PREVIEW / futures_30min / 2021-03-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-29.parquet
  size:    101 KB
  rows:    3,625

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
2021-03-29 00:00:00	ES	Futures	4434.82	4435.94	4429.48	4431.17	4649.0
2021-03-29 00:30:00	ES	Futures	4431.17	4432.57	4429.2	4431.73	4027.0
2021-03-29 01:00:00	ES	Futures	4431.73	4432.57	4418.8	4421.61	15628.0
2021-03-29 01:30:00	ES	Futures	4421.61	4425.83	4415.43	4424.7	11385.0
2021-03-29 02:00:00	ES	Futures	4424.7	4429.48	4420.21	4428.36	10206.0
2021-03-29 02:30:00	ES	Futures	4428.36	4433.98	4428.08	4430.89	6964.0
2021-03-29 03:00:00	ES	Futures	4430.89	4441.0	4429.48	4432.29	16186.0
2021-03-29 03:30:00	ES	Futures	4432.57	4435.38	4428.92	4432.57	9967.0
2021-03-29 04:00:00	ES	Futures	4432.57	4432.57	4422.74	4428.92	10815.0
2021-03-29 04:30:00	ES	Futures	4428.92	4430.89	4425.27	4428.08	7062.0
2021-03-29 05:00:00	ES	Futures	4428.08	4432.85	4426.67	4430.89	6130.0
2021-03-29 05:30:00	ES	Futures	4430.61	4438.47	4430.04	4437.63	5578.0
2021-03-29 06:00:00	ES	Futures	4437.63	4440.72	4435.66	4439.6	6477.0
2021-03-29 06:30:00	ES	Futures	4439.6	4441.56	4437.91	4438.47	5500.0
2021-03-29 07:00:00	ES	Futures	4438.19	4443.81	4438.19	4441.84	7261.0
2021-03-29 07:30:00	ES	Futures	4441.84	4443.25	4435.38	4436.51	13046.0
2021-03-29 08:00:00	ES	Futures	4436.51	4439.03	4433.13	4434.54	9569.0
2021-03-29 08:30:00	ES	Futures	4434.82	4434.82	4430.32	4432.57	13166.0
2021-03-29 09:00:00	ES	Futures	4432.85	4437.35	4429.76	4436.79	22675.0
2021-03-29 09:30:00	ES	Futures	4436.79	4451.4	4432.57	4433.42	204254.0
2021-03-29 10:00:00	ES	Futures	4433.7	4436.79	4421.9	4422.18	218264.0
2021-03-29 10:30:00	ES	Futures	4422.46	4434.26	4420.77	4423.02	154631.0
2021-03-29 11:00:00	ES	Futures	4423.02	4432.29	4418.8	4432.01	147690.0
2021-03-29 11:30:00	ES	Futures	4432.01	4442.13	4429.48	4439.6	107753.0
2021-03-29 12:00:00	ES	Futures	4439.6	4441.0	4427.23	4436.79	85612.0
2021-03-29 12:30:00	ES	Futures	4436.79	4453.36	4434.82	4452.8	83101.0
2021-03-29 13:00:00	ES	Futures	4452.8	4460.39	4449.71	4451.12	88141.0
2021-03-29 13:30:00	ES	Futures	4451.12	4462.07	4448.87	4450.55	86153.0
2021-03-29 14:00:00	ES	Futures	4450.55	4453.36	4444.93	4449.99	86354.0
2021-03-29 14:30:00	ES	Futures	4449.71	4454.77	4442.13	4448.59	95211.0
2021-03-29 15:00:00	ES	Futures	4448.87	4463.2	4448.87	4461.79	92213.0
2021-03-29 15:30:00	ES	Futures	4461.79	4462.64	4445.5	4452.52	193114.0
2021-03-29 16:00:00	ES	Futures	4452.8	4456.17	4450.27	4455.33	43443.0
2021-03-29 16:30:00	ES	Futures	4455.05	4455.05	4452.8	4453.93	3829.0
2021-03-29 18:00:00	ES	Futures	4456.45	4460.11	4454.77	4459.26	3634.0
2021-03-29 18:30:00	ES	Futures	4459.55	4459.55	4455.89	4456.17	1661.0
2021-03-29 19:00:00	ES	Futures	4456.45	4457.02	4453.08	4455.61	2846.0
2021-03-29 19:30:00	ES	Futures	4455.33	4458.7	4454.21	4457.3	2603.0
2021-03-29 20:00:00	ES	Futures	4457.58	4457.58	4449.71	4451.68	6761.0
2021-03-29 20:30:00	ES	Futures	4451.4	4452.52	4447.18	4448.87	4210.0
2021-03-29 21:00:00	ES	Futures	4448.87	4449.43	4444.93	4447.46	4753.0
2021-03-29 21:30:00	ES	Futures	4447.18	4447.74	4444.93	4447.46	4577.0
2021-03-29 22:00:00	ES	Futures	4447.18	4451.96	4446.06	4451.96	5505.0
2021-03-29 22:30:00	ES	Futures	4451.96	4453.36	4447.46	4448.03	3886.0
2021-03-29 23:00:00	ES	Futures	4448.03	4454.21	4447.46	4451.96	3700.0
2021-03-29 23:30:00	ES	Futures	4452.24	4456.45	4451.96	4455.61	2800.0
2021-03-29 00:00:00	NQ	Futures	14929.56	14934.77	14886.14	14910.45	3946.0
2021-03-29 00:30:00	NQ	Futures	14909.88	14913.93	14891.93	14909.59	2416.0
2021-03-29 01:00:00	NQ	Futures	14909.59	14916.24	14832.87	14853.13	7001.0
2021-03-29 01:30:00	NQ	Futures	14851.98	14875.43	14830.84	14873.11	4675.0

> showing 50 of 3,625 rows — these rows as CSV

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