PREVIEW / futures_30min / 2021-03-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-15.parquet
  size:    97 KB
  rows:    3,527

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
2021-03-15 00:00:00	ES	Futures	4425.55	4425.83	4420.77	4423.86	1943.0
2021-03-15 00:30:00	ES	Futures	4423.86	4426.67	4422.46	4425.27	1989.0
2021-03-15 01:00:00	ES	Futures	4425.27	4426.95	4419.09	4421.9	3875.0
2021-03-15 01:30:00	ES	Futures	4421.9	4422.18	4417.12	4417.68	4677.0
2021-03-15 02:00:00	ES	Futures	4417.96	4419.65	4412.9	4416.56	4287.0
2021-03-15 02:30:00	ES	Futures	4416.84	4421.9	4415.99	4418.8	2967.0
2021-03-15 03:00:00	ES	Futures	4418.8	4419.93	4410.38	4414.87	5446.0
2021-03-15 03:30:00	ES	Futures	4414.87	4420.49	4413.75	4419.65	4969.0
2021-03-15 04:00:00	ES	Futures	4419.65	4427.51	4417.4	4425.83	11690.0
2021-03-15 04:30:00	ES	Futures	4425.83	4431.73	4424.42	4430.61	8244.0
2021-03-15 05:00:00	ES	Futures	4430.61	4434.82	4430.32	4433.7	6145.0
2021-03-15 05:30:00	ES	Futures	4433.98	4436.79	4433.7	4433.98	5074.0
2021-03-15 06:00:00	ES	Futures	4434.26	4434.54	4430.04	4430.32	5319.0
2021-03-15 06:30:00	ES	Futures	4430.04	4432.29	4426.39	4429.76	6380.0
2021-03-15 07:00:00	ES	Futures	4429.76	4430.89	4425.83	4426.39	10422.0
2021-03-15 07:30:00	ES	Futures	4426.39	4427.51	4423.86	4424.42	8222.0
2021-03-15 08:00:00	ES	Futures	4424.7	4425.27	4416.84	4417.96	10694.0
2021-03-15 08:30:00	ES	Futures	4418.24	4419.37	4414.31	4417.96	11956.0
2021-03-15 09:00:00	ES	Futures	4417.96	4424.42	4416.84	4423.58	20445.0
2021-03-15 09:30:00	ES	Futures	4423.58	4427.23	4415.99	4419.65	123117.0
2021-03-15 10:00:00	ES	Futures	4419.65	4421.33	4412.62	4415.43	86434.0
2021-03-15 10:30:00	ES	Futures	4415.15	4419.65	4412.34	4419.37	66972.0
2021-03-15 11:00:00	ES	Futures	4419.37	4421.9	4407.0	4408.41	59261.0
2021-03-15 11:30:00	ES	Futures	4408.41	4410.94	4397.73	4409.53	82933.0
2021-03-15 12:00:00	ES	Futures	4409.53	4415.99	4408.41	4415.43	48033.0
2021-03-15 12:30:00	ES	Futures	4415.43	4422.18	4414.31	4421.61	34198.0
2021-03-15 13:00:00	ES	Futures	4421.33	4422.18	4418.24	4421.61	24333.0
2021-03-15 13:30:00	ES	Futures	4421.61	4427.23	4420.77	4427.23	23398.0
2021-03-15 14:00:00	ES	Futures	4426.95	4434.54	4426.95	4434.26	36651.0
2021-03-15 14:30:00	ES	Futures	4434.26	4436.79	4430.89	4433.42	36365.0
2021-03-15 15:00:00	ES	Futures	4433.7	4435.1	4426.11	4428.08	44175.0
2021-03-15 15:30:00	ES	Futures	4427.8	4450.27	4425.27	4447.74	140432.0
2021-03-15 16:00:00	ES	Futures	4447.74	4450.84	4446.06	4446.9	47937.0
2021-03-15 16:30:00	ES	Futures	4446.06	4448.03	4446.06	4446.9	5134.0
2021-03-15 18:00:00	ES	Futures	4448.03	4448.87	4442.13	4442.97	3270.0
2021-03-15 18:30:00	ES	Futures	4442.97	4444.65	4440.72	4441.84	2510.0
2021-03-15 19:00:00	ES	Futures	4441.84	4444.37	4440.44	4443.53	3147.0
2021-03-15 19:30:00	ES	Futures	4443.53	4444.09	4441.0	4441.56	2301.0
2021-03-15 20:00:00	ES	Futures	4441.56	4444.93	4440.44	4442.41	6792.0
2021-03-15 20:30:00	ES	Futures	4442.41	4445.5	4441.28	4444.65	3523.0
2021-03-15 21:00:00	ES	Futures	4444.65	4451.68	4444.37	4449.71	6441.0
2021-03-15 21:30:00	ES	Futures	4449.99	4453.36	4447.46	4450.27	5534.0
2021-03-15 22:00:00	ES	Futures	4450.55	4450.84	4445.5	4448.31	4558.0
2021-03-15 22:30:00	ES	Futures	4448.31	4450.55	4444.93	4450.55	3217.0
2021-03-15 23:00:00	ES	Futures	4450.55	4451.96	4449.43	4450.84	2715.0
2021-03-15 23:30:00	ES	Futures	4450.84	4451.68	4447.74	4449.43	2149.0
2021-03-15 00:00:00	NQ	Futures	14978.78	14982.25	14957.93	14975.88	1572.0
2021-03-15 00:30:00	NQ	Futures	14976.17	14994.12	14968.93	14988.04	1862.0
2021-03-15 01:00:00	NQ	Futures	14987.17	14994.41	14940.85	14956.77	3033.0
2021-03-15 01:30:00	NQ	Futures	14956.19	14956.48	14931.3	14935.64	2665.0

> showing 50 of 3,527 rows — these rows as CSV

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