PREVIEW / futures_30min / 2021-03-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-08.parquet
  size:    106 KB
  rows:    3,666

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
2021-03-08 00:00:00	ES	Futures	4297.84	4302.9	4293.07	4295.6	7184.0
2021-03-08 00:30:00	ES	Futures	4295.6	4300.93	4292.23	4298.41	6991.0
2021-03-08 01:00:00	ES	Futures	4298.13	4305.14	4297.84	4300.37	6113.0
2021-03-08 01:30:00	ES	Futures	4300.37	4302.62	4293.35	4295.32	6576.0
2021-03-08 02:00:00	ES	Futures	4295.32	4301.77	4282.13	4285.78	15846.0
2021-03-08 02:30:00	ES	Futures	4285.5	4291.11	4282.69	4285.78	8122.0
2021-03-08 03:00:00	ES	Futures	4285.78	4286.9	4271.74	4277.92	27375.0
2021-03-08 03:30:00	ES	Futures	4277.64	4284.93	4271.18	4283.25	15259.0
2021-03-08 04:00:00	ES	Futures	4283.25	4284.37	4261.92	4265.57	20075.0
2021-03-08 04:30:00	ES	Futures	4265.85	4279.6	4263.6	4275.39	14236.0
2021-03-08 05:00:00	ES	Futures	4275.39	4281.29	4273.43	4275.95	9047.0
2021-03-08 05:30:00	ES	Futures	4275.67	4285.5	4274.83	4282.69	12812.0
2021-03-08 06:00:00	ES	Futures	4282.69	4289.14	4280.16	4280.44	10299.0
2021-03-08 06:30:00	ES	Futures	4280.44	4289.71	4279.88	4289.14	10987.0
2021-03-08 07:00:00	ES	Futures	4289.14	4293.63	4284.93	4287.46	17701.0
2021-03-08 07:30:00	ES	Futures	4287.46	4289.14	4277.36	4283.53	19176.0
2021-03-08 08:00:00	ES	Futures	4283.81	4304.02	4279.88	4303.74	32481.0
2021-03-08 08:30:00	ES	Futures	4303.46	4314.68	4300.65	4313.0	40495.0
2021-03-08 09:00:00	ES	Futures	4313.0	4321.14	4310.47	4320.58	39916.0
2021-03-08 09:30:00	ES	Futures	4320.86	4336.01	4299.25	4312.72	260852.0
2021-03-08 10:00:00	ES	Futures	4312.72	4346.4	4305.7	4343.59	191922.0
2021-03-08 10:30:00	ES	Futures	4343.59	4351.45	4337.14	4342.75	153992.0
2021-03-08 11:00:00	ES	Futures	4342.47	4351.17	4334.89	4349.49	128499.0
2021-03-08 11:30:00	ES	Futures	4349.49	4350.05	4327.03	4327.31	106374.0
2021-03-08 12:00:00	ES	Futures	4327.59	4346.96	4325.91	4346.4	78484.0
2021-03-08 12:30:00	ES	Futures	4346.4	4353.98	4343.59	4344.15	65993.0
2021-03-08 13:00:00	ES	Futures	4344.43	4354.54	4343.87	4350.89	56895.0
2021-03-08 13:30:00	ES	Futures	4350.89	4351.73	4315.53	4317.21	108825.0
2021-03-08 14:00:00	ES	Futures	4317.21	4335.17	4315.81	4333.49	101924.0
2021-03-08 14:30:00	ES	Futures	4333.77	4337.14	4312.44	4321.98	85942.0
2021-03-08 15:00:00	ES	Futures	4321.98	4321.98	4299.81	4303.46	108119.0
2021-03-08 15:30:00	ES	Futures	4303.46	4317.21	4284.37	4288.3	171030.0
2021-03-08 16:00:00	ES	Futures	4288.58	4302.05	4287.18	4299.25	55861.0
2021-03-08 16:30:00	ES	Futures	4298.69	4304.02	4298.41	4299.25	8368.0
2021-03-08 18:00:00	ES	Futures	4301.21	4313.28	4300.09	4310.76	8793.0
2021-03-08 18:30:00	ES	Futures	4311.04	4314.12	4307.39	4309.07	5357.0
2021-03-08 19:00:00	ES	Futures	4309.35	4313.28	4304.3	4304.58	8983.0
2021-03-08 19:30:00	ES	Futures	4304.86	4307.95	4298.97	4305.98	8404.0
2021-03-08 20:00:00	ES	Futures	4305.7	4318.05	4302.62	4305.98	12099.0
2021-03-08 20:30:00	ES	Futures	4305.98	4307.67	4295.6	4297.28	14064.0
2021-03-08 21:00:00	ES	Futures	4297.0	4312.44	4296.72	4307.67	12201.0
2021-03-08 21:30:00	ES	Futures	4307.39	4315.81	4301.77	4314.68	10221.0
2021-03-08 22:00:00	ES	Futures	4314.68	4320.58	4313.28	4320.02	7680.0
2021-03-08 22:30:00	ES	Futures	4320.02	4323.95	4318.05	4323.1	6231.0
2021-03-08 23:00:00	ES	Futures	4323.1	4326.47	4317.77	4319.18	6129.0
2021-03-08 23:30:00	ES	Futures	4319.46	4323.67	4318.33	4323.39	3430.0
2021-03-08 00:00:00	NQ	Futures	14522.34	14539.7	14492.53	14504.1	3637.0
2021-03-08 00:30:00	NQ	Futures	14503.52	14528.71	14484.71	14514.81	4111.0
2021-03-08 01:00:00	NQ	Futures	14515.1	14548.1	14513.08	14528.99	3495.0
2021-03-08 01:30:00	NQ	Futures	14529.57	14542.31	14486.74	14499.47	4249.0

> showing 50 of 3,666 rows — these rows as CSV

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