PREVIEW / futures_30min / 2021-01-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-29.parquet
  size:    91 KB
  rows:    3,011

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
2021-01-29 00:00:00	ES	Futures	4194.0	4194.84	4183.33	4183.89	8023.0
2021-01-29 00:30:00	ES	Futures	4183.89	4195.96	4182.21	4192.31	10091.0
2021-01-29 01:00:00	ES	Futures	4192.31	4196.24	4183.89	4192.59	9638.0
2021-01-29 01:30:00	ES	Futures	4192.88	4206.91	4192.31	4205.79	9660.0
2021-01-29 02:00:00	ES	Futures	4205.79	4211.96	4196.24	4196.8	12035.0
2021-01-29 02:30:00	ES	Futures	4196.8	4199.89	4179.12	4192.59	21894.0
2021-01-29 03:00:00	ES	Futures	4192.59	4204.1	4178.0	4201.58	30443.0
2021-01-29 03:30:00	ES	Futures	4201.58	4206.91	4192.88	4202.14	15737.0
2021-01-29 04:00:00	ES	Futures	4202.14	4211.68	4194.28	4204.66	16077.0
2021-01-29 04:30:00	ES	Futures	4204.66	4212.8	4196.52	4199.33	14415.0
2021-01-29 05:00:00	ES	Futures	4199.33	4200.17	4189.79	4194.28	13526.0
2021-01-29 05:30:00	ES	Futures	4194.56	4206.91	4193.16	4205.22	9655.0
2021-01-29 06:00:00	ES	Futures	4204.94	4220.1	4195.96	4217.29	15947.0
2021-01-29 06:30:00	ES	Futures	4217.29	4226.84	4213.93	4217.29	16263.0
2021-01-29 07:00:00	ES	Futures	4217.57	4222.35	4215.05	4222.06	11920.0
2021-01-29 07:30:00	ES	Futures	4222.06	4225.15	4206.07	4208.31	17047.0
2021-01-29 08:00:00	ES	Futures	4208.59	4218.14	4184.74	4207.75	83435.0
2021-01-29 08:30:00	ES	Futures	4207.47	4237.78	4207.47	4226.84	52196.0
2021-01-29 09:00:00	ES	Futures	4226.84	4231.33	4220.66	4220.94	35577.0
2021-01-29 09:30:00	ES	Futures	4221.22	4223.19	4192.59	4215.61	218288.0
2021-01-29 10:00:00	ES	Futures	4215.89	4232.17	4208.31	4228.24	144757.0
2021-01-29 10:30:00	ES	Futures	4227.96	4232.73	4207.19	4220.1	109383.0
2021-01-29 11:00:00	ES	Futures	4220.1	4223.75	4186.98	4187.82	147743.0
2021-01-29 11:30:00	ES	Futures	4187.82	4191.75	4176.88	4191.19	127032.0
2021-01-29 12:00:00	ES	Futures	4190.91	4193.44	4163.12	4166.77	122622.0
2021-01-29 12:30:00	ES	Futures	4166.49	4170.98	4140.67	4148.53	193521.0
2021-01-29 13:00:00	ES	Futures	4148.53	4167.05	4137.58	4167.05	139837.0
2021-01-29 13:30:00	ES	Futures	4166.77	4170.42	4151.9	4154.99	97273.0
2021-01-29 14:00:00	ES	Futures	4154.99	4176.32	4153.3	4168.46	96426.0
2021-01-29 14:30:00	ES	Futures	4168.46	4170.7	4153.86	4165.93	92348.0
2021-01-29 15:00:00	ES	Futures	4166.49	4192.03	4165.93	4181.09	111430.0
2021-01-29 15:30:00	ES	Futures	4181.09	4193.16	4156.39	4159.48	365588.0
2021-01-29 16:00:00	ES	Futures	4159.2	4174.07	4148.81	4154.99	109850.0
2021-01-29 16:30:00	ES	Futures	4154.42	4158.35	4149.37	4149.93	10775.0
2021-01-29 00:00:00	NQ	Futures	15061.26	15067.92	15016.4	15020.74	3089.0
2021-01-29 00:30:00	NQ	Futures	15019.58	15070.81	15017.27	15052.87	3351.0
2021-01-29 01:00:00	NQ	Futures	15052.87	15065.03	15021.61	15057.79	2833.0
2021-01-29 01:30:00	NQ	Futures	15058.37	15122.62	15055.76	15120.6	4690.0
2021-01-29 02:00:00	NQ	Futures	15119.15	15137.09	15060.97	15062.13	5675.0
2021-01-29 02:30:00	NQ	Futures	15061.55	15072.84	15010.03	15052.0	9599.0
2021-01-29 03:00:00	NQ	Futures	15051.71	15075.74	14973.56	15063.29	12137.0
2021-01-29 03:30:00	NQ	Futures	15063.0	15082.68	15027.98	15073.42	5440.0
2021-01-29 04:00:00	NQ	Futures	15071.97	15102.36	15024.79	15069.08	7868.0
2021-01-29 04:30:00	NQ	Futures	15069.08	15100.63	15024.22	15043.9	7546.0
2021-01-29 05:00:00	NQ	Futures	15042.74	15044.48	14981.09	15027.4	6893.0
2021-01-29 05:30:00	NQ	Futures	15028.85	15101.49	15020.45	15095.13	6109.0
2021-01-29 06:00:00	NQ	Futures	15094.55	15140.28	15063.29	15132.75	7454.0
2021-01-29 06:30:00	NQ	Futures	15131.02	15161.99	15105.55	15123.49	5749.0
2021-01-29 07:00:00	NQ	Futures	15122.91	15153.3	15113.65	15150.12	4105.0
2021-01-29 07:30:00	NQ	Futures	15151.28	15166.04	15091.36	15102.36	7464.0

> showing 50 of 3,011 rows — these rows as CSV

> unlock the full archive -- $79 one-time