PREVIEW / futures_30min / 2021-03-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-22.parquet
  size:    99 KB
  rows:    3,582

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
2021-03-22 00:00:00	ES	Futures	4380.03	4388.18	4379.19	4387.34	5397.0
2021-03-22 00:30:00	ES	Futures	4387.06	4388.18	4384.81	4385.37	2790.0
2021-03-22 01:00:00	ES	Futures	4385.37	4386.77	4383.12	4383.12	2451.0
2021-03-22 01:30:00	ES	Futures	4383.12	4386.77	4381.15	4382.28	3526.0
2021-03-22 02:00:00	ES	Futures	4382.56	4384.81	4380.59	4382.84	3641.0
2021-03-22 02:30:00	ES	Futures	4382.84	4383.68	4379.19	4379.47	2004.0
2021-03-22 03:00:00	ES	Futures	4379.19	4382.56	4374.97	4380.31	6300.0
2021-03-22 03:30:00	ES	Futures	4380.31	4380.59	4369.35	4374.13	8236.0
2021-03-22 04:00:00	ES	Futures	4374.13	4381.44	4367.95	4380.31	15575.0
2021-03-22 04:30:00	ES	Futures	4380.31	4383.68	4377.78	4380.59	8612.0
2021-03-22 05:00:00	ES	Futures	4380.31	4382.0	4374.41	4380.87	6850.0
2021-03-22 05:30:00	ES	Futures	4380.87	4382.56	4378.91	4381.15	5824.0
2021-03-22 06:00:00	ES	Futures	4381.15	4386.49	4380.31	4385.09	6407.0
2021-03-22 06:30:00	ES	Futures	4385.37	4386.21	4384.25	4385.09	4119.0
2021-03-22 07:00:00	ES	Futures	4385.09	4394.92	4384.81	4394.36	13799.0
2021-03-22 07:30:00	ES	Futures	4394.36	4395.48	4392.11	4393.24	7492.0
2021-03-22 08:00:00	ES	Futures	4392.96	4393.8	4389.58	4390.71	13289.0
2021-03-22 08:30:00	ES	Futures	4390.43	4391.83	4387.06	4389.3	16763.0
2021-03-22 09:00:00	ES	Futures	4389.3	4392.67	4387.62	4387.62	20631.0
2021-03-22 09:30:00	ES	Futures	4387.62	4403.91	4387.06	4401.67	190046.0
2021-03-22 10:00:00	ES	Futures	4401.67	4406.44	4398.57	4403.35	134728.0
2021-03-22 10:30:00	ES	Futures	4403.63	4414.87	4401.67	4410.38	93600.0
2021-03-22 11:00:00	ES	Futures	4410.66	4412.9	4408.13	4411.22	53107.0
2021-03-22 11:30:00	ES	Futures	4411.22	4416.56	4410.94	4414.03	55306.0
2021-03-22 12:00:00	ES	Futures	4414.03	4420.49	4413.75	4420.21	44625.0
2021-03-22 12:30:00	ES	Futures	4420.21	4423.58	4417.96	4422.46	49578.0
2021-03-22 13:00:00	ES	Futures	4422.74	4423.3	4417.96	4421.05	44777.0
2021-03-22 13:30:00	ES	Futures	4421.05	4424.7	4420.77	4424.7	24630.0
2021-03-22 14:00:00	ES	Futures	4424.7	4427.51	4423.58	4426.39	49896.0
2021-03-22 14:30:00	ES	Futures	4426.67	4432.29	4426.67	4430.04	56517.0
2021-03-22 15:00:00	ES	Futures	4429.76	4433.13	4421.9	4422.18	69337.0
2021-03-22 15:30:00	ES	Futures	4422.18	4424.14	4414.59	4416.28	146202.0
2021-03-22 16:00:00	ES	Futures	4416.28	4420.21	4415.71	4419.65	39947.0
2021-03-22 16:30:00	ES	Futures	4419.09	4421.33	4418.52	4419.93	6758.0
2021-03-22 18:00:00	ES	Futures	4420.49	4422.74	4419.37	4421.05	3773.0
2021-03-22 18:30:00	ES	Futures	4421.05	4421.9	4417.68	4420.21	3169.0
2021-03-22 19:00:00	ES	Futures	4419.93	4422.18	4418.8	4420.77	1853.0
2021-03-22 19:30:00	ES	Futures	4420.49	4424.42	4420.21	4424.14	2368.0
2021-03-22 20:00:00	ES	Futures	4424.14	4426.67	4420.77	4421.61	6462.0
2021-03-22 20:30:00	ES	Futures	4421.61	4422.46	4416.84	4419.09	5551.0
2021-03-22 21:00:00	ES	Futures	4418.8	4421.9	4417.12	4419.09	4586.0
2021-03-22 21:30:00	ES	Futures	4419.09	4419.65	4415.43	4417.96	5940.0
2021-03-22 22:00:00	ES	Futures	4417.96	4418.8	4414.31	4415.43	5243.0
2021-03-22 22:30:00	ES	Futures	4415.43	4415.43	4411.22	4412.62	6034.0
2021-03-22 23:00:00	ES	Futures	4412.34	4412.34	4408.13	4411.78	5455.0
2021-03-22 23:30:00	ES	Futures	4412.06	4412.06	4409.81	4410.94	2600.0
2021-03-22 00:00:00	NQ	Futures	14939.11	14976.75	14933.9	14968.93	3313.0
2021-03-22 00:30:00	NQ	Futures	14969.8	14976.75	14951.85	14957.93	1784.0
2021-03-22 01:00:00	NQ	Futures	14957.35	14962.85	14943.17	14948.38	1770.0
2021-03-22 01:30:00	NQ	Futures	14947.22	14972.7	14930.14	14952.43	3084.0

> showing 50 of 3,582 rows — these rows as CSV

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