PREVIEW / futures_30min / 2021-03-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-14.parquet
  size:    26 KB
  rows:    701

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
2021-03-14 18:00:00	ES	Futures	4425.27	4431.17	4421.61	4423.58	7312.0
2021-03-14 18:30:00	ES	Futures	4423.86	4425.27	4418.8	4424.42	3130.0
2021-03-14 19:00:00	ES	Futures	4424.42	4430.32	4424.14	4428.64	4810.0
2021-03-14 19:30:00	ES	Futures	4428.92	4432.85	4428.08	4430.04	4288.0
2021-03-14 20:00:00	ES	Futures	4430.04	4432.57	4427.51	4432.01	5593.0
2021-03-14 20:30:00	ES	Futures	4432.01	4434.26	4427.8	4430.32	4049.0
2021-03-14 21:00:00	ES	Futures	4430.32	4436.22	4429.76	4435.1	4424.0
2021-03-14 21:30:00	ES	Futures	4434.82	4436.51	4429.76	4434.26	6180.0
2021-03-14 22:00:00	ES	Futures	4434.26	4436.51	4431.17	4431.73	4813.0
2021-03-14 22:30:00	ES	Futures	4431.73	4432.85	4426.67	4427.8	4233.0
2021-03-14 23:00:00	ES	Futures	4427.51	4429.2	4423.02	4424.7	3908.0
2021-03-14 23:30:00	ES	Futures	4424.7	4426.67	4423.3	4425.55	2267.0
2021-03-14 18:00:00	NQ	Futures	14976.75	15013.8	14966.04	14980.22	2399.0
2021-03-14 18:30:00	NQ	Futures	14979.93	14987.75	14955.33	14983.12	1253.0
2021-03-14 19:00:00	NQ	Futures	14981.96	15002.22	14980.51	14986.59	1618.0
2021-03-14 19:30:00	NQ	Futures	14987.75	15015.54	14986.59	14997.3	1441.0
2021-03-14 20:00:00	NQ	Futures	14997.3	15012.65	14987.46	15008.88	2096.0
2021-03-14 20:30:00	NQ	Futures	15010.62	15016.99	14996.72	15014.09	1543.0
2021-03-14 21:00:00	NQ	Futures	15014.38	15052.89	15009.75	15046.52	2310.0
2021-03-14 21:30:00	NQ	Futures	15046.23	15051.44	15021.33	15044.2	2796.0
2021-03-14 22:00:00	NQ	Futures	15043.62	15050.57	15013.8	15017.86	2080.0
2021-03-14 22:30:00	NQ	Futures	15017.57	15022.2	14986.59	14994.99	2353.0
2021-03-14 23:00:00	NQ	Futures	14994.41	15002.22	14958.51	14971.25	2743.0
2021-03-14 23:30:00	NQ	Futures	14972.12	14983.41	14967.49	14979.35	1633.0
2021-03-14 18:00:00	YM	Futures	36439.7	36502.1	36439.7	36466.4	1223.0
2021-03-14 18:30:00	YM	Futures	36466.4	36474.2	36425.2	36466.4	541.0
2021-03-14 19:00:00	YM	Futures	36464.2	36512.1	36463.1	36500.9	809.0
2021-03-14 19:30:00	YM	Futures	36500.9	36529.9	36489.8	36511.0	662.0
2021-03-14 20:00:00	YM	Futures	36512.1	36514.3	36480.9	36504.3	928.0
2021-03-14 20:30:00	YM	Futures	36505.4	36521.0	36464.2	36483.1	692.0
2021-03-14 21:00:00	YM	Futures	36482.0	36521.0	36477.6	36516.5	791.0
2021-03-14 21:30:00	YM	Futures	36509.9	36522.1	36477.6	36509.9	764.0
2021-03-14 22:00:00	YM	Futures	36507.6	36526.6	36496.5	36500.9	616.0
2021-03-14 22:30:00	YM	Futures	36500.9	36506.5	36474.2	36480.9	652.0
2021-03-14 23:00:00	YM	Futures	36478.7	36490.9	36455.3	36468.6	618.0
2021-03-14 23:30:00	YM	Futures	36465.3	36472.0	36453.0	36462.0	478.0
2021-03-14 18:00:00	CL	Futures	44.46	44.75	44.46	44.73	300.0
2021-03-14 18:30:00	CL	Futures	44.73	44.73	44.68	44.72	224.0
2021-03-14 19:00:00	CL	Futures	44.72	44.89	44.7	44.81	464.0
2021-03-14 19:30:00	CL	Futures	44.8	44.81	44.72	44.75	286.0
2021-03-14 20:00:00	CL	Futures	44.75	44.76	44.67	44.75	378.0
2021-03-14 20:30:00	CL	Futures	44.75	44.75	44.65	44.69	264.0
2021-03-14 21:00:00	CL	Futures	44.68	44.93	44.68	44.9	896.0
2021-03-14 21:30:00	CL	Futures	44.89	45.06	44.89	45.01	1079.0
2021-03-14 22:00:00	CL	Futures	45.01	45.05	44.93	44.95	689.0
2021-03-14 22:30:00	CL	Futures	44.94	45.01	44.91	44.96	490.0
2021-03-14 23:00:00	CL	Futures	44.96	45.01	44.92	44.97	496.0
2021-03-14 23:30:00	CL	Futures	44.95	44.97	44.86	44.91	1036.0
2021-03-14 18:00:00	GC	Futures	2088.3	2092.1	2085.7	2086.8	1520.0
2021-03-14 18:30:00	GC	Futures	2086.8	2088.9	2086.0	2088.1	552.0

> showing 50 of 701 rows — these rows as CSV

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