PREVIEW / futures_30min / 2021-02-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-19.parquet
  size:    90 KB
  rows:    3,011

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
2021-02-19 00:00:00	ES	Futures	4375.31	4381.48	4375.31	4378.68	4250.0
2021-02-19 00:30:00	ES	Futures	4378.4	4383.73	4377.83	4383.17	3539.0
2021-02-19 01:00:00	ES	Futures	4383.17	4387.38	4382.04	4385.69	4193.0
2021-02-19 01:30:00	ES	Futures	4385.69	4387.38	4384.29	4387.1	2573.0
2021-02-19 02:00:00	ES	Futures	4386.82	4387.38	4383.73	4384.57	5185.0
2021-02-19 02:30:00	ES	Futures	4384.29	4387.94	4382.61	4386.53	5625.0
2021-02-19 03:00:00	ES	Futures	4386.53	4390.74	4384.85	4386.25	12231.0
2021-02-19 03:30:00	ES	Futures	4386.25	4394.11	4382.32	4393.55	15021.0
2021-02-19 04:00:00	ES	Futures	4393.27	4398.32	4389.9	4396.08	10885.0
2021-02-19 04:30:00	ES	Futures	4396.08	4405.34	4396.08	4399.73	14054.0
2021-02-19 05:00:00	ES	Futures	4400.01	4407.02	4395.52	4402.25	17286.0
2021-02-19 05:30:00	ES	Futures	4402.25	4403.94	4400.01	4403.09	8344.0
2021-02-19 06:00:00	ES	Futures	4403.37	4404.5	4396.92	4399.45	9734.0
2021-02-19 06:30:00	ES	Futures	4399.73	4400.29	4396.08	4397.2	5565.0
2021-02-19 07:00:00	ES	Futures	4396.92	4407.02	4396.92	4406.74	7896.0
2021-02-19 07:30:00	ES	Futures	4407.02	4410.67	4404.78	4406.74	15415.0
2021-02-19 08:00:00	ES	Futures	4406.74	4409.83	4406.18	4408.71	12943.0
2021-02-19 08:30:00	ES	Futures	4408.71	4413.2	4407.3	4410.95	17613.0
2021-02-19 09:00:00	ES	Futures	4410.95	4411.23	4403.66	4405.06	39363.0
2021-02-19 09:30:00	ES	Futures	4405.06	4407.87	4393.83	4404.78	152095.0
2021-02-19 10:00:00	ES	Futures	4404.5	4406.46	4396.36	4400.01	97135.0
2021-02-19 10:30:00	ES	Futures	4400.29	4406.18	4398.04	4404.5	61275.0
2021-02-19 11:00:00	ES	Futures	4404.5	4408.43	4402.81	4407.87	51546.0
2021-02-19 11:30:00	ES	Futures	4407.58	4408.99	4401.13	4401.97	42095.0
2021-02-19 12:00:00	ES	Futures	4401.97	4402.53	4390.74	4392.99	75543.0
2021-02-19 12:30:00	ES	Futures	4392.71	4394.39	4382.89	4388.5	94891.0
2021-02-19 13:00:00	ES	Futures	4388.78	4390.18	4380.36	4386.25	73360.0
2021-02-19 13:30:00	ES	Futures	4386.25	4391.59	4381.76	4391.03	44947.0
2021-02-19 14:00:00	ES	Futures	4391.31	4393.83	4378.4	4379.52	63033.0
2021-02-19 14:30:00	ES	Futures	4379.52	4387.1	4378.96	4386.25	51056.0
2021-02-19 15:00:00	ES	Futures	4386.25	4391.59	4383.73	4389.34	53378.0
2021-02-19 15:30:00	ES	Futures	4389.34	4392.71	4376.99	4382.32	162752.0
2021-02-19 16:00:00	ES	Futures	4382.61	4383.17	4374.75	4376.71	55569.0
2021-02-19 16:30:00	ES	Futures	4377.83	4378.96	4375.31	4377.55	6014.0
2021-02-19 00:00:00	NQ	Futures	15720.88	15751.85	15720.88	15736.8	2262.0
2021-02-19 00:30:00	NQ	Futures	15736.22	15767.77	15734.49	15764.59	1932.0
2021-02-19 01:00:00	NQ	Futures	15764.59	15783.4	15755.04	15768.93	2437.0
2021-02-19 01:30:00	NQ	Futures	15769.8	15781.37	15758.8	15778.77	1478.0
2021-02-19 02:00:00	NQ	Futures	15778.77	15780.8	15761.4	15767.19	1903.0
2021-02-19 02:30:00	NQ	Futures	15766.9	15786.29	15757.93	15776.74	2836.0
2021-02-19 03:00:00	NQ	Futures	15777.03	15800.19	15774.14	15785.43	3914.0
2021-02-19 03:30:00	NQ	Futures	15785.43	15812.34	15767.77	15805.98	5376.0
2021-02-19 04:00:00	NQ	Futures	15804.82	15821.9	15792.66	15814.95	4294.0
2021-02-19 04:30:00	NQ	Futures	15815.24	15849.39	15814.66	15829.13	5410.0
2021-02-19 05:00:00	NQ	Futures	15829.71	15852.29	15808.87	15842.16	5864.0
2021-02-19 05:30:00	NQ	Futures	15842.16	15851.42	15834.34	15849.97	2245.0
2021-02-19 06:00:00	NQ	Futures	15850.84	15854.89	15828.26	15841.0	3386.0
2021-02-19 06:30:00	NQ	Futures	15841.87	15845.34	15829.13	15833.47	2212.0
2021-02-19 07:00:00	NQ	Futures	15833.47	15871.39	15833.47	15869.94	3921.0
2021-02-19 07:30:00	NQ	Futures	15870.52	15878.05	15859.23	15867.92	4188.0

> showing 50 of 3,011 rows — these rows as CSV

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