PREVIEW / futures_30min / 2021-01-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-20.parquet
  size:    100 KB
  rows:    3,629

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
2021-01-20 00:00:00	ES	Futures	4259.39	4261.64	4257.15	4260.52	2684.0
2021-01-20 00:30:00	ES	Futures	4260.52	4262.48	4257.71	4260.24	3036.0
2021-01-20 01:00:00	ES	Futures	4260.24	4262.2	4258.27	4262.2	2003.0
2021-01-20 01:30:00	ES	Futures	4261.92	4266.97	4261.36	4264.45	3047.0
2021-01-20 02:00:00	ES	Futures	4264.45	4266.97	4263.6	4265.57	2559.0
2021-01-20 02:30:00	ES	Futures	4265.85	4267.81	4263.88	4264.45	2743.0
2021-01-20 03:00:00	ES	Futures	4264.16	4265.29	4260.24	4263.32	8572.0
2021-01-20 03:30:00	ES	Futures	4263.6	4274.27	4261.36	4266.13	15784.0
2021-01-20 04:00:00	ES	Futures	4266.41	4268.94	4263.32	4268.37	6718.0
2021-01-20 04:30:00	ES	Futures	4268.37	4270.06	4265.57	4269.22	6028.0
2021-01-20 05:00:00	ES	Futures	4269.5	4271.46	4268.37	4270.34	6226.0
2021-01-20 05:30:00	ES	Futures	4270.34	4275.39	4269.22	4274.27	5380.0
2021-01-20 06:00:00	ES	Futures	4274.55	4275.39	4271.18	4271.46	6264.0
2021-01-20 06:30:00	ES	Futures	4271.74	4271.74	4269.22	4269.5	5195.0
2021-01-20 07:00:00	ES	Futures	4269.78	4271.74	4268.66	4269.78	6591.0
2021-01-20 07:30:00	ES	Futures	4269.78	4272.02	4269.22	4272.02	7327.0
2021-01-20 08:00:00	ES	Futures	4271.74	4277.36	4271.74	4276.23	13394.0
2021-01-20 08:30:00	ES	Futures	4275.95	4278.48	4274.55	4278.2	15522.0
2021-01-20 09:00:00	ES	Futures	4278.48	4283.81	4278.2	4283.25	29031.0
2021-01-20 09:30:00	ES	Futures	4283.53	4289.14	4278.76	4286.06	138357.0
2021-01-20 10:00:00	ES	Futures	4286.34	4303.74	4286.06	4297.84	139092.0
2021-01-20 10:30:00	ES	Futures	4298.13	4305.98	4297.28	4302.34	72606.0
2021-01-20 11:00:00	ES	Futures	4302.34	4303.74	4295.6	4300.65	70289.0
2021-01-20 11:30:00	ES	Futures	4300.37	4305.98	4299.25	4304.3	40669.0
2021-01-20 12:00:00	ES	Futures	4304.3	4309.63	4304.3	4309.07	44495.0
2021-01-20 12:30:00	ES	Futures	4309.07	4313.56	4309.07	4312.44	38522.0
2021-01-20 13:00:00	ES	Futures	4312.44	4318.33	4312.44	4316.09	52677.0
2021-01-20 13:30:00	ES	Futures	4316.37	4319.18	4311.6	4314.4	34034.0
2021-01-20 14:00:00	ES	Futures	4314.68	4316.09	4309.35	4316.09	47988.0
2021-01-20 14:30:00	ES	Futures	4315.81	4321.14	4314.68	4317.77	45499.0
2021-01-20 15:00:00	ES	Futures	4318.05	4320.58	4314.12	4319.46	47699.0
2021-01-20 15:30:00	ES	Futures	4319.46	4325.07	4313.84	4314.12	171981.0
2021-01-20 16:00:00	ES	Futures	4314.12	4317.49	4311.04	4316.09	47469.0
2021-01-20 16:30:00	ES	Futures	4316.37	4316.37	4311.04	4311.32	7865.0
2021-01-20 18:00:00	ES	Futures	4312.72	4320.3	4311.88	4319.74	6798.0
2021-01-20 18:30:00	ES	Futures	4320.02	4321.98	4319.46	4320.02	3807.0
2021-01-20 19:00:00	ES	Futures	4320.3	4323.67	4315.81	4318.61	6758.0
2021-01-20 19:30:00	ES	Futures	4318.33	4323.39	4316.93	4322.82	3436.0
2021-01-20 20:00:00	ES	Futures	4322.82	4327.88	4322.26	4324.23	7621.0
2021-01-20 20:30:00	ES	Futures	4324.23	4325.63	4320.86	4322.54	4694.0
2021-01-20 21:00:00	ES	Futures	4322.82	4325.07	4322.26	4324.51	2121.0
2021-01-20 21:30:00	ES	Futures	4324.79	4329.0	4322.26	4327.31	4337.0
2021-01-20 22:00:00	ES	Futures	4327.59	4332.09	4327.31	4329.0	4168.0
2021-01-20 22:30:00	ES	Futures	4329.0	4331.8	4327.59	4330.12	3204.0
2021-01-20 23:00:00	ES	Futures	4330.12	4332.93	4329.84	4332.37	3907.0
2021-01-20 23:30:00	ES	Futures	4332.37	4333.21	4329.56	4329.84	2916.0
2021-01-20 00:00:00	NQ	Futures	15086.73	15100.34	15079.5	15097.15	1175.0
2021-01-20 00:30:00	NQ	Futures	15097.73	15118.86	15092.81	15106.99	2042.0
2021-01-20 01:00:00	NQ	Futures	15107.28	15114.23	15099.18	15112.49	1193.0
2021-01-20 01:30:00	NQ	Futures	15112.49	15135.65	15109.02	15124.07	2399.0

> showing 50 of 3,629 rows — these rows as CSV

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