PREVIEW / futures_30min / 2021-01-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-27.parquet
  size:    108 KB
  rows:    3,725

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
2021-01-27 00:00:00	ES	Futures	4307.11	4309.91	4305.42	4306.26	3257.0
2021-01-27 00:30:00	ES	Futures	4306.55	4311.32	4304.58	4311.04	6154.0
2021-01-27 01:00:00	ES	Futures	4311.04	4312.44	4307.11	4308.51	5470.0
2021-01-27 01:30:00	ES	Futures	4308.51	4315.25	4308.23	4314.12	4486.0
2021-01-27 02:00:00	ES	Futures	4313.84	4314.97	4311.32	4313.84	5671.0
2021-01-27 02:30:00	ES	Futures	4314.12	4314.12	4309.07	4311.88	4057.0
2021-01-27 03:00:00	ES	Futures	4311.88	4311.88	4303.46	4305.7	12115.0
2021-01-27 03:30:00	ES	Futures	4305.98	4309.91	4303.74	4306.83	5571.0
2021-01-27 04:00:00	ES	Futures	4306.83	4313.28	4306.55	4311.04	8181.0
2021-01-27 04:30:00	ES	Futures	4311.04	4311.88	4307.95	4308.79	4647.0
2021-01-27 05:00:00	ES	Futures	4308.51	4308.51	4303.74	4305.7	7130.0
2021-01-27 05:30:00	ES	Futures	4305.7	4307.67	4299.81	4300.37	9452.0
2021-01-27 06:00:00	ES	Futures	4300.37	4300.93	4292.51	4298.13	16876.0
2021-01-27 06:30:00	ES	Futures	4298.41	4298.69	4266.69	4278.48	49416.0
2021-01-27 07:00:00	ES	Futures	4278.76	4284.09	4265.57	4270.06	44062.0
2021-01-27 07:30:00	ES	Futures	4269.78	4273.71	4256.59	4259.11	42537.0
2021-01-27 08:00:00	ES	Futures	4259.11	4274.83	4256.03	4268.66	41195.0
2021-01-27 08:30:00	ES	Futures	4268.09	4272.3	4259.67	4270.06	35621.0
2021-01-27 09:00:00	ES	Futures	4270.06	4274.27	4258.83	4272.58	47343.0
2021-01-27 09:30:00	ES	Futures	4272.87	4273.71	4220.66	4242.83	350052.0
2021-01-27 10:00:00	ES	Futures	4242.83	4266.69	4238.9	4261.64	189971.0
2021-01-27 10:30:00	ES	Futures	4261.64	4269.78	4250.97	4267.81	121578.0
2021-01-27 11:00:00	ES	Futures	4267.81	4268.09	4247.04	4249.85	99904.0
2021-01-27 11:30:00	ES	Futures	4250.13	4251.82	4226.84	4228.52	106786.0
2021-01-27 12:00:00	ES	Futures	4228.52	4248.73	4224.31	4245.36	99392.0
2021-01-27 12:30:00	ES	Futures	4245.36	4256.31	4235.54	4255.18	68898.0
2021-01-27 13:00:00	ES	Futures	4254.9	4257.99	4243.96	4253.22	56998.0
2021-01-27 13:30:00	ES	Futures	4253.22	4254.62	4236.66	4240.87	48774.0
2021-01-27 14:00:00	ES	Futures	4240.87	4249.85	4223.75	4225.15	96499.0
2021-01-27 14:30:00	ES	Futures	4224.87	4226.84	4197.93	4203.26	234363.0
2021-01-27 15:00:00	ES	Futures	4203.26	4215.61	4192.31	4197.09	176556.0
2021-01-27 15:30:00	ES	Futures	4196.8	4209.43	4179.96	4208.87	312779.0
2021-01-27 16:00:00	ES	Futures	4209.15	4217.57	4161.16	4171.83	110381.0
2021-01-27 16:30:00	ES	Futures	4179.12	4200.45	4170.42	4191.75	25128.0
2021-01-27 18:00:00	ES	Futures	4193.44	4197.65	4164.53	4173.79	22167.0
2021-01-27 18:30:00	ES	Futures	4174.07	4176.32	4157.79	4163.41	19375.0
2021-01-27 19:00:00	ES	Futures	4163.69	4178.84	4163.41	4173.51	20066.0
2021-01-27 19:30:00	ES	Futures	4173.79	4186.42	4171.54	4183.61	13480.0
2021-01-27 20:00:00	ES	Futures	4183.33	4204.38	4181.93	4203.26	18099.0
2021-01-27 20:30:00	ES	Futures	4202.98	4210.0	4197.37	4206.07	16479.0
2021-01-27 21:00:00	ES	Futures	4205.79	4209.15	4199.61	4200.17	10928.0
2021-01-27 21:30:00	ES	Futures	4200.17	4200.17	4184.46	4195.68	12578.0
2021-01-27 22:00:00	ES	Futures	4195.4	4200.73	4184.74	4197.09	10731.0
2021-01-27 22:30:00	ES	Futures	4197.37	4204.38	4191.47	4194.56	7224.0
2021-01-27 23:00:00	ES	Futures	4194.84	4198.21	4188.1	4191.75	5812.0
2021-01-27 23:30:00	ES	Futures	4191.75	4193.16	4185.58	4187.82	5743.0
2021-01-27 00:00:00	NQ	Futures	15684.7	15698.89	15682.1	15687.6	1623.0
2021-01-27 00:30:00	NQ	Futures	15687.02	15707.57	15683.55	15702.65	2084.0
2021-01-27 01:00:00	NQ	Futures	15702.65	15713.94	15691.65	15698.89	1785.0
2021-01-27 01:30:00	NQ	Futures	15698.89	15707.28	15687.31	15693.1	1292.0

> showing 50 of 3,725 rows — these rows as CSV

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