PREVIEW / futures_30min / 2021-02-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-03.parquet
  size:    99 KB
  rows:    3,657

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
2021-02-03 00:00:00	ES	Futures	4301.21	4307.11	4300.37	4305.7	3209.0
2021-02-03 00:30:00	ES	Futures	4305.42	4307.39	4303.74	4306.83	4290.0
2021-02-03 01:00:00	ES	Futures	4306.83	4307.67	4304.58	4305.7	6097.0
2021-02-03 01:30:00	ES	Futures	4305.7	4306.55	4303.18	4306.26	2801.0
2021-02-03 02:00:00	ES	Futures	4305.98	4308.79	4303.74	4307.67	5979.0
2021-02-03 02:30:00	ES	Futures	4307.95	4314.97	4306.55	4313.28	11018.0
2021-02-03 03:00:00	ES	Futures	4313.28	4314.97	4303.74	4307.11	18496.0
2021-02-03 03:30:00	ES	Futures	4307.11	4308.23	4303.18	4304.02	5880.0
2021-02-03 04:00:00	ES	Futures	4304.02	4305.42	4297.56	4302.34	12011.0
2021-02-03 04:30:00	ES	Futures	4302.34	4303.18	4298.97	4300.37	6797.0
2021-02-03 05:00:00	ES	Futures	4300.09	4302.62	4298.41	4300.09	9570.0
2021-02-03 05:30:00	ES	Futures	4300.09	4306.26	4298.97	4304.3	7759.0
2021-02-03 06:00:00	ES	Futures	4304.02	4305.42	4301.77	4302.34	5209.0
2021-02-03 06:30:00	ES	Futures	4302.34	4305.98	4301.49	4305.14	2791.0
2021-02-03 07:00:00	ES	Futures	4305.14	4305.7	4296.44	4298.97	9123.0
2021-02-03 07:30:00	ES	Futures	4298.69	4302.62	4297.0	4298.13	9326.0
2021-02-03 08:00:00	ES	Futures	4298.41	4302.9	4296.44	4299.81	12154.0
2021-02-03 08:30:00	ES	Futures	4299.81	4304.3	4299.53	4302.9	10965.0
2021-02-03 09:00:00	ES	Futures	4302.9	4304.3	4295.04	4297.0	27005.0
2021-02-03 09:30:00	ES	Futures	4296.72	4302.62	4289.71	4302.05	153080.0
2021-02-03 10:00:00	ES	Futures	4302.34	4304.02	4277.64	4278.2	134495.0
2021-02-03 10:30:00	ES	Futures	4278.2	4292.23	4274.83	4288.02	115451.0
2021-02-03 11:00:00	ES	Futures	4288.02	4293.63	4285.21	4291.11	61584.0
2021-02-03 11:30:00	ES	Futures	4291.39	4300.65	4287.18	4299.53	52440.0
2021-02-03 12:00:00	ES	Futures	4299.81	4300.09	4296.16	4297.84	31523.0
2021-02-03 12:30:00	ES	Futures	4297.84	4303.46	4294.2	4302.05	37498.0
2021-02-03 13:00:00	ES	Futures	4302.05	4303.46	4299.25	4302.34	27936.0
2021-02-03 13:30:00	ES	Futures	4302.34	4307.67	4300.93	4306.83	35959.0
2021-02-03 14:00:00	ES	Futures	4306.83	4310.47	4305.98	4308.79	37321.0
2021-02-03 14:30:00	ES	Futures	4309.07	4311.04	4303.46	4303.46	50626.0
2021-02-03 15:00:00	ES	Futures	4303.74	4305.7	4296.44	4298.13	63954.0
2021-02-03 15:30:00	ES	Futures	4297.84	4302.05	4290.27	4290.83	145776.0
2021-02-03 16:00:00	ES	Futures	4290.55	4302.62	4289.71	4301.77	53944.0
2021-02-03 16:30:00	ES	Futures	4301.77	4302.62	4298.41	4302.62	6546.0
2021-02-03 18:00:00	ES	Futures	4302.9	4305.98	4302.34	4303.18	5103.0
2021-02-03 18:30:00	ES	Futures	4302.9	4303.18	4298.13	4302.9	3750.0
2021-02-03 19:00:00	ES	Futures	4302.9	4305.14	4299.81	4301.77	4247.0
2021-02-03 19:30:00	ES	Futures	4301.77	4302.62	4294.76	4295.32	6353.0
2021-02-03 20:00:00	ES	Futures	4295.04	4298.69	4293.63	4296.72	4460.0
2021-02-03 20:30:00	ES	Futures	4296.72	4298.69	4293.63	4297.0	4292.0
2021-02-03 21:00:00	ES	Futures	4297.28	4301.77	4297.28	4300.93	3670.0
2021-02-03 21:30:00	ES	Futures	4300.93	4301.21	4297.28	4299.25	2601.0
2021-02-03 22:00:00	ES	Futures	4299.25	4300.37	4290.27	4291.95	6560.0
2021-02-03 22:30:00	ES	Futures	4292.23	4292.23	4281.0	4282.97	11130.0
2021-02-03 23:00:00	ES	Futures	4282.97	4286.9	4280.72	4286.62	4382.0
2021-02-03 23:30:00	ES	Futures	4286.62	4286.62	4283.53	4284.09	2315.0
2021-02-03 00:00:00	NQ	Futures	15649.1	15672.26	15645.05	15664.44	1611.0
2021-02-03 00:30:00	NQ	Futures	15664.15	15683.84	15658.65	15681.52	2235.0
2021-02-03 01:00:00	NQ	Futures	15681.23	15686.15	15674.57	15683.55	1769.0
2021-02-03 01:30:00	NQ	Futures	15682.97	15684.7	15672.55	15683.84	1096.0

> showing 50 of 3,657 rows — these rows as CSV

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