PREVIEW / futures_30min / 2021-02-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-05.parquet
  size:    86 KB
  rows:    2,969

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
2021-02-05 00:00:00	ES	Futures	4345.56	4347.8	4344.15	4346.68	2369.0
2021-02-05 00:30:00	ES	Futures	4346.4	4352.85	4346.12	4352.57	6575.0
2021-02-05 01:00:00	ES	Futures	4352.85	4353.42	4350.33	4353.14	3533.0
2021-02-05 01:30:00	ES	Futures	4352.85	4353.42	4349.49	4350.89	2423.0
2021-02-05 02:00:00	ES	Futures	4350.61	4352.01	4346.12	4347.8	4310.0
2021-02-05 02:30:00	ES	Futures	4347.8	4349.21	4346.96	4348.93	3211.0
2021-02-05 03:00:00	ES	Futures	4349.21	4349.49	4344.72	4347.8	7722.0
2021-02-05 03:30:00	ES	Futures	4347.8	4349.77	4346.96	4349.49	5439.0
2021-02-05 04:00:00	ES	Futures	4349.21	4351.17	4346.68	4350.61	5174.0
2021-02-05 04:30:00	ES	Futures	4350.89	4357.06	4350.05	4353.7	10242.0
2021-02-05 05:00:00	ES	Futures	4353.42	4357.35	4353.42	4355.1	5451.0
2021-02-05 05:30:00	ES	Futures	4355.1	4359.87	4354.26	4357.35	8037.0
2021-02-05 06:00:00	ES	Futures	4357.35	4362.96	4357.06	4359.59	11582.0
2021-02-05 06:30:00	ES	Futures	4359.59	4361.56	4358.47	4361.56	7015.0
2021-02-05 07:00:00	ES	Futures	4361.27	4361.56	4358.75	4359.59	10523.0
2021-02-05 07:30:00	ES	Futures	4359.59	4359.87	4356.22	4357.63	11661.0
2021-02-05 08:00:00	ES	Futures	4357.91	4358.75	4354.26	4357.35	12434.0
2021-02-05 08:30:00	ES	Futures	4357.35	4359.31	4352.01	4355.94	21828.0
2021-02-05 09:00:00	ES	Futures	4356.22	4362.96	4355.66	4362.12	22846.0
2021-02-05 09:30:00	ES	Futures	4362.12	4362.96	4349.21	4350.33	148223.0
2021-02-05 10:00:00	ES	Futures	4350.33	4353.7	4343.03	4350.33	111600.0
2021-02-05 10:30:00	ES	Futures	4350.61	4359.59	4350.05	4356.5	82893.0
2021-02-05 11:00:00	ES	Futures	4356.78	4358.47	4349.77	4352.57	63450.0
2021-02-05 11:30:00	ES	Futures	4352.57	4357.63	4351.73	4352.29	41036.0
2021-02-05 12:00:00	ES	Futures	4352.29	4358.75	4350.61	4358.47	36932.0
2021-02-05 12:30:00	ES	Futures	4358.19	4365.2	4357.06	4364.92	43990.0
2021-02-05 13:00:00	ES	Futures	4364.64	4365.2	4359.87	4360.71	37650.0
2021-02-05 13:30:00	ES	Futures	4360.43	4361.27	4354.82	4355.38	37432.0
2021-02-05 14:00:00	ES	Futures	4355.38	4359.03	4353.14	4358.19	31710.0
2021-02-05 14:30:00	ES	Futures	4358.19	4360.15	4352.29	4354.26	31991.0
2021-02-05 15:00:00	ES	Futures	4354.54	4356.78	4350.61	4351.17	47889.0
2021-02-05 15:30:00	ES	Futures	4351.17	4357.91	4350.61	4356.22	104752.0
2021-02-05 16:00:00	ES	Futures	4355.94	4361.27	4355.1	4360.71	33930.0
2021-02-05 16:30:00	ES	Futures	4360.71	4362.12	4359.31	4361.27	7482.0
2021-02-05 00:00:00	NQ	Futures	15723.49	15731.3	15719.44	15726.09	1454.0
2021-02-05 00:30:00	NQ	Futures	15725.22	15764.01	15725.22	15759.38	4247.0
2021-02-05 01:00:00	NQ	Futures	15760.54	15766.9	15751.85	15760.54	1580.0
2021-02-05 01:30:00	NQ	Futures	15760.25	15761.98	15746.64	15748.38	1154.0
2021-02-05 02:00:00	NQ	Futures	15747.51	15756.19	15732.46	15741.14	2002.0
2021-02-05 02:30:00	NQ	Futures	15742.3	15749.83	15739.12	15745.77	2128.0
2021-02-05 03:00:00	NQ	Futures	15746.06	15747.22	15727.83	15737.67	2608.0
2021-02-05 03:30:00	NQ	Futures	15737.96	15744.91	15720.01	15733.04	2900.0
2021-02-05 04:00:00	NQ	Futures	15734.2	15734.78	15705.83	15717.12	3621.0
2021-02-05 04:30:00	NQ	Futures	15717.12	15742.01	15716.25	15729.57	2827.0
2021-02-05 05:00:00	NQ	Futures	15729.57	15740.27	15725.51	15725.8	1698.0
2021-02-05 05:30:00	NQ	Futures	15725.22	15746.64	15723.78	15735.07	2174.0
2021-02-05 06:00:00	NQ	Futures	15734.78	15750.69	15722.91	15733.33	2518.0
2021-02-05 06:30:00	NQ	Futures	15732.46	15744.91	15728.12	15743.17	1918.0
2021-02-05 07:00:00	NQ	Futures	15742.88	15749.54	15735.35	15740.85	2506.0
2021-02-05 07:30:00	NQ	Futures	15740.85	15746.93	15733.33	15737.67	2776.0

> showing 50 of 2,969 rows — these rows as CSV

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