PREVIEW / futures_30min / 2021-04-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-29.parquet
  size:    101 KB
  rows:    3,628

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
2021-04-29 00:00:00	ES	Futures	4718.88	4722.25	4718.6	4721.13	1718.0
2021-04-29 00:30:00	ES	Futures	4721.13	4721.13	4718.6	4718.6	1546.0
2021-04-29 01:00:00	ES	Futures	4718.88	4719.72	4718.04	4718.32	1946.0
2021-04-29 01:30:00	ES	Futures	4718.6	4721.13	4718.04	4720.0	2332.0
2021-04-29 02:00:00	ES	Futures	4720.0	4720.85	4718.04	4719.16	3202.0
2021-04-29 02:30:00	ES	Futures	4719.16	4721.69	4718.32	4721.69	3103.0
2021-04-29 03:00:00	ES	Futures	4721.69	4723.38	4718.88	4720.0	10277.0
2021-04-29 03:30:00	ES	Futures	4720.0	4723.38	4719.16	4722.53	6535.0
2021-04-29 04:00:00	ES	Futures	4722.53	4728.15	4722.53	4722.81	10950.0
2021-04-29 04:30:00	ES	Futures	4722.81	4724.78	4722.53	4724.22	4342.0
2021-04-29 05:00:00	ES	Futures	4724.22	4724.5	4722.25	4724.22	5674.0
2021-04-29 05:30:00	ES	Futures	4724.22	4725.34	4723.09	4724.22	3802.0
2021-04-29 06:00:00	ES	Futures	4724.22	4728.15	4723.66	4727.59	5955.0
2021-04-29 06:30:00	ES	Futures	4727.59	4728.99	4725.06	4725.62	7340.0
2021-04-29 07:00:00	ES	Futures	4725.62	4728.15	4724.78	4725.06	8778.0
2021-04-29 07:30:00	ES	Futures	4725.06	4726.75	4723.94	4724.5	8732.0
2021-04-29 08:00:00	ES	Futures	4724.78	4727.87	4723.66	4727.03	10971.0
2021-04-29 08:30:00	ES	Futures	4727.03	4729.84	4725.9	4729.28	15640.0
2021-04-29 09:00:00	ES	Futures	4729.28	4729.84	4723.94	4728.43	30727.0
2021-04-29 09:30:00	ES	Futures	4728.15	4732.65	4718.6	4719.44	205610.0
2021-04-29 10:00:00	ES	Futures	4719.72	4719.72	4709.33	4712.14	169267.0
2021-04-29 10:30:00	ES	Futures	4712.14	4712.7	4696.68	4704.55	168792.0
2021-04-29 11:00:00	ES	Futures	4704.83	4711.57	4702.58	4707.08	79433.0
2021-04-29 11:30:00	ES	Futures	4707.36	4707.64	4695.0	4696.68	100290.0
2021-04-29 12:00:00	ES	Futures	4696.68	4698.09	4684.32	4692.47	153463.0
2021-04-29 12:30:00	ES	Futures	4692.47	4704.83	4689.1	4703.15	74748.0
2021-04-29 13:00:00	ES	Futures	4703.15	4707.92	4699.49	4707.08	68590.0
2021-04-29 13:30:00	ES	Futures	4707.08	4711.29	4703.43	4709.05	59967.0
2021-04-29 14:00:00	ES	Futures	4709.05	4717.76	4708.2	4716.63	63832.0
2021-04-29 14:30:00	ES	Futures	4716.63	4730.4	4716.63	4724.78	113577.0
2021-04-29 15:00:00	ES	Futures	4724.78	4729.84	4719.72	4720.0	88981.0
2021-04-29 15:30:00	ES	Futures	4720.0	4728.15	4718.88	4724.5	136482.0
2021-04-29 16:00:00	ES	Futures	4724.5	4726.19	4720.28	4720.28	45454.0
2021-04-29 16:30:00	ES	Futures	4720.0	4721.41	4719.16	4720.28	5615.0
2021-04-29 18:00:00	ES	Futures	4721.13	4721.97	4717.47	4719.72	3240.0
2021-04-29 18:30:00	ES	Futures	4719.44	4719.72	4717.47	4718.88	2471.0
2021-04-29 19:00:00	ES	Futures	4718.88	4720.85	4718.04	4719.72	1860.0
2021-04-29 19:30:00	ES	Futures	4719.44	4720.0	4713.54	4716.91	5323.0
2021-04-29 20:00:00	ES	Futures	4716.91	4718.6	4713.26	4718.32	6137.0
2021-04-29 20:30:00	ES	Futures	4718.32	4718.32	4714.67	4715.51	2981.0
2021-04-29 21:00:00	ES	Futures	4715.51	4716.07	4712.7	4715.23	4062.0
2021-04-29 21:30:00	ES	Futures	4714.95	4715.51	4712.14	4713.26	3486.0
2021-04-29 22:00:00	ES	Futures	4712.98	4712.98	4708.48	4709.05	5556.0
2021-04-29 22:30:00	ES	Futures	4708.76	4712.14	4708.76	4710.17	3029.0
2021-04-29 23:00:00	ES	Futures	4710.17	4710.17	4707.64	4709.33	2950.0
2021-04-29 23:30:00	ES	Futures	4709.05	4711.57	4709.05	4711.29	2450.0
2021-04-29 00:00:00	NQ	Futures	16231.71	16239.82	16229.97	16239.82	711.0
2021-04-29 00:30:00	NQ	Futures	16238.95	16239.53	16230.26	16231.71	566.0
2021-04-29 01:00:00	NQ	Futures	16231.42	16232.58	16220.71	16227.37	1569.0
2021-04-29 01:30:00	NQ	Futures	16227.66	16231.13	16221.29	16223.32	1330.0

> showing 50 of 3,628 rows — these rows as CSV

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