PREVIEW / futures_30min / 2021-03-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-07.parquet
  size:    28 KB
  rows:    739

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
2021-03-07 18:00:00	ES	Futures	4327.59	4340.51	4325.91	4334.89	20774.0
2021-03-07 18:30:00	ES	Futures	4334.89	4338.82	4323.1	4327.03	9708.0
2021-03-07 19:00:00	ES	Futures	4327.03	4327.03	4309.91	4315.53	14163.0
2021-03-07 19:30:00	ES	Futures	4315.53	4325.91	4313.0	4323.39	8922.0
2021-03-07 20:00:00	ES	Futures	4323.39	4327.88	4313.0	4316.93	15003.0
2021-03-07 20:30:00	ES	Futures	4317.21	4323.95	4315.53	4321.7	7774.0
2021-03-07 21:00:00	ES	Futures	4321.98	4323.39	4304.02	4305.14	11811.0
2021-03-07 21:30:00	ES	Futures	4305.14	4306.83	4295.04	4305.7	16218.0
2021-03-07 22:00:00	ES	Futures	4305.42	4306.83	4295.6	4297.0	10718.0
2021-03-07 22:30:00	ES	Futures	4297.28	4302.05	4292.23	4299.53	9333.0
2021-03-07 23:00:00	ES	Futures	4299.53	4303.74	4295.04	4303.46	5604.0
2021-03-07 23:30:00	ES	Futures	4303.46	4303.46	4293.07	4298.41	5667.0
2021-03-07 18:00:00	NQ	Futures	14720.6	14774.15	14700.05	14713.65	8075.0
2021-03-07 18:30:00	NQ	Futures	14715.97	14732.76	14653.16	14667.63	5941.0
2021-03-07 19:00:00	NQ	Futures	14668.5	14671.97	14589.2	14625.96	8518.0
2021-03-07 19:30:00	NQ	Futures	14625.09	14673.13	14612.64	14651.14	6676.0
2021-03-07 20:00:00	NQ	Futures	14649.4	14682.97	14608.01	14624.8	7261.0
2021-03-07 20:30:00	NQ	Futures	14625.38	14651.43	14605.69	14642.74	4577.0
2021-03-07 21:00:00	NQ	Futures	14645.35	14652.87	14544.05	14550.99	6647.0
2021-03-07 21:30:00	NQ	Futures	14551.28	14558.52	14502.08	14544.05	6699.0
2021-03-07 22:00:00	NQ	Futures	14544.33	14558.23	14507.0	14513.94	5918.0
2021-03-07 22:30:00	NQ	Futures	14515.1	14533.92	14487.03	14518.29	5919.0
2021-03-07 23:00:00	NQ	Futures	14518.29	14552.44	14503.52	14545.49	3692.0
2021-03-07 23:30:00	NQ	Futures	14546.65	14548.1	14490.5	14522.92	4076.0
2021-03-07 18:00:00	YM	Futures	35008.4	35167.0	35008.4	35133.8	3671.0
2021-03-07 18:30:00	YM	Futures	35133.8	35153.7	35062.8	35083.8	2356.0
2021-03-07 19:00:00	YM	Futures	35082.7	35083.8	34960.7	35012.9	3342.0
2021-03-07 19:30:00	YM	Futures	35014.0	35078.3	34992.9	35057.2	1867.0
2021-03-07 20:00:00	YM	Futures	35055.0	35089.4	34986.2	35012.9	2472.0
2021-03-07 20:30:00	YM	Futures	35017.3	35070.5	35006.2	35055.0	1504.0
2021-03-07 21:00:00	YM	Futures	35053.9	35069.4	34947.4	34954.1	2374.0
2021-03-07 21:30:00	YM	Futures	34951.8	34971.8	34895.3	34968.5	3020.0
2021-03-07 22:00:00	YM	Futures	34968.5	34974.0	34885.3	34899.7	2639.0
2021-03-07 22:30:00	YM	Futures	34898.6	34936.3	34873.1	34921.9	2040.0
2021-03-07 23:00:00	YM	Futures	34920.8	34948.5	34888.6	34944.1	1180.0
2021-03-07 23:30:00	YM	Futures	34944.1	34944.1	34878.6	34909.7	1010.0
2021-03-07 18:00:00	CL	Futures	45.22	46.02	45.21	45.67	8241.0
2021-03-07 18:30:00	CL	Futures	45.67	45.76	45.49	45.54	3477.0
2021-03-07 19:00:00	CL	Futures	45.54	45.71	45.51	45.7	3385.0
2021-03-07 19:30:00	CL	Futures	45.69	45.89	45.68	45.82	4176.0
2021-03-07 20:00:00	CL	Futures	45.81	45.87	45.61	45.68	4841.0
2021-03-07 20:30:00	CL	Futures	45.69	46.0	45.67	45.97	6602.0
2021-03-07 21:00:00	CL	Futures	45.98	46.1	45.92	46.02	6593.0
2021-03-07 21:30:00	CL	Futures	46.02	46.04	45.89	45.97	3458.0
2021-03-07 22:00:00	CL	Futures	45.97	45.99	45.75	45.76	4576.0
2021-03-07 22:30:00	CL	Futures	45.77	45.8	45.66	45.79	2670.0
2021-03-07 23:00:00	CL	Futures	45.79	45.81	45.68	45.81	1815.0
2021-03-07 23:30:00	CL	Futures	45.8	45.83	45.64	45.74	2494.0
2021-03-07 18:00:00	GC	Futures	2058.2	2070.8	2056.7	2066.8	4247.0
2021-03-07 18:30:00	GC	Futures	2066.7	2067.8	2061.1	2062.7	2453.0

> showing 50 of 739 rows — these rows as CSV

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