PREVIEW / futures_30min / 2021-01-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-24.parquet
  size:    26 KB
  rows:    731

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
2021-01-24 18:00:00	ES	Futures	4305.98	4315.81	4304.3	4313.84	7683.0
2021-01-24 18:30:00	ES	Futures	4313.84	4314.68	4312.16	4312.72	2608.0
2021-01-24 19:00:00	ES	Futures	4312.44	4315.81	4308.51	4314.97	6476.0
2021-01-24 19:30:00	ES	Futures	4314.97	4319.46	4314.97	4318.33	5326.0
2021-01-24 20:00:00	ES	Futures	4318.33	4320.02	4316.37	4318.05	3407.0
2021-01-24 20:30:00	ES	Futures	4318.05	4320.02	4316.65	4317.21	3490.0
2021-01-24 21:00:00	ES	Futures	4317.21	4323.1	4317.21	4322.26	5129.0
2021-01-24 21:30:00	ES	Futures	4322.26	4324.23	4321.98	4323.67	3777.0
2021-01-24 22:00:00	ES	Futures	4323.67	4323.95	4321.42	4323.1	3203.0
2021-01-24 22:30:00	ES	Futures	4322.82	4323.67	4321.14	4321.14	1917.0
2021-01-24 23:00:00	ES	Futures	4321.42	4322.26	4320.58	4321.7	1776.0
2021-01-24 23:30:00	ES	Futures	4321.98	4322.54	4320.58	4321.42	1733.0
2021-01-24 18:00:00	NQ	Futures	15478.92	15518.86	15477.47	15508.44	3258.0
2021-01-24 18:30:00	NQ	Futures	15509.02	15523.49	15507.86	15511.62	1818.0
2021-01-24 19:00:00	NQ	Futures	15511.62	15561.4	15500.91	15548.09	4351.0
2021-01-24 19:30:00	NQ	Futures	15549.54	15562.85	15545.49	15556.77	2906.0
2021-01-24 20:00:00	NQ	Futures	15556.77	15565.75	15547.22	15559.38	1988.0
2021-01-24 20:30:00	NQ	Futures	15559.67	15568.35	15557.06	15558.22	1613.0
2021-01-24 21:00:00	NQ	Futures	15559.09	15583.11	15557.64	15578.77	2350.0
2021-01-24 21:30:00	NQ	Futures	15579.35	15584.85	15575.59	15582.53	1445.0
2021-01-24 22:00:00	NQ	Futures	15583.4	15588.03	15575.01	15583.98	1337.0
2021-01-24 22:30:00	NQ	Futures	15583.4	15585.14	15576.46	15577.03	830.0
2021-01-24 23:00:00	NQ	Futures	15577.03	15583.69	15577.03	15581.09	860.0
2021-01-24 23:30:00	NQ	Futures	15581.67	15584.56	15577.9	15580.8	629.0
2021-01-24 18:00:00	YM	Futures	34296.3	34370.6	34288.5	34351.8	1136.0
2021-01-24 18:30:00	YM	Futures	34352.9	34364.0	34338.5	34341.8	624.0
2021-01-24 19:00:00	YM	Futures	34341.8	34351.8	34306.3	34342.9	1420.0
2021-01-24 19:30:00	YM	Futures	34338.5	34377.3	34337.4	34365.1	900.0
2021-01-24 20:00:00	YM	Futures	34366.2	34377.3	34349.6	34359.5	740.0
2021-01-24 20:30:00	YM	Futures	34362.9	34372.8	34341.8	34347.3	688.0
2021-01-24 21:00:00	YM	Futures	34348.4	34388.4	34347.3	34381.7	915.0
2021-01-24 21:30:00	YM	Futures	34382.8	34401.7	34380.6	34392.8	629.0
2021-01-24 22:00:00	YM	Futures	34393.9	34396.1	34375.1	34389.5	623.0
2021-01-24 22:30:00	YM	Futures	34390.6	34395.0	34371.7	34374.0	407.0
2021-01-24 23:00:00	YM	Futures	34374.0	34380.6	34367.3	34376.2	370.0
2021-01-24 23:30:00	YM	Futures	34377.3	34382.8	34367.3	34371.7	408.0
2021-01-24 18:00:00	CL	Futures	35.31	35.43	35.22	35.37	3271.0
2021-01-24 18:30:00	CL	Futures	35.38	35.42	35.36	35.4	943.0
2021-01-24 19:00:00	CL	Futures	35.39	35.39	35.32	35.36	1048.0
2021-01-24 19:30:00	CL	Futures	35.36	35.43	35.36	35.42	1549.0
2021-01-24 20:00:00	CL	Futures	35.43	35.48	35.33	35.36	3298.0
2021-01-24 20:30:00	CL	Futures	35.36	35.38	35.3	35.32	1870.0
2021-01-24 21:00:00	CL	Futures	35.33	35.36	35.28	35.35	1579.0
2021-01-24 21:30:00	CL	Futures	35.34	35.42	35.31	35.33	2423.0
2021-01-24 22:00:00	CL	Futures	35.34	35.36	35.3	35.34	908.0
2021-01-24 22:30:00	CL	Futures	35.34	35.34	35.3	35.3	532.0
2021-01-24 23:00:00	CL	Futures	35.31	35.38	35.31	35.38	613.0
2021-01-24 23:30:00	CL	Futures	35.38	35.38	35.34	35.36	633.0
2021-01-24 18:00:00	GC	Futures	2248.6	2251.9	2245.9	2250.9	1258.0
2021-01-24 18:30:00	GC	Futures	2250.9	2252.5	2249.1	2249.5	1127.0

> showing 50 of 731 rows — these rows as CSV

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