PREVIEW / futures_30min / 2021-02-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-17.parquet
  size:    104 KB
  rows:    3,693

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
2021-02-17 00:00:00	ES	Futures	4407.87	4411.51	4407.87	4410.95	3002.0
2021-02-17 00:30:00	ES	Futures	4411.23	4414.04	4409.27	4409.55	3150.0
2021-02-17 01:00:00	ES	Futures	4409.55	4413.2	4408.15	4413.2	3132.0
2021-02-17 01:30:00	ES	Futures	4412.92	4414.6	4412.08	4413.2	2174.0
2021-02-17 02:00:00	ES	Futures	4413.2	4414.04	4408.99	4409.27	3224.0
2021-02-17 02:30:00	ES	Futures	4409.27	4410.67	4406.18	4407.3	5858.0
2021-02-17 03:00:00	ES	Futures	4407.3	4408.99	4396.92	4406.74	21460.0
2021-02-17 03:30:00	ES	Futures	4406.46	4414.6	4406.18	4412.08	9643.0
2021-02-17 04:00:00	ES	Futures	4412.36	4412.64	4405.06	4407.58	8443.0
2021-02-17 04:30:00	ES	Futures	4407.58	4408.43	4401.97	4404.22	10457.0
2021-02-17 05:00:00	ES	Futures	4404.22	4408.15	4403.66	4407.3	8546.0
2021-02-17 05:30:00	ES	Futures	4407.3	4408.71	4405.06	4405.9	5464.0
2021-02-17 06:00:00	ES	Futures	4406.18	4408.15	4403.94	4406.74	8885.0
2021-02-17 06:30:00	ES	Futures	4406.74	4408.43	4406.18	4408.15	6362.0
2021-02-17 07:00:00	ES	Futures	4408.15	4410.11	4407.02	4407.58	7311.0
2021-02-17 07:30:00	ES	Futures	4407.87	4412.64	4407.58	4410.95	7038.0
2021-02-17 08:00:00	ES	Futures	4410.95	4412.08	4404.5	4406.74	15044.0
2021-02-17 08:30:00	ES	Futures	4407.02	4409.83	4390.46	4396.64	50192.0
2021-02-17 09:00:00	ES	Futures	4396.64	4400.01	4386.25	4386.82	60270.0
2021-02-17 09:30:00	ES	Futures	4386.82	4401.69	4374.47	4394.39	219650.0
2021-02-17 10:00:00	ES	Futures	4394.39	4401.69	4384.57	4387.66	121790.0
2021-02-17 10:30:00	ES	Futures	4387.66	4397.76	4382.61	4395.52	111788.0
2021-02-17 11:00:00	ES	Futures	4395.24	4396.36	4377.55	4383.45	95380.0
2021-02-17 11:30:00	ES	Futures	4383.45	4389.9	4376.15	4388.5	84287.0
2021-02-17 12:00:00	ES	Futures	4388.22	4392.43	4386.25	4392.43	41739.0
2021-02-17 12:30:00	ES	Futures	4392.43	4397.2	4391.03	4393.83	41918.0
2021-02-17 13:00:00	ES	Futures	4393.83	4400.29	4392.99	4399.16	40715.0
2021-02-17 13:30:00	ES	Futures	4399.45	4399.73	4395.24	4396.36	27451.0
2021-02-17 14:00:00	ES	Futures	4396.64	4406.46	4396.36	4397.76	51876.0
2021-02-17 14:30:00	ES	Futures	4397.76	4404.5	4396.36	4402.81	33404.0
2021-02-17 15:00:00	ES	Futures	4402.81	4409.27	4401.97	4406.46	48638.0
2021-02-17 15:30:00	ES	Futures	4406.74	4412.08	4405.06	4409.83	93244.0
2021-02-17 16:00:00	ES	Futures	4409.83	4410.11	4407.02	4407.58	25947.0
2021-02-17 16:30:00	ES	Futures	4407.02	4409.55	4406.74	4408.71	5258.0
2021-02-17 18:00:00	ES	Futures	4410.11	4410.95	4405.34	4407.3	4626.0
2021-02-17 18:30:00	ES	Futures	4407.3	4413.2	4407.02	4412.64	2952.0
2021-02-17 19:00:00	ES	Futures	4412.92	4417.41	4412.08	4415.72	10137.0
2021-02-17 19:30:00	ES	Futures	4415.72	4418.81	4414.32	4416.85	5883.0
2021-02-17 20:00:00	ES	Futures	4416.85	4417.41	4415.16	4415.44	4316.0
2021-02-17 20:30:00	ES	Futures	4415.72	4416.0	4405.62	4408.99	11311.0
2021-02-17 21:00:00	ES	Futures	4408.99	4409.27	4405.62	4409.27	5452.0
2021-02-17 21:30:00	ES	Futures	4409.55	4416.57	4408.15	4415.16	5433.0
2021-02-17 22:00:00	ES	Futures	4415.44	4416.57	4403.94	4404.78	6584.0
2021-02-17 22:30:00	ES	Futures	4404.78	4405.06	4400.85	4404.5	8045.0
2021-02-17 23:00:00	ES	Futures	4404.5	4404.78	4394.11	4399.16	8988.0
2021-02-17 23:30:00	ES	Futures	4399.16	4401.41	4398.32	4399.73	3969.0
2021-02-17 00:00:00	NQ	Futures	15924.93	15939.41	15924.64	15932.75	1563.0
2021-02-17 00:30:00	NQ	Futures	15933.33	15943.17	15927.25	15928.41	1432.0
2021-02-17 01:00:00	NQ	Futures	15928.41	15939.98	15925.22	15939.98	1608.0
2021-02-17 01:30:00	NQ	Futures	15939.69	15948.96	15936.8	15944.62	1369.0

> showing 50 of 3,693 rows — these rows as CSV

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