PREVIEW / futures_30min / 2021-04-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-28.parquet
  size:    102 KB
  rows:    3,661

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
2021-04-28 00:00:00	ES	Futures	4702.86	4703.43	4702.3	4703.15	613.0
2021-04-28 00:30:00	ES	Futures	4703.15	4703.43	4702.02	4702.58	515.0
2021-04-28 01:00:00	ES	Futures	4702.3	4703.43	4702.3	4703.15	2069.0
2021-04-28 01:30:00	ES	Futures	4702.86	4703.71	4700.62	4701.18	3153.0
2021-04-28 02:00:00	ES	Futures	4701.18	4702.3	4700.34	4701.46	2786.0
2021-04-28 02:30:00	ES	Futures	4701.18	4703.43	4701.18	4702.86	1851.0
2021-04-28 03:00:00	ES	Futures	4702.58	4704.27	4694.15	4695.56	11100.0
2021-04-28 03:30:00	ES	Futures	4695.84	4698.37	4695.0	4697.53	5633.0
2021-04-28 04:00:00	ES	Futures	4697.53	4698.09	4695.28	4698.09	6011.0
2021-04-28 04:30:00	ES	Futures	4697.81	4700.9	4697.53	4700.34	4192.0
2021-04-28 05:00:00	ES	Futures	4700.34	4701.46	4697.53	4698.09	7450.0
2021-04-28 05:30:00	ES	Futures	4698.09	4702.02	4696.96	4700.34	4438.0
2021-04-28 06:00:00	ES	Futures	4700.34	4701.18	4698.37	4700.9	4135.0
2021-04-28 06:30:00	ES	Futures	4700.9	4702.58	4698.37	4700.34	5050.0
2021-04-28 07:00:00	ES	Futures	4700.34	4703.15	4700.05	4701.46	5292.0
2021-04-28 07:30:00	ES	Futures	4701.74	4701.74	4693.03	4696.12	12664.0
2021-04-28 08:00:00	ES	Futures	4696.12	4698.37	4695.28	4697.25	6158.0
2021-04-28 08:30:00	ES	Futures	4696.96	4698.65	4696.12	4698.65	7114.0
2021-04-28 09:00:00	ES	Futures	4698.65	4700.34	4697.81	4700.05	13727.0
2021-04-28 09:30:00	ES	Futures	4700.05	4706.52	4694.15	4706.24	137398.0
2021-04-28 10:00:00	ES	Futures	4706.24	4707.08	4702.58	4703.71	79942.0
2021-04-28 10:30:00	ES	Futures	4703.99	4704.55	4698.93	4702.3	79698.0
2021-04-28 11:00:00	ES	Futures	4702.58	4703.15	4698.65	4701.18	56981.0
2021-04-28 11:30:00	ES	Futures	4700.9	4701.18	4693.31	4693.87	66473.0
2021-04-28 12:00:00	ES	Futures	4694.15	4698.37	4692.19	4697.53	54300.0
2021-04-28 12:30:00	ES	Futures	4697.81	4700.62	4696.4	4699.77	34358.0
2021-04-28 13:00:00	ES	Futures	4699.49	4700.05	4698.09	4699.49	19729.0
2021-04-28 13:30:00	ES	Futures	4699.49	4700.05	4693.31	4694.44	29530.0
2021-04-28 14:00:00	ES	Futures	4694.15	4704.55	4689.66	4698.09	93263.0
2021-04-28 14:30:00	ES	Futures	4698.09	4713.26	4693.03	4705.39	139512.0
2021-04-28 15:00:00	ES	Futures	4705.67	4708.2	4692.19	4701.74	124683.0
2021-04-28 15:30:00	ES	Futures	4701.74	4704.27	4691.34	4695.56	148155.0
2021-04-28 16:00:00	ES	Futures	4695.28	4701.18	4694.72	4696.96	42010.0
2021-04-28 16:30:00	ES	Futures	4696.12	4706.8	4695.28	4703.15	12815.0
2021-04-28 18:00:00	ES	Futures	4703.15	4705.67	4701.74	4705.11	2957.0
2021-04-28 18:30:00	ES	Futures	4705.11	4705.39	4703.15	4705.39	1727.0
2021-04-28 19:00:00	ES	Futures	4705.11	4706.24	4703.99	4704.83	1204.0
2021-04-28 19:30:00	ES	Futures	4704.83	4708.2	4704.55	4707.36	1798.0
2021-04-28 20:00:00	ES	Futures	4707.36	4711.29	4706.52	4709.33	4701.0
2021-04-28 20:30:00	ES	Futures	4709.61	4714.1	4709.33	4712.7	4296.0
2021-04-28 21:00:00	ES	Futures	4712.7	4717.76	4711.57	4715.79	6084.0
2021-04-28 21:30:00	ES	Futures	4715.51	4723.94	4715.51	4721.69	9111.0
2021-04-28 22:00:00	ES	Futures	4721.97	4721.97	4720.57	4721.13	3542.0
2021-04-28 22:30:00	ES	Futures	4720.85	4721.69	4719.44	4720.28	2839.0
2021-04-28 23:00:00	ES	Futures	4720.28	4720.28	4718.6	4719.72	1904.0
2021-04-28 23:30:00	ES	Futures	4719.72	4720.57	4718.04	4718.88	1518.0
2021-04-28 00:00:00	NQ	Futures	16180.76	16183.37	16178.73	16182.21	504.0
2021-04-28 00:30:00	NQ	Futures	16181.34	16185.68	16179.02	16180.18	501.0
2021-04-28 01:00:00	NQ	Futures	16180.47	16185.1	16178.73	16179.31	895.0
2021-04-28 01:30:00	NQ	Futures	16179.6	16180.18	16157.6	16165.42	2540.0

> showing 50 of 3,661 rows — these rows as CSV

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