PREVIEW / futures_30min / 2021-03-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-21.parquet
  size:    27 KB
  rows:    715

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
2021-03-21 18:00:00	ES	Futures	4375.82	4376.94	4367.95	4372.16	9946.0
2021-03-21 18:30:00	ES	Futures	4372.44	4376.1	4370.76	4375.82	3930.0
2021-03-21 19:00:00	ES	Futures	4376.1	4380.87	4375.82	4380.59	4824.0
2021-03-21 19:30:00	ES	Futures	4380.59	4381.72	4376.38	4378.91	4306.0
2021-03-21 20:00:00	ES	Futures	4379.19	4380.31	4374.69	4375.82	6353.0
2021-03-21 20:30:00	ES	Futures	4376.38	4377.22	4373.57	4373.85	4878.0
2021-03-21 21:00:00	ES	Futures	4373.85	4376.1	4366.26	4369.07	8828.0
2021-03-21 21:30:00	ES	Futures	4368.79	4383.68	4368.79	4382.0	10419.0
2021-03-21 22:00:00	ES	Futures	4382.28	4382.56	4378.63	4379.47	4785.0
2021-03-21 22:30:00	ES	Futures	4379.19	4381.15	4374.69	4380.31	6003.0
2021-03-21 23:00:00	ES	Futures	4380.31	4382.28	4378.06	4380.87	3325.0
2021-03-21 23:30:00	ES	Futures	4381.15	4382.28	4379.19	4380.03	2368.0
2021-03-21 18:00:00	NQ	Futures	14830.26	14858.35	14808.84	14847.34	4855.0
2021-03-21 18:30:00	NQ	Futures	14847.06	14875.14	14842.13	14869.64	2913.0
2021-03-21 19:00:00	NQ	Futures	14870.5	14902.64	14865.58	14900.61	2732.0
2021-03-21 19:30:00	NQ	Futures	14900.61	14903.8	14883.53	14893.95	2176.0
2021-03-21 20:00:00	NQ	Futures	14894.24	14902.64	14880.64	14888.16	3088.0
2021-03-21 20:30:00	NQ	Futures	14888.16	14895.4	14877.45	14882.08	2703.0
2021-03-21 21:00:00	NQ	Futures	14881.79	14889.9	14844.74	14852.27	4579.0
2021-03-21 21:30:00	NQ	Futures	14852.27	14955.33	14850.53	14940.85	7340.0
2021-03-21 22:00:00	NQ	Futures	14940.27	14944.33	14922.32	14930.43	3339.0
2021-03-21 22:30:00	NQ	Futures	14930.43	14953.88	14915.38	14948.38	3867.0
2021-03-21 23:00:00	NQ	Futures	14947.51	14950.69	14932.17	14941.14	2075.0
2021-03-21 23:30:00	NQ	Futures	14942.59	14946.93	14931.3	14938.83	1174.0
2021-03-21 18:00:00	YM	Futures	36162.3	36173.5	36110.0	36140.1	1588.0
2021-03-21 18:30:00	YM	Futures	36140.1	36161.2	36124.5	36150.1	619.0
2021-03-21 19:00:00	YM	Futures	36151.2	36194.6	36151.2	36185.7	847.0
2021-03-21 19:30:00	YM	Futures	36188.0	36190.2	36146.7	36162.3	916.0
2021-03-21 20:00:00	YM	Futures	36164.6	36170.1	36120.0	36135.6	952.0
2021-03-21 20:30:00	YM	Futures	36132.3	36137.8	36106.6	36110.0	818.0
2021-03-21 21:00:00	YM	Futures	36111.1	36127.8	36054.3	36078.8	1960.0
2021-03-21 21:30:00	YM	Futures	36075.5	36166.8	36075.5	36152.3	1973.0
2021-03-21 22:00:00	YM	Futures	36152.3	36154.5	36123.4	36130.0	833.0
2021-03-21 22:30:00	YM	Futures	36131.2	36140.1	36081.0	36122.2	1474.0
2021-03-21 23:00:00	YM	Futures	36122.2	36144.5	36107.8	36131.2	667.0
2021-03-21 23:30:00	YM	Futures	36132.3	36142.3	36113.3	36114.4	425.0
2021-03-21 18:00:00	CL	Futures	41.78	41.84	41.35	41.44	3612.0
2021-03-21 18:30:00	CL	Futures	41.46	41.51	41.38	41.41	1006.0
2021-03-21 19:00:00	CL	Futures	41.41	41.47	41.36	41.44	1058.0
2021-03-21 19:30:00	CL	Futures	41.45	41.45	41.28	41.32	1520.0
2021-03-21 20:00:00	CL	Futures	41.31	41.32	41.11	41.25	3831.0
2021-03-21 20:30:00	CL	Futures	41.24	41.31	41.17	41.17	1947.0
2021-03-21 21:00:00	CL	Futures	41.18	41.27	41.11	41.19	3100.0
2021-03-21 21:30:00	CL	Futures	41.19	41.44	41.18	41.4	3379.0
2021-03-21 22:00:00	CL	Futures	41.41	41.62	41.31	41.56	4849.0
2021-03-21 22:30:00	CL	Futures	41.57	41.63	41.47	41.6	3414.0
2021-03-21 23:00:00	CL	Futures	41.6	41.63	41.41	41.44	2696.0
2021-03-21 23:30:00	CL	Futures	41.44	41.49	41.42	41.44	961.0
2021-03-21 18:00:00	GC	Futures	2111.4	2113.1	2102.1	2102.9	3020.0
2021-03-21 18:30:00	GC	Futures	2103.5	2106.4	2101.2	2101.4	1393.0

> showing 50 of 715 rows — these rows as CSV

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