PREVIEW / futures_30min / 2021-02-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-08.parquet
  size:    102 KB
  rows:    3,706

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
2021-02-08 00:00:00	ES	Futures	4375.03	4375.87	4373.34	4375.03	3853.0
2021-02-08 00:30:00	ES	Futures	4375.31	4375.31	4372.78	4374.19	3573.0
2021-02-08 01:00:00	ES	Futures	4374.47	4377.27	4374.19	4376.15	2678.0
2021-02-08 01:30:00	ES	Futures	4376.15	4376.15	4373.9	4373.9	1903.0
2021-02-08 02:00:00	ES	Futures	4373.9	4375.31	4370.54	4371.66	3870.0
2021-02-08 02:30:00	ES	Futures	4371.66	4373.34	4369.69	4371.38	3554.0
2021-02-08 03:00:00	ES	Futures	4371.38	4372.22	4365.48	4367.73	10161.0
2021-02-08 03:30:00	ES	Futures	4368.01	4369.69	4363.24	4366.33	6606.0
2021-02-08 04:00:00	ES	Futures	4366.33	4369.41	4364.64	4364.92	6322.0
2021-02-08 04:30:00	ES	Futures	4364.92	4370.54	4362.4	4369.13	5345.0
2021-02-08 05:00:00	ES	Futures	4368.85	4369.69	4366.61	4368.01	3103.0
2021-02-08 05:30:00	ES	Futures	4368.01	4368.01	4364.64	4366.33	4602.0
2021-02-08 06:00:00	ES	Futures	4366.61	4372.22	4365.2	4371.38	8281.0
2021-02-08 06:30:00	ES	Futures	4371.66	4372.22	4370.54	4371.1	3741.0
2021-02-08 07:00:00	ES	Futures	4371.1	4371.66	4368.85	4369.98	5629.0
2021-02-08 07:30:00	ES	Futures	4370.26	4371.94	4368.29	4371.38	5578.0
2021-02-08 08:00:00	ES	Futures	4371.1	4374.19	4369.41	4373.06	10395.0
2021-02-08 08:30:00	ES	Futures	4373.06	4374.75	4371.66	4373.34	7674.0
2021-02-08 09:00:00	ES	Futures	4373.06	4376.15	4373.06	4374.19	15842.0
2021-02-08 09:30:00	ES	Futures	4373.9	4380.64	4372.22	4378.4	124334.0
2021-02-08 10:00:00	ES	Futures	4378.11	4380.92	4373.34	4377.27	67479.0
2021-02-08 10:30:00	ES	Futures	4377.27	4381.76	4374.75	4377.27	62425.0
2021-02-08 11:00:00	ES	Futures	4376.99	4378.4	4369.98	4372.5	64379.0
2021-02-08 11:30:00	ES	Futures	4372.5	4373.06	4363.8	4369.69	73838.0
2021-02-08 12:00:00	ES	Futures	4369.98	4375.31	4369.98	4374.19	27493.0
2021-02-08 12:30:00	ES	Futures	4374.19	4374.47	4369.98	4371.38	24785.0
2021-02-08 13:00:00	ES	Futures	4371.38	4373.06	4368.85	4371.38	25489.0
2021-02-08 13:30:00	ES	Futures	4371.38	4374.47	4366.33	4368.57	35641.0
2021-02-08 14:00:00	ES	Futures	4368.57	4372.78	4368.29	4371.1	28033.0
2021-02-08 14:30:00	ES	Futures	4370.82	4374.75	4368.57	4374.47	24443.0
2021-02-08 15:00:00	ES	Futures	4374.75	4377.27	4373.62	4376.99	37304.0
2021-02-08 15:30:00	ES	Futures	4376.99	4388.78	4375.59	4388.5	114800.0
2021-02-08 16:00:00	ES	Futures	4388.78	4389.34	4386.82	4388.5	42567.0
2021-02-08 16:30:00	ES	Futures	4387.94	4391.03	4387.66	4390.18	6152.0
2021-02-08 18:00:00	ES	Futures	4390.18	4393.27	4385.97	4386.25	5579.0
2021-02-08 18:30:00	ES	Futures	4386.53	4389.9	4386.25	4389.62	2149.0
2021-02-08 19:00:00	ES	Futures	4389.62	4389.62	4383.17	4383.45	5167.0
2021-02-08 19:30:00	ES	Futures	4383.45	4391.03	4383.17	4388.5	6228.0
2021-02-08 20:00:00	ES	Futures	4388.5	4388.5	4382.61	4386.82	5060.0
2021-02-08 20:30:00	ES	Futures	4386.82	4392.15	4385.69	4389.9	4230.0
2021-02-08 21:00:00	ES	Futures	4389.9	4390.74	4389.06	4390.74	2453.0
2021-02-08 21:30:00	ES	Futures	4390.46	4391.87	4388.22	4389.34	3110.0
2021-02-08 22:00:00	ES	Futures	4389.34	4390.18	4386.82	4389.06	2284.0
2021-02-08 22:30:00	ES	Futures	4389.06	4390.18	4385.41	4387.1	3436.0
2021-02-08 23:00:00	ES	Futures	4387.1	4387.94	4385.97	4386.25	1230.0
2021-02-08 23:30:00	ES	Futures	4386.25	4387.94	4386.25	4386.82	1197.0
2021-02-08 00:00:00	NQ	Futures	15828.84	15836.37	15825.08	15835.79	1326.0
2021-02-08 00:30:00	NQ	Futures	15835.5	15836.08	15821.32	15832.89	1386.0
2021-02-08 01:00:00	NQ	Futures	15833.76	15841.87	15830.0	15832.6	990.0
2021-02-08 01:30:00	NQ	Futures	15832.6	15834.63	15827.39	15829.42	561.0

> showing 50 of 3,706 rows — these rows as CSV

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