PREVIEW / futures_30min / 2021-02-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-16.parquet
  size:    107 KB
  rows:    3,731

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
2021-02-16 00:00:00	ES	Futures	4443.51	4444.07	4440.98	4442.39	3115.0
2021-02-16 00:30:00	ES	Futures	4442.39	4442.67	4435.65	4438.46	7541.0
2021-02-16 01:00:00	ES	Futures	4437.9	4440.7	4437.62	4439.58	4478.0
2021-02-16 01:30:00	ES	Futures	4439.58	4440.7	4437.62	4439.02	1897.0
2021-02-16 02:00:00	ES	Futures	4439.02	4440.7	4435.09	4436.49	3988.0
2021-02-16 02:30:00	ES	Futures	4436.77	4437.62	4434.53	4435.93	3850.0
2021-02-16 03:00:00	ES	Futures	4435.65	4437.62	4433.69	4435.09	11123.0
2021-02-16 03:30:00	ES	Futures	4434.81	4436.21	4432.0	4435.65	7108.0
2021-02-16 04:00:00	ES	Futures	4435.65	4436.21	4431.44	4432.84	4940.0
2021-02-16 04:30:00	ES	Futures	4432.84	4435.09	4429.2	4434.81	5360.0
2021-02-16 05:00:00	ES	Futures	4434.81	4436.21	4433.13	4433.97	3928.0
2021-02-16 05:30:00	ES	Futures	4433.97	4436.77	4433.41	4435.09	6343.0
2021-02-16 06:00:00	ES	Futures	4435.09	4435.37	4430.32	4434.81	10239.0
2021-02-16 06:30:00	ES	Futures	4434.81	4438.18	4434.53	4438.18	5680.0
2021-02-16 07:00:00	ES	Futures	4438.18	4439.02	4435.09	4435.93	7320.0
2021-02-16 07:30:00	ES	Futures	4435.93	4436.77	4433.97	4434.81	8321.0
2021-02-16 08:00:00	ES	Futures	4435.09	4435.37	4430.32	4433.97	13361.0
2021-02-16 08:30:00	ES	Futures	4434.25	4434.53	4425.55	4427.51	20053.0
2021-02-16 09:00:00	ES	Futures	4427.51	4427.79	4421.34	4426.39	35598.0
2021-02-16 09:30:00	ES	Futures	4426.67	4428.92	4418.53	4423.58	160728.0
2021-02-16 10:00:00	ES	Futures	4423.86	4427.79	4413.76	4427.79	121249.0
2021-02-16 10:30:00	ES	Futures	4427.79	4428.92	4408.99	4418.53	117839.0
2021-02-16 11:00:00	ES	Futures	4418.53	4420.21	4409.27	4411.23	87283.0
2021-02-16 11:30:00	ES	Futures	4411.23	4415.44	4403.94	4405.62	107101.0
2021-02-16 12:00:00	ES	Futures	4405.34	4414.6	4399.45	4413.76	89409.0
2021-02-16 12:30:00	ES	Futures	4414.04	4415.44	4409.83	4414.32	45035.0
2021-02-16 13:00:00	ES	Futures	4414.6	4416.85	4412.36	4415.16	35165.0
2021-02-16 13:30:00	ES	Futures	4414.88	4418.53	4410.11	4410.67	37136.0
2021-02-16 14:00:00	ES	Futures	4410.39	4418.53	4410.39	4418.25	34491.0
2021-02-16 14:30:00	ES	Futures	4417.97	4419.65	4409.83	4414.04	45185.0
2021-02-16 15:00:00	ES	Futures	4414.04	4416.0	4408.71	4412.64	54086.0
2021-02-16 15:30:00	ES	Futures	4412.36	4415.16	4404.78	4408.99	107922.0
2021-02-16 16:00:00	ES	Futures	4408.99	4412.08	4405.9	4407.02	33889.0
2021-02-16 16:30:00	ES	Futures	4407.3	4412.08	4406.74	4411.23	5723.0
2021-02-16 18:00:00	ES	Futures	4410.95	4413.2	4404.78	4407.3	7293.0
2021-02-16 18:30:00	ES	Futures	4407.02	4409.27	4400.57	4402.25	6212.0
2021-02-16 19:00:00	ES	Futures	4402.25	4402.81	4395.8	4398.6	13676.0
2021-02-16 19:30:00	ES	Futures	4398.6	4401.69	4395.8	4398.32	6891.0
2021-02-16 20:00:00	ES	Futures	4398.32	4398.6	4392.99	4396.36	10230.0
2021-02-16 20:30:00	ES	Futures	4396.36	4401.13	4394.95	4400.57	5949.0
2021-02-16 21:00:00	ES	Futures	4400.29	4404.5	4398.6	4403.37	6307.0
2021-02-16 21:30:00	ES	Futures	4403.37	4408.71	4401.97	4407.58	4414.0
2021-02-16 22:00:00	ES	Futures	4407.58	4409.83	4406.46	4406.46	3829.0
2021-02-16 22:30:00	ES	Futures	4406.74	4411.79	4405.62	4410.39	4544.0
2021-02-16 23:00:00	ES	Futures	4410.39	4410.67	4407.3	4407.87	3294.0
2021-02-16 23:30:00	ES	Futures	4407.87	4409.83	4407.3	4407.87	1514.0
2021-02-16 00:00:00	NQ	Futures	16089.91	16093.09	16078.04	16082.67	1540.0
2021-02-16 00:30:00	NQ	Futures	16082.96	16083.83	16060.39	16074.28	2834.0
2021-02-16 01:00:00	NQ	Futures	16073.99	16079.78	16070.81	16075.15	1189.0
2021-02-16 01:30:00	NQ	Futures	16075.15	16079.2	16066.76	16072.26	1006.0

> showing 50 of 3,731 rows — these rows as CSV

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