PREVIEW / futures_30min / 2021-02-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-10.parquet
  size:    98 KB
  rows:    3,637

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
2021-02-10 00:00:00	ES	Futures	4400.01	4401.13	4399.73	4400.57	1527.0
2021-02-10 00:30:00	ES	Futures	4400.85	4401.13	4399.73	4400.01	1644.0
2021-02-10 01:00:00	ES	Futures	4400.29	4402.53	4399.16	4399.45	3326.0
2021-02-10 01:30:00	ES	Futures	4399.45	4399.73	4398.04	4398.6	1788.0
2021-02-10 02:00:00	ES	Futures	4398.88	4400.57	4396.36	4400.29	3379.0
2021-02-10 02:30:00	ES	Futures	4400.29	4405.34	4400.01	4402.25	6725.0
2021-02-10 03:00:00	ES	Futures	4402.25	4402.81	4395.8	4399.16	10755.0
2021-02-10 03:30:00	ES	Futures	4399.16	4402.25	4395.8	4401.69	6760.0
2021-02-10 04:00:00	ES	Futures	4401.41	4401.69	4398.6	4399.45	3998.0
2021-02-10 04:30:00	ES	Futures	4399.16	4400.57	4397.76	4399.45	3479.0
2021-02-10 05:00:00	ES	Futures	4399.45	4400.29	4397.2	4398.6	4116.0
2021-02-10 05:30:00	ES	Futures	4398.88	4400.29	4396.36	4399.73	5516.0
2021-02-10 06:00:00	ES	Futures	4399.73	4403.37	4399.73	4401.13	5664.0
2021-02-10 06:30:00	ES	Futures	4401.13	4401.41	4397.76	4398.32	6890.0
2021-02-10 07:00:00	ES	Futures	4398.04	4399.16	4396.92	4398.88	6606.0
2021-02-10 07:30:00	ES	Futures	4398.88	4399.73	4397.48	4398.6	4963.0
2021-02-10 08:00:00	ES	Futures	4398.88	4400.01	4397.48	4398.6	6707.0
2021-02-10 08:30:00	ES	Futures	4398.32	4410.39	4398.32	4406.18	35113.0
2021-02-10 09:00:00	ES	Futures	4405.9	4406.74	4403.66	4405.9	18866.0
2021-02-10 09:30:00	ES	Futures	4405.9	4407.58	4397.76	4399.45	133558.0
2021-02-10 10:00:00	ES	Futures	4399.45	4403.94	4367.45	4375.31	225455.0
2021-02-10 10:30:00	ES	Futures	4375.03	4379.52	4353.98	4378.68	254455.0
2021-02-10 11:00:00	ES	Futures	4378.96	4383.73	4369.41	4374.47	113665.0
2021-02-10 11:30:00	ES	Futures	4374.47	4382.89	4369.41	4376.71	69899.0
2021-02-10 12:00:00	ES	Futures	4376.43	4377.27	4367.17	4374.75	70220.0
2021-02-10 12:30:00	ES	Futures	4374.47	4380.08	4370.82	4376.99	37589.0
2021-02-10 13:00:00	ES	Futures	4376.99	4381.48	4375.31	4380.64	27161.0
2021-02-10 13:30:00	ES	Futures	4380.92	4383.45	4375.59	4378.68	33071.0
2021-02-10 14:00:00	ES	Futures	4378.4	4386.82	4375.87	4386.82	60245.0
2021-02-10 14:30:00	ES	Futures	4386.82	4392.15	4384.29	4391.31	51966.0
2021-02-10 15:00:00	ES	Futures	4391.59	4394.67	4384.57	4387.38	58689.0
2021-02-10 15:30:00	ES	Futures	4387.38	4389.34	4375.59	4383.45	160465.0
2021-02-10 16:00:00	ES	Futures	4383.73	4389.34	4383.17	4388.22	43321.0
2021-02-10 16:30:00	ES	Futures	4387.1	4388.78	4385.41	4387.66	5100.0
2021-02-10 18:00:00	ES	Futures	4386.25	4388.22	4383.45	4386.25	3856.0
2021-02-10 18:30:00	ES	Futures	4386.25	4387.38	4383.73	4385.41	2850.0
2021-02-10 19:00:00	ES	Futures	4385.41	4385.41	4379.24	4379.8	4782.0
2021-02-10 19:30:00	ES	Futures	4379.8	4380.92	4372.78	4374.19	6998.0
2021-02-10 20:00:00	ES	Futures	4373.9	4377.55	4373.06	4376.71	3335.0
2021-02-10 20:30:00	ES	Futures	4376.71	4376.99	4372.78	4374.47	4574.0
2021-02-10 21:00:00	ES	Futures	4374.47	4377.83	4373.9	4376.99	2609.0
2021-02-10 21:30:00	ES	Futures	4376.99	4385.41	4376.71	4384.29	5431.0
2021-02-10 22:00:00	ES	Futures	4384.29	4385.97	4381.76	4382.89	2747.0
2021-02-10 22:30:00	ES	Futures	4382.89	4384.85	4381.48	4383.73	2300.0
2021-02-10 23:00:00	ES	Futures	4384.01	4385.97	4382.04	4385.69	1871.0
2021-02-10 23:30:00	ES	Futures	4385.69	4387.66	4384.57	4386.53	1362.0
2021-02-10 00:00:00	NQ	Futures	15906.12	15911.04	15904.09	15907.86	1083.0
2021-02-10 00:30:00	NQ	Futures	15908.44	15910.46	15902.65	15906.99	792.0
2021-02-10 01:00:00	NQ	Futures	15907.28	15918.57	15906.12	15909.88	1378.0
2021-02-10 01:30:00	NQ	Futures	15910.17	15910.17	15904.96	15906.12	842.0

> showing 50 of 3,637 rows — these rows as CSV

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