PREVIEW / futures_30min / 2021-02-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-15.parquet
  size:    73 KB
  rows:    2,707

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
2021-02-15 00:00:00	ES	Futures	4430.04	4430.88	4428.92	4429.76	1421.0
2021-02-15 00:30:00	ES	Futures	4429.76	4431.72	4428.63	4430.32	1482.0
2021-02-15 01:00:00	ES	Futures	4430.6	4433.69	4430.32	4431.44	2364.0
2021-02-15 01:30:00	ES	Futures	4431.72	4432.0	4428.92	4429.48	2026.0
2021-02-15 02:00:00	ES	Futures	4429.48	4430.88	4428.63	4430.88	1642.0
2021-02-15 02:30:00	ES	Futures	4430.88	4431.44	4428.35	4430.04	3418.0
2021-02-15 03:00:00	ES	Futures	4430.04	4430.32	4426.95	4428.35	7338.0
2021-02-15 03:30:00	ES	Futures	4428.35	4432.56	4427.79	4432.28	3752.0
2021-02-15 04:00:00	ES	Futures	4432.28	4433.13	4430.04	4430.88	3219.0
2021-02-15 04:30:00	ES	Futures	4430.88	4432.28	4430.04	4432.0	4105.0
2021-02-15 05:00:00	ES	Futures	4432.0	4435.93	4430.88	4433.97	5309.0
2021-02-15 05:30:00	ES	Futures	4433.97	4435.65	4433.13	4433.13	4442.0
2021-02-15 06:00:00	ES	Futures	4433.13	4433.41	4430.32	4432.28	5708.0
2021-02-15 06:30:00	ES	Futures	4432.28	4432.56	4430.88	4431.44	4254.0
2021-02-15 07:00:00	ES	Futures	4431.44	4431.72	4430.32	4431.44	2726.0
2021-02-15 07:30:00	ES	Futures	4431.44	4431.72	4429.48	4430.04	1922.0
2021-02-15 08:00:00	ES	Futures	4430.32	4431.16	4429.76	4430.88	1818.0
2021-02-15 08:30:00	ES	Futures	4430.88	4431.72	4430.04	4431.72	2181.0
2021-02-15 09:00:00	ES	Futures	4431.44	4432.56	4430.88	4432.0	2229.0
2021-02-15 09:30:00	ES	Futures	4432.0	4435.37	4431.16	4433.41	7499.0
2021-02-15 10:00:00	ES	Futures	4433.69	4434.53	4433.41	4433.97	3397.0
2021-02-15 10:30:00	ES	Futures	4433.97	4434.81	4433.13	4434.25	4371.0
2021-02-15 11:00:00	ES	Futures	4434.53	4436.77	4433.41	4436.21	6391.0
2021-02-15 11:30:00	ES	Futures	4436.21	4436.21	4433.13	4434.53	3862.0
2021-02-15 12:00:00	ES	Futures	4434.53	4434.81	4433.69	4434.53	2029.0
2021-02-15 12:30:00	ES	Futures	4434.53	4435.65	4434.25	4435.09	3473.0
2021-02-15 18:00:00	ES	Futures	4435.37	4436.77	4432.0	4432.56	3246.0
2021-02-15 18:30:00	ES	Futures	4432.84	4434.81	4431.16	4431.16	2257.0
2021-02-15 19:00:00	ES	Futures	4431.44	4438.18	4431.16	4437.05	5829.0
2021-02-15 19:30:00	ES	Futures	4437.05	4439.3	4435.65	4438.18	3864.0
2021-02-15 20:00:00	ES	Futures	4438.18	4442.95	4436.77	4441.55	6792.0
2021-02-15 20:30:00	ES	Futures	4441.26	4444.07	4440.98	4441.55	4839.0
2021-02-15 21:00:00	ES	Futures	4441.26	4443.79	4440.42	4443.79	3413.0
2021-02-15 21:30:00	ES	Futures	4443.79	4443.79	4441.55	4442.39	1961.0
2021-02-15 22:00:00	ES	Futures	4442.39	4442.39	4440.42	4442.11	1818.0
2021-02-15 22:30:00	ES	Futures	4442.39	4443.51	4440.7	4443.23	2634.0
2021-02-15 23:00:00	ES	Futures	4443.51	4444.91	4441.83	4442.39	2811.0
2021-02-15 23:30:00	ES	Futures	4442.39	4444.07	4442.11	4443.51	1529.0
2021-02-15 00:00:00	NQ	Futures	16034.05	16036.37	16024.21	16027.97	967.0
2021-02-15 00:30:00	NQ	Futures	16027.68	16032.89	16025.66	16025.95	842.0
2021-02-15 01:00:00	NQ	Futures	16026.52	16034.34	16025.37	16029.42	1411.0
2021-02-15 01:30:00	NQ	Futures	16029.71	16030.58	16018.42	16020.74	1070.0
2021-02-15 02:00:00	NQ	Futures	16020.45	16025.37	16019.0	16023.92	980.0
2021-02-15 02:30:00	NQ	Futures	16023.34	16029.71	16019.29	16027.1	1217.0
2021-02-15 03:00:00	NQ	Futures	16027.1	16027.68	16014.37	16021.03	2487.0
2021-02-15 03:30:00	NQ	Futures	16020.74	16027.97	16017.26	16026.52	1292.0
2021-02-15 04:00:00	NQ	Futures	16026.52	16030.29	16021.89	16024.79	1313.0
2021-02-15 04:30:00	NQ	Futures	16025.08	16027.68	16020.16	16025.66	1100.0
2021-02-15 05:00:00	NQ	Futures	16025.66	16034.05	16023.92	16030.58	1613.0
2021-02-15 05:30:00	NQ	Futures	16030.87	16032.31	16026.81	16027.1	851.0

> showing 50 of 2,707 rows — these rows as CSV

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