PREVIEW / futures_30min / 2021-02-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-07.parquet
  size:    27 KB
  rows:    730

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
2021-02-07 18:00:00	ES	Futures	4366.05	4373.34	4362.12	4368.85	9294.0
2021-02-07 18:30:00	ES	Futures	4369.13	4371.1	4364.92	4367.73	6782.0
2021-02-07 19:00:00	ES	Futures	4368.01	4374.47	4363.24	4373.06	10643.0
2021-02-07 19:30:00	ES	Futures	4373.06	4375.59	4372.22	4372.78	4848.0
2021-02-07 20:00:00	ES	Futures	4372.78	4378.11	4371.38	4377.83	4954.0
2021-02-07 20:30:00	ES	Futures	4377.83	4378.11	4374.75	4377.27	4661.0
2021-02-07 21:00:00	ES	Futures	4377.27	4378.96	4375.59	4376.43	7246.0
2021-02-07 21:30:00	ES	Futures	4376.71	4378.96	4376.43	4378.68	5052.0
2021-02-07 22:00:00	ES	Futures	4378.68	4378.96	4376.15	4376.43	2413.0
2021-02-07 22:30:00	ES	Futures	4376.15	4377.83	4375.03	4375.59	3847.0
2021-02-07 23:00:00	ES	Futures	4375.59	4376.43	4373.9	4374.75	3380.0
2021-02-07 23:30:00	ES	Futures	4374.47	4375.31	4373.34	4375.31	1979.0
2021-02-07 18:00:00	NQ	Futures	15772.69	15800.48	15751.27	15786.01	3238.0
2021-02-07 18:30:00	NQ	Futures	15785.43	15796.43	15773.27	15790.64	2064.0
2021-02-07 19:00:00	NQ	Futures	15789.19	15807.13	15774.72	15798.74	3319.0
2021-02-07 19:30:00	NQ	Futures	15799.03	15819.87	15795.56	15809.74	2951.0
2021-02-07 20:00:00	NQ	Futures	15810.03	15845.34	15805.98	15845.34	3691.0
2021-02-07 20:30:00	NQ	Futures	15844.76	15846.21	15828.26	15837.52	2201.0
2021-02-07 21:00:00	NQ	Futures	15837.24	15843.02	15829.71	15832.31	2335.0
2021-02-07 21:30:00	NQ	Futures	15833.18	15836.37	15822.18	15833.47	2526.0
2021-02-07 22:00:00	NQ	Futures	15833.47	15839.84	15826.24	15828.55	1418.0
2021-02-07 22:30:00	NQ	Futures	15828.55	15836.95	15823.63	15829.71	1724.0
2021-02-07 23:00:00	NQ	Futures	15829.42	15833.18	15824.79	15827.68	964.0
2021-02-07 23:30:00	NQ	Futures	15827.97	15832.31	15824.79	15829.13	725.0
2021-02-07 18:00:00	YM	Futures	34524.8	34567.0	34486.0	34512.6	1934.0
2021-02-07 18:30:00	YM	Futures	34513.7	34518.2	34454.9	34474.9	2077.0
2021-02-07 19:00:00	YM	Futures	34476.0	34565.8	34440.5	34547.0	2609.0
2021-02-07 19:30:00	YM	Futures	34548.1	34563.6	34525.9	34530.4	825.0
2021-02-07 20:00:00	YM	Futures	34527.0	34570.3	34521.5	34568.1	872.0
2021-02-07 20:30:00	YM	Futures	34570.3	34572.5	34543.7	34565.8	824.0
2021-02-07 21:00:00	YM	Futures	34564.7	34580.3	34550.3	34578.0	1594.0
2021-02-07 21:30:00	YM	Futures	34578.0	34636.8	34572.5	34635.7	2596.0
2021-02-07 22:00:00	YM	Futures	34637.9	34637.9	34608.0	34614.7	942.0
2021-02-07 22:30:00	YM	Futures	34614.7	34618.0	34592.5	34605.8	766.0
2021-02-07 23:00:00	YM	Futures	34605.8	34609.1	34583.6	34591.4	389.0
2021-02-07 23:30:00	YM	Futures	34589.1	34594.7	34579.2	34592.5	413.0
2021-02-07 18:00:00	CL	Futures	38.62	38.8	38.58	38.77	3512.0
2021-02-07 18:30:00	CL	Futures	38.78	38.85	38.76	38.85	1731.0
2021-02-07 19:00:00	CL	Futures	38.85	38.91	38.84	38.86	2740.0
2021-02-07 19:30:00	CL	Futures	38.86	38.86	38.8	38.81	1354.0
2021-02-07 20:00:00	CL	Futures	38.81	38.9	38.79	38.89	2915.0
2021-02-07 20:30:00	CL	Futures	38.89	38.92	38.81	38.84	2651.0
2021-02-07 21:00:00	CL	Futures	38.83	38.85	38.79	38.83	1335.0
2021-02-07 21:30:00	CL	Futures	38.83	38.87	38.8	38.82	1563.0
2021-02-07 22:00:00	CL	Futures	38.81	38.84	38.79	38.81	1075.0
2021-02-07 22:30:00	CL	Futures	38.81	38.88	38.8	38.87	944.0
2021-02-07 23:00:00	CL	Futures	38.87	38.9	38.86	38.88	719.0
2021-02-07 23:30:00	CL	Futures	38.88	38.91	38.87	38.91	770.0
2021-02-07 18:00:00	GC	Futures	2199.1	2201.0	2195.4	2198.9	2325.0
2021-02-07 18:30:00	GC	Futures	2199.1	2200.3	2198.1	2199.7	955.0

> showing 50 of 730 rows — these rows as CSV

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