PREVIEW / futures_30min / 2021-01-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-17.parquet
  size:    25 KB
  rows:    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
2021-01-17 18:00:00	ES	Futures	4210.0	4221.22	4206.07	4220.38	7993.0
2021-01-17 18:30:00	ES	Futures	4220.66	4221.22	4208.03	4209.72	5928.0
2021-01-17 19:00:00	ES	Futures	4209.43	4216.17	4199.33	4215.61	10456.0
2021-01-17 19:30:00	ES	Futures	4215.33	4218.14	4211.68	4217.57	4757.0
2021-01-17 20:00:00	ES	Futures	4217.57	4218.7	4208.87	4211.12	5784.0
2021-01-17 20:30:00	ES	Futures	4211.12	4216.17	4208.59	4213.64	4889.0
2021-01-17 21:00:00	ES	Futures	4213.64	4216.45	4211.12	4214.21	3795.0
2021-01-17 21:30:00	ES	Futures	4214.21	4215.61	4210.0	4213.93	3704.0
2021-01-17 22:00:00	ES	Futures	4214.21	4214.49	4211.12	4211.96	1615.0
2021-01-17 22:30:00	ES	Futures	4211.96	4216.17	4210.0	4214.77	2834.0
2021-01-17 23:00:00	ES	Futures	4214.77	4215.33	4210.56	4212.52	1593.0
2021-01-17 23:30:00	ES	Futures	4212.52	4215.05	4211.96	4214.49	1431.0
2021-01-17 18:00:00	NQ	Futures	14789.2	14813.51	14778.2	14812.64	2415.0
2021-01-17 18:30:00	NQ	Futures	14812.64	14814.38	14741.44	14757.65	4255.0
2021-01-17 19:00:00	NQ	Futures	14756.2	14781.96	14734.49	14777.91	3592.0
2021-01-17 19:30:00	NQ	Futures	14778.2	14792.09	14761.41	14790.35	2259.0
2021-01-17 20:00:00	NQ	Futures	14790.35	14795.85	14764.3	14772.12	2456.0
2021-01-17 20:30:00	NQ	Futures	14772.12	14784.28	14756.78	14774.15	2272.0
2021-01-17 21:00:00	NQ	Futures	14774.15	14785.72	14768.36	14781.09	1136.0
2021-01-17 21:30:00	NQ	Futures	14781.38	14785.14	14770.67	14780.51	1038.0
2021-01-17 22:00:00	NQ	Futures	14779.93	14781.67	14762.86	14770.09	927.0
2021-01-17 22:30:00	NQ	Futures	14770.38	14784.28	14765.75	14779.07	1055.0
2021-01-17 23:00:00	NQ	Futures	14779.35	14783.41	14769.22	14773.86	591.0
2021-01-17 23:30:00	NQ	Futures	14773.28	14781.96	14770.38	14780.51	321.0
2021-01-17 18:00:00	YM	Futures	33972.4	34084.5	33969.1	34075.6	1288.0
2021-01-17 18:30:00	YM	Futures	34076.7	34082.2	34000.2	34006.8	1224.0
2021-01-17 19:00:00	YM	Futures	34009.0	34056.7	33946.9	34047.9	1797.0
2021-01-17 19:30:00	YM	Futures	34047.9	34071.1	34027.9	34066.7	1054.0
2021-01-17 20:00:00	YM	Futures	34068.9	34075.6	33996.8	34019.0	1279.0
2021-01-17 20:30:00	YM	Futures	34019.0	34061.2	34005.7	34040.1	984.0
2021-01-17 21:00:00	YM	Futures	34040.1	34062.3	34020.1	34037.9	747.0
2021-01-17 21:30:00	YM	Futures	34039.0	34047.9	34010.1	34035.7	726.0
2021-01-17 22:00:00	YM	Futures	34034.5	34039.0	34013.5	34021.2	363.0
2021-01-17 22:30:00	YM	Futures	34021.2	34051.2	34012.4	34036.8	435.0
2021-01-17 23:00:00	YM	Futures	34036.8	34042.3	34007.9	34017.9	324.0
2021-01-17 23:30:00	YM	Futures	34017.9	34032.3	34014.6	34029.0	277.0
2021-01-17 18:00:00	CL	Futures	35.19	35.43	35.16	35.42	2670.0
2021-01-17 18:30:00	CL	Futures	35.42	35.45	35.33	35.33	2873.0
2021-01-17 19:00:00	CL	Futures	35.34	35.38	35.27	35.37	2534.0
2021-01-17 19:30:00	CL	Futures	35.36	35.39	35.32	35.38	1059.0
2021-01-17 20:00:00	CL	Futures	35.38	35.4	35.09	35.13	3806.0
2021-01-17 20:30:00	CL	Futures	35.13	35.19	35.07	35.17	2954.0
2021-01-17 21:00:00	CL	Futures	35.16	35.23	35.14	35.19	1838.0
2021-01-17 21:30:00	CL	Futures	35.19	35.26	35.19	35.23	1823.0
2021-01-17 22:00:00	CL	Futures	35.23	35.23	35.16	35.19	1315.0
2021-01-17 22:30:00	CL	Futures	35.19	35.23	35.17	35.18	727.0
2021-01-17 23:00:00	CL	Futures	35.19	35.19	35.15	35.18	793.0
2021-01-17 23:30:00	CL	Futures	35.18	35.23	35.17	35.23	567.0
2021-01-17 18:00:00	GC	Futures	2216.5	2217.9	2212.6	2215.4	2082.0
2021-01-17 18:30:00	GC	Futures	2215.4	2215.4	2182.6	2193.9	9345.0

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