PREVIEW / futures_30min / 2021-04-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-25.parquet
  size:    27 KB
  rows:    720

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
2021-04-25 18:00:00	ES	Futures	4687.41	4688.25	4684.32	4687.69	5071.0
2021-04-25 18:30:00	ES	Futures	4687.69	4689.66	4686.57	4686.85	1978.0
2021-04-25 19:00:00	ES	Futures	4686.85	4687.97	4685.16	4685.73	1506.0
2021-04-25 19:30:00	ES	Futures	4686.01	4686.29	4682.07	4682.92	3269.0
2021-04-25 20:00:00	ES	Futures	4682.92	4688.25	4680.39	4687.13	7125.0
2021-04-25 20:30:00	ES	Futures	4687.13	4687.69	4686.01	4686.57	2645.0
2021-04-25 21:00:00	ES	Futures	4686.57	4688.25	4683.76	4687.41	4451.0
2021-04-25 21:30:00	ES	Futures	4687.41	4691.34	4685.44	4689.94	6091.0
2021-04-25 22:00:00	ES	Futures	4690.22	4692.19	4689.66	4691.91	4141.0
2021-04-25 22:30:00	ES	Futures	4691.91	4693.03	4690.5	4691.91	2343.0
2021-04-25 23:00:00	ES	Futures	4691.91	4693.03	4690.78	4691.63	2124.0
2021-04-25 23:30:00	ES	Futures	4691.63	4691.91	4690.78	4691.63	1166.0
2021-04-25 18:00:00	NQ	Futures	16118.81	16126.05	16103.46	16115.91	2473.0
2021-04-25 18:30:00	NQ	Futures	16116.49	16127.78	16114.18	16119.97	1155.0
2021-04-25 19:00:00	NQ	Futures	16119.68	16126.05	16116.2	16118.52	987.0
2021-04-25 19:30:00	NQ	Futures	16119.1	16120.54	16103.75	16108.1	1500.0
2021-04-25 20:00:00	NQ	Futures	16108.68	16134.44	16101.73	16129.23	2642.0
2021-04-25 20:30:00	NQ	Futures	16129.23	16136.18	16124.31	16128.94	1589.0
2021-04-25 21:00:00	NQ	Futures	16128.36	16132.41	16115.62	16127.49	1889.0
2021-04-25 21:30:00	NQ	Futures	16127.49	16144.57	16121.12	16139.36	2441.0
2021-04-25 22:00:00	NQ	Futures	16139.94	16146.6	16137.05	16146.02	1376.0
2021-04-25 22:30:00	NQ	Futures	16145.73	16147.18	16137.34	16137.63	1019.0
2021-04-25 23:00:00	NQ	Futures	16137.91	16141.97	16132.7	16134.73	983.0
2021-04-25 23:30:00	NQ	Futures	16134.73	16135.89	16131.55	16132.7	443.0
2021-04-25 18:00:00	YM	Futures	37818.6	37821.9	37789.6	37808.6	731.0
2021-04-25 18:30:00	YM	Futures	37813.0	37827.5	37791.9	37795.2	384.0
2021-04-25 19:00:00	YM	Futures	37796.3	37803.0	37785.2	37790.7	271.0
2021-04-25 19:30:00	YM	Futures	37791.9	37794.1	37762.9	37765.1	549.0
2021-04-25 20:00:00	YM	Futures	37767.4	37811.9	37747.3	37800.8	1215.0
2021-04-25 20:30:00	YM	Futures	37800.8	37806.3	37782.9	37790.7	407.0
2021-04-25 21:00:00	YM	Futures	37788.5	37806.3	37774.0	37804.1	518.0
2021-04-25 21:30:00	YM	Futures	37805.2	37829.7	37787.4	37820.8	914.0
2021-04-25 22:00:00	YM	Futures	37821.9	37836.4	37816.4	37835.3	562.0
2021-04-25 22:30:00	YM	Futures	37834.2	37850.9	37821.9	37843.1	386.0
2021-04-25 23:00:00	YM	Futures	37843.1	37853.1	37836.4	37846.4	346.0
2021-04-25 23:30:00	YM	Futures	37846.4	37852.0	37839.8	37848.7	218.0
2021-04-25 18:00:00	CL	Futures	42.07	42.2	42.07	42.16	1226.0
2021-04-25 18:30:00	CL	Futures	42.16	42.17	42.08	42.08	571.0
2021-04-25 19:00:00	CL	Futures	42.08	42.08	42.01	42.02	1309.0
2021-04-25 19:30:00	CL	Futures	42.01	42.03	41.97	41.98	837.0
2021-04-25 20:00:00	CL	Futures	41.98	42.05	41.97	42.05	1090.0
2021-04-25 20:30:00	CL	Futures	42.05	42.12	42.05	42.09	939.0
2021-04-25 21:00:00	CL	Futures	42.09	42.22	42.07	42.1	4237.0
2021-04-25 21:30:00	CL	Futures	42.11	42.24	42.07	42.15	2488.0
2021-04-25 22:00:00	CL	Futures	42.15	42.16	42.1	42.16	1113.0
2021-04-25 22:30:00	CL	Futures	42.16	42.18	42.04	42.05	1743.0
2021-04-25 23:00:00	CL	Futures	42.05	42.05	41.95	41.99	3209.0
2021-04-25 23:30:00	CL	Futures	41.99	42.0	41.95	41.97	703.0
2021-04-25 18:00:00	GC	Futures	2145.6	2146.0	2143.5	2145.0	737.0
2021-04-25 18:30:00	GC	Futures	2145.0	2145.8	2143.3	2143.7	533.0

> showing 50 of 720 rows — these rows as CSV

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