PREVIEW / futures_30min / 2021-02-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-22.parquet
  size:    104 KB
  rows:    3,650

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
2021-02-22 00:00:00	ES	Futures	4373.9	4375.87	4368.85	4374.19	5667.0
2021-02-22 00:30:00	ES	Futures	4374.19	4376.71	4368.85	4368.85	4482.0
2021-02-22 01:00:00	ES	Futures	4369.13	4370.26	4366.89	4368.85	4267.0
2021-02-22 01:30:00	ES	Futures	4368.57	4373.9	4368.57	4372.22	3621.0
2021-02-22 02:00:00	ES	Futures	4371.94	4373.06	4348.93	4351.73	25303.0
2021-02-22 02:30:00	ES	Futures	4351.73	4355.1	4347.24	4352.57	14105.0
2021-02-22 03:00:00	ES	Futures	4352.29	4354.26	4339.94	4340.51	35245.0
2021-02-22 03:30:00	ES	Futures	4340.51	4345.56	4334.89	4340.22	24024.0
2021-02-22 04:00:00	ES	Futures	4340.22	4350.05	4338.82	4344.15	20267.0
2021-02-22 04:30:00	ES	Futures	4344.15	4350.61	4341.63	4349.49	13148.0
2021-02-22 05:00:00	ES	Futures	4349.21	4353.7	4348.93	4352.57	9628.0
2021-02-22 05:30:00	ES	Futures	4352.57	4354.82	4348.64	4349.21	9956.0
2021-02-22 06:00:00	ES	Futures	4349.21	4352.85	4346.12	4347.52	13455.0
2021-02-22 06:30:00	ES	Futures	4347.24	4349.21	4344.15	4348.64	12285.0
2021-02-22 07:00:00	ES	Futures	4348.64	4352.57	4348.08	4350.61	12493.0
2021-02-22 07:30:00	ES	Futures	4350.61	4350.61	4340.51	4346.4	14909.0
2021-02-22 08:00:00	ES	Futures	4346.4	4348.93	4341.63	4345.84	14467.0
2021-02-22 08:30:00	ES	Futures	4345.84	4355.94	4345.28	4352.29	20485.0
2021-02-22 09:00:00	ES	Futures	4352.57	4353.42	4342.19	4348.08	33987.0
2021-02-22 09:30:00	ES	Futures	4348.36	4362.4	4344.72	4359.31	167985.0
2021-02-22 10:00:00	ES	Futures	4359.59	4365.77	4350.33	4354.26	108066.0
2021-02-22 10:30:00	ES	Futures	4354.26	4360.43	4347.52	4350.89	107172.0
2021-02-22 11:00:00	ES	Futures	4350.89	4360.71	4346.96	4358.47	79510.0
2021-02-22 11:30:00	ES	Futures	4358.47	4362.4	4355.38	4359.87	47610.0
2021-02-22 12:00:00	ES	Futures	4360.15	4361.56	4354.26	4359.87	47571.0
2021-02-22 12:30:00	ES	Futures	4359.87	4369.13	4357.63	4368.01	47231.0
2021-02-22 13:00:00	ES	Futures	4368.01	4373.34	4365.2	4373.34	32901.0
2021-02-22 13:30:00	ES	Futures	4373.06	4377.55	4372.78	4375.03	40639.0
2021-02-22 14:00:00	ES	Futures	4375.03	4376.15	4370.26	4373.62	40748.0
2021-02-22 14:30:00	ES	Futures	4373.34	4374.75	4367.73	4369.69	41016.0
2021-02-22 15:00:00	ES	Futures	4369.69	4369.98	4355.38	4355.94	73060.0
2021-02-22 15:30:00	ES	Futures	4355.94	4360.43	4346.96	4349.77	197079.0
2021-02-22 16:00:00	ES	Futures	4350.05	4354.54	4348.36	4350.61	45255.0
2021-02-22 16:30:00	ES	Futures	4350.33	4354.26	4350.05	4353.14	7145.0
2021-02-22 18:00:00	ES	Futures	4353.7	4359.87	4353.14	4359.59	5795.0
2021-02-22 18:30:00	ES	Futures	4359.87	4359.87	4352.85	4354.26	4202.0
2021-02-22 19:00:00	ES	Futures	4353.98	4355.38	4342.75	4350.33	12430.0
2021-02-22 19:30:00	ES	Futures	4350.05	4352.29	4344.43	4345.84	5790.0
2021-02-22 20:00:00	ES	Futures	4345.84	4354.26	4345.0	4353.98	7219.0
2021-02-22 20:30:00	ES	Futures	4353.98	4359.87	4353.14	4358.19	11085.0
2021-02-22 21:00:00	ES	Futures	4358.19	4362.4	4356.22	4361.56	4983.0
2021-02-22 21:30:00	ES	Futures	4361.56	4365.2	4361.27	4363.8	5448.0
2021-02-22 22:00:00	ES	Futures	4363.52	4364.08	4354.54	4359.03	6447.0
2021-02-22 22:30:00	ES	Futures	4359.03	4363.52	4357.91	4363.52	3451.0
2021-02-22 23:00:00	ES	Futures	4363.52	4365.77	4362.12	4365.2	2511.0
2021-02-22 23:30:00	ES	Futures	4364.92	4372.22	4364.92	4371.94	5239.0
2021-02-22 00:00:00	NQ	Futures	15676.89	15683.55	15654.31	15674.28	3309.0
2021-02-22 00:30:00	NQ	Futures	15674.86	15682.68	15655.18	15656.63	2471.0
2021-02-22 01:00:00	NQ	Futures	15656.92	15660.97	15635.79	15646.79	3049.0
2021-02-22 01:30:00	NQ	Futures	15646.5	15672.84	15646.5	15664.44	2339.0

> showing 50 of 3,650 rows — these rows as CSV

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