PREVIEW / futures_30min / 2021-04-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-04.parquet
  size:    24 KB
  rows:    619

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
2021-04-04 18:00:00	ES	Futures	4529.23	4532.04	4522.2	4524.45	8649.0
2021-04-04 18:30:00	ES	Futures	4524.17	4525.29	4520.8	4523.33	3931.0
2021-04-04 19:00:00	ES	Futures	4523.33	4529.23	4522.76	4527.82	2964.0
2021-04-04 19:30:00	ES	Futures	4527.82	4533.44	4527.82	4532.04	4250.0
2021-04-04 20:00:00	ES	Futures	4532.04	4532.32	4527.82	4529.51	4416.0
2021-04-04 20:30:00	ES	Futures	4529.51	4532.32	4529.23	4530.63	3309.0
2021-04-04 21:00:00	ES	Futures	4530.35	4530.63	4528.38	4528.38	2138.0
2021-04-04 21:30:00	ES	Futures	4528.66	4529.51	4527.54	4528.94	1869.0
2021-04-04 22:00:00	ES	Futures	4528.94	4530.07	4526.13	4527.26	2826.0
2021-04-04 22:30:00	ES	Futures	4527.26	4527.26	4525.01	4525.01	1903.0
2021-04-04 23:00:00	ES	Futures	4525.01	4526.7	4524.73	4526.42	1391.0
2021-04-04 23:30:00	ES	Futures	4526.7	4526.98	4525.29	4526.42	1188.0
2021-04-04 18:00:00	NQ	Futures	15446.31	15459.05	15406.07	15437.34	5690.0
2021-04-04 18:30:00	NQ	Futures	15437.05	15439.36	15418.52	15426.62	2860.0
2021-04-04 19:00:00	NQ	Futures	15425.76	15456.44	15419.39	15448.63	1863.0
2021-04-04 19:30:00	NQ	Futures	15448.63	15466.0	15446.6	15460.79	2105.0
2021-04-04 20:00:00	NQ	Futures	15460.79	15461.36	15437.34	15445.73	2328.0
2021-04-04 20:30:00	NQ	Futures	15445.73	15458.18	15443.42	15450.07	1420.0
2021-04-04 21:00:00	NQ	Futures	15449.78	15452.1	15445.15	15447.47	713.0
2021-04-04 21:30:00	NQ	Futures	15448.34	15454.42	15443.99	15449.49	898.0
2021-04-04 22:00:00	NQ	Futures	15449.21	15455.57	15428.94	15434.15	1967.0
2021-04-04 22:30:00	NQ	Futures	15433.57	15435.6	15421.99	15424.89	1476.0
2021-04-04 23:00:00	NQ	Futures	15424.89	15435.6	15424.89	15432.7	950.0
2021-04-04 23:30:00	NQ	Futures	15432.7	15434.15	15426.62	15432.41	812.0
2021-04-04 18:00:00	YM	Futures	37018.9	37052.3	36936.4	36949.8	1986.0
2021-04-04 18:30:00	YM	Futures	36949.8	36960.9	36930.9	36953.2	737.0
2021-04-04 19:00:00	YM	Futures	36953.2	36997.7	36953.2	36992.1	731.0
2021-04-04 19:30:00	YM	Futures	36989.9	37042.3	36989.9	37021.1	1268.0
2021-04-04 20:00:00	YM	Futures	37021.1	37031.1	36997.7	37015.5	1110.0
2021-04-04 20:30:00	YM	Futures	37015.5	37040.0	37012.2	37032.2	773.0
2021-04-04 21:00:00	YM	Futures	37031.1	37035.6	37018.9	37020.0	694.0
2021-04-04 21:30:00	YM	Futures	37020.0	37037.8	37013.3	37037.8	499.0
2021-04-04 22:00:00	YM	Futures	37036.7	37048.9	37022.2	37035.6	692.0
2021-04-04 22:30:00	YM	Futures	37035.6	37043.4	37025.6	37025.6	471.0
2021-04-04 23:00:00	YM	Futures	37025.6	37038.9	37024.4	37036.7	376.0
2021-04-04 23:30:00	YM	Futures	37036.7	37047.8	37030.0	37044.5	313.0
2021-04-04 18:00:00	CL	Futures	41.71	41.71	41.28	41.4	4116.0
2021-04-04 18:30:00	CL	Futures	41.4	41.53	41.4	41.52	885.0
2021-04-04 19:00:00	CL	Futures	41.52	41.63	41.52	41.63	1330.0
2021-04-04 19:30:00	CL	Futures	41.62	41.65	41.53	41.56	697.0
2021-04-04 20:00:00	CL	Futures	41.56	41.61	41.36	41.59	2940.0
2021-04-04 20:30:00	CL	Futures	41.59	41.63	41.49	41.56	2001.0
2021-04-04 21:00:00	CL	Futures	41.55	41.59	41.42	41.47	1680.0
2021-04-04 21:30:00	CL	Futures	41.47	41.53	41.44	41.47	1070.0
2021-04-04 22:00:00	CL	Futures	41.47	41.51	41.38	41.42	1425.0
2021-04-04 22:30:00	CL	Futures	41.42	41.44	41.37	41.44	1042.0
2021-04-04 23:00:00	CL	Futures	41.44	41.45	41.42	41.42	378.0
2021-04-04 23:30:00	CL	Futures	41.42	41.42	41.3	41.3	1332.0
2021-04-04 18:00:00	GC	Futures	2089.9	2090.3	2086.9	2089.2	1582.0
2021-04-04 18:30:00	GC	Futures	2089.1	2090.1	2088.1	2088.5	508.0

> showing 50 of 619 rows — these rows as CSV

> unlock the full archive -- $79 one-time