PREVIEW / futures_30min / 2021-03-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-03.parquet
  size:    105 KB
  rows:    3,587

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
2021-03-03 00:00:00	ES	Futures	4358.47	4361.84	4357.63	4358.19	3678.0
2021-03-03 00:30:00	ES	Futures	4357.91	4360.99	4356.78	4360.15	5998.0
2021-03-03 01:00:00	ES	Futures	4360.15	4362.4	4357.91	4359.31	6318.0
2021-03-03 01:30:00	ES	Futures	4359.31	4364.64	4359.31	4362.12	5973.0
2021-03-03 02:00:00	ES	Futures	4362.4	4370.54	4360.43	4370.26	9005.0
2021-03-03 02:30:00	ES	Futures	4370.54	4370.82	4366.89	4367.73	4652.0
2021-03-03 03:00:00	ES	Futures	4367.73	4372.78	4366.61	4370.54	10384.0
2021-03-03 03:30:00	ES	Futures	4370.54	4372.78	4367.17	4368.29	6556.0
2021-03-03 04:00:00	ES	Futures	4368.01	4376.15	4367.17	4371.66	11501.0
2021-03-03 04:30:00	ES	Futures	4371.94	4372.22	4365.77	4369.98	11894.0
2021-03-03 05:00:00	ES	Futures	4370.26	4371.66	4368.29	4370.82	5130.0
2021-03-03 05:30:00	ES	Futures	4370.54	4370.54	4364.64	4368.85	9742.0
2021-03-03 06:00:00	ES	Futures	4369.13	4369.13	4364.08	4367.73	5618.0
2021-03-03 06:30:00	ES	Futures	4367.73	4369.69	4364.36	4368.85	5963.0
2021-03-03 07:00:00	ES	Futures	4368.57	4370.54	4365.48	4366.33	8326.0
2021-03-03 07:30:00	ES	Futures	4366.33	4366.89	4359.31	4360.43	12892.0
2021-03-03 08:00:00	ES	Futures	4360.43	4361.84	4350.33	4352.57	23570.0
2021-03-03 08:30:00	ES	Futures	4352.85	4352.85	4325.91	4333.77	74254.0
2021-03-03 09:00:00	ES	Futures	4334.05	4338.26	4325.91	4333.77	57139.0
2021-03-03 09:30:00	ES	Futures	4333.49	4345.28	4317.21	4319.18	228158.0
2021-03-03 10:00:00	ES	Futures	4319.18	4325.63	4303.46	4313.28	210540.0
2021-03-03 10:30:00	ES	Futures	4313.28	4330.12	4305.7	4326.47	179414.0
2021-03-03 11:00:00	ES	Futures	4326.19	4340.22	4322.26	4339.66	115373.0
2021-03-03 11:30:00	ES	Futures	4339.66	4341.35	4328.16	4329.28	77958.0
2021-03-03 12:00:00	ES	Futures	4329.56	4331.8	4321.42	4323.95	61119.0
2021-03-03 12:30:00	ES	Futures	4324.23	4330.68	4319.74	4320.02	53412.0
2021-03-03 13:00:00	ES	Futures	4320.02	4334.33	4317.21	4329.84	69482.0
2021-03-03 13:30:00	ES	Futures	4330.12	4330.12	4311.32	4315.25	75948.0
2021-03-03 14:00:00	ES	Futures	4314.97	4317.21	4302.34	4304.86	122796.0
2021-03-03 14:30:00	ES	Futures	4304.86	4316.09	4293.63	4314.12	173918.0
2021-03-03 15:00:00	ES	Futures	4314.12	4317.77	4297.0	4302.62	115867.0
2021-03-03 15:30:00	ES	Futures	4302.62	4311.04	4283.53	4285.21	238859.0
2021-03-03 16:00:00	ES	Futures	4284.93	4288.86	4281.29	4282.69	70329.0
2021-03-03 16:30:00	ES	Futures	4282.69	4285.78	4280.72	4282.97	7461.0
2021-03-03 18:00:00	ES	Futures	4286.34	4288.58	4269.5	4273.15	13869.0
2021-03-03 18:30:00	ES	Futures	4273.43	4277.08	4260.8	4261.92	11532.0
2021-03-03 19:00:00	ES	Futures	4261.92	4275.67	4258.83	4271.18	16418.0
2021-03-03 19:30:00	ES	Futures	4271.18	4280.16	4270.62	4279.32	8987.0
2021-03-03 20:00:00	ES	Futures	4279.32	4280.72	4270.34	4272.87	10275.0
2021-03-03 20:30:00	ES	Futures	4272.87	4277.36	4270.62	4277.36	6530.0
2021-03-03 21:00:00	ES	Futures	4277.08	4281.0	4267.81	4268.09	7728.0
2021-03-03 21:30:00	ES	Futures	4268.09	4271.18	4263.32	4266.69	9622.0
2021-03-03 22:00:00	ES	Futures	4266.97	4269.22	4264.73	4268.37	5202.0
2021-03-03 22:30:00	ES	Futures	4268.09	4268.94	4251.82	4252.1	10292.0
2021-03-03 23:00:00	ES	Futures	4252.38	4254.06	4240.87	4251.53	16271.0
2021-03-03 23:30:00	ES	Futures	4251.53	4260.24	4250.13	4259.39	8390.0
2021-03-03 00:00:00	NQ	Futures	15210.61	15225.37	15195.27	15196.43	2593.0
2021-03-03 00:30:00	NQ	Futures	15196.43	15223.06	15196.14	15219.87	1799.0
2021-03-03 01:00:00	NQ	Futures	15219.87	15232.03	15198.74	15214.08	2543.0
2021-03-03 01:30:00	NQ	Futures	15216.69	15237.53	15215.53	15219.58	2225.0

> showing 50 of 3,587 rows — these rows as CSV

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