PREVIEW / futures_30min / 2021-03-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-01.parquet
  size:    107 KB
  rows:    3,723

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
2021-03-01 00:00:00	ES	Futures	4308.51	4310.47	4305.42	4306.26	3723.0
2021-03-01 00:30:00	ES	Futures	4305.98	4309.35	4304.58	4307.67	5167.0
2021-03-01 01:00:00	ES	Futures	4307.95	4311.88	4304.86	4305.14	5898.0
2021-03-01 01:30:00	ES	Futures	4305.14	4311.6	4305.14	4309.63	3599.0
2021-03-01 02:00:00	ES	Futures	4309.63	4321.7	4309.07	4321.14	9795.0
2021-03-01 02:30:00	ES	Futures	4321.14	4322.82	4316.37	4322.26	9975.0
2021-03-01 03:00:00	ES	Futures	4322.26	4330.12	4320.02	4327.03	19111.0
2021-03-01 03:30:00	ES	Futures	4327.03	4329.84	4322.26	4324.79	11385.0
2021-03-01 04:00:00	ES	Futures	4324.79	4329.56	4322.26	4322.26	12726.0
2021-03-01 04:30:00	ES	Futures	4321.98	4326.19	4319.46	4325.07	11628.0
2021-03-01 05:00:00	ES	Futures	4325.07	4327.88	4322.26	4326.19	7179.0
2021-03-01 05:30:00	ES	Futures	4326.19	4327.59	4323.1	4324.23	6093.0
2021-03-01 06:00:00	ES	Futures	4323.95	4324.79	4316.65	4317.49	9448.0
2021-03-01 06:30:00	ES	Futures	4317.49	4321.42	4314.68	4318.05	10710.0
2021-03-01 07:00:00	ES	Futures	4318.33	4322.26	4315.81	4318.61	12326.0
2021-03-01 07:30:00	ES	Futures	4318.61	4322.26	4316.37	4321.7	6889.0
2021-03-01 08:00:00	ES	Futures	4321.42	4326.75	4318.61	4319.46	18732.0
2021-03-01 08:30:00	ES	Futures	4319.46	4326.47	4316.93	4324.51	19590.0
2021-03-01 09:00:00	ES	Futures	4324.51	4332.37	4319.74	4332.09	46504.0
2021-03-01 09:30:00	ES	Futures	4332.09	4348.36	4331.24	4346.68	212601.0
2021-03-01 10:00:00	ES	Futures	4347.24	4363.24	4341.63	4359.03	173808.0
2021-03-01 10:30:00	ES	Futures	4359.03	4371.66	4357.91	4369.69	98011.0
2021-03-01 11:00:00	ES	Futures	4369.98	4374.75	4363.24	4368.01	85176.0
2021-03-01 11:30:00	ES	Futures	4367.73	4375.87	4366.89	4374.47	58587.0
2021-03-01 12:00:00	ES	Futures	4374.47	4377.83	4370.26	4373.9	49751.0
2021-03-01 12:30:00	ES	Futures	4373.9	4377.83	4367.45	4369.13	42333.0
2021-03-01 13:00:00	ES	Futures	4369.41	4371.1	4361.56	4370.54	62107.0
2021-03-01 13:30:00	ES	Futures	4370.26	4377.83	4370.26	4376.15	47135.0
2021-03-01 14:00:00	ES	Futures	4376.15	4387.38	4374.75	4386.25	88801.0
2021-03-01 14:30:00	ES	Futures	4385.97	4391.87	4384.85	4387.38	60625.0
2021-03-01 15:00:00	ES	Futures	4387.66	4389.62	4381.2	4385.13	56146.0
2021-03-01 15:30:00	ES	Futures	4385.41	4387.1	4369.98	4375.87	204447.0
2021-03-01 16:00:00	ES	Futures	4375.59	4380.36	4370.82	4377.83	50122.0
2021-03-01 16:30:00	ES	Futures	4377.83	4384.29	4377.27	4382.04	7848.0
2021-03-01 18:00:00	ES	Futures	4382.04	4385.69	4380.08	4382.89	6130.0
2021-03-01 18:30:00	ES	Futures	4382.89	4385.13	4380.92	4382.61	2966.0
2021-03-01 19:00:00	ES	Futures	4382.61	4385.13	4378.96	4382.61	6674.0
2021-03-01 19:30:00	ES	Futures	4382.89	4383.73	4379.8	4381.76	4177.0
2021-03-01 20:00:00	ES	Futures	4381.76	4381.76	4377.27	4379.52	5587.0
2021-03-01 20:30:00	ES	Futures	4379.24	4379.24	4371.1	4371.66	10127.0
2021-03-01 21:00:00	ES	Futures	4371.94	4377.83	4364.64	4367.17	9520.0
2021-03-01 21:30:00	ES	Futures	4366.89	4367.17	4359.31	4360.15	9604.0
2021-03-01 22:00:00	ES	Futures	4360.15	4364.64	4358.47	4360.71	7722.0
2021-03-01 22:30:00	ES	Futures	4360.99	4365.2	4357.63	4363.8	6650.0
2021-03-01 23:00:00	ES	Futures	4364.08	4365.77	4360.99	4362.4	3854.0
2021-03-01 23:30:00	ES	Futures	4362.68	4365.48	4359.59	4360.43	3547.0
2021-03-01 00:00:00	NQ	Futures	15098.02	15125.23	15098.02	15110.18	2070.0
2021-03-01 00:30:00	NQ	Futures	15109.6	15123.49	15096.86	15117.41	2067.0
2021-03-01 01:00:00	NQ	Futures	15117.41	15135.07	15097.15	15104.39	2401.0
2021-03-01 01:30:00	NQ	Futures	15105.26	15133.33	15103.81	15122.62	1956.0

> showing 50 of 3,723 rows — these rows as CSV

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