PREVIEW / futures_30min / 2021-03-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-10.parquet
  size:    93 KB
  rows:    3,262

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
2021-03-10 00:00:00	ES	Futures	4343.59	4343.87	4332.65	4334.89	7007.0
2021-03-10 00:30:00	ES	Futures	4334.89	4341.35	4334.89	4338.26	5320.0
2021-03-10 01:00:00	ES	Futures	4338.54	4341.35	4329.28	4332.65	5906.0
2021-03-10 01:30:00	ES	Futures	4332.65	4335.17	4330.4	4334.33	2949.0
2021-03-10 02:00:00	ES	Futures	4334.33	4341.91	4331.52	4341.07	5463.0
2021-03-10 02:30:00	ES	Futures	4341.07	4342.47	4338.82	4341.35	3817.0
2021-03-10 03:00:00	ES	Futures	4341.07	4348.08	4335.73	4345.0	17256.0
2021-03-10 03:30:00	ES	Futures	4344.72	4353.98	4344.15	4352.29	10537.0
2021-03-10 04:00:00	ES	Futures	4352.57	4355.38	4348.36	4352.85	9709.0
2021-03-10 04:30:00	ES	Futures	4353.14	4358.75	4352.29	4356.5	8016.0
2021-03-10 05:00:00	ES	Futures	4356.78	4359.59	4355.1	4356.22	4877.0
2021-03-10 05:30:00	ES	Futures	4355.94	4355.94	4347.52	4348.64	7914.0
2021-03-10 06:00:00	ES	Futures	4348.64	4353.42	4339.38	4341.07	15276.0
2021-03-10 06:30:00	ES	Futures	4340.79	4349.21	4339.94	4348.08	9123.0
2021-03-10 07:00:00	ES	Futures	4347.8	4354.54	4345.56	4352.29	10337.0
2021-03-10 07:30:00	ES	Futures	4352.57	4354.26	4346.68	4350.61	11768.0
2021-03-10 08:00:00	ES	Futures	4350.61	4351.73	4344.72	4348.08	20479.0
2021-03-10 08:30:00	ES	Futures	4347.52	4370.54	4347.52	4368.85	71296.0
2021-03-10 09:00:00	ES	Futures	4368.85	4378.11	4366.05	4377.27	57600.0
2021-03-10 09:30:00	ES	Futures	4377.27	4391.31	4371.66	4384.29	198120.0
2021-03-10 10:00:00	ES	Futures	4384.29	4389.62	4362.96	4364.08	142821.0
2021-03-10 10:30:00	ES	Futures	4363.8	4376.99	4359.87	4373.34	143132.0
2021-03-10 11:00:00	ES	Futures	4373.34	4380.92	4369.98	4379.52	104613.0
2021-03-10 11:30:00	ES	Futures	4379.52	4387.1	4370.26	4381.76	95314.0
2021-03-10 12:00:00	ES	Futures	4381.76	4384.01	4373.9	4375.59	69527.0
2021-03-10 12:30:00	ES	Futures	4375.31	4384.29	4369.98	4383.17	74416.0
2021-03-10 13:00:00	ES	Futures	4383.45	4389.06	4368.01	4384.85	98532.0
2021-03-10 13:30:00	ES	Futures	4384.57	4387.66	4371.66	4379.24	71724.0
2021-03-10 14:00:00	ES	Futures	4379.24	4388.5	4374.75	4384.57	68388.0
2021-03-10 14:30:00	ES	Futures	4384.57	4396.64	4382.89	4389.62	60626.0
2021-03-10 15:00:00	ES	Futures	4389.9	4393.55	4380.92	4381.2	62036.0
2021-03-10 15:30:00	ES	Futures	4381.2	4385.41	4373.34	4375.31	134133.0
2021-03-10 16:00:00	ES	Futures	4375.59	4384.85	4373.62	4384.57	45866.0
2021-03-10 16:30:00	ES	Futures	4385.13	4387.1	4383.45	4387.1	5691.0
2021-03-10 18:00:00	ES	Futures	4387.1	4388.5	4382.89	4383.45	4885.0
2021-03-10 18:30:00	ES	Futures	4383.73	4384.01	4378.4	4378.4	3728.0
2021-03-10 19:00:00	ES	Futures	4378.4	4381.2	4374.75	4376.15	6711.0
2021-03-10 19:30:00	ES	Futures	4376.15	4378.11	4370.54	4373.62	5592.0
2021-03-10 20:00:00	ES	Futures	4373.62	4379.52	4373.06	4377.83	6130.0
2021-03-10 20:30:00	ES	Futures	4377.55	4390.74	4375.87	4389.9	9092.0
2021-03-10 21:00:00	ES	Futures	4390.18	4394.11	4389.62	4393.83	7044.0
2021-03-10 21:30:00	ES	Futures	4394.11	4395.24	4391.31	4392.43	4252.0
2021-03-10 22:00:00	ES	Futures	4392.71	4399.73	4391.31	4398.32	5098.0
2021-03-10 22:30:00	ES	Futures	4398.6	4398.6	4392.15	4392.71	3929.0
2021-03-10 23:00:00	ES	Futures	4392.99	4393.83	4390.74	4391.87	2877.0
2021-03-10 23:30:00	ES	Futures	4392.15	4396.64	4391.87	4394.95	2542.0
2021-03-10 00:00:00	NQ	Futures	14789.49	14790.35	14726.39	14745.49	4396.0
2021-03-10 00:30:00	NQ	Futures	14745.78	14782.83	14745.78	14768.94	3742.0
2021-03-10 01:00:00	NQ	Futures	14768.65	14785.72	14730.15	14747.81	3146.0
2021-03-10 01:30:00	NQ	Futures	14746.65	14756.49	14732.18	14750.41	1868.0

> showing 50 of 3,262 rows — these rows as CSV

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