PREVIEW / futures_30min / 2021-03-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-03-28.parquet
  size:    27 KB
  rows:    710

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
2021-03-28 18:00:00	ES	Futures	4453.08	4455.05	4444.37	4447.74	10023.0
2021-03-28 18:30:00	ES	Futures	4447.74	4450.27	4445.22	4447.18	3528.0
2021-03-28 19:00:00	ES	Futures	4447.18	4448.03	4441.84	4442.13	4672.0
2021-03-28 19:30:00	ES	Futures	4442.13	4443.53	4440.44	4440.44	4938.0
2021-03-28 20:00:00	ES	Futures	4440.72	4441.56	4432.85	4434.54	14004.0
2021-03-28 20:30:00	ES	Futures	4434.82	4435.94	4430.04	4432.01	8699.0
2021-03-28 21:00:00	ES	Futures	4432.01	4434.26	4427.51	4429.76	9706.0
2021-03-28 21:30:00	ES	Futures	4430.04	4434.26	4427.8	4433.13	9095.0
2021-03-28 22:00:00	ES	Futures	4433.13	4437.91	4431.17	4434.54	7941.0
2021-03-28 22:30:00	ES	Futures	4434.82	4435.94	4431.45	4433.7	5054.0
2021-03-28 23:00:00	ES	Futures	4433.7	4433.7	4429.2	4432.01	5504.0
2021-03-28 23:30:00	ES	Futures	4432.29	4435.38	4430.32	4435.1	3602.0
2021-03-28 18:00:00	NQ	Futures	15025.67	15025.67	14970.67	14986.59	3923.0
2021-03-28 18:30:00	NQ	Futures	14987.46	15000.78	14977.04	14989.49	1629.0
2021-03-28 19:00:00	NQ	Futures	14990.07	14995.86	14957.64	14959.96	2083.0
2021-03-28 19:30:00	NQ	Futures	14960.54	14970.09	14955.62	14961.7	1932.0
2021-03-28 20:00:00	NQ	Futures	14961.98	14965.17	14924.06	14930.43	5144.0
2021-03-28 20:30:00	NQ	Futures	14930.43	14932.17	14905.24	14915.09	4355.0
2021-03-28 21:00:00	NQ	Futures	14915.09	14924.64	14882.08	14902.35	5430.0
2021-03-28 21:30:00	NQ	Futures	14902.06	14926.38	14875.43	14915.95	5165.0
2021-03-28 22:00:00	NQ	Futures	14915.09	14943.75	14904.38	14935.06	4103.0
2021-03-28 22:30:00	NQ	Futures	14935.64	14940.56	14920.88	14933.32	2094.0
2021-03-28 23:00:00	NQ	Futures	14933.61	14934.48	14906.69	14924.06	2220.0
2021-03-28 23:30:00	NQ	Futures	14924.64	14935.35	14916.82	14929.85	1940.0
2021-03-28 18:00:00	YM	Futures	36701.4	36705.9	36645.7	36670.2	1603.0
2021-03-28 18:30:00	YM	Futures	36669.1	36679.2	36649.1	36656.9	707.0
2021-03-28 19:00:00	YM	Futures	36654.6	36661.3	36633.5	36635.7	722.0
2021-03-28 19:30:00	YM	Futures	36636.8	36642.4	36621.2	36622.3	897.0
2021-03-28 20:00:00	YM	Futures	36623.5	36633.5	36565.5	36580.0	2198.0
2021-03-28 20:30:00	YM	Futures	36577.8	36593.4	36557.7	36567.8	1298.0
2021-03-28 21:00:00	YM	Futures	36566.7	36586.7	36549.9	36564.4	1318.0
2021-03-28 21:30:00	YM	Futures	36564.4	36599.0	36554.4	36593.4	1462.0
2021-03-28 22:00:00	YM	Futures	36592.3	36622.3	36577.8	36595.6	1270.0
2021-03-28 22:30:00	YM	Futures	36595.6	36600.1	36563.3	36578.9	891.0
2021-03-28 23:00:00	YM	Futures	36578.9	36583.4	36546.6	36570.0	729.0
2021-03-28 23:30:00	YM	Futures	36568.9	36600.1	36558.9	36597.8	681.0
2021-03-28 18:00:00	CL	Futures	41.32	41.34	40.96	41.13	3571.0
2021-03-28 18:30:00	CL	Futures	41.13	41.19	41.07	41.17	1127.0
2021-03-28 19:00:00	CL	Futures	41.17	41.27	41.15	41.15	1659.0
2021-03-28 19:30:00	CL	Futures	41.15	41.23	41.11	41.2	928.0
2021-03-28 20:00:00	CL	Futures	41.2	41.5	41.17	41.47	4824.0
2021-03-28 20:30:00	CL	Futures	41.47	41.49	41.38	41.43	1654.0
2021-03-28 21:00:00	CL	Futures	41.43	41.45	41.17	41.24	4623.0
2021-03-28 21:30:00	CL	Futures	41.23	41.28	41.14	41.21	2895.0
2021-03-28 22:00:00	CL	Futures	41.21	41.3	41.15	41.28	1933.0
2021-03-28 22:30:00	CL	Futures	41.28	41.37	41.04	41.08	4819.0
2021-03-28 23:00:00	CL	Futures	41.08	41.09	40.58	40.72	10460.0
2021-03-28 23:30:00	CL	Futures	40.72	40.79	40.58	40.63	4301.0
2021-03-28 18:00:00	GC	Futures	2092.8	2095.7	2092.7	2094.4	558.0
2021-03-28 18:30:00	GC	Futures	2094.3	2094.5	2092.8	2092.8	384.0

> showing 50 of 710 rows — these rows as CSV

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