PREVIEW / futures_30min / 2021-02-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-25.parquet
  size:    114 KB
  rows:    3,740

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
2021-02-25 00:00:00	ES	Futures	4413.2	4416.57	4412.64	4414.04	4142.0
2021-02-25 00:30:00	ES	Futures	4414.04	4416.29	4412.64	4412.92	3069.0
2021-02-25 01:00:00	ES	Futures	4412.92	4414.6	4410.39	4412.36	3594.0
2021-02-25 01:30:00	ES	Futures	4412.36	4416.0	4410.95	4415.44	2740.0
2021-02-25 02:00:00	ES	Futures	4415.16	4415.72	4407.3	4407.58	5682.0
2021-02-25 02:30:00	ES	Futures	4407.58	4408.71	4405.06	4408.43	7447.0
2021-02-25 03:00:00	ES	Futures	4408.43	4410.11	4399.73	4406.18	17660.0
2021-02-25 03:30:00	ES	Futures	4405.9	4405.9	4398.6	4401.69	12675.0
2021-02-25 04:00:00	ES	Futures	4401.69	4402.81	4395.24	4399.16	15817.0
2021-02-25 04:30:00	ES	Futures	4399.16	4400.57	4394.67	4399.73	8216.0
2021-02-25 05:00:00	ES	Futures	4399.73	4400.57	4394.39	4398.32	9502.0
2021-02-25 05:30:00	ES	Futures	4398.32	4404.5	4397.2	4403.94	8295.0
2021-02-25 06:00:00	ES	Futures	4403.94	4406.18	4390.46	4392.43	16208.0
2021-02-25 06:30:00	ES	Futures	4392.15	4393.55	4385.41	4391.03	19805.0
2021-02-25 07:00:00	ES	Futures	4391.31	4396.08	4387.1	4395.24	14791.0
2021-02-25 07:30:00	ES	Futures	4394.95	4395.24	4384.57	4389.34	16589.0
2021-02-25 08:00:00	ES	Futures	4389.34	4389.34	4383.45	4386.25	15063.0
2021-02-25 08:30:00	ES	Futures	4386.25	4395.52	4384.01	4389.34	28957.0
2021-02-25 09:00:00	ES	Futures	4389.34	4390.18	4382.04	4386.25	35223.0
2021-02-25 09:30:00	ES	Futures	4386.53	4402.81	4385.97	4392.99	145977.0
2021-02-25 10:00:00	ES	Futures	4392.99	4393.27	4373.06	4378.4	190554.0
2021-02-25 10:30:00	ES	Futures	4378.4	4378.68	4354.54	4370.54	228335.0
2021-02-25 11:00:00	ES	Futures	4370.54	4377.83	4362.12	4364.64	125422.0
2021-02-25 11:30:00	ES	Futures	4364.92	4365.48	4337.42	4340.51	182762.0
2021-02-25 12:00:00	ES	Futures	4340.51	4346.68	4328.44	4330.12	192812.0
2021-02-25 12:30:00	ES	Futures	4329.84	4332.09	4299.53	4302.05	237783.0
2021-02-25 13:00:00	ES	Futures	4302.05	4325.35	4288.86	4320.3	257845.0
2021-02-25 13:30:00	ES	Futures	4320.02	4325.07	4306.83	4315.25	126132.0
2021-02-25 14:00:00	ES	Futures	4315.25	4343.87	4310.76	4341.91	111548.0
2021-02-25 14:30:00	ES	Futures	4341.63	4341.63	4314.4	4315.53	124144.0
2021-02-25 15:00:00	ES	Futures	4315.25	4321.42	4291.11	4294.48	171410.0
2021-02-25 15:30:00	ES	Futures	4294.2	4313.56	4277.64	4295.88	319085.0
2021-02-25 16:00:00	ES	Futures	4295.88	4311.88	4294.48	4301.49	73553.0
2021-02-25 16:30:00	ES	Futures	4300.93	4303.74	4287.74	4290.83	10891.0
2021-02-25 18:00:00	ES	Futures	4292.23	4303.74	4281.0	4295.04	14701.0
2021-02-25 18:30:00	ES	Futures	4295.04	4304.86	4288.86	4289.14	10269.0
2021-02-25 19:00:00	ES	Futures	4289.42	4295.6	4272.87	4274.55	28660.0
2021-02-25 19:30:00	ES	Futures	4274.55	4295.88	4271.74	4293.63	20648.0
2021-02-25 20:00:00	ES	Futures	4293.35	4306.55	4291.67	4297.56	26181.0
2021-02-25 20:30:00	ES	Futures	4297.84	4304.86	4289.42	4301.77	14433.0
2021-02-25 21:00:00	ES	Futures	4301.49	4315.25	4300.93	4313.28	15738.0
2021-02-25 21:30:00	ES	Futures	4313.56	4315.53	4303.18	4304.58	14203.0
2021-02-25 22:00:00	ES	Futures	4304.3	4309.91	4302.62	4303.46	10972.0
2021-02-25 22:30:00	ES	Futures	4302.9	4303.46	4292.79	4297.56	11348.0
2021-02-25 23:00:00	ES	Futures	4297.84	4301.49	4291.39	4297.56	8443.0
2021-02-25 23:30:00	ES	Futures	4297.28	4297.28	4280.44	4284.37	9444.0
2021-02-25 00:00:00	NQ	Futures	15431.16	15452.58	15430.58	15442.45	2838.0
2021-02-25 00:30:00	NQ	Futures	15442.16	15450.84	15438.68	15441.29	1743.0
2021-02-25 01:00:00	NQ	Futures	15441.58	15448.24	15426.53	15435.79	2179.0
2021-02-25 01:30:00	NQ	Futures	15434.92	15460.1	15428.84	15456.92	1969.0

> showing 50 of 3,740 rows — these rows as CSV

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