PREVIEW / futures_30min / 2021-02-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-26.parquet
  size:    94 KB
  rows:    3,048

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
2021-02-26 00:00:00	ES	Futures	4284.37	4286.06	4277.36	4278.76	7220.0
2021-02-26 00:30:00	ES	Futures	4278.76	4282.97	4271.74	4273.43	10699.0
2021-02-26 01:00:00	ES	Futures	4273.43	4293.63	4272.87	4292.23	9593.0
2021-02-26 01:30:00	ES	Futures	4291.95	4294.2	4275.11	4276.51	8857.0
2021-02-26 02:00:00	ES	Futures	4276.51	4286.34	4267.81	4282.97	16389.0
2021-02-26 02:30:00	ES	Futures	4282.69	4292.51	4279.04	4285.78	13637.0
2021-02-26 03:00:00	ES	Futures	4285.78	4306.55	4279.88	4305.42	28180.0
2021-02-26 03:30:00	ES	Futures	4305.7	4319.46	4304.02	4315.81	32436.0
2021-02-26 04:00:00	ES	Futures	4315.53	4315.81	4304.58	4305.7	18242.0
2021-02-26 04:30:00	ES	Futures	4305.7	4314.4	4302.34	4308.79	15369.0
2021-02-26 05:00:00	ES	Futures	4308.79	4308.79	4297.56	4305.42	14086.0
2021-02-26 05:30:00	ES	Futures	4305.42	4311.04	4294.48	4294.76	13850.0
2021-02-26 06:00:00	ES	Futures	4294.76	4302.34	4286.9	4288.58	18128.0
2021-02-26 06:30:00	ES	Futures	4288.58	4289.99	4274.55	4284.65	22004.0
2021-02-26 07:00:00	ES	Futures	4284.65	4304.58	4284.09	4301.49	32543.0
2021-02-26 07:30:00	ES	Futures	4301.21	4308.79	4291.95	4293.35	27434.0
2021-02-26 08:00:00	ES	Futures	4293.35	4299.81	4286.62	4296.44	31556.0
2021-02-26 08:30:00	ES	Futures	4296.44	4316.93	4294.48	4315.81	63185.0
2021-02-26 09:00:00	ES	Futures	4315.81	4320.3	4311.04	4318.33	45544.0
2021-02-26 09:30:00	ES	Futures	4318.33	4324.23	4291.11	4292.51	227813.0
2021-02-26 10:00:00	ES	Futures	4292.23	4296.16	4249.29	4252.38	275715.0
2021-02-26 10:30:00	ES	Futures	4252.1	4302.34	4252.1	4295.6	218738.0
2021-02-26 11:00:00	ES	Futures	4295.88	4311.04	4284.65	4289.99	150494.0
2021-02-26 11:30:00	ES	Futures	4289.99	4316.65	4288.3	4308.51	103109.0
2021-02-26 12:00:00	ES	Futures	4308.51	4331.8	4301.77	4321.7	124886.0
2021-02-26 12:30:00	ES	Futures	4321.7	4327.59	4307.39	4309.07	91656.0
2021-02-26 13:00:00	ES	Futures	4309.07	4321.7	4298.97	4319.46	109039.0
2021-02-26 13:30:00	ES	Futures	4319.74	4321.14	4290.27	4293.35	119883.0
2021-02-26 14:00:00	ES	Futures	4293.63	4301.21	4280.16	4289.14	128743.0
2021-02-26 14:30:00	ES	Futures	4288.86	4305.7	4285.21	4302.05	118081.0
2021-02-26 15:00:00	ES	Futures	4301.77	4318.89	4296.44	4297.28	101306.0
2021-02-26 15:30:00	ES	Futures	4297.28	4323.1	4270.62	4272.3	336066.0
2021-02-26 16:00:00	ES	Futures	4272.58	4279.6	4254.9	4268.66	148040.0
2021-02-26 16:30:00	ES	Futures	4269.78	4277.36	4265.01	4274.83	17084.0
2021-02-26 00:00:00	NQ	Futures	14751.57	14764.59	14709.89	14713.65	4169.0
2021-02-26 00:30:00	NQ	Futures	14712.21	14731.6	14659.53	14702.94	8497.0
2021-02-26 01:00:00	NQ	Futures	14703.23	14790.06	14695.42	14778.49	6579.0
2021-02-26 01:30:00	NQ	Futures	14777.33	14800.48	14710.76	14718.57	5753.0
2021-02-26 02:00:00	NQ	Futures	14720.02	14770.38	14680.95	14756.78	6810.0
2021-02-26 02:30:00	NQ	Futures	14755.62	14830.01	14730.44	14809.75	7066.0
2021-02-26 03:00:00	NQ	Futures	14810.03	14892.23	14763.73	14887.02	12311.0
2021-02-26 03:30:00	NQ	Futures	14887.31	14953.02	14879.79	14924.36	13645.0
2021-02-26 04:00:00	NQ	Futures	14924.07	14926.1	14866.76	14871.11	7934.0
2021-02-26 04:30:00	NQ	Futures	14869.66	14927.83	14858.95	14895.71	6660.0
2021-02-26 05:00:00	NQ	Futures	14893.97	14898.02	14824.22	14862.71	7265.0
2021-02-26 05:30:00	NQ	Futures	14863.0	14891.37	14803.67	14808.3	6962.0
2021-02-26 06:00:00	NQ	Futures	14808.01	14852.87	14793.83	14804.83	6612.0
2021-02-26 06:30:00	NQ	Futures	14804.25	14809.46	14723.49	14776.46	9282.0
2021-02-26 07:00:00	NQ	Futures	14776.17	14893.1	14776.17	14871.11	14013.0
2021-02-26 07:30:00	NQ	Futures	14868.79	14932.75	14852.0	14866.19	11980.0

> showing 50 of 3,048 rows — these rows as CSV

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