PREVIEW / futures_30min / 2021-03-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-02.parquet
  size:    102 KB
  rows:    3,593

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
2021-03-02 00:00:00	ES	Futures	4360.71	4361.56	4352.01	4353.7	7083.0
2021-03-02 00:30:00	ES	Futures	4353.7	4359.31	4353.7	4357.06	5549.0
2021-03-02 01:00:00	ES	Futures	4357.06	4368.57	4354.26	4367.45	7406.0
2021-03-02 01:30:00	ES	Futures	4367.45	4367.73	4360.15	4362.4	3700.0
2021-03-02 02:00:00	ES	Futures	4362.4	4365.48	4357.63	4364.36	6086.0
2021-03-02 02:30:00	ES	Futures	4364.36	4365.2	4350.89	4351.73	8277.0
2021-03-02 03:00:00	ES	Futures	4351.45	4363.24	4348.64	4353.7	18491.0
2021-03-02 03:30:00	ES	Futures	4353.42	4366.05	4345.0	4345.56	14349.0
2021-03-02 04:00:00	ES	Futures	4345.56	4350.89	4340.51	4350.61	24685.0
2021-03-02 04:30:00	ES	Futures	4350.61	4359.03	4350.61	4354.54	14216.0
2021-03-02 05:00:00	ES	Futures	4354.54	4359.87	4351.17	4359.03	11324.0
2021-03-02 05:30:00	ES	Futures	4358.75	4363.52	4355.94	4361.27	9908.0
2021-03-02 06:00:00	ES	Futures	4360.99	4366.61	4359.59	4365.2	9640.0
2021-03-02 06:30:00	ES	Futures	4365.2	4368.01	4360.43	4364.36	10876.0
2021-03-02 07:00:00	ES	Futures	4364.36	4372.22	4364.08	4371.94	14115.0
2021-03-02 07:30:00	ES	Futures	4371.94	4375.03	4370.26	4373.9	10782.0
2021-03-02 08:00:00	ES	Futures	4373.62	4375.03	4368.01	4371.38	11630.0
2021-03-02 08:30:00	ES	Futures	4371.38	4373.06	4365.2	4371.94	17743.0
2021-03-02 09:00:00	ES	Futures	4371.94	4380.36	4369.41	4379.24	25818.0
2021-03-02 09:30:00	ES	Futures	4379.24	4382.32	4360.99	4373.34	180177.0
2021-03-02 10:00:00	ES	Futures	4373.34	4378.11	4353.42	4353.7	135482.0
2021-03-02 10:30:00	ES	Futures	4353.42	4363.8	4348.08	4360.15	114908.0
2021-03-02 11:00:00	ES	Futures	4359.87	4363.24	4346.68	4358.75	114593.0
2021-03-02 11:30:00	ES	Futures	4358.75	4359.03	4342.75	4353.42	91033.0
2021-03-02 12:00:00	ES	Futures	4353.14	4365.48	4349.77	4361.27	67793.0
2021-03-02 12:30:00	ES	Futures	4361.27	4370.82	4360.43	4366.05	52508.0
2021-03-02 13:00:00	ES	Futures	4366.05	4374.75	4365.77	4371.1	40368.0
2021-03-02 13:30:00	ES	Futures	4371.1	4378.4	4370.82	4372.78	53355.0
2021-03-02 14:00:00	ES	Futures	4372.5	4375.87	4362.12	4362.68	66265.0
2021-03-02 14:30:00	ES	Futures	4362.68	4374.19	4360.43	4370.26	69470.0
2021-03-02 15:00:00	ES	Futures	4370.26	4373.9	4356.78	4357.06	77728.0
2021-03-02 15:30:00	ES	Futures	4357.06	4361.27	4339.66	4342.75	171365.0
2021-03-02 16:00:00	ES	Futures	4342.47	4349.77	4340.79	4347.8	47149.0
2021-03-02 16:30:00	ES	Futures	4347.52	4348.93	4339.94	4341.07	7837.0
2021-03-02 18:00:00	ES	Futures	4341.91	4351.17	4341.63	4350.05	6837.0
2021-03-02 18:30:00	ES	Futures	4350.05	4354.82	4350.05	4352.29	5006.0
2021-03-02 19:00:00	ES	Futures	4352.29	4355.1	4350.05	4353.7	7717.0
2021-03-02 19:30:00	ES	Futures	4353.7	4358.19	4352.57	4355.38	6194.0
2021-03-02 20:00:00	ES	Futures	4355.38	4355.66	4344.72	4345.56	9262.0
2021-03-02 20:30:00	ES	Futures	4345.28	4352.85	4343.87	4349.49	7495.0
2021-03-02 21:00:00	ES	Futures	4349.49	4354.54	4348.08	4352.01	4647.0
2021-03-02 21:30:00	ES	Futures	4352.01	4357.91	4351.73	4356.78	4503.0
2021-03-02 22:00:00	ES	Futures	4356.5	4359.59	4356.22	4357.06	4215.0
2021-03-02 22:30:00	ES	Futures	4357.06	4357.91	4354.54	4356.5	2960.0
2021-03-02 23:00:00	ES	Futures	4356.5	4359.03	4356.22	4358.19	2852.0
2021-03-02 23:30:00	ES	Futures	4358.47	4360.15	4357.63	4358.75	2754.0
2021-03-02 00:00:00	NQ	Futures	15328.12	15331.88	15290.21	15293.39	3234.0
2021-03-02 00:30:00	NQ	Futures	15293.68	15321.17	15293.1	15305.83	2549.0
2021-03-02 01:00:00	NQ	Futures	15305.26	15358.22	15297.44	15354.46	3977.0
2021-03-02 01:30:00	NQ	Futures	15354.46	15356.2	15311.91	15326.38	3238.0

> showing 50 of 3,593 rows — these rows as CSV

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