PREVIEW / futures_30min / 2021-04-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-11.parquet
  size:    26 KB
  rows:    680

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
2021-04-11 18:00:00	ES	Futures	4623.91	4627.28	4621.1	4626.16	4539.0
2021-04-11 18:30:00	ES	Futures	4626.16	4628.13	4621.66	4624.47	2562.0
2021-04-11 19:00:00	ES	Futures	4624.76	4625.88	4621.66	4623.07	3246.0
2021-04-11 19:30:00	ES	Futures	4623.07	4623.63	4619.7	4619.7	3329.0
2021-04-11 20:00:00	ES	Futures	4619.7	4620.54	4614.64	4618.85	6891.0
2021-04-11 20:30:00	ES	Futures	4618.85	4623.91	4618.57	4623.07	4577.0
2021-04-11 21:00:00	ES	Futures	4623.07	4624.47	4621.1	4621.95	4016.0
2021-04-11 21:30:00	ES	Futures	4621.95	4622.79	4618.01	4618.57	5550.0
2021-04-11 22:00:00	ES	Futures	4618.85	4619.14	4615.76	4616.89	4517.0
2021-04-11 22:30:00	ES	Futures	4616.89	4618.01	4614.92	4616.61	3194.0
2021-04-11 23:00:00	ES	Futures	4616.61	4618.01	4615.2	4616.05	2662.0
2021-04-11 23:30:00	ES	Futures	4616.05	4617.45	4615.2	4617.17	2211.0
2021-04-11 18:00:00	NQ	Futures	16000.69	16010.54	15983.9	16007.64	2224.0
2021-04-11 18:30:00	NQ	Futures	16006.77	16017.48	15970.59	15982.46	2273.0
2021-04-11 19:00:00	NQ	Futures	15982.46	15987.96	15961.61	15969.43	3023.0
2021-04-11 19:30:00	NQ	Futures	15969.43	15974.35	15950.61	15955.82	2757.0
2021-04-11 20:00:00	NQ	Futures	15955.53	15973.19	15942.79	15970.3	3390.0
2021-04-11 20:30:00	NQ	Futures	15970.3	15991.14	15964.51	15983.32	2477.0
2021-04-11 21:00:00	NQ	Futures	15984.19	16001.27	15981.59	15987.38	3057.0
2021-04-11 21:30:00	NQ	Futures	15986.51	15999.83	15969.72	15977.24	3729.0
2021-04-11 22:00:00	NQ	Futures	15977.24	15979.56	15960.16	15969.14	2609.0
2021-04-11 22:30:00	NQ	Futures	15968.27	15985.64	15962.48	15970.3	2388.0
2021-04-11 23:00:00	NQ	Futures	15970.3	15978.4	15964.8	15970.88	1389.0
2021-04-11 23:30:00	NQ	Futures	15971.17	15981.01	15966.24	15976.96	1033.0
2021-04-11 18:00:00	YM	Futures	37491.1	37520.1	37467.7	37498.9	907.0
2021-04-11 18:30:00	YM	Futures	37498.9	37511.2	37487.8	37500.0	427.0
2021-04-11 19:00:00	YM	Futures	37497.8	37508.9	37482.2	37497.8	802.0
2021-04-11 19:30:00	YM	Futures	37497.8	37501.2	37472.2	37473.3	802.0
2021-04-11 20:00:00	YM	Futures	37473.3	37477.8	37424.3	37448.8	1264.0
2021-04-11 20:30:00	YM	Futures	37448.8	37483.3	37448.8	37477.8	696.0
2021-04-11 21:00:00	YM	Futures	37478.9	37482.2	37459.9	37463.3	660.0
2021-04-11 21:30:00	YM	Futures	37463.3	37463.3	37425.4	37431.0	938.0
2021-04-11 22:00:00	YM	Futures	37432.1	37433.2	37408.7	37416.5	1082.0
2021-04-11 22:30:00	YM	Futures	37414.3	37422.1	37395.3	37407.6	735.0
2021-04-11 23:00:00	YM	Futures	37406.5	37419.8	37389.8	37410.9	768.0
2021-04-11 23:30:00	YM	Futures	37408.7	37416.5	37397.6	37412.0	504.0
2021-04-11 18:00:00	CL	Futures	40.25	40.33	40.22	40.32	1090.0
2021-04-11 18:30:00	CL	Futures	40.32	40.41	40.3	40.36	1218.0
2021-04-11 19:00:00	CL	Futures	40.35	40.41	40.34	40.39	525.0
2021-04-11 19:30:00	CL	Futures	40.39	40.4	40.35	40.39	733.0
2021-04-11 20:00:00	CL	Futures	40.39	40.45	40.37	40.43	829.0
2021-04-11 20:30:00	CL	Futures	40.43	40.43	40.39	40.4	592.0
2021-04-11 21:00:00	CL	Futures	40.4	40.54	40.35	40.43	3111.0
2021-04-11 21:30:00	CL	Futures	40.44	40.46	40.35	40.36	1945.0
2021-04-11 22:00:00	CL	Futures	40.36	40.39	40.33	40.35	775.0
2021-04-11 22:30:00	CL	Futures	40.35	40.37	40.2	40.25	2457.0
2021-04-11 23:00:00	CL	Futures	40.24	40.29	40.22	40.22	1055.0
2021-04-11 23:30:00	CL	Futures	40.22	40.26	40.21	40.26	481.0
2021-04-11 18:00:00	GC	Futures	2107.4	2108.0	2105.0	2106.1	560.0
2021-04-11 18:30:00	GC	Futures	2106.1	2106.1	2104.4	2104.6	385.0

> showing 50 of 680 rows — these rows as CSV

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