PREVIEW / futures_30min / 2021-02-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-01.parquet
  size:    106 KB
  rows:    3,774

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
2021-02-01 00:00:00	ES	Futures	4179.68	4181.93	4177.16	4177.16	5006.0
2021-02-01 00:30:00	ES	Futures	4176.88	4181.93	4176.6	4180.53	4268.0
2021-02-01 01:00:00	ES	Futures	4180.53	4181.93	4176.88	4177.16	5680.0
2021-02-01 01:30:00	ES	Futures	4177.16	4180.81	4175.75	4178.28	3174.0
2021-02-01 02:00:00	ES	Futures	4178.28	4192.88	4170.98	4190.91	16205.0
2021-02-01 02:30:00	ES	Futures	4190.91	4198.77	4188.95	4193.16	12990.0
2021-02-01 03:00:00	ES	Futures	4193.16	4200.73	4183.61	4188.38	20702.0
2021-02-01 03:30:00	ES	Futures	4188.67	4196.52	4178.28	4193.72	14534.0
2021-02-01 04:00:00	ES	Futures	4193.72	4202.98	4191.75	4198.49	14090.0
2021-02-01 04:30:00	ES	Futures	4198.49	4200.73	4189.23	4196.8	11369.0
2021-02-01 05:00:00	ES	Futures	4196.8	4199.61	4195.4	4198.21	6961.0
2021-02-01 05:30:00	ES	Futures	4198.21	4201.86	4190.35	4192.59	11992.0
2021-02-01 06:00:00	ES	Futures	4192.59	4211.4	4191.19	4209.43	19861.0
2021-02-01 06:30:00	ES	Futures	4209.43	4210.56	4199.33	4199.61	11798.0
2021-02-01 07:00:00	ES	Futures	4199.61	4206.91	4199.33	4203.26	10556.0
2021-02-01 07:30:00	ES	Futures	4203.26	4209.15	4197.65	4198.49	16470.0
2021-02-01 08:00:00	ES	Futures	4198.77	4201.58	4194.0	4194.84	22648.0
2021-02-01 08:30:00	ES	Futures	4194.56	4201.01	4194.28	4196.24	12987.0
2021-02-01 09:00:00	ES	Futures	4196.24	4200.45	4192.03	4199.61	27043.0
2021-02-01 09:30:00	ES	Futures	4199.61	4206.91	4173.23	4186.42	188026.0
2021-02-01 10:00:00	ES	Futures	4186.14	4196.52	4176.32	4190.35	145711.0
2021-02-01 10:30:00	ES	Futures	4190.35	4202.14	4184.46	4188.95	97951.0
2021-02-01 11:00:00	ES	Futures	4189.23	4211.12	4182.49	4209.15	93555.0
2021-02-01 11:30:00	ES	Futures	4209.43	4222.91	4208.31	4215.05	96223.0
2021-02-01 12:00:00	ES	Futures	4215.33	4227.4	4215.33	4226.56	58488.0
2021-02-01 12:30:00	ES	Futures	4226.56	4230.48	4220.94	4230.2	46706.0
2021-02-01 13:00:00	ES	Futures	4230.2	4231.61	4226.27	4229.36	43058.0
2021-02-01 13:30:00	ES	Futures	4229.36	4233.01	4222.91	4229.92	39079.0
2021-02-01 14:00:00	ES	Futures	4229.92	4236.38	4225.43	4235.82	46886.0
2021-02-01 14:30:00	ES	Futures	4235.82	4240.31	4233.01	4234.69	49532.0
2021-02-01 15:00:00	ES	Futures	4234.98	4239.75	4228.52	4231.89	60598.0
2021-02-01 15:30:00	ES	Futures	4231.61	4237.78	4224.87	4226.56	193572.0
2021-02-01 16:00:00	ES	Futures	4226.56	4227.96	4217.57	4217.85	68837.0
2021-02-01 16:30:00	ES	Futures	4218.7	4226.84	4217.29	4225.43	10246.0
2021-02-01 18:00:00	ES	Futures	4226.56	4235.26	4225.43	4233.29	7697.0
2021-02-01 18:30:00	ES	Futures	4233.01	4236.1	4230.48	4232.17	3979.0
2021-02-01 19:00:00	ES	Futures	4232.17	4232.45	4221.22	4223.19	8626.0
2021-02-01 19:30:00	ES	Futures	4222.91	4229.36	4221.22	4229.36	5577.0
2021-02-01 20:00:00	ES	Futures	4229.36	4247.32	4228.24	4246.2	14697.0
2021-02-01 20:30:00	ES	Futures	4246.2	4252.38	4243.96	4250.41	9656.0
2021-02-01 21:00:00	ES	Futures	4250.41	4252.38	4245.08	4250.69	7553.0
2021-02-01 21:30:00	ES	Futures	4250.97	4257.15	4250.69	4251.53	6678.0
2021-02-01 22:00:00	ES	Futures	4251.82	4252.38	4247.89	4251.25	3865.0
2021-02-01 22:30:00	ES	Futures	4251.25	4252.38	4247.32	4251.25	3846.0
2021-02-01 23:00:00	ES	Futures	4251.25	4252.38	4248.45	4250.13	2026.0
2021-02-01 23:30:00	ES	Futures	4250.41	4252.1	4247.04	4249.29	3841.0
2021-02-01 00:00:00	NQ	Futures	14997.59	15010.61	14992.38	14997.01	2574.0
2021-02-01 00:30:00	NQ	Futures	14998.17	15030.58	14997.01	15021.61	2698.0
2021-02-01 01:00:00	NQ	Futures	15021.9	15027.11	15005.4	15005.98	1820.0
2021-02-01 01:30:00	NQ	Futures	15007.14	15021.61	15000.48	15010.32	1504.0

> showing 50 of 3,774 rows — these rows as CSV

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