PREVIEW / futures_30min / 2021-03-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-12.parquet
  size:    82 KB
  rows:    2,805

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
2021-03-12 00:00:00	ES	Futures	4429.76	4430.6	4424.99	4425.27	2439.0
2021-03-12 00:30:00	ES	Futures	4425.27	4426.39	4420.21	4421.34	2489.0
2021-03-12 01:00:00	ES	Futures	4421.62	4423.3	4417.41	4418.81	4364.0
2021-03-12 01:30:00	ES	Futures	4418.81	4422.46	4416.85	4417.13	3600.0
2021-03-12 02:00:00	ES	Futures	4417.41	4418.25	4407.58	4407.58	7835.0
2021-03-12 02:30:00	ES	Futures	4407.87	4410.11	4402.53	4406.46	10394.0
2021-03-12 03:00:00	ES	Futures	4406.46	4408.43	4398.32	4404.78	13580.0
2021-03-12 03:30:00	ES	Futures	4404.5	4404.5	4391.31	4394.39	11556.0
2021-03-12 04:00:00	ES	Futures	4394.39	4400.01	4390.46	4392.43	7885.0
2021-03-12 04:30:00	ES	Futures	4391.87	4396.08	4390.74	4394.39	5180.0
2021-03-12 05:00:00	ES	Futures	4394.67	4394.95	4389.9	4391.59	4727.0
2021-03-12 05:30:00	ES	Futures	4391.59	4399.73	4391.03	4395.52	7283.0
2021-03-12 06:00:00	ES	Futures	4395.8	4398.04	4391.03	4393.55	5045.0
2021-03-12 06:30:00	ES	Futures	4393.27	4400.01	4392.71	4395.8	5561.0
2021-03-12 07:00:00	ES	Futures	4395.8	4404.78	4394.39	4399.73	8432.0
2021-03-12 07:30:00	ES	Futures	4399.73	4409.27	4398.88	4408.99	8329.0
2021-03-12 08:00:00	ES	Futures	4408.71	4412.08	4405.62	4407.87	13638.0
2021-03-12 08:30:00	ES	Futures	4407.58	4410.11	4401.69	4402.25	11814.0
2021-03-12 09:00:00	ES	Futures	4402.25	4404.5	4397.76	4403.94	20467.0
2021-03-12 09:30:00	ES	Futures	4403.94	4413.2	4394.67	4412.64	87066.0
2021-03-12 10:00:00	ES	Futures	4412.64	4415.16	4394.95	4399.73	67945.0
2021-03-12 10:30:00	ES	Futures	4399.73	4409.83	4396.64	4401.41	54735.0
2021-03-12 11:00:00	ES	Futures	4401.13	4405.62	4393.83	4405.34	52026.0
2021-03-12 11:30:00	ES	Futures	4405.06	4410.95	4401.41	4407.87	33943.0
2021-03-12 12:00:00	ES	Futures	4408.15	4414.04	4403.66	4414.04	20854.0
2021-03-12 12:30:00	ES	Futures	4414.32	4417.41	4407.02	4409.27	23863.0
2021-03-12 13:00:00	ES	Futures	4408.99	4415.44	4405.9	4414.6	18323.0
2021-03-12 13:30:00	ES	Futures	4414.6	4416.0	4409.55	4411.23	15193.0
2021-03-12 14:00:00	ES	Futures	4411.51	4416.0	4410.11	4414.04	24913.0
2021-03-12 14:30:00	ES	Futures	4414.32	4419.93	4411.79	4418.53	20836.0
2021-03-12 15:00:00	ES	Futures	4418.53	4420.5	4412.08	4419.09	23705.0
2021-03-12 15:30:00	ES	Futures	4419.09	4428.07	4419.09	4426.67	63839.0
2021-03-12 16:00:00	ES	Futures	4426.67	4431.72	4425.55	4427.79	28582.0
2021-03-12 16:30:00	ES	Futures	4427.23	4427.79	4424.71	4425.27	3911.0
2021-03-12 00:00:00	NQ	Futures	15128.12	15129.86	15087.02	15091.65	3112.0
2021-03-12 00:30:00	NQ	Futures	15090.79	15097.44	15052.87	15068.21	3485.0
2021-03-12 01:00:00	NQ	Futures	15067.63	15076.02	15043.03	15048.82	3959.0
2021-03-12 01:30:00	NQ	Futures	15049.69	15072.55	15000.77	15021.9	5621.0
2021-03-12 02:00:00	NQ	Futures	15021.03	15027.11	14953.3	14964.01	9353.0
2021-03-12 02:30:00	NQ	Futures	14964.59	14979.64	14918.57	14935.07	8561.0
2021-03-12 03:00:00	NQ	Futures	14935.07	14939.41	14876.89	14915.97	9143.0
2021-03-12 03:30:00	NQ	Futures	14916.55	14916.55	14848.82	14855.77	6963.0
2021-03-12 04:00:00	NQ	Futures	14854.9	14874.0	14836.95	14855.19	6003.0
2021-03-12 04:30:00	NQ	Futures	14854.61	14863.29	14824.22	14835.79	4388.0
2021-03-12 05:00:00	NQ	Futures	14835.79	14838.11	14802.51	14820.17	4121.0
2021-03-12 05:30:00	NQ	Futures	14820.17	14874.58	14817.27	14853.45	5665.0
2021-03-12 06:00:00	NQ	Futures	14852.87	14869.37	14830.87	14840.14	4296.0
2021-03-12 06:30:00	NQ	Futures	14840.14	14883.26	14837.53	14848.82	4263.0
2021-03-12 07:00:00	NQ	Futures	14849.98	14913.65	14849.98	14888.76	5940.0
2021-03-12 07:30:00	NQ	Futures	14889.05	14932.47	14878.63	14926.97	5387.0

> showing 50 of 2,805 rows — these rows as CSV

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