PREVIEW / futures_30min / 2021-02-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-18.parquet
  size:    103 KB
  rows:    3,677

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
2021-02-18 00:00:00	ES	Futures	4399.73	4405.62	4397.76	4402.53	4661.0
2021-02-18 00:30:00	ES	Futures	4402.81	4404.78	4399.45	4400.85	4174.0
2021-02-18 01:00:00	ES	Futures	4401.13	4405.34	4399.73	4405.34	3590.0
2021-02-18 01:30:00	ES	Futures	4405.06	4405.34	4398.88	4399.45	3167.0
2021-02-18 02:00:00	ES	Futures	4399.45	4399.45	4392.99	4396.36	5754.0
2021-02-18 02:30:00	ES	Futures	4396.64	4398.04	4393.27	4394.67	4921.0
2021-02-18 03:00:00	ES	Futures	4394.67	4400.85	4389.9	4390.46	15568.0
2021-02-18 03:30:00	ES	Futures	4390.46	4406.18	4390.46	4406.18	9901.0
2021-02-18 04:00:00	ES	Futures	4405.9	4406.18	4395.24	4395.8	8644.0
2021-02-18 04:30:00	ES	Futures	4396.08	4400.57	4394.11	4398.88	6684.0
2021-02-18 05:00:00	ES	Futures	4398.88	4400.29	4395.24	4396.36	7277.0
2021-02-18 05:30:00	ES	Futures	4396.08	4398.04	4391.87	4393.55	14808.0
2021-02-18 06:00:00	ES	Futures	4393.27	4393.83	4383.45	4390.46	15121.0
2021-02-18 06:30:00	ES	Futures	4390.46	4393.55	4389.06	4392.99	10488.0
2021-02-18 07:00:00	ES	Futures	4392.99	4394.67	4391.31	4394.39	12328.0
2021-02-18 07:30:00	ES	Futures	4394.39	4396.64	4393.27	4393.83	13473.0
2021-02-18 08:00:00	ES	Futures	4394.11	4394.67	4386.53	4388.5	14486.0
2021-02-18 08:30:00	ES	Futures	4388.78	4391.03	4376.99	4380.08	41727.0
2021-02-18 09:00:00	ES	Futures	4380.08	4380.36	4370.82	4377.27	48656.0
2021-02-18 09:30:00	ES	Futures	4376.99	4385.41	4369.69	4379.8	185612.0
2021-02-18 10:00:00	ES	Futures	4379.8	4380.36	4358.19	4365.2	176730.0
2021-02-18 10:30:00	ES	Futures	4364.92	4375.87	4356.5	4370.54	124863.0
2021-02-18 11:00:00	ES	Futures	4370.26	4380.08	4367.17	4372.5	88996.0
2021-02-18 11:30:00	ES	Futures	4372.5	4375.03	4367.17	4369.98	55772.0
2021-02-18 12:00:00	ES	Futures	4369.98	4373.34	4361.56	4373.34	73415.0
2021-02-18 12:30:00	ES	Futures	4373.34	4375.59	4369.41	4372.5	36590.0
2021-02-18 13:00:00	ES	Futures	4372.5	4387.1	4368.57	4384.85	71989.0
2021-02-18 13:30:00	ES	Futures	4384.85	4387.94	4383.45	4384.57	45142.0
2021-02-18 14:00:00	ES	Futures	4384.85	4392.71	4384.29	4390.18	54519.0
2021-02-18 14:30:00	ES	Futures	4390.18	4394.67	4387.1	4393.55	50381.0
2021-02-18 15:00:00	ES	Futures	4393.55	4398.04	4391.59	4395.24	59134.0
2021-02-18 15:30:00	ES	Futures	4394.95	4399.16	4386.53	4391.03	113727.0
2021-02-18 16:00:00	ES	Futures	4391.03	4394.11	4389.34	4389.62	34514.0
2021-02-18 16:30:00	ES	Futures	4389.34	4391.87	4388.5	4390.46	3124.0
2021-02-18 18:00:00	ES	Futures	4390.18	4393.83	4388.5	4392.71	3241.0
2021-02-18 18:30:00	ES	Futures	4392.99	4393.55	4382.32	4384.85	6356.0
2021-02-18 19:00:00	ES	Futures	4384.85	4387.66	4383.45	4385.41	5473.0
2021-02-18 19:30:00	ES	Futures	4385.13	4387.94	4384.57	4387.38	3169.0
2021-02-18 20:00:00	ES	Futures	4387.38	4393.83	4379.24	4379.52	10510.0
2021-02-18 20:30:00	ES	Futures	4379.24	4379.52	4370.26	4376.71	16102.0
2021-02-18 21:00:00	ES	Futures	4376.71	4377.55	4368.29	4372.78	7789.0
2021-02-18 21:30:00	ES	Futures	4372.78	4373.34	4367.45	4369.69	8790.0
2021-02-18 22:00:00	ES	Futures	4369.69	4373.34	4368.85	4372.78	3925.0
2021-02-18 22:30:00	ES	Futures	4372.78	4374.75	4371.1	4371.38	3892.0
2021-02-18 23:00:00	ES	Futures	4371.38	4374.47	4370.26	4373.62	2573.0
2021-02-18 23:30:00	ES	Futures	4373.62	4377.27	4373.34	4375.31	3342.0
2021-02-18 00:00:00	NQ	Futures	15777.03	15798.16	15770.67	15781.09	2971.0
2021-02-18 00:30:00	NQ	Futures	15781.37	15788.32	15770.95	15778.48	2217.0
2021-02-18 01:00:00	NQ	Futures	15778.19	15802.79	15775.59	15801.63	2307.0
2021-02-18 01:30:00	NQ	Futures	15800.48	15801.63	15779.06	15783.69	1176.0

> showing 50 of 3,677 rows — these rows as CSV

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