PREVIEW / futures_30min / 2021-02-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-04.parquet
  size:    102 KB
  rows:    3,677

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
2021-02-04 00:00:00	ES	Futures	4284.09	4284.37	4278.76	4281.29	6017.0
2021-02-04 00:30:00	ES	Futures	4281.0	4287.18	4280.16	4286.06	6251.0
2021-02-04 01:00:00	ES	Futures	4286.34	4289.14	4281.85	4288.3	4751.0
2021-02-04 01:30:00	ES	Futures	4288.3	4293.63	4286.06	4292.79	4407.0
2021-02-04 02:00:00	ES	Futures	4292.79	4295.88	4290.55	4291.11	5391.0
2021-02-04 02:30:00	ES	Futures	4291.11	4293.92	4286.62	4289.42	3519.0
2021-02-04 03:00:00	ES	Futures	4289.42	4298.97	4288.58	4298.13	8326.0
2021-02-04 03:30:00	ES	Futures	4297.84	4302.62	4297.84	4300.09	8913.0
2021-02-04 04:00:00	ES	Futures	4300.09	4300.65	4296.16	4297.56	4733.0
2021-02-04 04:30:00	ES	Futures	4297.56	4298.69	4295.32	4295.88	2391.0
2021-02-04 05:00:00	ES	Futures	4295.88	4298.41	4293.63	4298.41	2831.0
2021-02-04 05:30:00	ES	Futures	4298.69	4300.65	4297.28	4299.53	2828.0
2021-02-04 06:00:00	ES	Futures	4299.53	4300.65	4297.84	4298.13	2641.0
2021-02-04 06:30:00	ES	Futures	4298.13	4298.97	4289.99	4289.99	7997.0
2021-02-04 07:00:00	ES	Futures	4290.27	4298.41	4289.99	4295.32	8707.0
2021-02-04 07:30:00	ES	Futures	4295.6	4300.65	4295.04	4300.65	7928.0
2021-02-04 08:00:00	ES	Futures	4300.65	4303.18	4297.84	4302.05	14195.0
2021-02-04 08:30:00	ES	Futures	4302.05	4304.86	4300.09	4301.77	14362.0
2021-02-04 09:00:00	ES	Futures	4301.77	4304.3	4299.25	4302.62	19626.0
2021-02-04 09:30:00	ES	Futures	4302.34	4313.56	4300.37	4313.56	150036.0
2021-02-04 10:00:00	ES	Futures	4313.28	4319.18	4309.35	4311.88	115178.0
2021-02-04 10:30:00	ES	Futures	4311.88	4318.89	4309.91	4317.21	76353.0
2021-02-04 11:00:00	ES	Futures	4317.21	4323.1	4316.09	4320.02	66884.0
2021-02-04 11:30:00	ES	Futures	4320.3	4323.1	4317.77	4320.86	47066.0
2021-02-04 12:00:00	ES	Futures	4321.14	4324.79	4320.58	4322.82	37611.0
2021-02-04 12:30:00	ES	Futures	4322.82	4326.19	4321.42	4323.1	36475.0
2021-02-04 13:00:00	ES	Futures	4323.1	4328.44	4322.26	4327.31	36939.0
2021-02-04 13:30:00	ES	Futures	4327.31	4329.84	4327.03	4328.16	28625.0
2021-02-04 14:00:00	ES	Futures	4327.88	4330.68	4326.75	4328.16	32319.0
2021-02-04 14:30:00	ES	Futures	4328.16	4330.96	4327.31	4329.56	28328.0
2021-02-04 15:00:00	ES	Futures	4329.56	4329.84	4325.35	4327.31	39517.0
2021-02-04 15:30:00	ES	Futures	4327.31	4339.94	4325.63	4339.38	157698.0
2021-02-04 16:00:00	ES	Futures	4339.38	4343.03	4337.14	4342.19	52518.0
2021-02-04 16:30:00	ES	Futures	4342.19	4344.43	4339.38	4340.79	7138.0
2021-02-04 18:00:00	ES	Futures	4338.26	4341.91	4337.98	4338.26	4332.0
2021-02-04 18:30:00	ES	Futures	4338.54	4341.63	4336.3	4339.94	4328.0
2021-02-04 19:00:00	ES	Futures	4340.22	4341.91	4337.42	4337.7	4906.0
2021-02-04 19:30:00	ES	Futures	4337.98	4339.38	4334.61	4336.58	3973.0
2021-02-04 20:00:00	ES	Futures	4336.3	4337.42	4333.49	4335.45	5642.0
2021-02-04 20:30:00	ES	Futures	4335.73	4343.31	4334.89	4342.19	6115.0
2021-02-04 21:00:00	ES	Futures	4342.47	4348.93	4342.19	4348.08	7483.0
2021-02-04 21:30:00	ES	Futures	4348.08	4348.93	4343.59	4345.56	4974.0
2021-02-04 22:00:00	ES	Futures	4345.56	4346.68	4343.87	4344.72	2390.0
2021-02-04 22:30:00	ES	Futures	4344.72	4345.28	4340.51	4343.87	3962.0
2021-02-04 23:00:00	ES	Futures	4343.59	4347.24	4343.31	4346.4	3402.0
2021-02-04 23:30:00	ES	Futures	4346.4	4346.96	4344.72	4345.56	2588.0
2021-02-04 00:00:00	NQ	Futures	15470.81	15475.15	15450.26	15460.68	2777.0
2021-02-04 00:30:00	NQ	Futures	15460.1	15496.28	15456.63	15492.23	2696.0
2021-02-04 01:00:00	NQ	Futures	15493.1	15518.57	15476.02	15508.73	2710.0
2021-02-04 01:30:00	NQ	Futures	15509.6	15543.75	15495.41	15542.01	2582.0

> showing 50 of 3,677 rows — these rows as CSV

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