PREVIEW / futures_30min / 2021-02-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-24.parquet
  size:    108 KB
  rows:    3,706

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
2021-02-24 00:00:00	ES	Futures	4346.4	4347.52	4334.61	4340.22	11323.0
2021-02-24 00:30:00	ES	Futures	4339.94	4340.22	4333.77	4334.05	10320.0
2021-02-24 01:00:00	ES	Futures	4334.05	4334.89	4324.23	4332.09	14596.0
2021-02-24 01:30:00	ES	Futures	4332.09	4337.7	4330.96	4332.09	8171.0
2021-02-24 02:00:00	ES	Futures	4332.09	4343.03	4331.8	4340.79	12904.0
2021-02-24 02:30:00	ES	Futures	4340.51	4345.28	4337.7	4342.19	7808.0
2021-02-24 03:00:00	ES	Futures	4341.91	4350.89	4338.54	4348.36	18115.0
2021-02-24 03:30:00	ES	Futures	4348.36	4353.14	4342.19	4352.01	11982.0
2021-02-24 04:00:00	ES	Futures	4352.01	4361.27	4349.49	4360.43	16267.0
2021-02-24 04:30:00	ES	Futures	4360.43	4362.12	4357.35	4359.87	12482.0
2021-02-24 05:00:00	ES	Futures	4360.15	4364.92	4355.1	4360.15	14035.0
2021-02-24 05:30:00	ES	Futures	4359.87	4364.36	4358.75	4359.03	8570.0
2021-02-24 06:00:00	ES	Futures	4359.03	4360.99	4356.22	4360.71	8660.0
2021-02-24 06:30:00	ES	Futures	4360.71	4360.71	4353.7	4355.1	11587.0
2021-02-24 07:00:00	ES	Futures	4355.1	4372.5	4354.54	4370.54	21320.0
2021-02-24 07:30:00	ES	Futures	4370.26	4374.47	4365.2	4371.1	18678.0
2021-02-24 08:00:00	ES	Futures	4370.82	4371.94	4361.56	4363.24	28114.0
2021-02-24 08:30:00	ES	Futures	4363.24	4364.92	4336.58	4341.91	60987.0
2021-02-24 09:00:00	ES	Futures	4341.91	4346.96	4334.89	4340.22	75650.0
2021-02-24 09:30:00	ES	Futures	4340.22	4349.77	4329.84	4341.07	273564.0
2021-02-24 10:00:00	ES	Futures	4341.07	4355.94	4328.44	4352.85	164541.0
2021-02-24 10:30:00	ES	Futures	4352.85	4366.33	4348.08	4363.24	125637.0
2021-02-24 11:00:00	ES	Futures	4363.24	4380.64	4362.12	4375.03	118128.0
2021-02-24 11:30:00	ES	Futures	4375.03	4382.61	4374.19	4381.2	68335.0
2021-02-24 12:00:00	ES	Futures	4381.2	4391.87	4380.92	4391.87	66684.0
2021-02-24 12:30:00	ES	Futures	4391.87	4395.8	4387.1	4387.66	62745.0
2021-02-24 13:00:00	ES	Futures	4387.66	4398.6	4384.01	4397.76	70214.0
2021-02-24 13:30:00	ES	Futures	4397.76	4405.9	4396.92	4404.5	87407.0
2021-02-24 14:00:00	ES	Futures	4404.5	4406.18	4394.67	4399.16	66868.0
2021-02-24 14:30:00	ES	Futures	4399.16	4402.53	4392.99	4394.67	50113.0
2021-02-24 15:00:00	ES	Futures	4394.67	4403.37	4393.55	4403.09	47268.0
2021-02-24 15:30:00	ES	Futures	4403.09	4407.3	4398.04	4401.41	144304.0
2021-02-24 16:00:00	ES	Futures	4401.69	4409.27	4400.85	4408.15	58034.0
2021-02-24 16:30:00	ES	Futures	4408.71	4409.55	4403.94	4404.78	6363.0
2021-02-24 18:00:00	ES	Futures	4404.78	4407.87	4401.97	4406.18	4430.0
2021-02-24 18:30:00	ES	Futures	4406.46	4417.13	4406.46	4415.44	6806.0
2021-02-24 19:00:00	ES	Futures	4415.72	4416.0	4409.83	4412.92	6713.0
2021-02-24 19:30:00	ES	Futures	4412.92	4414.32	4408.15	4411.51	6231.0
2021-02-24 20:00:00	ES	Futures	4411.23	4413.2	4405.34	4410.39	12089.0
2021-02-24 20:30:00	ES	Futures	4410.67	4411.79	4403.37	4404.5	9737.0
2021-02-24 21:00:00	ES	Futures	4404.5	4409.55	4402.81	4408.99	6147.0
2021-02-24 21:30:00	ES	Futures	4408.99	4411.23	4407.87	4408.15	4106.0
2021-02-24 22:00:00	ES	Futures	4408.15	4412.08	4407.02	4412.08	3781.0
2021-02-24 22:30:00	ES	Futures	4412.08	4412.92	4409.27	4411.51	3083.0
2021-02-24 23:00:00	ES	Futures	4411.79	4414.04	4410.39	4413.2	2179.0
2021-02-24 23:30:00	ES	Futures	4413.2	4416.29	4412.92	4413.2	3236.0
2021-02-24 00:00:00	NQ	Futures	15233.77	15237.24	15130.44	15168.35	8464.0
2021-02-24 00:30:00	NQ	Futures	15168.35	15169.8	15130.44	15152.43	5133.0
2021-02-24 01:00:00	NQ	Futures	15152.43	15157.36	15081.81	15129.28	6325.0
2021-02-24 01:30:00	NQ	Futures	15131.31	15159.38	15114.52	15118.28	3546.0

> showing 50 of 3,706 rows — these rows as CSV

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