.43	4253.22	4256.59	4344.0
2021-01-19 06:30:00	ES	Futures	4256.87	4257.15	4255.18	4256.87	3908.0
2021-01-19 07:00:00	ES	Futures	4256.87	4257.15	4252.1	4252.38	7845.0
2021-01-19 07:30:00	ES	Futures	4252.38	4254.9	4250.41	4254.62	9478.0
2021-01-19 08:00:00	ES	Futures	4254.62	4255.46	4252.1	4252.66	7035.0
2021-01-19 08:30:00	ES	Futures	4252.66	4253.78	4250.41	4250.97	7295.0
2021-01-19 09:00:00	ES	Futures	4250.97	4254.9	4250.69	4252.94	13586.0
2021-01-19 09:30:00	ES	Futures	4252.94	4257.71	4238.34	4245.92	165248.0
2021-01-19 10:00:00	ES	Futures	4245.92	4247.61	4238.06	4244.24	103957.0
2021-01-19 10:30:00	ES	Futures	4244.24	4250.69	4241.43	4245.64	74187.0
2021-01-19 11:00:00	ES	Futures	4245.92	4248.73	4234.98	4241.99	83054.0
2021-01-19 11:30:00	ES	Futures	4241.71	4248.45	4237.78	4245.08	45550.0
2021-01-19 12:00:00	ES	Futures	4245.08	4250.41	4243.96	4247.89	31526.0
2021-01-19 12:30:00	ES	Futures	4247.89	4257.99	4247.61	4256.87	54399.0
2021-01-19 13:00:00	ES	Futures	4257.15	4260.8	4256.31	4257.15	45321.0
2021-01-19 13:30:00	ES	Futures	4257.15	4262.76	4256.59	4261.36	35483.0
2021-01-19 14:00:00	ES	Futures	4261.64	4261.92	4258.27	4259.11	33566.0
2021-01-19 14:30:00	ES	Futures	4259.39	4260.52	4254.9	4258.27	37686.0
2021-01-19 15:00:00	ES	Futures	4257.99	4261.08	4257.15	4258.27	39610.0
2021-01-19 15:30:00	ES	Futures	4258.55	4261.64	4254.9	4255.46	138396.0
2021-01-19 16:00:00	ES	Futures	4255.46	4256.31	4252.66	4253.78	41639.0
2021-01-19 16:30:00	ES	Futures	4254.34	4259.67	4254.06	4259.39	5163.0
2021-01-19 18:00:00	ES	Futures	4262.48	4270.06	4259.11	4270.06	7102.0
2021-01-19 18:30:00	ES	Futures	4269.78	4270.34	4266.13	4270.06	4010.0
2021-01-19 19:00:00	ES	Futures	4269.78	4270.06	4263.32	4265.01	5004.0
2021-01-19 19:30:00	ES	Futures	4265.01	4265.29	4263.32	4264.16	2380.0
2021-01-19 20:00:00	ES	Futures	4263.88	4265.57	4255.18	4256.03	7130.0
2021-01-19 20:30:00	ES	Futures	4255.74	4261.64	4255.74	4260.8	5836.0
2021-01-19 21:00:00	ES	Futures	4260.8	4264.45	4260.8	4263.88	3149.0
2021-01-19 21:30:00	ES	Futures	4263.88	4265.57	4263.32	4264.73	2820.0
2021-01-19 22:00:00	ES	Futures	4264.73	4265.01	4259.11	4259.11	3149.0
2021-01-19 22:30:00	ES	Futures	4259.39	4262.48	4257.99	4260.8	2791.0
2021-01-19 23:00:00	ES	Futures	4260.52	4260.52	4253.22	4256.03	4785.0
2021-01-19 23:30:00	ES	Futures	4256.03	4259.39	4255.46	4259.39	2790.0
2021-01-19 00:00:00	NQ	Futures	14974.14	14979.06	14965.46	14969.22	1355.0
2021-01-19 00:30:00	NQ	Futures	14969.51	14970.96	14947.52	14951.86	2536.0
2021-01-19 01:00:00	NQ	Futures	14952.15	14959.09	14939.7	14957.36	1452.0
2021-01-19 01:30:00	NQ	Futures	14958.51	14965.46	14946.65	14952.15	1176.0

> showing 50 of 3,657 rows — these rows as CSV

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