PREVIEW / futures_30min / 2021-01-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-10.parquet
  size:    28 KB
  rows:    740

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
2021-01-10 18:00:00	ES	Futures	4283.53	4289.42	4279.6	4281.57	8183.0
2021-01-10 18:30:00	ES	Futures	4281.85	4282.13	4274.83	4277.08	5696.0
2021-01-10 19:00:00	ES	Futures	4276.79	4281.57	4272.87	4274.83	6191.0
2021-01-10 19:30:00	ES	Futures	4274.83	4276.79	4270.62	4275.39	5490.0
2021-01-10 20:00:00	ES	Futures	4275.11	4275.67	4270.9	4273.99	6503.0
2021-01-10 20:30:00	ES	Futures	4274.27	4274.27	4264.73	4265.85	8799.0
2021-01-10 21:00:00	ES	Futures	4265.85	4267.25	4257.15	4263.88	10540.0
2021-01-10 21:30:00	ES	Futures	4263.88	4267.25	4259.39	4266.69	5451.0
2021-01-10 22:00:00	ES	Futures	4266.41	4266.97	4260.52	4260.8	4818.0
2021-01-10 22:30:00	ES	Futures	4260.8	4264.45	4259.39	4261.92	4803.0
2021-01-10 23:00:00	ES	Futures	4262.2	4265.85	4260.8	4261.92	3114.0
2021-01-10 23:30:00	ES	Futures	4261.36	4262.76	4255.46	4258.27	7011.0
2021-01-10 18:00:00	NQ	Futures	15158.51	15172.41	15135.94	15146.36	4107.0
2021-01-10 18:30:00	NQ	Futures	15146.65	15151.28	15132.17	15146.65	2069.0
2021-01-10 19:00:00	NQ	Futures	15146.36	15161.7	15122.04	15128.99	2807.0
2021-01-10 19:30:00	NQ	Futures	15128.7	15137.67	15110.76	15129.57	2086.0
2021-01-10 20:00:00	NQ	Futures	15129.28	15149.25	15115.68	15142.88	2627.0
2021-01-10 20:30:00	NQ	Futures	15143.17	15143.17	15104.1	15107.28	3131.0
2021-01-10 21:00:00	NQ	Futures	15108.73	15109.6	15075.74	15106.13	3856.0
2021-01-10 21:30:00	NQ	Futures	15106.13	15124.07	15092.81	15109.6	2214.0
2021-01-10 22:00:00	NQ	Futures	15109.6	15114.52	15080.08	15082.39	1892.0
2021-01-10 22:30:00	NQ	Futures	15081.81	15105.84	15081.23	15094.84	1905.0
2021-01-10 23:00:00	NQ	Futures	15096.0	15105.84	15091.08	15094.84	932.0
2021-01-10 23:30:00	NQ	Futures	15093.68	15098.02	15076.89	15083.84	1834.0
2021-01-10 18:00:00	YM	Futures	34351.8	34409.5	34324.0	34355.1	1408.0
2021-01-10 18:30:00	YM	Futures	34356.2	34359.5	34281.9	34297.4	1392.0
2021-01-10 19:00:00	YM	Futures	34297.4	34338.5	34283.0	34307.4	1125.0
2021-01-10 19:30:00	YM	Futures	34306.3	34319.6	34270.8	34310.7	896.0
2021-01-10 20:00:00	YM	Futures	34309.6	34310.7	34275.2	34297.4	1245.0
2021-01-10 20:30:00	YM	Futures	34296.3	34297.4	34219.8	34225.3	1593.0
2021-01-10 21:00:00	YM	Futures	34225.3	34235.3	34161.0	34202.0	1781.0
2021-01-10 21:30:00	YM	Futures	34202.0	34223.1	34175.4	34223.1	1006.0
2021-01-10 22:00:00	YM	Futures	34222.0	34224.2	34177.6	34184.3	990.0
2021-01-10 22:30:00	YM	Futures	34183.2	34204.3	34172.1	34186.5	1029.0
2021-01-10 23:00:00	YM	Futures	34187.6	34212.0	34173.2	34179.8	741.0
2021-01-10 23:30:00	YM	Futures	34176.5	34182.1	34131.0	34161.0	1539.0
2021-01-10 18:00:00	CL	Futures	35.61	35.69	35.43	35.53	3432.0
2021-01-10 18:30:00	CL	Futures	35.52	35.53	35.37	35.43	1820.0
2021-01-10 19:00:00	CL	Futures	35.42	35.47	35.4	35.42	1374.0
2021-01-10 19:30:00	CL	Futures	35.42	35.44	35.36	35.36	1675.0
2021-01-10 20:00:00	CL	Futures	35.36	35.48	35.34	35.38	5813.0
2021-01-10 20:30:00	CL	Futures	35.38	35.41	35.19	35.29	6332.0
2021-01-10 21:00:00	CL	Futures	35.29	35.29	35.17	35.22	4274.0
2021-01-10 21:30:00	CL	Futures	35.22	35.33	35.21	35.31	4042.0
2021-01-10 22:00:00	CL	Futures	35.31	35.31	35.02	35.04	4159.0
2021-01-10 22:30:00	CL	Futures	35.04	35.13	35.0	35.06	2328.0
2021-01-10 23:00:00	CL	Futures	35.06	35.13	35.04	35.08	1390.0
2021-01-10 23:30:00	CL	Futures	35.08	35.1	35.04	35.07	1115.0
2021-01-10 18:00:00	GC	Futures	2241.5	2249.5	2236.7	2243.2	4492.0
2021-01-10 18:30:00	GC	Futures	2243.0	2243.4	2231.8	2235.3	2727.0

> showing 50 of 740 rows — these rows as CSV

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