PREVIEW / futures_30min / 2021-02-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-23.parquet
  size:    105 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
2021-02-23 00:00:00	ES	Futures	4371.94	4373.9	4370.82	4372.78	4348.0
2021-02-23 00:30:00	ES	Futures	4372.78	4373.34	4369.98	4370.26	3342.0
2021-02-23 01:00:00	ES	Futures	4370.26	4371.66	4365.48	4366.05	3965.0
2021-02-23 01:30:00	ES	Futures	4365.77	4368.29	4363.24	4366.89	4232.0
2021-02-23 02:00:00	ES	Futures	4366.89	4367.17	4362.68	4364.64	4868.0
2021-02-23 02:30:00	ES	Futures	4364.64	4369.13	4363.52	4368.85	4266.0
2021-02-23 03:00:00	ES	Futures	4368.85	4369.41	4354.26	4354.82	18045.0
2021-02-23 03:30:00	ES	Futures	4354.82	4357.63	4350.33	4352.01	14630.0
2021-02-23 04:00:00	ES	Futures	4351.73	4352.01	4332.65	4332.65	26224.0
2021-02-23 04:30:00	ES	Futures	4332.65	4338.82	4328.44	4330.68	26261.0
2021-02-23 05:00:00	ES	Futures	4330.68	4332.65	4318.05	4320.86	32363.0
2021-02-23 05:30:00	ES	Futures	4320.58	4322.26	4311.04	4318.33	37893.0
2021-02-23 06:00:00	ES	Futures	4318.05	4325.63	4312.16	4325.07	25896.0
2021-02-23 06:30:00	ES	Futures	4325.07	4332.09	4323.1	4330.4	26869.0
2021-02-23 07:00:00	ES	Futures	4330.4	4333.49	4328.44	4331.8	14624.0
2021-02-23 07:30:00	ES	Futures	4332.09	4333.49	4325.63	4332.09	20265.0
2021-02-23 08:00:00	ES	Futures	4331.8	4332.09	4324.79	4328.16	22289.0
2021-02-23 08:30:00	ES	Futures	4327.88	4330.12	4322.26	4326.75	21659.0
2021-02-23 09:00:00	ES	Futures	4327.03	4327.31	4316.93	4321.14	35088.0
2021-02-23 09:30:00	ES	Futures	4321.42	4322.54	4271.46	4294.2	353757.0
2021-02-23 10:00:00	ES	Futures	4294.2	4318.33	4285.5	4318.05	223635.0
2021-02-23 10:30:00	ES	Futures	4318.05	4333.21	4309.35	4328.16	170047.0
2021-02-23 11:00:00	ES	Futures	4328.16	4338.26	4316.93	4322.54	118989.0
2021-02-23 11:30:00	ES	Futures	4322.54	4329.84	4311.88	4314.12	86409.0
2021-02-23 12:00:00	ES	Futures	4313.84	4317.77	4300.93	4316.37	109819.0
2021-02-23 12:30:00	ES	Futures	4316.09	4321.42	4298.13	4300.65	98578.0
2021-02-23 13:00:00	ES	Futures	4300.65	4327.59	4297.28	4326.47	86672.0
2021-02-23 13:30:00	ES	Futures	4326.47	4330.96	4318.89	4327.03	80252.0
2021-02-23 14:00:00	ES	Futures	4327.31	4337.14	4324.51	4335.17	65343.0
2021-02-23 14:30:00	ES	Futures	4335.17	4344.72	4322.54	4344.72	91550.0
2021-02-23 15:00:00	ES	Futures	4344.43	4369.69	4343.03	4368.57	115205.0
2021-02-23 15:30:00	ES	Futures	4368.85	4369.69	4351.45	4353.7	158070.0
2021-02-23 16:00:00	ES	Futures	4353.7	4358.47	4349.49	4350.61	37586.0
2021-02-23 16:30:00	ES	Futures	4350.61	4352.57	4348.08	4351.45	7861.0
2021-02-23 18:00:00	ES	Futures	4351.73	4355.38	4339.66	4341.91	13075.0
2021-02-23 18:30:00	ES	Futures	4341.91	4354.26	4340.51	4348.64	7578.0
2021-02-23 19:00:00	ES	Futures	4348.64	4353.98	4343.03	4344.15	8808.0
2021-02-23 19:30:00	ES	Futures	4344.43	4350.89	4344.15	4348.93	4857.0
2021-02-23 20:00:00	ES	Futures	4348.93	4363.52	4348.93	4358.75	11670.0
2021-02-23 20:30:00	ES	Futures	4358.75	4366.89	4356.22	4360.99	12299.0
2021-02-23 21:00:00	ES	Futures	4361.27	4363.8	4357.35	4360.99	7974.0
2021-02-23 21:30:00	ES	Futures	4360.99	4362.12	4348.64	4351.73	9626.0
2021-02-23 22:00:00	ES	Futures	4351.73	4357.91	4341.63	4342.75	12636.0
2021-02-23 22:30:00	ES	Futures	4342.75	4350.05	4341.63	4346.96	8112.0
2021-02-23 23:00:00	ES	Futures	4347.24	4352.01	4343.59	4350.61	4828.0
2021-02-23 23:30:00	ES	Futures	4350.89	4352.01	4345.56	4346.68	3518.0
2021-02-23 00:00:00	NQ	Futures	15430.0	15439.26	15425.08	15430.0	2379.0
2021-02-23 00:30:00	NQ	Futures	15431.16	15432.32	15405.11	15408.87	2619.0
2021-02-23 01:00:00	NQ	Futures	15409.16	15414.66	15389.77	15392.95	2745.0
2021-02-23 01:30:00	NQ	Futures	15392.95	15404.53	15378.19	15396.43	2574.0

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

> unlock the full archive -- $79 one-time