PREVIEW / futures_30min / 2021-02-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-14.parquet
  size:    26 KB
  rows:    692

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
2021-02-14 18:00:00	ES	Futures	4419.37	4423.3	4417.41	4421.06	7169.0
2021-02-14 18:30:00	ES	Futures	4421.34	4421.9	4418.25	4419.37	2529.0
2021-02-14 19:00:00	ES	Futures	4419.37	4430.6	4418.53	4428.35	8591.0
2021-02-14 19:30:00	ES	Futures	4428.35	4429.76	4426.67	4427.51	3054.0
2021-02-14 20:00:00	ES	Futures	4427.23	4429.76	4426.11	4426.39	2242.0
2021-02-14 20:30:00	ES	Futures	4426.67	4428.35	4425.27	4427.79	2467.0
2021-02-14 21:00:00	ES	Futures	4427.79	4431.16	4427.79	4429.2	2438.0
2021-02-14 21:30:00	ES	Futures	4428.92	4429.48	4427.79	4428.63	1351.0
2021-02-14 22:00:00	ES	Futures	4428.63	4429.76	4427.51	4429.2	1326.0
2021-02-14 22:30:00	ES	Futures	4429.2	4432.28	4428.63	4431.16	2199.0
2021-02-14 23:00:00	ES	Futures	4431.44	4433.69	4430.6	4431.44	2770.0
2021-02-14 23:30:00	ES	Futures	4431.16	4432.0	4429.48	4430.32	1286.0
2021-02-14 18:00:00	NQ	Futures	16010.9	16027.68	15988.32	16009.16	2577.0
2021-02-14 18:30:00	NQ	Futures	16009.45	16012.34	15999.03	16006.84	950.0
2021-02-14 19:00:00	NQ	Futures	16006.26	16049.97	16003.37	16041.29	3517.0
2021-02-14 19:30:00	NQ	Futures	16041.29	16048.52	16039.26	16043.89	1813.0
2021-02-14 20:00:00	NQ	Futures	16043.6	16054.02	16033.47	16036.37	1765.0
2021-02-14 20:30:00	NQ	Futures	16036.66	16041.86	16030.58	16038.1	1190.0
2021-02-14 21:00:00	NQ	Futures	16038.1	16043.31	16034.63	16036.37	1112.0
2021-02-14 21:30:00	NQ	Futures	16036.08	16036.37	16031.16	16032.02	873.0
2021-02-14 22:00:00	NQ	Futures	16032.31	16034.92	16030.0	16032.89	807.0
2021-02-14 22:30:00	NQ	Futures	16032.89	16038.97	16030.0	16036.37	1100.0
2021-02-14 23:00:00	NQ	Futures	16036.37	16042.73	16033.18	16036.08	970.0
2021-02-14 23:30:00	NQ	Futures	16036.37	16038.68	16032.31	16034.92	524.0
2021-02-14 18:00:00	YM	Futures	34856.5	34907.5	34853.1	34885.3	1302.0
2021-02-14 18:30:00	YM	Futures	34886.4	34890.8	34864.2	34866.4	524.0
2021-02-14 19:00:00	YM	Futures	34866.4	34962.9	34863.1	34940.8	2020.0
2021-02-14 19:30:00	YM	Futures	34943.0	34954.1	34927.4	34929.7	841.0
2021-02-14 20:00:00	YM	Futures	34930.8	34949.6	34928.6	34936.3	542.0
2021-02-14 20:30:00	YM	Futures	34935.2	34951.8	34927.4	34950.7	524.0
2021-02-14 21:00:00	YM	Futures	34950.7	34979.6	34947.4	34962.9	963.0
2021-02-14 21:30:00	YM	Futures	34964.0	34965.2	34951.8	34958.5	255.0
2021-02-14 22:00:00	YM	Futures	34958.5	34968.5	34949.6	34964.0	469.0
2021-02-14 22:30:00	YM	Futures	34962.9	34989.6	34961.8	34981.8	612.0
2021-02-14 23:00:00	YM	Futures	34982.9	35007.3	34979.6	34985.1	801.0
2021-02-14 23:30:00	YM	Futures	34985.1	34992.9	34974.0	34979.6	302.0
2021-02-14 18:00:00	CL	Futures	40.58	41.06	40.55	40.82	2081.0
2021-02-14 18:30:00	CL	Futures	40.81	40.88	40.75	40.83	602.0
2021-02-14 19:00:00	CL	Futures	40.83	40.94	40.78	40.88	588.0
2021-02-14 19:30:00	CL	Futures	40.88	40.91	40.85	40.9	271.0
2021-02-14 20:00:00	CL	Futures	40.9	41.05	40.9	41.03	803.0
2021-02-14 20:30:00	CL	Futures	41.03	41.2	41.01	41.14	1578.0
2021-02-14 21:00:00	CL	Futures	41.15	41.22	41.04	41.09	1323.0
2021-02-14 21:30:00	CL	Futures	41.08	41.17	41.08	41.12	535.0
2021-02-14 22:00:00	CL	Futures	41.11	41.13	41.02	41.1	573.0
2021-02-14 22:30:00	CL	Futures	41.1	41.15	41.08	41.12	370.0
2021-02-14 23:00:00	CL	Futures	41.13	41.15	41.09	41.09	277.0
2021-02-14 23:30:00	CL	Futures	41.09	41.11	41.08	41.1	222.0
2021-02-14 18:00:00	GC	Futures	2208.7	2209.1	2204.7	2204.7	1268.0
2021-02-14 18:30:00	GC	Futures	2204.9	2205.8	2201.6	2202.5	1445.0

> showing 50 of 692 rows — these rows as CSV

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