PREVIEW / futures_30min / 2021-01-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-22.parquet
  size:    85 KB
  rows:    2,929

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
2021-01-22 00:00:00	ES	Futures	4306.83	4308.79	4306.26	4308.23	2112.0
2021-01-22 00:30:00	ES	Futures	4308.23	4309.07	4304.58	4305.7	2388.0
2021-01-22 01:00:00	ES	Futures	4305.98	4307.11	4302.05	4306.55	3727.0
2021-01-22 01:30:00	ES	Futures	4306.55	4307.67	4303.46	4303.46	1679.0
2021-01-22 02:00:00	ES	Futures	4303.46	4305.42	4298.69	4299.81	5099.0
2021-01-22 02:30:00	ES	Futures	4299.81	4302.34	4297.84	4300.09	6286.0
2021-01-22 03:00:00	ES	Futures	4300.09	4300.65	4289.14	4289.99	19371.0
2021-01-22 03:30:00	ES	Futures	4289.99	4299.25	4289.71	4298.97	12331.0
2021-01-22 04:00:00	ES	Futures	4298.97	4301.21	4293.35	4294.76	11208.0
2021-01-22 04:30:00	ES	Futures	4294.76	4294.76	4285.21	4289.14	17386.0
2021-01-22 05:00:00	ES	Futures	4289.42	4293.63	4287.46	4293.35	9670.0
2021-01-22 05:30:00	ES	Futures	4293.35	4293.63	4285.5	4287.18	8962.0
2021-01-22 06:00:00	ES	Futures	4287.18	4289.99	4282.41	4286.9	11395.0
2021-01-22 06:30:00	ES	Futures	4286.9	4289.42	4282.41	4287.46	13179.0
2021-01-22 07:00:00	ES	Futures	4287.74	4290.55	4284.09	4285.78	8823.0
2021-01-22 07:30:00	ES	Futures	4286.06	4289.14	4281.0	4288.3	16304.0
2021-01-22 08:00:00	ES	Futures	4288.3	4289.14	4283.81	4287.74	14205.0
2021-01-22 08:30:00	ES	Futures	4287.74	4292.23	4286.06	4289.42	16144.0
2021-01-22 09:00:00	ES	Futures	4289.14	4296.16	4288.3	4295.6	26121.0
2021-01-22 09:30:00	ES	Futures	4295.6	4305.14	4294.48	4303.46	136911.0
2021-01-22 10:00:00	ES	Futures	4303.18	4307.95	4292.51	4295.6	88582.0
2021-01-22 10:30:00	ES	Futures	4295.32	4301.77	4291.11	4301.49	79381.0
2021-01-22 11:00:00	ES	Futures	4301.21	4305.14	4299.81	4301.21	55289.0
2021-01-22 11:30:00	ES	Futures	4301.21	4312.44	4299.81	4311.32	60061.0
2021-01-22 12:00:00	ES	Futures	4311.32	4313.84	4307.39	4312.16	45047.0
2021-01-22 12:30:00	ES	Futures	4312.16	4312.72	4308.79	4309.91	31042.0
2021-01-22 13:00:00	ES	Futures	4309.91	4311.04	4303.74	4309.07	32892.0
2021-01-22 13:30:00	ES	Futures	4309.35	4312.72	4306.83	4307.11	27046.0
2021-01-22 14:00:00	ES	Futures	4306.83	4310.47	4304.58	4307.67	44907.0
2021-01-22 14:30:00	ES	Futures	4307.67	4313.0	4307.11	4312.72	33682.0
2021-01-22 15:00:00	ES	Futures	4312.72	4315.25	4306.26	4314.68	49260.0
2021-01-22 15:30:00	ES	Futures	4314.68	4316.65	4301.77	4302.9	124350.0
2021-01-22 16:00:00	ES	Futures	4302.9	4305.98	4300.37	4303.74	59379.0
2021-01-22 16:30:00	ES	Futures	4303.18	4304.58	4299.81	4299.81	6454.0
2021-01-22 00:00:00	NQ	Futures	15460.39	15467.34	15456.05	15461.55	1428.0
2021-01-22 00:30:00	NQ	Futures	15461.26	15463.58	15446.5	15453.74	1413.0
2021-01-22 01:00:00	NQ	Futures	15452.87	15463.87	15438.97	15460.97	1503.0
2021-01-22 01:30:00	NQ	Futures	15462.42	15466.76	15455.76	15456.92	888.0
2021-01-22 02:00:00	NQ	Futures	15456.92	15463.0	15447.66	15452.0	1496.0
2021-01-22 02:30:00	NQ	Futures	15451.13	15459.81	15445.63	15452.0	1852.0
2021-01-22 03:00:00	NQ	Futures	15451.71	15459.52	15426.82	15431.45	5569.0
2021-01-22 03:30:00	NQ	Futures	15431.74	15452.29	15428.55	15450.84	3454.0
2021-01-22 04:00:00	NQ	Futures	15450.55	15452.87	15431.45	15436.08	3052.0
2021-01-22 04:30:00	NQ	Futures	15435.79	15435.79	15410.9	15429.71	4376.0
2021-01-22 05:00:00	NQ	Futures	15430.0	15440.71	15419.29	15439.26	3113.0
2021-01-22 05:30:00	NQ	Futures	15439.26	15440.71	15415.53	15420.16	2105.0
2021-01-22 06:00:00	NQ	Futures	15420.45	15430.58	15404.82	15423.34	2882.0
2021-01-22 06:30:00	NQ	Futures	15423.92	15429.13	15407.14	15425.66	3167.0
2021-01-22 07:00:00	NQ	Futures	15426.53	15438.68	15410.03	15419.0	3833.0
2021-01-22 07:30:00	NQ	Futures	15419.29	15424.5	15398.16	15421.03	4790.0

> showing 50 of 2,929 rows — these rows as CSV

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