PREVIEW / futures_30min / 2021-03-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-04.parquet
  size:    108 KB
  rows:    3,614

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
2021-03-04 00:00:00	ES	Futures	4259.39	4266.69	4259.39	4263.04	8435.0
2021-03-04 00:30:00	ES	Futures	4262.76	4267.81	4260.24	4260.52	5777.0
2021-03-04 01:00:00	ES	Futures	4260.8	4272.02	4259.67	4269.22	7091.0
2021-03-04 01:30:00	ES	Futures	4268.94	4271.18	4261.36	4269.5	5090.0
2021-03-04 02:00:00	ES	Futures	4270.06	4279.04	4268.09	4276.79	9768.0
2021-03-04 02:30:00	ES	Futures	4276.79	4281.57	4275.11	4276.51	9581.0
2021-03-04 03:00:00	ES	Futures	4276.51	4287.18	4274.55	4276.79	20614.0
2021-03-04 03:30:00	ES	Futures	4276.79	4287.18	4273.15	4277.08	13548.0
2021-03-04 04:00:00	ES	Futures	4277.36	4282.41	4263.04	4266.13	15605.0
2021-03-04 04:30:00	ES	Futures	4266.13	4269.22	4258.55	4266.41	15737.0
2021-03-04 05:00:00	ES	Futures	4266.13	4269.78	4255.18	4256.87	15457.0
2021-03-04 05:30:00	ES	Futures	4256.59	4264.16	4253.78	4262.76	17424.0
2021-03-04 06:00:00	ES	Futures	4263.04	4264.73	4254.9	4256.03	14707.0
2021-03-04 06:30:00	ES	Futures	4256.31	4271.74	4254.9	4270.34	21207.0
2021-03-04 07:00:00	ES	Futures	4270.06	4278.76	4269.22	4273.71	18227.0
2021-03-04 07:30:00	ES	Futures	4273.99	4278.76	4268.94	4277.92	14723.0
2021-03-04 08:00:00	ES	Futures	4277.64	4283.53	4272.3	4280.72	24240.0
2021-03-04 08:30:00	ES	Futures	4280.72	4290.83	4279.04	4283.25	35409.0
2021-03-04 09:00:00	ES	Futures	4283.25	4286.34	4277.64	4282.13	29629.0
2021-03-04 09:30:00	ES	Futures	4282.13	4306.26	4270.34	4278.2	247562.0
2021-03-04 10:00:00	ES	Futures	4278.2	4281.85	4252.66	4272.02	227242.0
2021-03-04 10:30:00	ES	Futures	4271.74	4295.88	4268.66	4289.42	183289.0
2021-03-04 11:00:00	ES	Futures	4289.42	4300.65	4282.41	4291.39	154982.0
2021-03-04 11:30:00	ES	Futures	4291.11	4309.63	4288.58	4301.77	102374.0
2021-03-04 12:00:00	ES	Futures	4302.05	4313.56	4263.6	4274.27	226861.0
2021-03-04 12:30:00	ES	Futures	4273.99	4277.64	4227.4	4234.69	237009.0
2021-03-04 13:00:00	ES	Futures	4234.69	4244.8	4212.52	4232.17	217795.0
2021-03-04 13:30:00	ES	Futures	4232.17	4232.45	4176.88	4177.72	221906.0
2021-03-04 14:00:00	ES	Futures	4177.44	4225.71	4177.44	4224.03	205730.0
2021-03-04 14:30:00	ES	Futures	4224.03	4239.75	4205.51	4236.94	168674.0
2021-03-04 15:00:00	ES	Futures	4236.94	4239.75	4204.38	4221.78	167975.0
2021-03-04 15:30:00	ES	Futures	4221.5	4236.66	4215.61	4231.89	255587.0
2021-03-04 16:00:00	ES	Futures	4231.89	4237.5	4229.36	4234.98	76641.0
2021-03-04 16:30:00	ES	Futures	4234.41	4236.66	4227.96	4228.8	6939.0
2021-03-04 18:00:00	ES	Futures	4227.4	4233.57	4221.22	4225.43	10039.0
2021-03-04 18:30:00	ES	Futures	4225.43	4229.36	4218.7	4219.26	6722.0
2021-03-04 19:00:00	ES	Futures	4219.26	4220.94	4205.79	4209.72	17415.0
2021-03-04 19:30:00	ES	Futures	4209.72	4210.0	4201.01	4201.3	11785.0
2021-03-04 20:00:00	ES	Futures	4201.3	4204.1	4188.95	4199.05	20800.0
2021-03-04 20:30:00	ES	Futures	4198.77	4206.91	4192.88	4202.42	15902.0
2021-03-04 21:00:00	ES	Futures	4202.14	4204.38	4194.28	4199.89	12119.0
2021-03-04 21:30:00	ES	Futures	4199.89	4215.05	4197.65	4215.05	11688.0
2021-03-04 22:00:00	ES	Futures	4215.05	4218.14	4210.56	4212.52	8792.0
2021-03-04 22:30:00	ES	Futures	4212.8	4226.56	4211.68	4225.99	10246.0
2021-03-04 23:00:00	ES	Futures	4226.27	4227.68	4221.78	4225.99	5755.0
2021-03-04 23:30:00	ES	Futures	4225.99	4227.4	4213.36	4213.64	5715.0
2021-03-04 00:00:00	NQ	Futures	14553.31	14577.33	14548.39	14553.02	4180.0
2021-03-04 00:30:00	NQ	Futures	14554.18	14586.59	14544.91	14559.1	3615.0
2021-03-04 01:00:00	NQ	Futures	14559.39	14612.93	14548.39	14602.51	5453.0
2021-03-04 01:30:00	NQ	Futures	14602.22	14616.4	14559.96	14612.35	4514.0

> showing 50 of 3,614 rows — these rows as CSV

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