PREVIEW / futures_30min / 2021-03-31

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-31.parquet
  size:    101 KB
  rows:    3,668

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
2021-03-31 00:00:00	ES	Futures	4438.75	4440.16	4437.63	4438.75	1591.0
2021-03-31 00:30:00	ES	Futures	4438.75	4439.6	4434.54	4436.51	2826.0
2021-03-31 01:00:00	ES	Futures	4436.22	4436.51	4432.01	4433.13	4355.0
2021-03-31 01:30:00	ES	Futures	4433.13	4437.63	4432.29	4434.54	4072.0
2021-03-31 02:00:00	ES	Futures	4434.26	4435.1	4429.76	4433.7	5699.0
2021-03-31 02:30:00	ES	Futures	4433.98	4435.66	4431.73	4435.1	3884.0
2021-03-31 03:00:00	ES	Futures	4435.1	4439.32	4433.98	4438.19	7682.0
2021-03-31 03:30:00	ES	Futures	4437.91	4438.19	4432.57	4434.54	6257.0
2021-03-31 04:00:00	ES	Futures	4434.82	4436.79	4432.29	4432.85	5657.0
2021-03-31 04:30:00	ES	Futures	4432.57	4437.63	4431.45	4436.79	5007.0
2021-03-31 05:00:00	ES	Futures	4437.07	4437.07	4434.82	4435.94	4362.0
2021-03-31 05:30:00	ES	Futures	4435.94	4438.75	4434.54	4436.79	4784.0
2021-03-31 06:00:00	ES	Futures	4436.79	4439.32	4436.22	4437.91	6198.0
2021-03-31 06:30:00	ES	Futures	4437.91	4442.13	4437.07	4440.44	8104.0
2021-03-31 07:00:00	ES	Futures	4440.72	4441.84	4439.32	4440.16	6647.0
2021-03-31 07:30:00	ES	Futures	4440.16	4444.09	4439.32	4442.41	7148.0
2021-03-31 08:00:00	ES	Futures	4442.69	4445.22	4441.28	4443.53	11849.0
2021-03-31 08:30:00	ES	Futures	4443.53	4447.18	4443.25	4444.37	11679.0
2021-03-31 09:00:00	ES	Futures	4444.09	4447.46	4443.53	4447.18	15535.0
2021-03-31 09:30:00	ES	Futures	4447.18	4458.98	4446.62	4456.45	171651.0
2021-03-31 10:00:00	ES	Futures	4456.17	4460.95	4454.49	4455.61	100863.0
2021-03-31 10:30:00	ES	Futures	4455.33	4465.73	4454.49	4463.76	91500.0
2021-03-31 11:00:00	ES	Futures	4463.76	4466.01	4460.67	4461.23	71101.0
2021-03-31 11:30:00	ES	Futures	4461.23	4469.38	4460.39	4467.69	85899.0
2021-03-31 12:00:00	ES	Futures	4467.69	4471.63	4467.41	4469.94	51079.0
2021-03-31 12:30:00	ES	Futures	4469.66	4473.31	4469.66	4473.03	37884.0
2021-03-31 13:00:00	ES	Futures	4473.03	4477.25	4472.47	4475.56	46026.0
2021-03-31 13:30:00	ES	Futures	4475.56	4477.25	4471.63	4473.87	46384.0
2021-03-31 14:00:00	ES	Futures	4473.87	4474.44	4467.13	4470.78	63187.0
2021-03-31 14:30:00	ES	Futures	4471.06	4474.44	4467.69	4469.38	57401.0
2021-03-31 15:00:00	ES	Futures	4469.1	4475.0	4468.26	4468.54	71309.0
2021-03-31 15:30:00	ES	Futures	4468.54	4472.75	4456.17	4460.39	379747.0
2021-03-31 16:00:00	ES	Futures	4460.11	4464.88	4454.21	4455.05	112314.0
2021-03-31 16:30:00	ES	Futures	4455.61	4457.86	4454.49	4457.58	7531.0
2021-03-31 18:00:00	ES	Futures	4458.98	4461.79	4457.86	4460.39	4674.0
2021-03-31 18:30:00	ES	Futures	4460.39	4460.95	4458.98	4460.39	1387.0
2021-03-31 19:00:00	ES	Futures	4460.39	4461.51	4457.02	4460.67	4175.0
2021-03-31 19:30:00	ES	Futures	4460.67	4462.92	4460.39	4462.64	3310.0
2021-03-31 20:00:00	ES	Futures	4462.92	4463.76	4459.26	4460.95	7170.0
2021-03-31 20:30:00	ES	Futures	4461.23	4465.73	4460.95	4464.32	5668.0
2021-03-31 21:00:00	ES	Futures	4464.32	4464.88	4460.67	4462.92	3837.0
2021-03-31 21:30:00	ES	Futures	4462.64	4462.92	4458.7	4461.51	5015.0
2021-03-31 22:00:00	ES	Futures	4461.23	4465.45	4460.39	4460.39	5015.0
2021-03-31 22:30:00	ES	Futures	4460.39	4461.51	4455.61	4457.86	3919.0
2021-03-31 23:00:00	ES	Futures	4458.14	4459.83	4456.45	4458.98	2778.0
2021-03-31 23:30:00	ES	Futures	4459.26	4459.83	4457.02	4459.55	2694.0
2021-03-31 00:00:00	NQ	Futures	14924.35	14928.4	14919.72	14921.46	544.0
2021-03-31 00:30:00	NQ	Futures	14920.88	14927.82	14915.95	14920.3	1111.0
2021-03-31 01:00:00	NQ	Futures	14919.43	14920.01	14899.74	14906.69	2057.0
2021-03-31 01:30:00	NQ	Futures	14906.4	14921.46	14899.45	14907.56	2011.0

> showing 50 of 3,668 rows — these rows as CSV

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