PREVIEW / futures_30min / 2021-04-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-01.parquet
  size:    97 KB
  rows:    3,336

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
2021-04-01 00:00:00	ES	Futures	4459.55	4460.11	4458.42	4459.83	1216.0
2021-04-01 00:30:00	ES	Futures	4459.55	4461.51	4457.86	4460.11	2097.0
2021-04-01 01:00:00	ES	Futures	4460.11	4462.07	4459.26	4461.51	3053.0
2021-04-01 01:30:00	ES	Futures	4461.51	4464.04	4459.83	4461.79	2840.0
2021-04-01 02:00:00	ES	Futures	4461.51	4464.88	4460.67	4463.76	4344.0
2021-04-01 02:30:00	ES	Futures	4463.76	4468.82	4463.48	4468.54	5874.0
2021-04-01 03:00:00	ES	Futures	4468.54	4469.94	4464.88	4469.1	8706.0
2021-04-01 03:30:00	ES	Futures	4468.82	4474.16	4466.29	4473.03	12363.0
2021-04-01 04:00:00	ES	Futures	4473.31	4476.12	4471.91	4473.31	9286.0
2021-04-01 04:30:00	ES	Futures	4473.59	4476.97	4472.19	4476.68	7641.0
2021-04-01 05:00:00	ES	Futures	4476.4	4478.09	4473.31	4473.59	6985.0
2021-04-01 05:30:00	ES	Futures	4473.87	4476.68	4473.59	4473.87	5091.0
2021-04-01 06:00:00	ES	Futures	4474.16	4474.16	4471.63	4471.91	3972.0
2021-04-01 06:30:00	ES	Futures	4472.19	4472.47	4469.1	4469.1	5150.0
2021-04-01 07:00:00	ES	Futures	4469.1	4473.31	4469.1	4473.03	7224.0
2021-04-01 07:30:00	ES	Futures	4472.75	4476.4	4472.19	4475.56	9985.0
2021-04-01 08:00:00	ES	Futures	4475.84	4477.53	4474.72	4476.68	9333.0
2021-04-01 08:30:00	ES	Futures	4476.97	4479.21	4474.44	4478.37	12349.0
2021-04-01 09:00:00	ES	Futures	4478.37	4482.02	4476.12	4481.74	26841.0
2021-04-01 09:30:00	ES	Futures	4482.02	4485.96	4478.65	4481.74	149005.0
2021-04-01 10:00:00	ES	Futures	4482.02	4491.01	4480.06	4491.01	112511.0
2021-04-01 10:30:00	ES	Futures	4490.73	4492.14	4486.24	4492.14	76654.0
2021-04-01 11:00:00	ES	Futures	4492.14	4496.07	4488.48	4491.29	84784.0
2021-04-01 11:30:00	ES	Futures	4491.29	4493.54	4489.33	4490.73	43061.0
2021-04-01 12:00:00	ES	Futures	4490.73	4497.48	4490.17	4496.91	51576.0
2021-04-01 12:30:00	ES	Futures	4496.91	4498.32	4494.95	4497.2	36564.0
2021-04-01 13:00:00	ES	Futures	4497.2	4498.32	4492.42	4493.26	44764.0
2021-04-01 13:30:00	ES	Futures	4493.54	4498.32	4492.7	4496.35	33295.0
2021-04-01 14:00:00	ES	Futures	4496.35	4499.72	4495.51	4498.6	31209.0
2021-04-01 14:30:00	ES	Futures	4498.6	4500.0	4498.04	4499.44	26365.0
2021-04-01 15:00:00	ES	Futures	4499.16	4500.0	4493.54	4495.23	53343.0
2021-04-01 15:30:00	ES	Futures	4495.51	4507.87	4493.82	4506.19	172252.0
2021-04-01 16:00:00	ES	Futures	4506.19	4511.81	4505.91	4511.24	55130.0
2021-04-01 16:30:00	ES	Futures	4510.96	4512.65	4510.4	4511.52	8849.0
2021-04-01 18:00:00	ES	Futures	4511.81	4512.65	4509.56	4510.96	2955.0
2021-04-01 18:30:00	ES	Futures	4511.24	4512.37	4511.24	4512.37	911.0
2021-04-01 19:00:00	ES	Futures	4512.37	4514.62	4512.09	4512.65	1339.0
2021-04-01 19:30:00	ES	Futures	4512.93	4514.05	4512.37	4513.49	1690.0
2021-04-01 20:00:00	ES	Futures	4513.77	4514.05	4512.65	4513.49	3737.0
2021-04-01 20:30:00	ES	Futures	4513.21	4514.05	4512.93	4513.49	1432.0
2021-04-01 21:00:00	ES	Futures	4513.77	4514.62	4512.65	4513.49	1486.0
2021-04-01 21:30:00	ES	Futures	4513.49	4513.49	4512.37	4513.21	1258.0
2021-04-01 22:00:00	ES	Futures	4512.93	4513.21	4511.81	4512.65	1099.0
2021-04-01 22:30:00	ES	Futures	4512.65	4514.62	4512.65	4513.77	2163.0
2021-04-01 23:00:00	ES	Futures	4513.77	4514.05	4513.21	4513.49	1028.0
2021-04-01 23:30:00	ES	Futures	4513.49	4514.05	4513.49	4514.05	579.0
2021-04-01 00:00:00	NQ	Futures	15195.03	15202.56	15191.84	15201.11	916.0
2021-04-01 00:30:00	NQ	Futures	15201.11	15207.19	15190.98	15199.95	1130.0
2021-04-01 01:00:00	NQ	Futures	15199.08	15210.66	15194.74	15208.92	1460.0
2021-04-01 01:30:00	NQ	Futures	15207.77	15222.82	15203.42	15212.69	2003.0

> showing 50 of 3,336 rows — these rows as CSV

> unlock the full archive -- $79 one-time