PREVIEW / futures_30min / 2021-02-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-21.parquet
  size:    29 KB
  rows:    755

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
2021-02-21 18:00:00	ES	Futures	4384.57	4391.31	4371.66	4372.78	13403.0
2021-02-21 18:30:00	ES	Futures	4372.78	4383.45	4372.78	4382.89	8054.0
2021-02-21 19:00:00	ES	Futures	4382.89	4387.1	4381.2	4384.01	7839.0
2021-02-21 19:30:00	ES	Futures	4384.29	4388.78	4383.73	4387.66	5264.0
2021-02-21 20:00:00	ES	Futures	4387.66	4394.67	4387.38	4392.99	9106.0
2021-02-21 20:30:00	ES	Futures	4392.71	4392.99	4380.08	4382.89	9947.0
2021-02-21 21:00:00	ES	Futures	4382.61	4387.94	4378.68	4380.08	10115.0
2021-02-21 21:30:00	ES	Futures	4380.08	4380.64	4366.89	4371.38	14828.0
2021-02-21 22:00:00	ES	Futures	4371.38	4373.9	4368.29	4372.5	6580.0
2021-02-21 22:30:00	ES	Futures	4372.22	4374.75	4366.89	4373.06	6964.0
2021-02-21 23:00:00	ES	Futures	4373.34	4376.43	4373.34	4375.59	3218.0
2021-02-21 23:30:00	ES	Futures	4375.59	4377.83	4371.94	4373.9	4214.0
2021-02-21 18:00:00	NQ	Futures	15727.83	15767.48	15684.99	15692.52	5918.0
2021-02-21 18:30:00	NQ	Futures	15693.1	15737.67	15692.52	15735.93	3086.0
2021-02-21 19:00:00	NQ	Futures	15736.22	15753.3	15728.99	15747.22	3223.0
2021-02-21 19:30:00	NQ	Futures	15747.51	15761.4	15742.59	15751.56	2291.0
2021-02-21 20:00:00	NQ	Futures	15751.56	15778.77	15750.98	15771.24	4375.0
2021-02-21 20:30:00	NQ	Futures	15770.67	15771.53	15716.83	15726.38	5069.0
2021-02-21 21:00:00	NQ	Futures	15726.09	15742.3	15703.81	15712.78	4485.0
2021-02-21 21:30:00	NQ	Futures	15712.2	15716.54	15661.84	15680.07	7121.0
2021-02-21 22:00:00	NQ	Futures	15680.65	15689.05	15665.31	15684.41	2934.0
2021-02-21 22:30:00	NQ	Futures	15683.84	15698.31	15665.6	15689.33	3159.0
2021-02-21 23:00:00	NQ	Futures	15689.05	15704.1	15689.05	15698.31	1329.0
2021-02-21 23:30:00	NQ	Futures	15698.02	15705.54	15672.26	15676.89	2390.0
2021-02-21 18:00:00	YM	Futures	34895.3	34945.2	34821.0	34828.7	2462.0
2021-02-21 18:30:00	YM	Futures	34829.8	34898.6	34829.8	34890.8	1503.0
2021-02-21 19:00:00	YM	Futures	34889.7	34907.5	34868.7	34895.3	1432.0
2021-02-21 19:30:00	YM	Futures	34894.2	34925.2	34889.7	34911.9	1059.0
2021-02-21 20:00:00	YM	Futures	34911.9	34959.6	34909.7	34939.6	2114.0
2021-02-21 20:30:00	YM	Futures	34938.5	34941.9	34868.7	34888.6	1849.0
2021-02-21 21:00:00	YM	Futures	34887.5	34923.0	34865.3	34868.7	1388.0
2021-02-21 21:30:00	YM	Futures	34872.0	34876.4	34775.5	34813.2	3435.0
2021-02-21 22:00:00	YM	Futures	34811.0	34827.6	34788.8	34817.6	1320.0
2021-02-21 22:30:00	YM	Futures	34815.4	34829.8	34776.6	34822.1	1245.0
2021-02-21 23:00:00	YM	Futures	34822.1	34842.0	34821.0	34838.7	487.0
2021-02-21 23:30:00	YM	Futures	34836.5	34855.3	34825.4	34835.4	920.0
2021-02-21 18:00:00	CL	Futures	39.97	40.45	39.89	40.29	5173.0
2021-02-21 18:30:00	CL	Futures	40.28	40.5	40.28	40.45	2796.0
2021-02-21 19:00:00	CL	Futures	40.45	40.54	40.42	40.47	3141.0
2021-02-21 19:30:00	CL	Futures	40.47	40.6	40.45	40.58	2080.0
2021-02-21 20:00:00	CL	Futures	40.58	40.72	40.56	40.59	4583.0
2021-02-21 20:30:00	CL	Futures	40.59	40.59	40.46	40.51	3601.0
2021-02-21 21:00:00	CL	Futures	40.5	40.6	40.49	40.55	2363.0
2021-02-21 21:30:00	CL	Futures	40.55	40.57	40.43	40.55	3460.0
2021-02-21 22:00:00	CL	Futures	40.54	40.62	40.52	40.56	3122.0
2021-02-21 22:30:00	CL	Futures	40.56	40.62	40.51	40.56	2393.0
2021-02-21 23:00:00	CL	Futures	40.57	40.67	40.56	40.67	2101.0
2021-02-21 23:30:00	CL	Futures	40.67	40.69	40.66	40.68	1230.0
2021-02-21 18:00:00	GC	Futures	2155.5	2162.0	2153.5	2155.8	2554.0
2021-02-21 18:30:00	GC	Futures	2155.7	2158.6	2154.4	2156.0	1985.0

> showing 50 of 755 rows — these rows as CSV

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