PREVIEW / futures_30min / 2021-01-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-26.parquet
  size:    99 KB
  rows:    3,665

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
2021-01-26 00:00:00	ES	Futures	4293.92	4299.81	4293.63	4297.56	4233.0
2021-01-26 00:30:00	ES	Futures	4297.56	4298.97	4295.32	4295.6	2518.0
2021-01-26 01:00:00	ES	Futures	4295.88	4296.16	4291.39	4295.04	4327.0
2021-01-26 01:30:00	ES	Futures	4294.76	4295.6	4290.83	4291.95	3334.0
2021-01-26 02:00:00	ES	Futures	4291.95	4300.37	4291.67	4298.69	6162.0
2021-01-26 02:30:00	ES	Futures	4298.41	4299.81	4293.92	4297.0	4399.0
2021-01-26 03:00:00	ES	Futures	4297.28	4307.67	4297.0	4305.14	12931.0
2021-01-26 03:30:00	ES	Futures	4305.42	4313.56	4305.42	4311.04	9026.0
2021-01-26 04:00:00	ES	Futures	4311.32	4318.89	4311.32	4317.21	9850.0
2021-01-26 04:30:00	ES	Futures	4317.49	4319.46	4308.51	4310.76	7718.0
2021-01-26 05:00:00	ES	Futures	4310.76	4314.97	4309.07	4314.12	5228.0
2021-01-26 05:30:00	ES	Futures	4314.12	4314.12	4308.51	4312.72	4691.0
2021-01-26 06:00:00	ES	Futures	4313.0	4318.61	4311.6	4317.21	7326.0
2021-01-26 06:30:00	ES	Futures	4317.49	4325.63	4314.97	4320.3	15183.0
2021-01-26 07:00:00	ES	Futures	4320.3	4329.84	4320.02	4324.23	16672.0
2021-01-26 07:30:00	ES	Futures	4324.51	4328.44	4321.42	4325.91	11343.0
2021-01-26 08:00:00	ES	Futures	4326.19	4327.31	4323.1	4324.23	11624.0
2021-01-26 08:30:00	ES	Futures	4324.23	4328.16	4323.39	4328.16	10578.0
2021-01-26 09:00:00	ES	Futures	4328.16	4332.65	4328.16	4331.52	23919.0
2021-01-26 09:30:00	ES	Futures	4331.52	4336.01	4320.02	4324.23	124106.0
2021-01-26 10:00:00	ES	Futures	4323.95	4330.4	4313.56	4323.95	116122.0
2021-01-26 10:30:00	ES	Futures	4323.95	4327.31	4318.05	4320.58	71500.0
2021-01-26 11:00:00	ES	Futures	4320.58	4326.47	4314.4	4319.46	84292.0
2021-01-26 11:30:00	ES	Futures	4319.46	4320.3	4311.04	4311.6	70290.0
2021-01-26 12:00:00	ES	Futures	4311.6	4318.89	4311.32	4317.77	40314.0
2021-01-26 12:30:00	ES	Futures	4317.49	4318.89	4311.6	4315.81	38157.0
2021-01-26 13:00:00	ES	Futures	4315.81	4321.7	4314.68	4320.58	27554.0
2021-01-26 13:30:00	ES	Futures	4320.58	4325.07	4319.74	4321.7	29786.0
2021-01-26 14:00:00	ES	Futures	4321.98	4325.91	4316.93	4321.14	45171.0
2021-01-26 14:30:00	ES	Futures	4321.14	4323.67	4317.49	4323.1	42838.0
2021-01-26 15:00:00	ES	Futures	4322.82	4326.47	4319.74	4325.91	47789.0
2021-01-26 15:30:00	ES	Futures	4325.91	4326.75	4311.04	4313.84	136230.0
2021-01-26 16:00:00	ES	Futures	4314.12	4326.75	4312.16	4323.39	46682.0
2021-01-26 16:30:00	ES	Futures	4323.39	4323.95	4316.93	4318.33	6692.0
2021-01-26 18:00:00	ES	Futures	4316.93	4325.63	4316.65	4322.54	6610.0
2021-01-26 18:30:00	ES	Futures	4322.54	4323.1	4315.81	4318.89	4867.0
2021-01-26 19:00:00	ES	Futures	4319.18	4320.58	4315.81	4319.74	5481.0
2021-01-26 19:30:00	ES	Futures	4319.74	4320.58	4315.81	4318.61	2664.0
2021-01-26 20:00:00	ES	Futures	4318.61	4319.18	4313.56	4318.33	3839.0
2021-01-26 20:30:00	ES	Futures	4318.61	4321.14	4309.07	4311.88	7433.0
2021-01-26 21:00:00	ES	Futures	4311.6	4311.88	4306.26	4308.79	6402.0
2021-01-26 21:30:00	ES	Futures	4308.79	4311.04	4307.95	4309.07	3226.0
2021-01-26 22:00:00	ES	Futures	4309.07	4310.76	4306.55	4309.91	3592.0
2021-01-26 22:30:00	ES	Futures	4309.91	4311.6	4308.79	4309.91	2598.0
2021-01-26 23:00:00	ES	Futures	4309.91	4311.32	4307.11	4307.95	2722.0
2021-01-26 23:30:00	ES	Futures	4308.23	4308.51	4304.86	4307.39	2871.0
2021-01-26 00:00:00	NQ	Futures	15500.62	15684.99	15499.76	15520.88	1916.0
2021-01-26 00:30:00	NQ	Futures	15522.33	15528.7	15515.67	15516.25	905.0
2021-01-26 01:00:00	NQ	Futures	15516.54	15523.2	15500.04	15520.02	1164.0
2021-01-26 01:30:00	NQ	Futures	15519.15	15524.07	15494.26	15500.91	1231.0

> showing 50 of 3,665 rows — these rows as CSV

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