PREVIEW / futures_30min / 2021-03-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-23.parquet
  size:    105 KB
  rows:    3,650

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
2021-03-23 00:00:00	ES	Futures	4410.94	4413.19	4409.81	4410.09	2451.0
2021-03-23 00:30:00	ES	Futures	4410.09	4410.09	4406.72	4407.0	3022.0
2021-03-23 01:00:00	ES	Futures	4406.72	4409.25	4404.48	4406.16	4460.0
2021-03-23 01:30:00	ES	Futures	4406.16	4408.69	4405.6	4405.6	4006.0
2021-03-23 02:00:00	ES	Futures	4405.88	4408.69	4403.35	4407.85	4890.0
2021-03-23 02:30:00	ES	Futures	4407.85	4408.69	4403.91	4407.0	4031.0
2021-03-23 03:00:00	ES	Futures	4407.0	4410.94	4406.16	4409.25	5791.0
2021-03-23 03:30:00	ES	Futures	4408.97	4410.94	4406.16	4408.69	4480.0
2021-03-23 04:00:00	ES	Futures	4408.97	4408.97	4398.01	4404.19	18321.0
2021-03-23 04:30:00	ES	Futures	4403.91	4406.72	4399.14	4405.32	9342.0
2021-03-23 05:00:00	ES	Futures	4405.6	4407.28	4397.17	4398.01	8667.0
2021-03-23 05:30:00	ES	Futures	4397.73	4400.26	4395.48	4396.61	10475.0
2021-03-23 06:00:00	ES	Futures	4396.89	4401.1	4392.39	4396.05	14217.0
2021-03-23 06:30:00	ES	Futures	4396.05	4400.54	4393.8	4399.98	9310.0
2021-03-23 07:00:00	ES	Futures	4399.98	4405.32	4396.89	4403.35	12125.0
2021-03-23 07:30:00	ES	Futures	4403.63	4405.88	4400.26	4400.26	9620.0
2021-03-23 08:00:00	ES	Futures	4400.26	4403.91	4399.14	4401.67	12760.0
2021-03-23 08:30:00	ES	Futures	4401.67	4407.57	4401.1	4406.44	14740.0
2021-03-23 09:00:00	ES	Futures	4406.44	4408.97	4404.76	4408.69	18784.0
2021-03-23 09:30:00	ES	Futures	4408.69	4414.87	4404.76	4414.59	148966.0
2021-03-23 10:00:00	ES	Futures	4414.87	4421.05	4412.62	4417.4	106019.0
2021-03-23 10:30:00	ES	Futures	4417.68	4418.52	4401.38	4414.03	143225.0
2021-03-23 11:00:00	ES	Futures	4413.75	4426.11	4412.06	4424.99	102373.0
2021-03-23 11:30:00	ES	Futures	4424.7	4426.39	4414.03	4419.37	89016.0
2021-03-23 12:00:00	ES	Futures	4419.65	4425.27	4410.09	4416.56	112421.0
2021-03-23 12:30:00	ES	Futures	4416.56	4421.05	4412.06	4420.77	64765.0
2021-03-23 13:00:00	ES	Futures	4420.77	4424.7	4419.09	4421.05	51423.0
2021-03-23 13:30:00	ES	Futures	4420.77	4421.61	4405.88	4408.41	85766.0
2021-03-23 14:00:00	ES	Futures	4408.69	4412.34	4404.19	4411.22	84643.0
2021-03-23 14:30:00	ES	Futures	4411.22	4412.9	4392.67	4393.24	121665.0
2021-03-23 15:00:00	ES	Futures	4393.24	4398.57	4376.66	4380.87	183297.0
2021-03-23 15:30:00	ES	Futures	4380.87	4385.65	4372.44	4382.0	272212.0
2021-03-23 16:00:00	ES	Futures	4382.0	4389.86	4381.72	4388.46	48537.0
2021-03-23 16:30:00	ES	Futures	4387.9	4388.46	4385.37	4387.34	5476.0
2021-03-23 18:00:00	ES	Futures	4389.58	4390.15	4381.72	4383.4	4798.0
2021-03-23 18:30:00	ES	Futures	4383.4	4387.9	4383.4	4385.65	2407.0
2021-03-23 19:00:00	ES	Futures	4385.37	4385.37	4380.03	4381.44	3480.0
2021-03-23 19:30:00	ES	Futures	4381.44	4382.84	4378.35	4381.72	4364.0
2021-03-23 20:00:00	ES	Futures	4382.0	4387.06	4380.87	4384.81	6879.0
2021-03-23 20:30:00	ES	Futures	4385.09	4387.34	4382.0	4383.4	4463.0
2021-03-23 21:00:00	ES	Futures	4383.4	4388.18	4383.4	4385.09	4926.0
2021-03-23 21:30:00	ES	Futures	4385.37	4386.77	4377.5	4378.06	6982.0
2021-03-23 22:00:00	ES	Futures	4378.06	4381.15	4375.25	4375.82	7541.0
2021-03-23 22:30:00	ES	Futures	4375.54	4382.28	4374.41	4380.31	5588.0
2021-03-23 23:00:00	ES	Futures	4380.59	4384.53	4376.94	4384.25	5020.0
2021-03-23 23:30:00	ES	Futures	4384.25	4387.34	4383.68	4385.37	4744.0
2021-03-23 00:00:00	NQ	Futures	15090.81	15099.78	15077.49	15080.1	1529.0
2021-03-23 00:30:00	NQ	Futures	15079.81	15090.52	15072.86	15074.02	1637.0
2021-03-23 01:00:00	NQ	Futures	15073.73	15087.63	15058.39	15070.83	2575.0
2021-03-23 01:30:00	NQ	Futures	15070.26	15077.78	15062.73	15064.18	1859.0

> showing 50 of 3,650 rows — these rows as CSV

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