PREVIEW / futures_30min / 2021-03-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-05.parquet
  size:    88 KB
  rows:    2,877

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
2021-03-05 00:00:00	ES	Futures	4213.64	4218.14	4212.24	4213.64	5807.0
2021-03-05 00:30:00	ES	Futures	4213.64	4232.17	4212.52	4231.33	7874.0
2021-03-05 01:00:00	ES	Futures	4231.61	4232.45	4222.63	4224.31	5824.0
2021-03-05 01:30:00	ES	Futures	4224.31	4226.56	4218.98	4226.27	4075.0
2021-03-05 02:00:00	ES	Futures	4226.27	4230.48	4214.49	4216.45	9605.0
2021-03-05 02:30:00	ES	Futures	4216.73	4218.98	4208.87	4218.98	10740.0
2021-03-05 03:00:00	ES	Futures	4218.98	4219.82	4197.65	4207.47	27093.0
2021-03-05 03:30:00	ES	Futures	4207.47	4218.98	4199.89	4214.49	16641.0
2021-03-05 04:00:00	ES	Futures	4214.77	4219.82	4205.79	4207.19	12459.0
2021-03-05 04:30:00	ES	Futures	4207.19	4213.36	4204.38	4213.08	10161.0
2021-03-05 05:00:00	ES	Futures	4213.08	4219.82	4209.43	4218.14	11157.0
2021-03-05 05:30:00	ES	Futures	4217.85	4225.43	4214.21	4220.94	9385.0
2021-03-05 06:00:00	ES	Futures	4220.94	4231.05	4220.1	4230.77	12012.0
2021-03-05 06:30:00	ES	Futures	4230.77	4239.47	4229.08	4231.89	18033.0
2021-03-05 07:00:00	ES	Futures	4231.89	4238.62	4228.52	4238.34	14058.0
2021-03-05 07:30:00	ES	Futures	4238.34	4244.24	4234.13	4241.43	20325.0
2021-03-05 08:00:00	ES	Futures	4241.43	4246.48	4235.26	4242.83	29224.0
2021-03-05 08:30:00	ES	Futures	4243.4	4262.76	4216.45	4256.87	142359.0
2021-03-05 09:00:00	ES	Futures	4256.87	4282.41	4256.03	4273.15	84137.0
2021-03-05 09:30:00	ES	Futures	4273.43	4275.11	4220.94	4238.34	309832.0
2021-03-05 10:00:00	ES	Futures	4238.34	4259.95	4224.03	4224.31	249178.0
2021-03-05 10:30:00	ES	Futures	4224.31	4234.13	4211.12	4216.73	212548.0
2021-03-05 11:00:00	ES	Futures	4216.73	4221.5	4185.86	4190.35	186205.0
2021-03-05 11:30:00	ES	Futures	4190.35	4224.03	4190.35	4221.78	167794.0
2021-03-05 12:00:00	ES	Futures	4221.78	4248.17	4217.01	4245.92	140533.0
2021-03-05 12:30:00	ES	Futures	4245.92	4263.04	4240.31	4258.55	128730.0
2021-03-05 13:00:00	ES	Futures	4258.55	4279.6	4244.8	4277.64	137678.0
2021-03-05 13:30:00	ES	Futures	4277.92	4289.42	4272.3	4283.53	120169.0
2021-03-05 14:00:00	ES	Futures	4283.81	4288.86	4267.53	4287.18	97101.0
2021-03-05 14:30:00	ES	Futures	4287.46	4305.14	4287.46	4303.18	95734.0
2021-03-05 15:00:00	ES	Futures	4303.46	4309.91	4296.72	4305.42	101155.0
2021-03-05 15:30:00	ES	Futures	4305.42	4322.26	4302.05	4308.79	242032.0
2021-03-05 16:00:00	ES	Futures	4309.07	4314.4	4307.95	4309.91	61726.0
2021-03-05 16:30:00	ES	Futures	4309.63	4312.16	4306.26	4311.6	7129.0
2021-03-05 00:00:00	NQ	Futures	14353.02	14379.36	14340.86	14352.73	3705.0
2021-03-05 00:30:00	NQ	Futures	14352.15	14441.88	14348.68	14436.95	5400.0
2021-03-05 01:00:00	NQ	Futures	14436.95	14441.59	14401.06	14404.83	3533.0
2021-03-05 01:30:00	NQ	Futures	14404.54	14406.85	14375.02	14401.93	3395.0
2021-03-05 02:00:00	NQ	Futures	14402.8	14416.98	14344.34	14355.33	5500.0
2021-03-05 02:30:00	NQ	Futures	14355.33	14372.99	14312.21	14371.83	7491.0
2021-03-05 03:00:00	NQ	Futures	14372.12	14377.62	14300.34	14337.39	10629.0
2021-03-05 03:30:00	NQ	Futures	14338.55	14395.86	14303.53	14369.81	9422.0
2021-03-05 04:00:00	NQ	Futures	14370.96	14404.54	14337.39	14339.99	7649.0
2021-03-05 04:30:00	NQ	Futures	14338.55	14359.68	14329.29	14338.26	5265.0
2021-03-05 05:00:00	NQ	Futures	14337.68	14375.02	14320.31	14358.52	5266.0
2021-03-05 05:30:00	NQ	Futures	14358.52	14388.62	14342.02	14370.39	3989.0
2021-03-05 06:00:00	NQ	Futures	14370.67	14417.56	14366.91	14415.25	5536.0
2021-03-05 06:30:00	NQ	Futures	14414.67	14450.27	14404.54	14411.2	6899.0
2021-03-05 07:00:00	NQ	Futures	14410.62	14453.45	14393.25	14451.43	6256.0
2021-03-05 07:30:00	NQ	Futures	14451.43	14480.37	14435.22	14465.61	9301.0

> showing 50 of 2,877 rows — these rows as CSV

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