PREVIEW / futures_30min / 2021-02-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-12.parquet
  size:    84 KB
  rows:    2,876

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
2021-02-12 00:00:00	ES	Futures	4382.61	4385.69	4382.32	4385.41	1096.0
2021-02-12 00:30:00	ES	Futures	4385.41	4387.1	4385.41	4386.82	1278.0
2021-02-12 01:00:00	ES	Futures	4386.82	4387.1	4382.32	4383.45	1940.0
2021-02-12 01:30:00	ES	Futures	4383.73	4384.01	4382.04	4383.45	1293.0
2021-02-12 02:00:00	ES	Futures	4383.45	4383.45	4380.64	4383.17	2505.0
2021-02-12 02:30:00	ES	Futures	4383.45	4384.01	4380.36	4381.48	2438.0
2021-02-12 03:00:00	ES	Futures	4381.76	4385.41	4377.83	4381.2	8193.0
2021-02-12 03:30:00	ES	Futures	4380.92	4380.92	4367.45	4374.19	15132.0
2021-02-12 04:00:00	ES	Futures	4373.9	4378.68	4373.62	4378.4	5897.0
2021-02-12 04:30:00	ES	Futures	4378.4	4381.2	4377.27	4380.64	5240.0
2021-02-12 05:00:00	ES	Futures	4380.64	4382.61	4379.8	4382.04	3278.0
2021-02-12 05:30:00	ES	Futures	4382.04	4383.17	4380.64	4382.04	4532.0
2021-02-12 06:00:00	ES	Futures	4382.32	4383.17	4378.11	4378.11	5298.0
2021-02-12 06:30:00	ES	Futures	4378.4	4382.89	4378.11	4382.61	4997.0
2021-02-12 07:00:00	ES	Futures	4382.89	4386.25	4381.48	4383.17	6776.0
2021-02-12 07:30:00	ES	Futures	4383.45	4386.25	4382.04	4383.45	8888.0
2021-02-12 08:00:00	ES	Futures	4383.73	4386.53	4381.76	4383.73	8054.0
2021-02-12 08:30:00	ES	Futures	4383.73	4384.29	4377.27	4378.4	11960.0
2021-02-12 09:00:00	ES	Futures	4378.4	4380.64	4377.55	4380.36	15421.0
2021-02-12 09:30:00	ES	Futures	4380.36	4389.62	4379.52	4386.25	115441.0
2021-02-12 10:00:00	ES	Futures	4385.97	4390.74	4385.13	4387.94	73310.0
2021-02-12 10:30:00	ES	Futures	4387.94	4399.16	4382.61	4396.64	89309.0
2021-02-12 11:00:00	ES	Futures	4396.36	4398.6	4393.83	4397.2	47359.0
2021-02-12 11:30:00	ES	Futures	4396.92	4400.57	4395.8	4397.48	35237.0
2021-02-12 12:00:00	ES	Futures	4397.76	4400.57	4395.8	4396.08	26314.0
2021-02-12 12:30:00	ES	Futures	4396.08	4396.64	4392.71	4395.24	32793.0
2021-02-12 13:00:00	ES	Futures	4395.24	4396.36	4387.66	4392.99	44462.0
2021-02-12 13:30:00	ES	Futures	4392.71	4396.08	4389.34	4391.59	28989.0
2021-02-12 14:00:00	ES	Futures	4391.59	4392.71	4388.22	4392.43	42636.0
2021-02-12 14:30:00	ES	Futures	4392.71	4395.52	4389.34	4394.67	29080.0
2021-02-12 15:00:00	ES	Futures	4394.95	4398.32	4393.83	4397.76	30441.0
2021-02-12 15:30:00	ES	Futures	4398.04	4415.16	4397.48	4412.92	180720.0
2021-02-12 16:00:00	ES	Futures	4412.64	4417.69	4411.79	4417.13	58529.0
2021-02-12 16:30:00	ES	Futures	4416.57	4419.09	4416.57	4418.53	7886.0
2021-02-12 00:00:00	NQ	Futures	15871.39	15878.05	15869.36	15877.47	393.0
2021-02-12 00:30:00	NQ	Futures	15877.76	15882.1	15877.47	15880.36	622.0
2021-02-12 01:00:00	NQ	Futures	15880.94	15881.81	15867.92	15873.99	652.0
2021-02-12 01:30:00	NQ	Futures	15874.28	15875.44	15869.07	15873.99	319.0
2021-02-12 02:00:00	NQ	Futures	15874.57	15874.86	15864.73	15874.86	891.0
2021-02-12 02:30:00	NQ	Futures	15874.28	15876.6	15858.65	15862.13	1058.0
2021-02-12 03:00:00	NQ	Futures	15862.71	15879.2	15855.47	15867.34	2422.0
2021-02-12 03:30:00	NQ	Futures	15866.76	15866.76	15818.42	15842.73	5328.0
2021-02-12 04:00:00	NQ	Futures	15841.87	15861.84	15841.29	15858.94	2420.0
2021-02-12 04:30:00	NQ	Futures	15859.81	15870.81	15857.5	15866.18	2011.0
2021-02-12 05:00:00	NQ	Futures	15866.47	15872.26	15862.99	15869.36	1078.0
2021-02-12 05:30:00	NQ	Futures	15869.36	15873.99	15863.86	15866.76	1412.0
2021-02-12 06:00:00	NQ	Futures	15866.76	15869.94	15855.47	15858.36	2018.0
2021-02-12 06:30:00	NQ	Futures	15858.36	15871.97	15857.78	15869.36	1528.0
2021-02-12 07:00:00	NQ	Futures	15869.65	15882.97	15868.78	15871.97	2073.0
2021-02-12 07:30:00	NQ	Futures	15872.84	15880.07	15866.18	15874.28	2234.0

> showing 50 of 2,876 rows — these rows as CSV

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