PREVIEW / futures_30min / 2021-03-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-17.parquet
  size:    104 KB
  rows:    3,643

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
2021-03-17 00:00:00	ES	Futures	4439.32	4439.88	4437.91	4438.75	1253.0
2021-03-17 00:30:00	ES	Futures	4438.47	4439.88	4437.35	4439.6	1372.0
2021-03-17 01:00:00	ES	Futures	4439.6	4441.0	4437.07	4439.03	2479.0
2021-03-17 01:30:00	ES	Futures	4439.03	4444.37	4437.91	4443.25	2498.0
2021-03-17 02:00:00	ES	Futures	4443.53	4444.93	4442.41	4443.81	2996.0
2021-03-17 02:30:00	ES	Futures	4443.81	4444.65	4439.88	4442.13	1493.0
2021-03-17 03:00:00	ES	Futures	4442.13	4443.53	4437.91	4440.72	2592.0
2021-03-17 03:30:00	ES	Futures	4440.72	4441.84	4439.32	4440.44	1947.0
2021-03-17 04:00:00	ES	Futures	4440.44	4444.09	4437.63	4439.88	7733.0
2021-03-17 04:30:00	ES	Futures	4439.88	4441.84	4439.03	4440.44	3397.0
2021-03-17 05:00:00	ES	Futures	4440.72	4442.97	4438.75	4441.84	4953.0
2021-03-17 05:30:00	ES	Futures	4441.56	4442.41	4437.91	4439.6	4246.0
2021-03-17 06:00:00	ES	Futures	4439.6	4440.16	4437.63	4439.32	3651.0
2021-03-17 06:30:00	ES	Futures	4439.6	4443.25	4437.63	4437.91	5161.0
2021-03-17 07:00:00	ES	Futures	4437.91	4438.19	4430.04	4431.17	12374.0
2021-03-17 07:30:00	ES	Futures	4431.17	4431.73	4423.02	4425.83	18250.0
2021-03-17 08:00:00	ES	Futures	4425.55	4429.76	4422.46	4427.23	21614.0
2021-03-17 08:30:00	ES	Futures	4427.23	4429.48	4425.27	4428.36	18937.0
2021-03-17 09:00:00	ES	Futures	4428.36	4429.2	4424.14	4424.99	22991.0
2021-03-17 09:30:00	ES	Futures	4425.27	4429.2	4417.12	4425.83	150492.0
2021-03-17 10:00:00	ES	Futures	4425.83	4430.32	4417.4	4427.51	120240.0
2021-03-17 10:30:00	ES	Futures	4427.23	4427.51	4412.62	4415.15	117149.0
2021-03-17 11:00:00	ES	Futures	4414.87	4422.74	4411.22	4421.33	82311.0
2021-03-17 11:30:00	ES	Futures	4421.05	4423.86	4417.4	4421.05	58055.0
2021-03-17 12:00:00	ES	Futures	4421.05	4427.23	4418.24	4425.27	59906.0
2021-03-17 12:30:00	ES	Futures	4425.55	4425.83	4417.12	4418.24	46697.0
2021-03-17 13:00:00	ES	Futures	4418.24	4423.3	4416.56	4421.9	54248.0
2021-03-17 13:30:00	ES	Futures	4421.9	4423.02	4415.15	4418.52	36529.0
2021-03-17 14:00:00	ES	Futures	4418.8	4451.4	4418.8	4433.7	225428.0
2021-03-17 14:30:00	ES	Futures	4433.7	4461.79	4430.89	4460.11	162109.0
2021-03-17 15:00:00	ES	Futures	4460.11	4465.73	4450.55	4454.21	114410.0
2021-03-17 15:30:00	ES	Futures	4453.93	4461.23	4446.06	4455.05	194354.0
2021-03-17 16:00:00	ES	Futures	4455.05	4457.86	4453.08	4456.17	49257.0
2021-03-17 16:30:00	ES	Futures	4456.17	4456.17	4450.84	4451.96	7067.0
2021-03-17 18:00:00	ES	Futures	4452.8	4461.23	4452.24	4459.83	6685.0
2021-03-17 18:30:00	ES	Futures	4460.11	4460.67	4456.17	4457.58	2630.0
2021-03-17 19:00:00	ES	Futures	4457.86	4460.11	4455.61	4459.83	3395.0
2021-03-17 19:30:00	ES	Futures	4460.11	4465.73	4460.11	4464.6	4421.0
2021-03-17 20:00:00	ES	Futures	4464.6	4470.22	4463.76	4467.13	7415.0
2021-03-17 20:30:00	ES	Futures	4467.13	4469.94	4466.01	4469.1	4789.0
2021-03-17 21:00:00	ES	Futures	4469.1	4471.35	4467.41	4467.69	6189.0
2021-03-17 21:30:00	ES	Futures	4467.69	4471.06	4466.29	4469.94	4815.0
2021-03-17 22:00:00	ES	Futures	4469.94	4470.5	4465.73	4467.41	4004.0
2021-03-17 22:30:00	ES	Futures	4467.13	4468.82	4464.04	4467.41	4234.0
2021-03-17 23:00:00	ES	Futures	4467.41	4467.41	4455.61	4455.89	9086.0
2021-03-17 23:30:00	ES	Futures	4456.17	4458.42	4455.05	4455.61	4369.0
2021-03-17 00:00:00	NQ	Futures	15194.16	15197.63	15188.08	15191.55	719.0
2021-03-17 00:30:00	NQ	Futures	15191.26	15195.03	15183.16	15193.0	1109.0
2021-03-17 01:00:00	NQ	Futures	15192.42	15199.95	15175.05	15186.92	1940.0
2021-03-17 01:30:00	NQ	Futures	15187.21	15214.14	15177.37	15208.92	2410.0

> showing 50 of 3,643 rows — these rows as CSV

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