PREVIEW / futures_30min / 2021-05-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-02.parquet
  size:    28 KB
  rows:    760

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
2021-05-02 18:00:00	ES	Futures	4699.49	4705.67	4699.49	4705.39	6114.0
2021-05-02 18:30:00	ES	Futures	4705.39	4706.8	4703.71	4705.39	2281.0
2021-05-02 19:00:00	ES	Futures	4705.39	4706.8	4704.83	4705.39	2549.0
2021-05-02 19:30:00	ES	Futures	4705.11	4707.36	4705.11	4706.8	2046.0
2021-05-02 20:00:00	ES	Futures	4706.8	4711.29	4705.96	4710.17	4797.0
2021-05-02 20:30:00	ES	Futures	4710.45	4713.82	4710.17	4712.7	3975.0
2021-05-02 21:00:00	ES	Futures	4712.98	4713.54	4710.17	4710.73	4687.0
2021-05-02 21:30:00	ES	Futures	4710.73	4711.01	4706.24	4707.36	4820.0
2021-05-02 22:00:00	ES	Futures	4707.36	4707.36	4703.43	4705.67	4285.0
2021-05-02 22:30:00	ES	Futures	4705.67	4706.24	4704.27	4705.39	2029.0
2021-05-02 23:00:00	ES	Futures	4705.67	4707.92	4705.39	4705.67	1780.0
2021-05-02 23:30:00	ES	Futures	4705.67	4707.36	4705.39	4707.36	767.0
2021-05-02 18:00:00	NQ	Futures	16073.07	16081.17	16061.2	16074.8	3124.0
2021-05-02 18:30:00	NQ	Futures	16074.52	16082.91	16070.46	16075.38	1698.0
2021-05-02 19:00:00	NQ	Futures	16074.8	16079.44	16071.04	16071.91	696.0
2021-05-02 19:30:00	NQ	Futures	16071.91	16077.41	16069.59	16072.49	628.0
2021-05-02 20:00:00	NQ	Futures	16073.07	16091.88	16069.59	16088.7	2023.0
2021-05-02 20:30:00	NQ	Futures	16088.12	16095.07	16084.94	16092.75	1127.0
2021-05-02 21:00:00	NQ	Futures	16092.17	16099.99	16085.23	16090.44	1544.0
2021-05-02 21:30:00	NQ	Futures	16090.73	16091.6	16066.99	16071.33	2007.0
2021-05-02 22:00:00	NQ	Futures	16071.04	16074.52	16061.78	16071.62	1655.0
2021-05-02 22:30:00	NQ	Futures	16072.2	16073.65	16058.88	16065.25	959.0
2021-05-02 23:00:00	NQ	Futures	16066.12	16070.46	16063.51	16064.67	718.0
2021-05-02 23:30:00	NQ	Futures	16064.67	16070.46	16062.65	16069.01	461.0
2021-05-02 18:00:00	YM	Futures	37678.2	37719.5	37672.7	37705.0	1510.0
2021-05-02 18:30:00	YM	Futures	37706.1	37713.9	37695.0	37708.3	423.0
2021-05-02 19:00:00	YM	Futures	37708.3	37722.8	37703.9	37710.5	424.0
2021-05-02 19:30:00	YM	Futures	37710.5	37731.7	37706.1	37729.5	581.0
2021-05-02 20:00:00	YM	Futures	37729.5	37765.1	37723.9	37755.1	1148.0
2021-05-02 20:30:00	YM	Futures	37756.2	37782.9	37755.1	37780.7	1031.0
2021-05-02 21:00:00	YM	Futures	37779.6	37781.8	37757.3	37761.8	900.0
2021-05-02 21:30:00	YM	Futures	37761.8	37761.8	37733.9	37738.4	637.0
2021-05-02 22:00:00	YM	Futures	37738.4	37739.5	37709.4	37723.9	892.0
2021-05-02 22:30:00	YM	Futures	37723.9	37731.7	37719.5	37726.1	435.0
2021-05-02 23:00:00	YM	Futures	37726.1	37758.4	37726.1	37737.3	646.0
2021-05-02 23:30:00	YM	Futures	37737.3	37755.1	37737.3	37754.0	291.0
2021-05-02 18:00:00	CL	Futures	43.14	43.19	43.05	43.17	1787.0
2021-05-02 18:30:00	CL	Futures	43.17	43.18	43.11	43.13	518.0
2021-05-02 19:00:00	CL	Futures	43.13	43.15	43.09	43.15	422.0
2021-05-02 19:30:00	CL	Futures	43.15	43.23	43.13	43.21	919.0
2021-05-02 20:00:00	CL	Futures	43.21	43.35	43.2	43.29	2466.0
2021-05-02 20:30:00	CL	Futures	43.29	43.36	43.27	43.33	1313.0
2021-05-02 21:00:00	CL	Futures	43.32	43.33	43.21	43.23	1265.0
2021-05-02 21:30:00	CL	Futures	43.23	43.24	43.11	43.14	1495.0
2021-05-02 22:00:00	CL	Futures	43.15	43.15	42.98	43.01	2115.0
2021-05-02 22:30:00	CL	Futures	43.01	43.07	43.0	43.04	1069.0
2021-05-02 23:00:00	CL	Futures	43.04	43.06	43.01	43.02	572.0
2021-05-02 23:30:00	CL	Futures	43.02	43.06	42.99	43.0	559.0
2021-05-02 18:00:00	GC	Futures	2135.9	2136.8	2132.9	2134.5	899.0
2021-05-02 18:30:00	GC	Futures	2134.5	2135.6	2134.4	2135.1	433.0

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