PREVIEW / futures_30min / 2021-03-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-18.parquet
  size:    106 KB
  rows:    3,645

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
2021-03-18 00:00:00	ES	Futures	4455.89	4457.86	4453.08	4455.05	3388.0
2021-03-18 00:30:00	ES	Futures	4455.05	4458.98	4454.77	4458.14	2829.0
2021-03-18 01:00:00	ES	Futures	4458.14	4458.42	4453.36	4457.02	5036.0
2021-03-18 01:30:00	ES	Futures	4457.02	4458.7	4454.77	4456.45	2468.0
2021-03-18 02:00:00	ES	Futures	4456.74	4459.55	4455.33	4458.98	2505.0
2021-03-18 02:30:00	ES	Futures	4458.98	4464.32	4458.98	4463.2	4054.0
2021-03-18 03:00:00	ES	Futures	4463.2	4464.04	4448.31	4448.59	12750.0
2021-03-18 03:30:00	ES	Futures	4448.31	4448.87	4439.32	4442.13	21533.0
2021-03-18 04:00:00	ES	Futures	4441.84	4444.37	4439.32	4441.0	15898.0
2021-03-18 04:30:00	ES	Futures	4441.0	4441.84	4428.36	4431.45	21491.0
2021-03-18 05:00:00	ES	Futures	4431.17	4437.07	4430.32	4434.54	10126.0
2021-03-18 05:30:00	ES	Futures	4434.54	4438.47	4432.29	4434.26	8863.0
2021-03-18 06:00:00	ES	Futures	4434.54	4439.88	4432.85	4438.47	7494.0
2021-03-18 06:30:00	ES	Futures	4438.19	4442.41	4437.07	4437.63	10390.0
2021-03-18 07:00:00	ES	Futures	4437.63	4439.6	4431.45	4433.13	16099.0
2021-03-18 07:30:00	ES	Futures	4432.85	4433.98	4419.65	4423.86	29026.0
2021-03-18 08:00:00	ES	Futures	4423.86	4430.04	4421.33	4425.83	22957.0
2021-03-18 08:30:00	ES	Futures	4425.83	4428.92	4422.18	4426.11	27886.0
2021-03-18 09:00:00	ES	Futures	4425.83	4426.39	4419.37	4423.86	41766.0
2021-03-18 09:30:00	ES	Futures	4423.86	4433.98	4417.96	4431.73	216638.0
2021-03-18 10:00:00	ES	Futures	4432.01	4433.13	4419.93	4430.04	145302.0
2021-03-18 10:30:00	ES	Futures	4429.76	4435.94	4423.86	4431.73	107150.0
2021-03-18 11:00:00	ES	Futures	4432.01	4439.03	4430.32	4439.03	89569.0
2021-03-18 11:30:00	ES	Futures	4439.03	4440.72	4433.42	4440.16	75427.0
2021-03-18 12:00:00	ES	Futures	4439.88	4449.15	4439.03	4444.37	76257.0
2021-03-18 12:30:00	ES	Futures	4444.37	4445.22	4423.3	4426.39	92316.0
2021-03-18 13:00:00	ES	Futures	4426.11	4438.19	4425.55	4436.51	63748.0
2021-03-18 13:30:00	ES	Futures	4436.51	4442.41	4433.13	4441.28	45834.0
2021-03-18 14:00:00	ES	Futures	4441.28	4442.13	4416.56	4417.4	97574.0
2021-03-18 14:30:00	ES	Futures	4417.4	4421.33	4398.29	4411.22	168845.0
2021-03-18 15:00:00	ES	Futures	4411.22	4414.03	4396.05	4405.32	145938.0
2021-03-18 15:30:00	ES	Futures	4405.32	4407.28	4383.68	4389.86	230251.0
2021-03-18 16:00:00	ES	Futures	4389.86	4402.23	4389.3	4395.48	66005.0
2021-03-18 16:30:00	ES	Futures	4394.64	4396.61	4392.11	4394.92	8945.0
2021-03-18 18:00:00	ES	Futures	4395.2	4401.67	4392.39	4395.48	6351.0
2021-03-18 18:30:00	ES	Futures	4395.48	4396.89	4389.86	4389.86	4601.0
2021-03-18 19:00:00	ES	Futures	4390.15	4396.61	4389.3	4396.33	4835.0
2021-03-18 19:30:00	ES	Futures	4396.33	4397.17	4392.11	4394.36	3553.0
2021-03-18 20:00:00	ES	Futures	4393.8	4400.54	4392.39	4400.54	9314.0
2021-03-18 20:30:00	ES	Futures	4400.54	4401.95	4398.01	4400.82	4020.0
2021-03-18 21:00:00	ES	Futures	4400.82	4401.67	4396.05	4397.73	5543.0
2021-03-18 21:30:00	ES	Futures	4397.73	4404.48	4397.17	4403.63	6022.0
2021-03-18 22:00:00	ES	Futures	4403.35	4403.35	4392.67	4396.33	7267.0
2021-03-18 22:30:00	ES	Futures	4396.33	4397.17	4392.39	4393.8	3797.0
2021-03-18 23:00:00	ES	Futures	4393.8	4398.57	4392.39	4398.01	4304.0
2021-03-18 23:30:00	ES	Futures	4398.01	4401.67	4391.27	4393.24	9095.0
2021-03-18 00:00:00	NQ	Futures	15261.61	15276.38	15245.4	15259.88	2030.0
2021-03-18 00:30:00	NQ	Futures	15259.3	15281.88	15258.14	15277.53	1649.0
2021-03-18 01:00:00	NQ	Futures	15277.82	15280.43	15257.27	15276.38	2126.0
2021-03-18 01:30:00	NQ	Futures	15277.25	15289.69	15269.43	15280.43	1681.0

> showing 50 of 3,645 rows — these rows as CSV

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