PREVIEW / futures_30min / 2021-01-31

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-01-31.parquet
  size:    29 KB
  rows:    798

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
2021-01-31 18:00:00	ES	Futures	4145.16	4146.85	4105.03	4117.94	34472.0
2021-01-31 18:30:00	ES	Futures	4118.5	4131.41	4117.94	4128.32	13842.0
2021-01-31 19:00:00	ES	Futures	4127.76	4142.64	4127.2	4140.95	16180.0
2021-01-31 19:30:00	ES	Futures	4140.95	4141.79	4128.32	4141.51	10144.0
2021-01-31 20:00:00	ES	Futures	4141.23	4148.81	4134.5	4147.97	12196.0
2021-01-31 20:30:00	ES	Futures	4147.97	4152.18	4144.6	4146.28	9313.0
2021-01-31 21:00:00	ES	Futures	4146.28	4157.51	4145.44	4152.46	9746.0
2021-01-31 21:30:00	ES	Futures	4152.46	4155.55	4146.85	4155.55	9473.0
2021-01-31 22:00:00	ES	Futures	4155.27	4167.33	4153.86	4165.37	8966.0
2021-01-31 22:30:00	ES	Futures	4165.37	4174.91	4164.81	4173.23	10176.0
2021-01-31 23:00:00	ES	Futures	4173.23	4178.0	4168.74	4174.35	6759.0
2021-01-31 23:30:00	ES	Futures	4174.35	4180.53	4171.54	4179.68	5518.0
2021-01-31 18:00:00	NQ	Futures	14875.74	14890.21	14734.78	14782.25	11479.0
2021-01-31 18:30:00	NQ	Futures	14782.25	14826.82	14777.91	14812.64	5540.0
2021-01-31 19:00:00	NQ	Futures	14811.48	14867.05	14801.06	14854.61	4783.0
2021-01-31 19:30:00	NQ	Futures	14855.77	14857.21	14801.93	14852.87	4122.0
2021-01-31 20:00:00	NQ	Futures	14852.87	14893.39	14836.37	14890.21	4803.0
2021-01-31 20:30:00	NQ	Futures	14889.92	14909.31	14874.29	14877.47	3753.0
2021-01-31 21:00:00	NQ	Futures	14878.05	14930.15	14873.42	14909.6	3535.0
2021-01-31 21:30:00	NQ	Futures	14909.6	14919.44	14888.76	14912.2	3182.0
2021-01-31 22:00:00	NQ	Futures	14913.07	14959.09	14902.94	14954.46	3910.0
2021-01-31 22:30:00	NQ	Futures	14953.59	14981.09	14948.96	14973.56	4212.0
2021-01-31 23:00:00	NQ	Futures	14974.14	14983.12	14952.44	14972.12	3040.0
2021-01-31 23:30:00	NQ	Futures	14973.28	14999.9	14963.72	14997.01	3113.0
2021-01-31 18:00:00	YM	Futures	33065.1	33070.7	32778.9	32862.1	3784.0
2021-01-31 18:30:00	YM	Futures	32867.7	32962.0	32859.9	32938.7	2573.0
2021-01-31 19:00:00	YM	Futures	32935.3	33054.0	32934.2	33029.6	2626.0
2021-01-31 19:30:00	YM	Futures	33032.9	33051.8	32958.6	33049.6	1643.0
2021-01-31 20:00:00	YM	Futures	33050.7	33084.0	33003.0	33076.2	1911.0
2021-01-31 20:30:00	YM	Futures	33079.5	33105.0	33056.2	33071.8	1227.0
2021-01-31 21:00:00	YM	Futures	33069.5	33143.9	33066.2	33107.3	1399.0
2021-01-31 21:30:00	YM	Futures	33106.1	33132.8	33070.7	33131.7	1688.0
2021-01-31 22:00:00	YM	Futures	33130.5	33208.2	33123.9	33200.4	1710.0
2021-01-31 22:30:00	YM	Futures	33198.2	33262.5	33192.7	33242.6	1964.0
2021-01-31 23:00:00	YM	Futures	33239.3	33277.0	33214.8	33251.5	1438.0
2021-01-31 23:30:00	YM	Futures	33251.5	33295.8	33233.7	33289.2	928.0
2021-01-31 18:00:00	CL	Futures	35.19	35.3	34.95	35.11	6696.0
2021-01-31 18:30:00	CL	Futures	35.11	35.18	35.09	35.18	3288.0
2021-01-31 19:00:00	CL	Futures	35.18	35.26	35.14	35.25	3520.0
2021-01-31 19:30:00	CL	Futures	35.25	35.25	35.17	35.22	1691.0
2021-01-31 20:00:00	CL	Futures	35.22	35.3	35.11	35.29	3566.0
2021-01-31 20:30:00	CL	Futures	35.29	35.37	35.25	35.28	3655.0
2021-01-31 21:00:00	CL	Futures	35.28	35.35	35.26	35.32	1784.0
2021-01-31 21:30:00	CL	Futures	35.32	35.36	35.3	35.34	1579.0
2021-01-31 22:00:00	CL	Futures	35.34	35.51	35.34	35.51	3871.0
2021-01-31 22:30:00	CL	Futures	35.5	35.52	35.45	35.48	1855.0
2021-01-31 23:00:00	CL	Futures	35.48	35.51	35.44	35.48	1578.0
2021-01-31 23:30:00	CL	Futures	35.48	35.49	35.46	35.49	728.0
2021-01-31 18:00:00	GC	Futures	2255.9	2261.9	2243.8	2250.4	7357.0
2021-01-31 18:30:00	GC	Futures	2250.5	2253.0	2246.7	2247.9	3616.0

> showing 50 of 798 rows — these rows as CSV

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