PREVIEW / futures_30min / 2021-01-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-28.parquet
  size:    108 KB
  rows:    3,736

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
2021-01-28 00:00:00	ES	Futures	4187.82	4198.77	4186.7	4195.68	4832.0
2021-01-28 00:30:00	ES	Futures	4195.68	4197.37	4186.7	4187.54	3878.0
2021-01-28 01:00:00	ES	Futures	4187.54	4187.82	4180.25	4185.58	8235.0
2021-01-28 01:30:00	ES	Futures	4185.3	4187.82	4181.09	4184.74	3324.0
2021-01-28 02:00:00	ES	Futures	4184.74	4185.3	4178.56	4178.56	9597.0
2021-01-28 02:30:00	ES	Futures	4178.84	4190.91	4174.63	4185.86	14663.0
2021-01-28 03:00:00	ES	Futures	4185.58	4196.24	4184.17	4186.98	20424.0
2021-01-28 03:30:00	ES	Futures	4186.98	4187.26	4163.41	4163.97	25253.0
2021-01-28 04:00:00	ES	Futures	4163.97	4173.79	4161.44	4166.49	25505.0
2021-01-28 04:30:00	ES	Futures	4166.21	4179.96	4161.16	4176.6	17652.0
2021-01-28 05:00:00	ES	Futures	4176.6	4191.75	4171.83	4188.67	18391.0
2021-01-28 05:30:00	ES	Futures	4188.38	4194.0	4185.86	4186.42	17463.0
2021-01-28 06:00:00	ES	Futures	4186.14	4203.54	4181.65	4195.96	20743.0
2021-01-28 06:30:00	ES	Futures	4195.96	4200.73	4192.88	4194.84	15456.0
2021-01-28 07:00:00	ES	Futures	4194.56	4208.87	4191.75	4203.54	22807.0
2021-01-28 07:30:00	ES	Futures	4203.54	4204.94	4195.96	4199.61	19122.0
2021-01-28 08:00:00	ES	Futures	4199.33	4200.17	4187.54	4196.24	27200.0
2021-01-28 08:30:00	ES	Futures	4195.96	4229.64	4193.16	4226.27	65749.0
2021-01-28 09:00:00	ES	Futures	4226.56	4237.5	4226.56	4229.08	68884.0
2021-01-28 09:30:00	ES	Futures	4229.36	4257.99	4224.03	4243.11	240958.0
2021-01-28 10:00:00	ES	Futures	4243.4	4273.15	4239.75	4258.27	186582.0
2021-01-28 10:30:00	ES	Futures	4258.27	4271.46	4252.38	4268.37	129118.0
2021-01-28 11:00:00	ES	Futures	4268.37	4281.85	4268.37	4270.06	98777.0
2021-01-28 11:30:00	ES	Futures	4270.06	4279.6	4265.57	4277.36	73583.0
2021-01-28 12:00:00	ES	Futures	4277.64	4287.18	4277.64	4286.34	74025.0
2021-01-28 12:30:00	ES	Futures	4286.62	4291.39	4284.37	4287.46	54924.0
2021-01-28 13:00:00	ES	Futures	4287.46	4291.95	4280.72	4284.37	52475.0
2021-01-28 13:30:00	ES	Futures	4284.65	4292.51	4283.81	4289.14	44073.0
2021-01-28 14:00:00	ES	Futures	4289.14	4290.55	4275.39	4279.88	61565.0
2021-01-28 14:30:00	ES	Futures	4280.16	4281.57	4270.06	4277.92	70663.0
2021-01-28 15:00:00	ES	Futures	4277.92	4277.92	4262.76	4262.76	92069.0
2021-01-28 15:30:00	ES	Futures	4263.04	4268.37	4239.47	4243.4	228437.0
2021-01-28 16:00:00	ES	Futures	4243.4	4252.38	4236.1	4244.8	88752.0
2021-01-28 16:30:00	ES	Futures	4243.11	4243.4	4227.12	4230.2	18229.0
2021-01-28 18:00:00	ES	Futures	4232.73	4237.78	4222.63	4237.5	11861.0
2021-01-28 18:30:00	ES	Futures	4237.5	4238.9	4223.47	4228.8	7683.0
2021-01-28 19:00:00	ES	Futures	4229.08	4235.26	4224.59	4227.4	8862.0
2021-01-28 19:30:00	ES	Futures	4227.4	4229.92	4224.03	4225.99	6918.0
2021-01-28 20:00:00	ES	Futures	4226.27	4240.59	4225.15	4233.57	11157.0
2021-01-28 20:30:00	ES	Futures	4233.57	4236.1	4213.93	4214.77	13660.0
2021-01-28 21:00:00	ES	Futures	4214.77	4218.42	4213.36	4215.89	8500.0
2021-01-28 21:30:00	ES	Futures	4215.61	4221.78	4210.84	4218.42	8809.0
2021-01-28 22:00:00	ES	Futures	4218.7	4220.1	4203.82	4205.22	8024.0
2021-01-28 22:30:00	ES	Futures	4205.51	4207.19	4196.8	4197.37	10589.0
2021-01-28 23:00:00	ES	Futures	4197.37	4201.01	4186.42	4192.31	17628.0
2021-01-28 23:30:00	ES	Futures	4192.59	4197.65	4190.07	4194.0	6730.0
2021-01-28 00:00:00	NQ	Futures	15071.1	15124.94	15067.63	15115.39	2913.0
2021-01-28 00:30:00	NQ	Futures	15115.97	15124.94	15082.39	15086.73	2579.0
2021-01-28 01:00:00	NQ	Futures	15087.02	15095.71	15065.03	15086.73	3245.0
2021-01-28 01:30:00	NQ	Futures	15087.31	15102.36	15052.29	15075.16	2357.0

> showing 50 of 3,736 rows — these rows as CSV

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