PREVIEW / futures_30min / 2021-03-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-26.parquet
  size:    84 KB
  rows:    2,925

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
2021-03-26 00:00:00	ES	Futures	4398.29	4400.54	4397.45	4399.14	2288.0
2021-03-26 00:30:00	ES	Futures	4399.42	4400.26	4398.01	4399.98	1286.0
2021-03-26 01:00:00	ES	Futures	4399.98	4401.95	4398.57	4401.1	2803.0
2021-03-26 01:30:00	ES	Futures	4401.1	4406.16	4401.1	4405.6	4929.0
2021-03-26 02:00:00	ES	Futures	4405.32	4407.28	4404.76	4405.88	4870.0
2021-03-26 02:30:00	ES	Futures	4405.88	4406.72	4402.23	4402.51	3317.0
2021-03-26 03:00:00	ES	Futures	4402.51	4404.48	4400.82	4401.38	5583.0
2021-03-26 03:30:00	ES	Futures	4401.67	4401.95	4396.89	4399.7	6795.0
2021-03-26 04:00:00	ES	Futures	4399.7	4403.91	4397.17	4397.45	16667.0
2021-03-26 04:30:00	ES	Futures	4397.17	4400.54	4395.77	4398.01	7273.0
2021-03-26 05:00:00	ES	Futures	4397.73	4399.98	4393.24	4395.77	7187.0
2021-03-26 05:30:00	ES	Futures	4396.05	4397.17	4393.8	4396.61	4632.0
2021-03-26 06:00:00	ES	Futures	4396.61	4398.57	4392.96	4394.36	6088.0
2021-03-26 06:30:00	ES	Futures	4394.36	4395.77	4390.71	4394.08	9760.0
2021-03-26 07:00:00	ES	Futures	4393.8	4396.33	4389.02	4389.3	12492.0
2021-03-26 07:30:00	ES	Futures	4389.3	4397.17	4388.74	4394.92	11314.0
2021-03-26 08:00:00	ES	Futures	4394.92	4395.48	4387.62	4388.74	14951.0
2021-03-26 08:30:00	ES	Futures	4388.46	4399.14	4388.46	4394.64	27054.0
2021-03-26 09:00:00	ES	Futures	4394.36	4399.7	4392.67	4398.57	25863.0
2021-03-26 09:30:00	ES	Futures	4398.29	4403.63	4397.17	4401.95	156306.0
2021-03-26 10:00:00	ES	Futures	4401.95	4410.94	4399.7	4410.66	117958.0
2021-03-26 10:30:00	ES	Futures	4410.94	4414.03	4403.35	4405.04	118883.0
2021-03-26 11:00:00	ES	Futures	4405.04	4408.41	4394.36	4398.86	117223.0
2021-03-26 11:30:00	ES	Futures	4398.86	4409.53	4396.05	4408.69	91210.0
2021-03-26 12:00:00	ES	Futures	4408.41	4412.34	4404.76	4411.78	63026.0
2021-03-26 12:30:00	ES	Futures	4411.78	4421.05	4410.66	4415.71	95200.0
2021-03-26 13:00:00	ES	Futures	4415.71	4421.33	4415.71	4419.09	62915.0
2021-03-26 13:30:00	ES	Futures	4419.37	4420.49	4402.79	4409.81	88770.0
2021-03-26 14:00:00	ES	Futures	4409.53	4411.5	4391.27	4404.48	147947.0
2021-03-26 14:30:00	ES	Futures	4404.76	4413.19	4390.71	4412.62	148799.0
2021-03-26 15:00:00	ES	Futures	4412.62	4419.93	4407.85	4419.37	111958.0
2021-03-26 15:30:00	ES	Futures	4419.37	4459.55	4419.37	4453.93	254765.0
2021-03-26 16:00:00	ES	Futures	4453.93	4457.86	4451.68	4455.33	114424.0
2021-03-26 16:30:00	ES	Futures	4454.77	4456.17	4453.08	4453.08	11530.0
2021-03-26 00:00:00	NQ	Futures	14852.84	14868.48	14850.82	14865.87	1937.0
2021-03-26 00:30:00	NQ	Futures	14865.87	14866.74	14857.48	14862.69	973.0
2021-03-26 01:00:00	NQ	Futures	14864.14	14883.53	14859.79	14875.14	2446.0
2021-03-26 01:30:00	NQ	Futures	14875.14	14904.95	14873.98	14901.77	2123.0
2021-03-26 02:00:00	NQ	Futures	14901.48	14915.95	14898.59	14907.27	2638.0
2021-03-26 02:30:00	NQ	Futures	14908.14	14911.61	14887.87	14892.22	2488.0
2021-03-26 03:00:00	NQ	Futures	14892.8	14901.48	14870.21	14876.87	3541.0
2021-03-26 03:30:00	NQ	Futures	14876.29	14881.51	14836.63	14849.66	5012.0
2021-03-26 04:00:00	NQ	Futures	14849.66	14862.11	14837.79	14843.58	5265.0
2021-03-26 04:30:00	NQ	Futures	14843.29	14857.77	14825.92	14830.55	4499.0
2021-03-26 05:00:00	NQ	Futures	14830.55	14844.45	14808.26	14826.5	4666.0
2021-03-26 05:30:00	NQ	Futures	14825.92	14843.87	14820.42	14839.53	2838.0
2021-03-26 06:00:00	NQ	Futures	14839.24	14854.87	14823.03	14825.92	3677.0
2021-03-26 06:30:00	NQ	Futures	14826.21	14829.4	14793.79	14795.24	5486.0
2021-03-26 07:00:00	NQ	Futures	14794.95	14808.84	14723.73	14727.78	11052.0
2021-03-26 07:30:00	NQ	Futures	14727.2	14765.13	14721.41	14749.78	8795.0

> showing 50 of 2,925 rows — these rows as CSV

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