PREVIEW / futures_30min / 2021-02-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-11.parquet
  size:    95 KB
  rows:    3,575

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
2021-02-11 00:00:00	ES	Futures	4386.53	4387.38	4383.45	4384.29	1478.0
2021-02-11 00:30:00	ES	Futures	4384.29	4384.85	4383.17	4384.29	959.0
2021-02-11 01:00:00	ES	Futures	4384.29	4387.1	4384.29	4387.1	1155.0
2021-02-11 01:30:00	ES	Futures	4387.1	4388.22	4386.53	4387.66	1284.0
2021-02-11 02:00:00	ES	Futures	4387.94	4390.46	4387.66	4388.22	2593.0
2021-02-11 02:30:00	ES	Futures	4387.94	4389.34	4385.97	4389.06	3041.0
2021-02-11 03:00:00	ES	Futures	4389.06	4391.59	4385.13	4389.9	9114.0
2021-02-11 03:30:00	ES	Futures	4389.62	4396.92	4388.22	4394.95	8396.0
2021-02-11 04:00:00	ES	Futures	4394.67	4396.92	4392.15	4394.95	5833.0
2021-02-11 04:30:00	ES	Futures	4394.95	4397.48	4394.39	4395.52	3660.0
2021-02-11 05:00:00	ES	Futures	4395.52	4397.76	4393.27	4394.39	3567.0
2021-02-11 05:30:00	ES	Futures	4394.39	4396.36	4393.55	4395.24	3984.0
2021-02-11 06:00:00	ES	Futures	4395.52	4399.16	4394.39	4396.36	3459.0
2021-02-11 06:30:00	ES	Futures	4396.64	4396.92	4392.43	4394.39	8076.0
2021-02-11 07:00:00	ES	Futures	4394.67	4395.8	4391.87	4395.8	4895.0
2021-02-11 07:30:00	ES	Futures	4395.8	4396.36	4392.43	4394.11	6865.0
2021-02-11 08:00:00	ES	Futures	4393.83	4399.16	4393.83	4397.2	12125.0
2021-02-11 08:30:00	ES	Futures	4397.2	4398.88	4395.24	4395.24	10990.0
2021-02-11 09:00:00	ES	Futures	4395.52	4398.32	4394.11	4396.36	13469.0
2021-02-11 09:30:00	ES	Futures	4396.36	4401.41	4386.25	4387.38	163027.0
2021-02-11 10:00:00	ES	Futures	4387.1	4395.8	4385.69	4393.83	89600.0
2021-02-11 10:30:00	ES	Futures	4393.55	4397.48	4386.53	4389.34	73435.0
2021-02-11 11:00:00	ES	Futures	4389.06	4391.31	4383.73	4389.34	65696.0
2021-02-11 11:30:00	ES	Futures	4389.34	4392.99	4385.69	4387.94	49526.0
2021-02-11 12:00:00	ES	Futures	4387.94	4390.18	4367.17	4367.73	114872.0
2021-02-11 12:30:00	ES	Futures	4367.73	4375.87	4360.99	4374.75	119846.0
2021-02-11 13:00:00	ES	Futures	4374.47	4381.2	4368.57	4378.96	67124.0
2021-02-11 13:30:00	ES	Futures	4378.68	4382.32	4376.15	4376.71	37362.0
2021-02-11 14:00:00	ES	Futures	4376.71	4376.71	4368.57	4374.75	65975.0
2021-02-11 14:30:00	ES	Futures	4374.75	4380.64	4371.1	4379.8	50006.0
2021-02-11 15:00:00	ES	Futures	4379.8	4387.66	4378.11	4384.01	53679.0
2021-02-11 15:30:00	ES	Futures	4384.01	4393.83	4380.92	4391.03	128250.0
2021-02-11 16:00:00	ES	Futures	4391.03	4391.31	4385.13	4388.5	33860.0
2021-02-11 16:30:00	ES	Futures	4388.78	4389.62	4384.29	4384.85	5925.0
2021-02-11 18:00:00	ES	Futures	4384.29	4387.94	4382.04	4386.25	4496.0
2021-02-11 18:30:00	ES	Futures	4386.53	4390.74	4385.69	4390.74	3079.0
2021-02-11 19:00:00	ES	Futures	4390.74	4394.11	4388.5	4388.78	6330.0
2021-02-11 19:30:00	ES	Futures	4388.78	4390.18	4385.97	4387.1	3021.0
2021-02-11 20:00:00	ES	Futures	4387.1	4388.22	4385.41	4387.38	2473.0
2021-02-11 20:30:00	ES	Futures	4387.38	4387.66	4383.45	4386.25	2410.0
2021-02-11 21:00:00	ES	Futures	4386.25	4387.38	4384.57	4385.41	1411.0
2021-02-11 21:30:00	ES	Futures	4384.85	4384.85	4379.8	4381.48	3585.0
2021-02-11 22:00:00	ES	Futures	4381.2	4383.45	4380.08	4382.89	2327.0
2021-02-11 22:30:00	ES	Futures	4383.17	4385.69	4382.61	4384.01	1604.0
2021-02-11 23:00:00	ES	Futures	4384.01	4386.25	4382.89	4383.45	1704.0
2021-02-11 23:30:00	ES	Futures	4383.45	4384.57	4381.76	4382.61	1499.0
2021-02-11 00:00:00	NQ	Futures	15816.97	15818.13	15797.87	15802.5	996.0
2021-02-11 00:30:00	NQ	Futures	15802.5	15803.08	15793.53	15801.92	649.0
2021-02-11 01:00:00	NQ	Futures	15801.35	15810.9	15800.48	15807.42	599.0
2021-02-11 01:30:00	NQ	Futures	15807.71	15812.05	15805.4	15808.87	676.0

> showing 50 of 3,575 rows — these rows as CSV

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