PREVIEW / futures_30min / 2021-01-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-25.parquet
  size:    102 KB
  rows:    3,669

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
2021-01-25 00:00:00	ES	Futures	4321.42	4323.67	4321.42	4321.98	2934.0
2021-01-25 00:30:00	ES	Futures	4322.26	4322.82	4319.46	4321.98	2206.0
2021-01-25 01:00:00	ES	Futures	4322.26	4323.1	4320.86	4321.7	2328.0
2021-01-25 01:30:00	ES	Futures	4321.42	4323.95	4321.42	4321.7	2408.0
2021-01-25 02:00:00	ES	Futures	4321.98	4323.95	4320.86	4323.39	2254.0
2021-01-25 02:30:00	ES	Futures	4323.67	4325.91	4321.7	4324.79	4875.0
2021-01-25 03:00:00	ES	Futures	4324.79	4325.07	4316.65	4318.61	11930.0
2021-01-25 03:30:00	ES	Futures	4318.61	4321.14	4316.37	4317.77	5554.0
2021-01-25 04:00:00	ES	Futures	4318.05	4321.14	4316.37	4318.89	5443.0
2021-01-25 04:30:00	ES	Futures	4319.18	4319.46	4313.28	4314.68	6333.0
2021-01-25 05:00:00	ES	Futures	4314.68	4316.93	4312.44	4316.37	5784.0
2021-01-25 05:30:00	ES	Futures	4316.37	4319.18	4315.53	4319.18	5761.0
2021-01-25 06:00:00	ES	Futures	4319.18	4320.58	4318.61	4318.61	4023.0
2021-01-25 06:30:00	ES	Futures	4318.61	4319.46	4309.35	4314.12	17962.0
2021-01-25 07:00:00	ES	Futures	4314.4	4317.77	4311.04	4312.16	13131.0
2021-01-25 07:30:00	ES	Futures	4312.16	4313.0	4301.49	4305.14	24316.0
2021-01-25 08:00:00	ES	Futures	4305.14	4313.0	4303.74	4305.98	32031.0
2021-01-25 08:30:00	ES	Futures	4305.98	4309.91	4299.81	4307.11	33971.0
2021-01-25 09:00:00	ES	Futures	4307.11	4313.28	4306.83	4312.16	19420.0
2021-01-25 09:30:00	ES	Futures	4312.16	4319.74	4307.67	4312.72	151101.0
2021-01-25 10:00:00	ES	Futures	4312.72	4324.51	4312.16	4321.14	92282.0
2021-01-25 10:30:00	ES	Futures	4321.14	4323.1	4282.97	4284.65	154447.0
2021-01-25 11:00:00	ES	Futures	4284.93	4291.95	4253.22	4276.79	329768.0
2021-01-25 11:30:00	ES	Futures	4276.79	4297.28	4273.43	4297.0	99559.0
2021-01-25 12:00:00	ES	Futures	4297.0	4301.21	4281.29	4285.21	104198.0
2021-01-25 12:30:00	ES	Futures	4285.21	4306.55	4281.57	4304.86	83158.0
2021-01-25 13:00:00	ES	Futures	4304.58	4314.4	4298.41	4311.88	78491.0
2021-01-25 13:30:00	ES	Futures	4312.16	4314.4	4303.74	4309.35	51935.0
2021-01-25 14:00:00	ES	Futures	4309.63	4311.6	4302.62	4309.07	48574.0
2021-01-25 14:30:00	ES	Futures	4309.35	4312.72	4307.95	4308.51	45645.0
2021-01-25 15:00:00	ES	Futures	4308.51	4310.19	4298.13	4305.14	63647.0
2021-01-25 15:30:00	ES	Futures	4304.86	4321.42	4302.9	4320.58	126845.0
2021-01-25 16:00:00	ES	Futures	4320.3	4323.95	4318.89	4320.02	39044.0
2021-01-25 16:30:00	ES	Futures	4320.3	4321.42	4318.05	4318.89	5249.0
2021-01-25 18:00:00	ES	Futures	4316.65	4320.02	4314.4	4318.33	4230.0
2021-01-25 18:30:00	ES	Futures	4318.33	4320.02	4316.93	4317.21	1814.0
2021-01-25 19:00:00	ES	Futures	4316.93	4318.05	4314.4	4315.81	3944.0
2021-01-25 19:30:00	ES	Futures	4315.81	4317.21	4311.6	4313.0	4043.0
2021-01-25 20:00:00	ES	Futures	4313.0	4315.53	4307.39	4307.95	5105.0
2021-01-25 20:30:00	ES	Futures	4307.67	4311.88	4307.39	4310.76	5093.0
2021-01-25 21:00:00	ES	Futures	4310.76	4311.88	4304.02	4307.39	5561.0
2021-01-25 21:30:00	ES	Futures	4307.11	4307.11	4303.46	4304.02	5388.0
2021-01-25 22:00:00	ES	Futures	4304.02	4304.86	4300.93	4304.02	3700.0
2021-01-25 22:30:00	ES	Futures	4304.3	4304.58	4301.21	4303.46	2676.0
2021-01-25 23:00:00	ES	Futures	4303.46	4304.3	4300.93	4301.21	2842.0
2021-01-25 23:30:00	ES	Futures	4301.21	4301.21	4290.27	4293.63	12783.0
2021-01-25 00:00:00	NQ	Futures	15581.38	15592.95	15579.64	15589.19	1382.0
2021-01-25 00:30:00	NQ	Futures	15589.19	15593.53	15576.46	15583.4	1489.0
2021-01-25 01:00:00	NQ	Futures	15583.98	15585.14	15573.85	15577.61	1032.0
2021-01-25 01:30:00	NQ	Futures	15578.48	15586.01	15577.03	15582.24	1077.0

> showing 50 of 3,669 rows — these rows as CSV

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