PREVIEW / futures_30min / 2021-03-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-19.parquet
  size:    87 KB
  rows:    2,908

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
2021-03-19 00:00:00	ES	Futures	4393.24	4398.01	4391.27	4397.73	4571.0
2021-03-19 00:30:00	ES	Futures	4398.01	4399.14	4396.33	4398.57	2790.0
2021-03-19 01:00:00	ES	Futures	4398.29	4400.26	4392.39	4393.24	4826.0
2021-03-19 01:30:00	ES	Futures	4393.24	4396.33	4391.27	4395.77	3047.0
2021-03-19 02:00:00	ES	Futures	4395.77	4395.77	4381.44	4388.18	10820.0
2021-03-19 02:30:00	ES	Futures	4388.18	4396.61	4385.93	4394.08	6588.0
2021-03-19 03:00:00	ES	Futures	4394.08	4402.23	4393.24	4399.7	8428.0
2021-03-19 03:30:00	ES	Futures	4399.42	4403.35	4398.29	4401.67	8755.0
2021-03-19 04:00:00	ES	Futures	4401.67	4407.57	4400.54	4406.72	21701.0
2021-03-19 04:30:00	ES	Futures	4406.44	4409.53	4404.76	4407.0	10735.0
2021-03-19 05:00:00	ES	Futures	4407.0	4408.13	4402.51	4404.19	8757.0
2021-03-19 05:30:00	ES	Futures	4404.19	4406.16	4402.51	4403.35	6898.0
2021-03-19 06:00:00	ES	Futures	4403.35	4404.19	4396.89	4401.95	11755.0
2021-03-19 06:30:00	ES	Futures	4401.95	4407.0	4399.98	4405.6	11570.0
2021-03-19 07:00:00	ES	Futures	4405.32	4405.6	4392.39	4395.48	15604.0
2021-03-19 07:30:00	ES	Futures	4395.77	4400.26	4395.48	4399.14	11005.0
2021-03-19 08:00:00	ES	Futures	4399.14	4404.19	4396.89	4398.86	23631.0
2021-03-19 08:30:00	ES	Futures	4398.57	4402.51	4398.01	4399.98	17118.0
2021-03-19 09:00:00	ES	Futures	4399.7	4399.98	4379.19	4385.65	116817.0
2021-03-19 09:30:00	ES	Futures	4385.65	4389.3	4357.55	4370.48	286262.0
2021-03-19 10:00:00	ES	Futures	4370.48	4377.5	4355.02	4373.57	169867.0
2021-03-19 10:30:00	ES	Futures	4373.85	4387.06	4362.05	4385.93	140037.0
2021-03-19 11:00:00	ES	Futures	4385.65	4387.9	4368.51	4376.1	99305.0
2021-03-19 11:30:00	ES	Futures	4375.82	4397.45	4373.29	4393.52	87567.0
2021-03-19 12:00:00	ES	Futures	4393.52	4398.57	4390.43	4394.64	71561.0
2021-03-19 12:30:00	ES	Futures	4394.64	4401.1	4391.83	4399.14	63386.0
2021-03-19 13:00:00	ES	Futures	4398.86	4399.7	4390.15	4398.01	58791.0
2021-03-19 13:30:00	ES	Futures	4398.29	4402.79	4395.77	4399.7	54596.0
2021-03-19 14:00:00	ES	Futures	4399.98	4403.07	4389.58	4396.89	71245.0
2021-03-19 14:30:00	ES	Futures	4396.89	4404.48	4394.64	4403.63	54576.0
2021-03-19 15:00:00	ES	Futures	4403.63	4405.04	4393.24	4396.61	73716.0
2021-03-19 15:30:00	ES	Futures	4396.89	4402.51	4379.75	4380.87	251697.0
2021-03-19 16:00:00	ES	Futures	4380.59	4385.09	4378.35	4378.63	96225.0
2021-03-19 16:30:00	ES	Futures	4378.35	4382.56	4378.35	4379.47	9810.0
2021-03-19 00:00:00	NQ	Futures	14791.47	14818.97	14785.68	14817.24	2931.0
2021-03-19 00:30:00	NQ	Futures	14817.53	14823.61	14805.66	14817.82	1931.0
2021-03-19 01:00:00	NQ	Futures	14817.82	14830.26	14781.05	14787.71	3863.0
2021-03-19 01:30:00	NQ	Futures	14788.0	14798.42	14779.6	14793.79	2363.0
2021-03-19 02:00:00	NQ	Futures	14794.08	14794.66	14721.99	14759.92	8154.0
2021-03-19 02:30:00	NQ	Futures	14759.92	14844.74	14747.47	14825.92	7408.0
2021-03-19 03:00:00	NQ	Futures	14826.5	14876.58	14820.42	14863.85	6221.0
2021-03-19 03:30:00	NQ	Futures	14864.14	14899.16	14858.63	14890.77	7467.0
2021-03-19 04:00:00	NQ	Futures	14890.48	14931.01	14882.66	14918.56	11296.0
2021-03-19 04:30:00	NQ	Futures	14919.14	14935.93	14899.74	14911.61	6218.0
2021-03-19 05:00:00	NQ	Futures	14912.48	14927.53	14903.8	14908.43	4411.0
2021-03-19 05:30:00	NQ	Futures	14907.27	14915.95	14892.22	14899.16	3230.0
2021-03-19 06:00:00	NQ	Futures	14899.16	14902.06	14860.66	14880.06	5348.0
2021-03-19 06:30:00	NQ	Futures	14879.48	14895.98	14862.69	14891.93	4486.0
2021-03-19 07:00:00	NQ	Futures	14892.22	14892.22	14841.84	14865.0	5377.0
2021-03-19 07:30:00	NQ	Futures	14864.14	14897.14	14861.24	14877.74	4756.0

> showing 50 of 2,908 rows — these rows as CSV

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