PREVIEW / futures_30min / 2021-03-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-24.parquet
  size:    101 KB
  rows:    3,629

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
2021-03-24 00:00:00	ES	Futures	4385.37	4385.93	4383.12	4383.12	2283.0
2021-03-24 00:30:00	ES	Futures	4383.12	4383.96	4379.75	4381.44	2576.0
2021-03-24 01:00:00	ES	Futures	4381.72	4383.68	4377.78	4380.87	4441.0
2021-03-24 01:30:00	ES	Futures	4380.87	4384.81	4378.06	4378.35	2971.0
2021-03-24 02:00:00	ES	Futures	4378.35	4381.44	4377.22	4380.03	3916.0
2021-03-24 02:30:00	ES	Futures	4380.31	4384.25	4379.19	4382.84	2967.0
2021-03-24 03:00:00	ES	Futures	4383.12	4386.21	4378.91	4379.47	5516.0
2021-03-24 03:30:00	ES	Futures	4379.47	4382.84	4378.91	4382.0	4830.0
2021-03-24 04:00:00	ES	Futures	4382.28	4393.24	4378.06	4391.55	15648.0
2021-03-24 04:30:00	ES	Futures	4391.83	4399.98	4390.71	4397.73	16482.0
2021-03-24 05:00:00	ES	Futures	4397.73	4403.91	4397.17	4397.45	13480.0
2021-03-24 05:30:00	ES	Futures	4397.45	4400.54	4395.77	4398.57	5789.0
2021-03-24 06:00:00	ES	Futures	4398.57	4399.98	4396.61	4398.57	5714.0
2021-03-24 06:30:00	ES	Futures	4398.57	4400.82	4394.08	4397.17	6716.0
2021-03-24 07:00:00	ES	Futures	4397.17	4404.48	4396.05	4400.82	9934.0
2021-03-24 07:30:00	ES	Futures	4401.1	4401.95	4394.64	4396.05	8281.0
2021-03-24 08:00:00	ES	Futures	4395.77	4404.19	4395.77	4400.26	14480.0
2021-03-24 08:30:00	ES	Futures	4400.54	4403.35	4396.61	4398.29	16105.0
2021-03-24 09:00:00	ES	Futures	4398.29	4400.26	4394.64	4399.14	18781.0
2021-03-24 09:30:00	ES	Futures	4399.14	4410.09	4394.36	4395.2	198771.0
2021-03-24 10:00:00	ES	Futures	4395.2	4406.16	4390.43	4397.17	176865.0
2021-03-24 10:30:00	ES	Futures	4397.45	4414.31	4393.24	4412.62	144672.0
2021-03-24 11:00:00	ES	Futures	4412.62	4418.52	4408.97	4411.78	137578.0
2021-03-24 11:30:00	ES	Futures	4411.78	4413.47	4400.54	4404.19	108955.0
2021-03-24 12:00:00	ES	Futures	4404.48	4413.19	4403.91	4412.34	82076.0
2021-03-24 12:30:00	ES	Futures	4412.06	4413.75	4402.23	4403.07	106782.0
2021-03-24 13:00:00	ES	Futures	4403.07	4403.07	4387.62	4396.33	118946.0
2021-03-24 13:30:00	ES	Futures	4396.33	4402.79	4386.77	4402.51	92600.0
2021-03-24 14:00:00	ES	Futures	4402.51	4403.91	4392.39	4392.96	95134.0
2021-03-24 14:30:00	ES	Futures	4392.67	4394.64	4382.28	4383.4	125847.0
2021-03-24 15:00:00	ES	Futures	4383.4	4390.15	4379.75	4381.15	100774.0
2021-03-24 15:30:00	ES	Futures	4381.15	4382.0	4359.52	4359.52	246225.0
2021-03-24 16:00:00	ES	Futures	4359.8	4364.86	4357.83	4363.17	59793.0
2021-03-24 16:30:00	ES	Futures	4363.73	4364.86	4362.05	4363.73	7515.0
2021-03-24 18:00:00	ES	Futures	4363.73	4367.39	4360.92	4365.42	6663.0
2021-03-24 18:30:00	ES	Futures	4365.7	4367.95	4364.58	4365.14	2496.0
2021-03-24 19:00:00	ES	Futures	4365.14	4367.95	4364.3	4367.11	2323.0
2021-03-24 19:30:00	ES	Futures	4367.11	4369.63	4363.17	4367.67	3545.0
2021-03-24 20:00:00	ES	Futures	4367.67	4371.6	4367.67	4369.63	7162.0
2021-03-24 20:30:00	ES	Futures	4369.63	4372.16	4368.51	4372.16	3847.0
2021-03-24 21:00:00	ES	Futures	4372.16	4372.44	4364.3	4367.95	7172.0
2021-03-24 21:30:00	ES	Futures	4367.95	4368.51	4357.83	4367.11	12719.0
2021-03-24 22:00:00	ES	Futures	4367.11	4378.35	4365.7	4371.88	15514.0
2021-03-24 22:30:00	ES	Futures	4372.16	4375.82	4371.32	4374.97	4160.0
2021-03-24 23:00:00	ES	Futures	4375.25	4375.82	4369.07	4369.92	4512.0
2021-03-24 23:30:00	ES	Futures	4370.2	4371.88	4368.23	4371.04	2958.0
2021-03-24 00:00:00	NQ	Futures	15123.23	15129.02	15112.52	15113.1	1411.0
2021-03-24 00:30:00	NQ	Futures	15112.23	15117.44	15100.07	15110.21	1802.0
2021-03-24 01:00:00	NQ	Futures	15109.92	15122.37	15090.52	15105.57	3386.0
2021-03-24 01:30:00	NQ	Futures	15105.28	15122.65	15089.94	15090.23	2362.0

> showing 50 of 3,629 rows — these rows as CSV

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