PREVIEW / futures_30min / 2021-01-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-21.parquet
  size:    100 KB
  rows:    3,644

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
2021-01-21 00:00:00	ES	Futures	4329.56	4332.09	4329.0	4331.24	2700.0
2021-01-21 00:30:00	ES	Futures	4331.24	4332.37	4328.72	4330.96	2653.0
2021-01-21 01:00:00	ES	Futures	4330.96	4331.8	4327.03	4327.31	2841.0
2021-01-21 01:30:00	ES	Futures	4327.31	4327.88	4325.35	4327.88	2355.0
2021-01-21 02:00:00	ES	Futures	4327.59	4329.56	4326.75	4327.31	2166.0
2021-01-21 02:30:00	ES	Futures	4327.59	4330.68	4326.47	4329.56	2134.0
2021-01-21 03:00:00	ES	Futures	4329.56	4331.24	4319.74	4326.19	11300.0
2021-01-21 03:30:00	ES	Futures	4325.91	4326.75	4322.26	4323.1	5582.0
2021-01-21 04:00:00	ES	Futures	4322.82	4325.63	4320.86	4323.39	5722.0
2021-01-21 04:30:00	ES	Futures	4323.39	4325.63	4322.26	4323.39	5947.0
2021-01-21 05:00:00	ES	Futures	4323.39	4324.23	4322.26	4322.82	3911.0
2021-01-21 05:30:00	ES	Futures	4322.82	4325.63	4320.58	4324.51	4772.0
2021-01-21 06:00:00	ES	Futures	4324.79	4327.31	4323.67	4326.75	5047.0
2021-01-21 06:30:00	ES	Futures	4326.75	4329.0	4323.95	4329.0	5085.0
2021-01-21 07:00:00	ES	Futures	4328.72	4330.68	4326.75	4328.72	8751.0
2021-01-21 07:30:00	ES	Futures	4328.72	4329.0	4324.23	4325.91	8256.0
2021-01-21 08:00:00	ES	Futures	4325.91	4326.75	4325.07	4326.47	5386.0
2021-01-21 08:30:00	ES	Futures	4326.19	4327.03	4314.12	4317.21	33181.0
2021-01-21 09:00:00	ES	Futures	4316.93	4322.82	4316.93	4321.14	23448.0
2021-01-21 09:30:00	ES	Futures	4321.42	4321.7	4307.11	4313.84	160767.0
2021-01-21 10:00:00	ES	Futures	4313.84	4325.07	4310.76	4324.23	98397.0
2021-01-21 10:30:00	ES	Futures	4324.51	4325.91	4322.82	4324.51	58192.0
2021-01-21 11:00:00	ES	Futures	4324.51	4326.47	4318.61	4320.3	60097.0
2021-01-21 11:30:00	ES	Futures	4320.3	4320.86	4311.88	4317.21	56738.0
2021-01-21 12:00:00	ES	Futures	4316.93	4317.77	4307.95	4311.88	54711.0
2021-01-21 12:30:00	ES	Futures	4311.88	4314.97	4309.63	4314.97	31284.0
2021-01-21 13:00:00	ES	Futures	4314.97	4318.05	4313.56	4316.65	27806.0
2021-01-21 13:30:00	ES	Futures	4316.93	4319.74	4316.09	4317.49	26836.0
2021-01-21 14:00:00	ES	Futures	4317.77	4323.67	4316.93	4323.1	39282.0
2021-01-21 14:30:00	ES	Futures	4323.1	4325.35	4322.54	4324.79	30683.0
2021-01-21 15:00:00	ES	Futures	4325.07	4326.19	4321.14	4323.1	40410.0
2021-01-21 15:30:00	ES	Futures	4323.1	4326.47	4316.37	4318.05	110030.0
2021-01-21 16:00:00	ES	Futures	4318.33	4319.18	4316.65	4316.93	31421.0
2021-01-21 16:30:00	ES	Futures	4316.65	4321.14	4314.68	4318.33	6661.0
2021-01-21 18:00:00	ES	Futures	4318.61	4321.14	4313.56	4315.53	4868.0
2021-01-21 18:30:00	ES	Futures	4315.81	4317.77	4314.12	4315.53	2360.0
2021-01-21 19:00:00	ES	Futures	4315.53	4320.58	4313.84	4319.46	4621.0
2021-01-21 19:30:00	ES	Futures	4319.46	4320.58	4311.04	4313.28	6665.0
2021-01-21 20:00:00	ES	Futures	4313.28	4315.81	4309.91	4311.04	4934.0
2021-01-21 20:30:00	ES	Futures	4310.76	4313.28	4309.91	4312.16	3577.0
2021-01-21 21:00:00	ES	Futures	4312.16	4313.0	4301.49	4305.98	10893.0
2021-01-21 21:30:00	ES	Futures	4306.26	4309.63	4303.74	4304.58	4596.0
2021-01-21 22:00:00	ES	Futures	4304.58	4307.11	4300.65	4303.74	5118.0
2021-01-21 22:30:00	ES	Futures	4303.46	4305.42	4301.49	4304.02	3580.0
2021-01-21 23:00:00	ES	Futures	4304.02	4311.04	4302.9	4308.51	4353.0
2021-01-21 23:30:00	ES	Futures	4308.51	4309.07	4305.7	4306.55	1889.0
2021-01-21 00:00:00	NQ	Futures	15489.34	15498.02	15484.7	15493.68	1143.0
2021-01-21 00:30:00	NQ	Futures	15493.68	15496.57	15480.36	15489.05	1335.0
2021-01-21 01:00:00	NQ	Futures	15488.76	15493.68	15463.0	15464.16	2152.0
2021-01-21 01:30:00	NQ	Futures	15464.16	15467.05	15449.97	15465.31	2989.0

> showing 50 of 3,644 rows — these rows as CSV

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