PREVIEW / futures_30min / 2021-03-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-16.parquet
  size:    95 KB
  rows:    3,542

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
2021-03-16 00:00:00	ES	Futures	4449.43	4449.99	4446.62	4448.87	1726.0
2021-03-16 00:30:00	ES	Futures	4448.87	4450.27	4448.59	4449.99	1097.0
2021-03-16 01:00:00	ES	Futures	4449.99	4450.27	4447.18	4449.15	1555.0
2021-03-16 01:30:00	ES	Futures	4449.15	4451.68	4448.87	4450.55	2221.0
2021-03-16 02:00:00	ES	Futures	4450.84	4451.68	4446.62	4448.03	2732.0
2021-03-16 02:30:00	ES	Futures	4447.74	4453.64	4447.46	4453.64	3156.0
2021-03-16 03:00:00	ES	Futures	4453.36	4455.05	4450.84	4453.08	4568.0
2021-03-16 03:30:00	ES	Futures	4453.08	4453.36	4448.87	4451.12	4269.0
2021-03-16 04:00:00	ES	Futures	4451.12	4451.4	4444.93	4448.59	11842.0
2021-03-16 04:30:00	ES	Futures	4448.87	4450.55	4444.37	4447.18	11480.0
2021-03-16 05:00:00	ES	Futures	4446.9	4449.15	4445.22	4447.74	5803.0
2021-03-16 05:30:00	ES	Futures	4447.74	4448.31	4444.93	4447.18	5587.0
2021-03-16 06:00:00	ES	Futures	4447.46	4448.59	4446.06	4447.74	4281.0
2021-03-16 06:30:00	ES	Futures	4447.46	4450.55	4446.62	4450.27	4698.0
2021-03-16 07:00:00	ES	Futures	4450.27	4453.93	4449.43	4451.68	7346.0
2021-03-16 07:30:00	ES	Futures	4451.68	4454.77	4450.55	4453.93	7495.0
2021-03-16 08:00:00	ES	Futures	4454.21	4455.61	4453.36	4454.21	8168.0
2021-03-16 08:30:00	ES	Futures	4453.93	4457.3	4449.99	4451.96	19826.0
2021-03-16 09:00:00	ES	Futures	4451.96	4455.33	4451.12	4454.21	17889.0
2021-03-16 09:30:00	ES	Futures	4454.21	4460.39	4449.99	4458.14	129961.0
2021-03-16 10:00:00	ES	Futures	4458.42	4460.11	4453.64	4459.83	90444.0
2021-03-16 10:30:00	ES	Futures	4459.83	4462.64	4455.89	4456.45	86918.0
2021-03-16 11:00:00	ES	Futures	4456.45	4458.42	4452.8	4456.17	74504.0
2021-03-16 11:30:00	ES	Futures	4456.17	4458.14	4449.99	4453.36	63806.0
2021-03-16 12:00:00	ES	Futures	4453.36	4455.05	4442.13	4445.22	90079.0
2021-03-16 12:30:00	ES	Futures	4445.5	4452.52	4444.09	4451.12	67481.0
2021-03-16 13:00:00	ES	Futures	4451.12	4457.86	4449.99	4452.52	40706.0
2021-03-16 13:30:00	ES	Futures	4452.52	4452.8	4442.41	4444.37	55834.0
2021-03-16 14:00:00	ES	Futures	4444.65	4448.87	4433.7	4434.82	92889.0
2021-03-16 14:30:00	ES	Futures	4435.1	4443.53	4431.17	4441.0	100406.0
2021-03-16 15:00:00	ES	Futures	4440.72	4447.74	4435.38	4444.37	57599.0
2021-03-16 15:30:00	ES	Futures	4444.37	4453.36	4440.44	4441.28	133128.0
2021-03-16 16:00:00	ES	Futures	4441.0	4448.59	4439.88	4447.74	36983.0
2021-03-16 16:30:00	ES	Futures	4447.46	4447.74	4444.09	4447.74	4838.0
2021-03-16 18:00:00	ES	Futures	4447.46	4450.84	4446.34	4448.59	4092.0
2021-03-16 18:30:00	ES	Futures	4448.59	4450.27	4447.18	4448.87	1311.0
2021-03-16 19:00:00	ES	Futures	4449.15	4450.27	4445.78	4446.34	1978.0
2021-03-16 19:30:00	ES	Futures	4446.34	4447.46	4444.09	4444.65	2291.0
2021-03-16 20:00:00	ES	Futures	4444.65	4446.34	4439.6	4444.09	5778.0
2021-03-16 20:30:00	ES	Futures	4444.65	4445.5	4440.72	4443.81	2550.0
2021-03-16 21:00:00	ES	Futures	4443.81	4445.22	4437.63	4438.19	4640.0
2021-03-16 21:30:00	ES	Futures	4438.19	4440.44	4435.1	4439.88	6968.0
2021-03-16 22:00:00	ES	Futures	4440.16	4441.56	4437.35	4440.44	3672.0
2021-03-16 22:30:00	ES	Futures	4440.44	4441.56	4436.22	4440.72	3025.0
2021-03-16 23:00:00	ES	Futures	4440.44	4441.56	4438.75	4440.44	2184.0
2021-03-16 23:30:00	ES	Futures	4440.72	4441.56	4437.35	4439.6	2408.0
2021-03-16 00:00:00	NQ	Futures	15188.37	15195.61	15176.79	15185.48	1504.0
2021-03-16 00:30:00	NQ	Futures	15185.76	15198.21	15185.76	15197.34	794.0
2021-03-16 01:00:00	NQ	Futures	15196.77	15199.95	15183.45	15188.95	1226.0
2021-03-16 01:30:00	NQ	Futures	15189.53	15207.48	15189.53	15204.87	2026.0

> showing 50 of 3,542 rows — these rows as CSV

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