PREVIEW / futures_30min / 2021-03-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-25.parquet
  size:    102 KB
  rows:    3,615

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
2021-03-25 00:00:00	ES	Futures	4371.04	4372.44	4368.79	4369.63	1547.0
2021-03-25 00:30:00	ES	Futures	4369.35	4370.76	4367.67	4368.79	1484.0
2021-03-25 01:00:00	ES	Futures	4369.07	4376.38	4368.51	4376.1	4875.0
2021-03-25 01:30:00	ES	Futures	4375.82	4376.94	4367.11	4367.39	4234.0
2021-03-25 02:00:00	ES	Futures	4367.39	4372.16	4366.26	4369.92	3830.0
2021-03-25 02:30:00	ES	Futures	4369.92	4372.16	4368.23	4371.32	2008.0
2021-03-25 03:00:00	ES	Futures	4371.32	4373.85	4367.39	4369.35	4876.0
2021-03-25 03:30:00	ES	Futures	4369.35	4369.63	4366.26	4366.83	5733.0
2021-03-25 04:00:00	ES	Futures	4366.83	4375.82	4360.92	4373.01	15904.0
2021-03-25 04:30:00	ES	Futures	4372.73	4376.94	4370.76	4371.04	9671.0
2021-03-25 05:00:00	ES	Futures	4371.04	4371.32	4365.14	4368.51	9530.0
2021-03-25 05:30:00	ES	Futures	4368.23	4370.2	4365.14	4369.92	4794.0
2021-03-25 06:00:00	ES	Futures	4370.2	4373.57	4369.92	4373.01	5704.0
2021-03-25 06:30:00	ES	Futures	4373.01	4374.13	4370.2	4372.73	6182.0
2021-03-25 07:00:00	ES	Futures	4372.73	4373.57	4357.55	4360.64	13753.0
2021-03-25 07:30:00	ES	Futures	4360.36	4360.64	4343.79	4344.35	38461.0
2021-03-25 08:00:00	ES	Futures	4344.35	4349.97	4340.7	4343.5	33166.0
2021-03-25 08:30:00	ES	Futures	4343.22	4348.84	4337.04	4341.54	40108.0
2021-03-25 09:00:00	ES	Futures	4341.26	4344.63	4337.04	4342.66	36680.0
2021-03-25 09:30:00	ES	Futures	4342.66	4349.69	4331.99	4346.03	242919.0
2021-03-25 10:00:00	ES	Futures	4346.03	4357.55	4343.22	4343.5	170044.0
2021-03-25 10:30:00	ES	Futures	4343.5	4347.16	4319.34	4329.46	176270.0
2021-03-25 11:00:00	ES	Futures	4329.74	4339.57	4319.62	4339.57	137340.0
2021-03-25 11:30:00	ES	Futures	4339.29	4353.62	4331.7	4352.21	176370.0
2021-03-25 12:00:00	ES	Futures	4352.5	4363.45	4347.44	4361.21	145867.0
2021-03-25 12:30:00	ES	Futures	4361.21	4369.63	4358.68	4365.7	92719.0
2021-03-25 13:00:00	ES	Futures	4365.7	4373.29	4357.55	4362.89	130753.0
2021-03-25 13:30:00	ES	Futures	4363.17	4371.32	4356.43	4358.12	96420.0
2021-03-25 14:00:00	ES	Futures	4357.83	4360.92	4349.41	4350.53	97141.0
2021-03-25 14:30:00	ES	Futures	4350.53	4376.38	4350.25	4374.97	101474.0
2021-03-25 15:00:00	ES	Futures	4374.97	4384.25	4374.41	4381.72	109946.0
2021-03-25 15:30:00	ES	Futures	4381.44	4393.8	4379.47	4383.96	196375.0
2021-03-25 16:00:00	ES	Futures	4384.25	4389.58	4383.12	4389.02	52201.0
2021-03-25 16:30:00	ES	Futures	4389.02	4392.39	4385.65	4391.27	7302.0
2021-03-25 18:00:00	ES	Futures	4391.55	4391.83	4383.96	4386.49	4964.0
2021-03-25 18:30:00	ES	Futures	4386.49	4388.74	4384.53	4387.34	2590.0
2021-03-25 19:00:00	ES	Futures	4387.34	4395.2	4386.77	4394.36	6031.0
2021-03-25 19:30:00	ES	Futures	4394.36	4396.61	4390.71	4391.27	3677.0
2021-03-25 20:00:00	ES	Futures	4391.27	4396.05	4389.58	4390.15	6294.0
2021-03-25 20:30:00	ES	Futures	4390.15	4392.11	4385.93	4388.46	4334.0
2021-03-25 21:00:00	ES	Futures	4388.46	4389.86	4385.09	4387.06	3778.0
2021-03-25 21:30:00	ES	Futures	4387.34	4394.92	4387.34	4394.36	6355.0
2021-03-25 22:00:00	ES	Futures	4394.36	4395.77	4391.27	4392.67	4155.0
2021-03-25 22:30:00	ES	Futures	4392.96	4398.01	4392.67	4396.89	3354.0
2021-03-25 23:00:00	ES	Futures	4396.89	4401.1	4396.89	4399.98	4341.0
2021-03-25 23:30:00	ES	Futures	4399.98	4400.54	4397.45	4398.29	3019.0
2021-03-25 00:00:00	NQ	Futures	14834.61	14841.27	14823.61	14826.79	1006.0
2021-03-25 00:30:00	NQ	Futures	14827.66	14840.98	14825.92	14832.0	958.0
2021-03-25 01:00:00	NQ	Futures	14832.29	14866.74	14830.26	14859.21	2651.0
2021-03-25 01:30:00	NQ	Futures	14859.79	14867.61	14830.84	14832.87	2461.0

> showing 50 of 3,615 rows — these rows as CSV

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