PREVIEW / futures_30min / 2021-03-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-09.parquet
  size:    103 KB
  rows:    3,624

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
2021-03-09 00:00:00	ES	Futures	4323.39	4326.47	4320.02	4322.82	4697.0
2021-03-09 00:30:00	ES	Futures	4322.54	4323.95	4319.18	4320.3	2990.0
2021-03-09 01:00:00	ES	Futures	4319.74	4324.51	4311.88	4313.28	5763.0
2021-03-09 01:30:00	ES	Futures	4313.0	4315.53	4305.7	4309.07	5617.0
2021-03-09 02:00:00	ES	Futures	4308.79	4313.84	4304.3	4313.0	7165.0
2021-03-09 02:30:00	ES	Futures	4313.28	4323.1	4311.04	4321.98	9144.0
2021-03-09 03:00:00	ES	Futures	4321.98	4326.75	4314.68	4326.75	18500.0
2021-03-09 03:30:00	ES	Futures	4326.47	4330.96	4323.39	4327.31	16028.0
2021-03-09 04:00:00	ES	Futures	4327.31	4332.93	4326.47	4329.28	13935.0
2021-03-09 04:30:00	ES	Futures	4329.56	4337.14	4329.0	4332.37	14839.0
2021-03-09 05:00:00	ES	Futures	4332.09	4335.73	4328.16	4329.56	9081.0
2021-03-09 05:30:00	ES	Futures	4329.28	4334.61	4326.75	4329.84	9728.0
2021-03-09 06:00:00	ES	Futures	4329.84	4336.86	4329.28	4336.58	10548.0
2021-03-09 06:30:00	ES	Futures	4336.3	4339.66	4333.77	4336.3	17688.0
2021-03-09 07:00:00	ES	Futures	4336.01	4336.3	4328.72	4329.56	15248.0
2021-03-09 07:30:00	ES	Futures	4329.56	4332.09	4322.54	4324.79	17072.0
2021-03-09 08:00:00	ES	Futures	4325.07	4329.84	4324.79	4327.03	18853.0
2021-03-09 08:30:00	ES	Futures	4326.75	4332.93	4323.67	4330.96	21273.0
2021-03-09 09:00:00	ES	Futures	4330.68	4334.61	4327.88	4334.05	29904.0
2021-03-09 09:30:00	ES	Futures	4334.33	4353.14	4328.16	4350.05	188022.0
2021-03-09 10:00:00	ES	Futures	4350.33	4365.48	4347.8	4362.4	175677.0
2021-03-09 10:30:00	ES	Futures	4362.4	4366.61	4358.75	4363.24	101422.0
2021-03-09 11:00:00	ES	Futures	4363.24	4369.69	4359.87	4366.05	82725.0
2021-03-09 11:30:00	ES	Futures	4366.05	4369.13	4362.68	4368.57	52332.0
2021-03-09 12:00:00	ES	Futures	4368.85	4376.99	4367.17	4375.87	58349.0
2021-03-09 12:30:00	ES	Futures	4375.87	4378.11	4367.73	4370.26	41663.0
2021-03-09 13:00:00	ES	Futures	4370.26	4379.24	4370.26	4374.19	55446.0
2021-03-09 13:30:00	ES	Futures	4374.19	4379.8	4373.34	4378.11	50949.0
2021-03-09 14:00:00	ES	Futures	4378.4	4379.8	4368.29	4369.41	65066.0
2021-03-09 14:30:00	ES	Futures	4369.69	4378.4	4368.85	4370.26	50659.0
2021-03-09 15:00:00	ES	Futures	4369.98	4376.71	4369.13	4369.69	43859.0
2021-03-09 15:30:00	ES	Futures	4369.69	4370.54	4345.0	4348.08	235993.0
2021-03-09 16:00:00	ES	Futures	4348.36	4351.45	4344.72	4345.28	65926.0
2021-03-09 16:30:00	ES	Futures	4345.28	4351.17	4344.43	4346.68	7662.0
2021-03-09 18:00:00	ES	Futures	4354.26	4354.82	4349.21	4353.14	5089.0
2021-03-09 18:30:00	ES	Futures	4353.14	4355.38	4349.77	4351.73	3866.0
2021-03-09 19:00:00	ES	Futures	4351.45	4351.73	4343.59	4346.4	8435.0
2021-03-09 19:30:00	ES	Futures	4346.12	4350.33	4344.15	4346.68	5858.0
2021-03-09 20:00:00	ES	Futures	4346.4	4351.73	4345.0	4348.64	6634.0
2021-03-09 20:30:00	ES	Futures	4348.93	4349.21	4336.86	4337.42	10212.0
2021-03-09 21:00:00	ES	Futures	4337.7	4341.63	4335.17	4339.1	5634.0
2021-03-09 21:30:00	ES	Futures	4339.38	4342.19	4336.3	4340.79	6066.0
2021-03-09 22:00:00	ES	Futures	4340.79	4343.03	4338.54	4339.66	3608.0
2021-03-09 22:30:00	ES	Futures	4339.66	4341.91	4338.26	4338.26	2509.0
2021-03-09 23:00:00	ES	Futures	4338.82	4338.82	4334.33	4335.73	4104.0
2021-03-09 23:30:00	ES	Futures	4336.01	4346.96	4336.01	4343.59	6296.0
2021-03-09 00:00:00	NQ	Futures	14421.33	14442.74	14405.12	14418.72	3892.0
2021-03-09 00:30:00	NQ	Futures	14417.85	14430.59	14398.75	14402.51	1912.0
2021-03-09 01:00:00	NQ	Futures	14401.35	14418.14	14341.73	14352.73	4344.0
2021-03-09 01:30:00	NQ	Futures	14350.7	14359.68	14317.13	14339.99	3464.0

> showing 50 of 3,624 rows — these rows as CSV

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