PREVIEW / futures_30min / 2021-01-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-03.parquet
  size:    29 KB
  rows:    761

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
2021-01-03 18:00:00	ES	Futures	4208.59	4216.17	4201.58	4211.4	15269.0
2021-01-03 18:30:00	ES	Futures	4211.4	4213.08	4207.75	4208.87	4472.0
2021-01-03 19:00:00	ES	Futures	4209.15	4209.43	4201.01	4206.07	9222.0
2021-01-03 19:30:00	ES	Futures	4206.07	4206.35	4196.8	4199.61	8274.0
2021-01-03 20:00:00	ES	Futures	4199.61	4205.22	4198.77	4204.38	6432.0
2021-01-03 20:30:00	ES	Futures	4204.66	4209.43	4202.14	4207.19	6221.0
2021-01-03 21:00:00	ES	Futures	4207.47	4211.4	4206.91	4210.28	4080.0
2021-01-03 21:30:00	ES	Futures	4210.28	4211.12	4205.79	4206.91	3054.0
2021-01-03 22:00:00	ES	Futures	4206.63	4210.84	4206.07	4210.56	2661.0
2021-01-03 22:30:00	ES	Futures	4210.56	4210.84	4208.03	4209.43	2185.0
2021-01-03 23:00:00	ES	Futures	4209.43	4211.12	4208.87	4209.15	1736.0
2021-01-03 23:30:00	ES	Futures	4209.15	4209.72	4206.35	4208.03	2122.0
2021-01-03 18:00:00	NQ	Futures	14922.05	14940.57	14898.89	14920.31	5127.0
2021-01-03 18:30:00	NQ	Futures	14921.47	14922.91	14880.08	14893.1	3854.0
2021-01-03 19:00:00	NQ	Futures	14893.68	14896.29	14867.63	14879.5	3563.0
2021-01-03 19:30:00	NQ	Futures	14879.5	14882.39	14848.24	14858.66	4078.0
2021-01-03 20:00:00	NQ	Futures	14858.66	14881.24	14857.5	14869.37	3464.0
2021-01-03 20:30:00	NQ	Futures	14869.66	14877.76	14860.69	14877.76	2749.0
2021-01-03 21:00:00	NQ	Futures	14877.76	14892.23	14877.76	14889.34	2314.0
2021-01-03 21:30:00	NQ	Futures	14889.63	14896.29	14881.52	14887.31	1967.0
2021-01-03 22:00:00	NQ	Futures	14887.89	14903.52	14883.55	14902.07	1588.0
2021-01-03 22:30:00	NQ	Futures	14901.5	14904.1	14895.71	14901.21	1318.0
2021-01-03 23:00:00	NQ	Futures	14901.21	14908.73	14900.92	14905.55	1389.0
2021-01-03 23:30:00	NQ	Futures	14904.97	14908.15	14901.5	14905.26	930.0
2021-01-03 18:00:00	YM	Futures	33809.4	33859.3	33756.1	33837.1	2019.0
2021-01-03 18:30:00	YM	Futures	33838.2	33868.2	33811.6	33836.0	1666.0
2021-01-03 19:00:00	YM	Futures	33836.0	33836.0	33778.3	33801.6	2023.0
2021-01-03 19:30:00	YM	Futures	33800.5	33802.7	33736.2	33752.8	1874.0
2021-01-03 20:00:00	YM	Futures	33751.7	33800.5	33749.5	33791.6	1545.0
2021-01-03 20:30:00	YM	Futures	33792.7	33843.8	33775.0	33828.2	1271.0
2021-01-03 21:00:00	YM	Futures	33829.3	33860.4	33823.8	33852.6	926.0
2021-01-03 21:30:00	YM	Futures	33852.6	33858.2	33813.8	33822.7	806.0
2021-01-03 22:00:00	YM	Futures	33822.7	33854.9	33816.0	33850.4	687.0
2021-01-03 22:30:00	YM	Futures	33849.3	33858.2	33833.8	33842.7	515.0
2021-01-03 23:00:00	YM	Futures	33844.9	33858.2	33831.6	33831.6	363.0
2021-01-03 23:30:00	YM	Futures	33832.7	33837.1	33812.7	33824.9	423.0
2021-01-03 18:00:00	CL	Futures	32.78	32.86	32.59	32.84	3843.0
2021-01-03 18:30:00	CL	Futures	32.84	32.86	32.77	32.8	1490.0
2021-01-03 19:00:00	CL	Futures	32.8	32.83	32.78	32.8	1246.0
2021-01-03 19:30:00	CL	Futures	32.81	32.83	32.76	32.78	958.0
2021-01-03 20:00:00	CL	Futures	32.78	32.97	32.78	32.94	4431.0
2021-01-03 20:30:00	CL	Futures	32.94	33.04	32.91	33.03	3209.0
2021-01-03 21:00:00	CL	Futures	33.03	33.1	33.01	33.07	3017.0
2021-01-03 21:30:00	CL	Futures	33.08	33.41	33.04	33.3	5573.0
2021-01-03 22:00:00	CL	Futures	33.31	33.35	33.2	33.31	4238.0
2021-01-03 22:30:00	CL	Futures	33.31	33.31	33.15	33.17	2000.0
2021-01-03 23:00:00	CL	Futures	33.18	33.22	33.17	33.2	811.0
2021-01-03 23:30:00	CL	Futures	33.2	33.24	33.15	33.22	1005.0
2021-01-03 18:00:00	GC	Futures	2312.7	2324.1	2310.2	2322.1	10230.0
2021-01-03 18:30:00	GC	Futures	2321.9	2325.7	2321.0	2323.9	4869.0

> showing 50 of 761 rows — these rows as CSV

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