PREVIEW / futures_30min / 2021-04-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-08.parquet
  size:    97 KB
  rows:    3,596

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
2021-04-08 00:00:00	ES	Futures	4594.13	4594.97	4593.85	4594.41	1543.0
2021-04-08 00:30:00	ES	Futures	4594.41	4594.97	4593.29	4594.13	1636.0
2021-04-08 01:00:00	ES	Futures	4594.41	4595.53	4593.57	4594.97	2499.0
2021-04-08 01:30:00	ES	Futures	4595.25	4599.75	4594.97	4598.91	6127.0
2021-04-08 02:00:00	ES	Futures	4598.91	4599.47	4594.97	4595.25	6446.0
2021-04-08 02:30:00	ES	Futures	4595.25	4595.53	4593.01	4593.01	5059.0
2021-04-08 03:00:00	ES	Futures	4593.29	4594.41	4591.6	4593.01	8986.0
2021-04-08 03:30:00	ES	Futures	4593.01	4593.29	4589.35	4589.63	7075.0
2021-04-08 04:00:00	ES	Futures	4589.35	4592.16	4588.23	4588.23	5103.0
2021-04-08 04:30:00	ES	Futures	4588.23	4589.63	4585.42	4588.23	6319.0
2021-04-08 05:00:00	ES	Futures	4587.95	4590.2	4585.14	4585.42	4190.0
2021-04-08 05:30:00	ES	Futures	4585.14	4588.79	4584.01	4588.51	5570.0
2021-04-08 06:00:00	ES	Futures	4588.51	4591.88	4587.95	4590.76	5911.0
2021-04-08 06:30:00	ES	Futures	4591.04	4591.6	4587.39	4587.39	5331.0
2021-04-08 07:00:00	ES	Futures	4587.67	4590.76	4587.39	4589.35	4231.0
2021-04-08 07:30:00	ES	Futures	4589.35	4591.6	4588.23	4589.91	5043.0
2021-04-08 08:00:00	ES	Futures	4589.91	4591.04	4588.23	4589.63	7449.0
2021-04-08 08:30:00	ES	Futures	4589.63	4591.6	4584.86	4587.11	14400.0
2021-04-08 09:00:00	ES	Futures	4587.11	4589.91	4585.14	4588.79	18863.0
2021-04-08 09:30:00	ES	Futures	4588.51	4589.91	4580.08	4586.54	132249.0
2021-04-08 10:00:00	ES	Futures	4586.54	4587.95	4577.55	4583.45	112890.0
2021-04-08 10:30:00	ES	Futures	4583.45	4589.07	4582.61	4584.86	75577.0
2021-04-08 11:00:00	ES	Futures	4585.14	4588.51	4583.45	4587.95	49839.0
2021-04-08 11:30:00	ES	Futures	4587.95	4590.48	4585.7	4588.51	48564.0
2021-04-08 12:00:00	ES	Futures	4588.51	4593.85	4587.39	4591.6	42316.0
2021-04-08 12:30:00	ES	Futures	4591.6	4593.57	4589.63	4589.63	27666.0
2021-04-08 13:00:00	ES	Futures	4589.91	4591.88	4589.07	4591.04	24857.0
2021-04-08 13:30:00	ES	Futures	4591.04	4592.72	4587.95	4590.48	26562.0
2021-04-08 14:00:00	ES	Futures	4590.48	4594.69	4589.35	4593.57	23301.0
2021-04-08 14:30:00	ES	Futures	4593.57	4595.25	4592.44	4594.69	22751.0
2021-04-08 15:00:00	ES	Futures	4594.97	4596.1	4592.72	4593.29	31547.0
2021-04-08 15:30:00	ES	Futures	4593.57	4596.66	4590.76	4595.82	107840.0
2021-04-08 16:00:00	ES	Futures	4595.82	4602.84	4594.69	4601.15	56064.0
2021-04-08 16:30:00	ES	Futures	4601.15	4606.21	4600.87	4605.65	9006.0
2021-04-08 18:00:00	ES	Futures	4605.65	4605.65	4602.0	4603.68	3629.0
2021-04-08 18:30:00	ES	Futures	4603.68	4605.09	4602.28	4604.53	1666.0
2021-04-08 19:00:00	ES	Futures	4604.53	4606.49	4603.12	4605.93	2778.0
2021-04-08 19:30:00	ES	Futures	4605.65	4607.62	4604.53	4607.34	2698.0
2021-04-08 20:00:00	ES	Futures	4607.34	4609.3	4605.93	4607.05	11569.0
2021-04-08 20:30:00	ES	Futures	4606.77	4610.71	4606.77	4609.86	7032.0
2021-04-08 21:00:00	ES	Futures	4609.86	4610.71	4605.37	4606.77	5794.0
2021-04-08 21:30:00	ES	Futures	4606.49	4606.77	4602.0	4602.0	6499.0
2021-04-08 22:00:00	ES	Futures	4602.0	4602.28	4598.91	4600.03	5850.0
2021-04-08 22:30:00	ES	Futures	4600.03	4601.72	4599.19	4599.75	2791.0
2021-04-08 23:00:00	ES	Futures	4599.75	4602.56	4598.34	4602.28	2630.0
2021-04-08 23:30:00	ES	Futures	4602.56	4603.12	4601.15	4602.56	1889.0
2021-04-08 00:00:00	NQ	Futures	15865.5	15872.16	15864.34	15870.13	930.0
2021-04-08 00:30:00	NQ	Futures	15869.84	15873.32	15864.05	15869.84	1021.0
2021-04-08 01:00:00	NQ	Futures	15870.13	15874.76	15865.5	15871.58	1202.0
2021-04-08 01:30:00	NQ	Futures	15870.71	15903.13	15869.84	15896.76	3429.0

> showing 50 of 3,596 rows — these rows as CSV

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