PREVIEW / futures_30min / 2021-03-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-11.parquet
  size:    95 KB
  rows:    3,396

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
2021-03-11 00:00:00	ES	Futures	4394.67	4396.92	4393.55	4395.52	3400.0
2021-03-11 00:30:00	ES	Futures	4395.52	4397.76	4393.27	4394.39	2920.0
2021-03-11 01:00:00	ES	Futures	4394.95	4396.64	4390.74	4395.8	3760.0
2021-03-11 01:30:00	ES	Futures	4395.8	4401.69	4394.95	4401.69	4516.0
2021-03-11 02:00:00	ES	Futures	4401.69	4405.9	4397.76	4404.5	6783.0
2021-03-11 02:30:00	ES	Futures	4404.5	4406.18	4401.69	4404.5	5439.0
2021-03-11 03:00:00	ES	Futures	4404.5	4406.74	4400.85	4405.34	14753.0
2021-03-11 03:30:00	ES	Futures	4405.34	4407.02	4402.81	4406.46	10529.0
2021-03-11 04:00:00	ES	Futures	4406.74	4410.95	4405.62	4407.02	10212.0
2021-03-11 04:30:00	ES	Futures	4407.02	4408.43	4404.78	4406.74	7029.0
2021-03-11 05:00:00	ES	Futures	4406.46	4407.58	4403.94	4406.46	4426.0
2021-03-11 05:30:00	ES	Futures	4406.46	4410.95	4404.5	4408.43	5925.0
2021-03-11 06:00:00	ES	Futures	4408.43	4409.55	4402.53	4404.22	7915.0
2021-03-11 06:30:00	ES	Futures	4403.94	4407.02	4402.53	4403.37	7387.0
2021-03-11 07:00:00	ES	Futures	4403.37	4405.34	4400.01	4404.78	9687.0
2021-03-11 07:30:00	ES	Futures	4405.06	4408.99	4402.53	4405.62	14383.0
2021-03-11 08:00:00	ES	Futures	4405.9	4408.43	4403.09	4405.34	16678.0
2021-03-11 08:30:00	ES	Futures	4405.06	4405.62	4398.04	4401.69	25083.0
2021-03-11 09:00:00	ES	Futures	4401.69	4406.74	4399.73	4405.34	41553.0
2021-03-11 09:30:00	ES	Futures	4405.34	4414.04	4399.73	4413.2	141359.0
2021-03-11 10:00:00	ES	Futures	4413.48	4417.13	4402.53	4413.48	105523.0
2021-03-11 10:30:00	ES	Futures	4413.48	4426.95	4412.92	4425.83	82805.0
2021-03-11 11:00:00	ES	Futures	4425.83	4437.34	4425.83	4434.53	77859.0
2021-03-11 11:30:00	ES	Futures	4434.25	4439.58	4432.28	4434.81	57806.0
2021-03-11 12:00:00	ES	Futures	4435.09	4441.55	4433.41	4436.21	50262.0
2021-03-11 12:30:00	ES	Futures	4436.21	4438.46	4431.44	4435.65	35052.0
2021-03-11 13:00:00	ES	Futures	4435.93	4444.07	4433.13	4434.81	55933.0
2021-03-11 13:30:00	ES	Futures	4434.81	4437.34	4429.48	4431.72	36577.0
2021-03-11 14:00:00	ES	Futures	4432.0	4438.18	4431.44	4436.21	32504.0
2021-03-11 14:30:00	ES	Futures	4436.21	4437.34	4425.83	4426.11	42231.0
2021-03-11 15:00:00	ES	Futures	4426.39	4428.35	4423.02	4426.95	42865.0
2021-03-11 15:30:00	ES	Futures	4426.95	4427.23	4417.13	4419.37	139978.0
2021-03-11 16:00:00	ES	Futures	4419.65	4420.78	4417.13	4419.37	51905.0
2021-03-11 16:30:00	ES	Futures	4419.37	4419.93	4415.44	4417.69	5106.0
2021-03-11 18:00:00	ES	Futures	4420.5	4427.23	4418.53	4426.95	3578.0
2021-03-11 18:30:00	ES	Futures	4426.95	4429.48	4424.14	4424.42	3579.0
2021-03-11 19:00:00	ES	Futures	4424.71	4429.48	4423.3	4425.55	4859.0
2021-03-11 19:30:00	ES	Futures	4425.27	4429.2	4423.58	4425.83	2517.0
2021-03-11 20:00:00	ES	Futures	4425.55	4428.92	4425.27	4426.11	3278.0
2021-03-11 20:30:00	ES	Futures	4426.39	4427.51	4424.71	4426.11	5770.0
2021-03-11 21:00:00	ES	Futures	4426.11	4430.04	4418.53	4418.53	5136.0
2021-03-11 21:30:00	ES	Futures	4418.81	4421.34	4416.29	4419.65	4800.0
2021-03-11 22:00:00	ES	Futures	4419.65	4423.86	4418.25	4423.02	2798.0
2021-03-11 22:30:00	ES	Futures	4423.3	4426.11	4421.34	4425.83	2087.0
2021-03-11 23:00:00	ES	Futures	4425.83	4426.95	4424.14	4426.11	1333.0
2021-03-11 23:30:00	ES	Futures	4426.11	4430.04	4426.11	4429.76	2208.0
2021-03-11 00:00:00	NQ	Futures	14864.74	14872.84	14854.03	14865.03	1403.0
2021-03-11 00:30:00	NQ	Futures	14864.74	14884.42	14862.42	14866.19	2458.0
2021-03-11 01:00:00	NQ	Futures	14867.34	14878.92	14846.5	14873.71	3522.0
2021-03-11 01:30:00	NQ	Futures	14873.71	14926.1	14869.08	14925.81	4037.0

> showing 50 of 3,396 rows — these rows as CSV

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