PREVIEW / futures_30min / 2021-02-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-09.parquet
  size:    96 KB
  rows:    3,651

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
2021-02-09 00:00:00	ES	Futures	4387.1	4389.34	4385.97	4388.78	2298.0
2021-02-09 00:30:00	ES	Futures	4388.78	4389.9	4386.82	4388.5	2120.0
2021-02-09 01:00:00	ES	Futures	4388.5	4389.62	4387.94	4388.22	1673.0
2021-02-09 01:30:00	ES	Futures	4388.5	4388.5	4385.69	4385.97	2196.0
2021-02-09 02:00:00	ES	Futures	4385.69	4386.53	4384.29	4385.41	3498.0
2021-02-09 02:30:00	ES	Futures	4385.69	4388.5	4385.13	4388.22	2588.0
2021-02-09 03:00:00	ES	Futures	4388.22	4388.5	4384.29	4386.53	7726.0
2021-02-09 03:30:00	ES	Futures	4386.53	4389.9	4385.41	4385.97	5801.0
2021-02-09 04:00:00	ES	Futures	4385.97	4386.53	4380.36	4383.73	9719.0
2021-02-09 04:30:00	ES	Futures	4384.01	4384.57	4381.48	4383.45	5311.0
2021-02-09 05:00:00	ES	Futures	4383.73	4384.85	4382.89	4383.45	4934.0
2021-02-09 05:30:00	ES	Futures	4383.45	4384.85	4380.36	4381.2	6607.0
2021-02-09 06:00:00	ES	Futures	4381.2	4381.2	4376.15	4380.08	9721.0
2021-02-09 06:30:00	ES	Futures	4379.8	4383.17	4379.52	4382.61	3308.0
2021-02-09 07:00:00	ES	Futures	4382.89	4383.73	4380.64	4382.61	4614.0
2021-02-09 07:30:00	ES	Futures	4382.32	4384.29	4379.24	4380.08	10037.0
2021-02-09 08:00:00	ES	Futures	4380.08	4380.64	4377.83	4380.64	9549.0
2021-02-09 08:30:00	ES	Futures	4380.64	4381.48	4378.11	4381.2	8662.0
2021-02-09 09:00:00	ES	Futures	4380.92	4381.2	4375.31	4378.11	18976.0
2021-02-09 09:30:00	ES	Futures	4378.11	4385.41	4372.78	4383.45	130493.0
2021-02-09 10:00:00	ES	Futures	4383.45	4386.82	4380.08	4384.57	77022.0
2021-02-09 10:30:00	ES	Futures	4384.57	4387.38	4381.76	4382.61	50443.0
2021-02-09 11:00:00	ES	Futures	4382.32	4382.61	4375.31	4378.68	63033.0
2021-02-09 11:30:00	ES	Futures	4378.96	4385.41	4377.27	4382.89	41898.0
2021-02-09 12:00:00	ES	Futures	4382.89	4389.06	4382.04	4387.66	35149.0
2021-02-09 12:30:00	ES	Futures	4387.66	4391.31	4387.66	4389.9	26757.0
2021-02-09 13:00:00	ES	Futures	4389.9	4390.46	4384.29	4384.57	29188.0
2021-02-09 13:30:00	ES	Futures	4384.57	4387.1	4384.01	4386.25	22696.0
2021-02-09 14:00:00	ES	Futures	4385.97	4390.18	4385.97	4389.06	24063.0
2021-02-09 14:30:00	ES	Futures	4389.34	4392.15	4389.34	4390.74	26783.0
2021-02-09 15:00:00	ES	Futures	4391.03	4391.59	4387.38	4387.66	29549.0
2021-02-09 15:30:00	ES	Futures	4387.38	4392.15	4380.92	4385.13	99965.0
2021-02-09 16:00:00	ES	Futures	4385.41	4389.9	4384.85	4389.06	38390.0
2021-02-09 16:30:00	ES	Futures	4388.5	4391.31	4388.22	4390.46	4535.0
2021-02-09 18:00:00	ES	Futures	4392.15	4392.43	4388.22	4388.78	3615.0
2021-02-09 18:30:00	ES	Futures	4389.06	4391.59	4388.5	4388.5	2019.0
2021-02-09 19:00:00	ES	Futures	4388.78	4390.18	4386.53	4389.62	3472.0
2021-02-09 19:30:00	ES	Futures	4389.62	4389.9	4388.22	4389.62	1379.0
2021-02-09 20:00:00	ES	Futures	4389.62	4398.88	4389.06	4394.67	10287.0
2021-02-09 20:30:00	ES	Futures	4394.67	4400.01	4394.11	4399.73	6041.0
2021-02-09 21:00:00	ES	Futures	4399.73	4400.85	4398.88	4400.29	5803.0
2021-02-09 21:30:00	ES	Futures	4400.01	4400.85	4398.04	4399.45	3301.0
2021-02-09 22:00:00	ES	Futures	4399.45	4402.53	4399.16	4400.85	3958.0
2021-02-09 22:30:00	ES	Futures	4401.13	4401.69	4399.45	4400.01	2030.0
2021-02-09 23:00:00	ES	Futures	4400.01	4400.29	4398.32	4398.88	2151.0
2021-02-09 23:30:00	ES	Futures	4398.88	4401.13	4398.6	4400.01	2681.0
2021-02-09 00:00:00	NQ	Futures	15834.63	15847.65	15833.76	15845.34	1445.0
2021-02-09 00:30:00	NQ	Futures	15845.05	15847.65	15829.71	15837.24	1397.0
2021-02-09 01:00:00	NQ	Futures	15837.52	15841.29	15833.18	15833.76	841.0
2021-02-09 01:30:00	NQ	Futures	15834.63	15838.68	15828.84	15830.0	763.0

> showing 50 of 3,651 rows — these rows as CSV

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