PREVIEW / futures_30min / 2021-05-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-09.parquet
  size:    28 KB
  rows:    738

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
2021-05-09 18:00:00	ES	Futures	4750.35	4754.56	4747.54	4752.6	4814.0
2021-05-09 18:30:00	ES	Futures	4752.32	4753.72	4751.47	4752.6	1176.0
2021-05-09 19:00:00	ES	Futures	4752.6	4756.53	4751.75	4754.28	2686.0
2021-05-09 19:30:00	ES	Futures	4754.28	4757.37	4753.72	4755.97	3198.0
2021-05-09 20:00:00	ES	Futures	4755.69	4763.27	4754.56	4760.74	9324.0
2021-05-09 20:30:00	ES	Futures	4760.46	4761.59	4759.62	4759.9	2908.0
2021-05-09 21:00:00	ES	Futures	4759.9	4762.43	4758.78	4760.46	4502.0
2021-05-09 21:30:00	ES	Futures	4760.46	4762.99	4759.62	4761.03	5127.0
2021-05-09 22:00:00	ES	Futures	4761.03	4761.87	4758.78	4759.62	3831.0
2021-05-09 22:30:00	ES	Futures	4759.62	4760.18	4758.5	4759.06	2870.0
2021-05-09 23:00:00	ES	Futures	4759.06	4759.9	4757.09	4758.22	2727.0
2021-05-09 23:30:00	ES	Futures	4757.93	4758.5	4757.09	4757.65	2182.0
2021-05-09 18:00:00	NQ	Futures	15885.19	15912.98	15877.08	15902.27	2760.0
2021-05-09 18:30:00	NQ	Futures	15901.98	15912.11	15900.24	15907.19	956.0
2021-05-09 19:00:00	NQ	Futures	15907.19	15911.82	15899.37	15910.08	1037.0
2021-05-09 19:30:00	NQ	Futures	15910.08	15917.61	15905.45	15909.5	1117.0
2021-05-09 20:00:00	NQ	Futures	15909.21	15916.74	15894.45	15909.5	3094.0
2021-05-09 20:30:00	NQ	Futures	15908.92	15914.13	15905.74	15910.95	798.0
2021-05-09 21:00:00	NQ	Futures	15910.66	15916.16	15900.82	15902.27	1614.0
2021-05-09 21:30:00	NQ	Futures	15900.82	15924.56	15898.21	15912.98	2493.0
2021-05-09 22:00:00	NQ	Futures	15914.13	15919.92	15908.06	15911.24	1546.0
2021-05-09 22:30:00	NQ	Futures	15911.53	15916.16	15908.34	15911.82	1095.0
2021-05-09 23:00:00	NQ	Futures	15912.11	15915.29	15898.21	15900.82	1295.0
2021-05-09 23:30:00	NQ	Futures	15900.24	15902.84	15890.98	15894.45	1136.0
2021-05-09 18:00:00	YM	Futures	38674.0	38691.8	38636.1	38662.9	1129.0
2021-05-09 18:30:00	YM	Futures	38662.9	38678.5	38659.5	38668.4	261.0
2021-05-09 19:00:00	YM	Futures	38668.4	38688.5	38659.5	38671.8	469.0
2021-05-09 19:30:00	YM	Futures	38670.7	38699.6	38664.0	38687.4	780.0
2021-05-09 20:00:00	YM	Futures	38686.3	38768.7	38675.1	38749.7	2184.0
2021-05-09 20:30:00	YM	Futures	38748.6	38756.4	38739.7	38744.2	649.0
2021-05-09 21:00:00	YM	Futures	38744.2	38776.5	38734.1	38766.4	1167.0
2021-05-09 21:30:00	YM	Futures	38766.4	38777.6	38756.4	38756.4	697.0
2021-05-09 22:00:00	YM	Futures	38756.4	38763.1	38740.8	38744.2	487.0
2021-05-09 22:30:00	YM	Futures	38744.2	38753.1	38727.5	38731.9	600.0
2021-05-09 23:00:00	YM	Futures	38731.9	38735.3	38720.8	38729.7	527.0
2021-05-09 23:30:00	YM	Futures	38728.6	38736.4	38726.4	38731.9	386.0
2021-05-09 18:00:00	CL	Futures	44.45	44.45	44.17	44.37	7051.0
2021-05-09 18:30:00	CL	Futures	44.37	44.37	44.26	44.3	1467.0
2021-05-09 19:00:00	CL	Futures	44.29	44.42	44.24	44.36	2106.0
2021-05-09 19:30:00	CL	Futures	44.35	44.43	44.32	44.37	1056.0
2021-05-09 20:00:00	CL	Futures	44.37	44.54	44.35	44.47	3034.0
2021-05-09 20:30:00	CL	Futures	44.47	44.52	44.44	44.45	1343.0
2021-05-09 21:00:00	CL	Futures	44.45	44.57	44.41	44.52	3553.0
2021-05-09 21:30:00	CL	Futures	44.54	44.55	44.45	44.46	2150.0
2021-05-09 22:00:00	CL	Futures	44.46	44.47	44.28	44.29	2780.0
2021-05-09 22:30:00	CL	Futures	44.29	44.39	44.18	44.18	3954.0
2021-05-09 23:00:00	CL	Futures	44.18	44.18	44.08	44.16	3070.0
2021-05-09 23:30:00	CL	Futures	44.16	44.18	44.13	44.16	618.0
2021-05-09 18:00:00	GC	Futures	2217.2	2217.4	2214.0	2214.9	1633.0
2021-05-09 18:30:00	GC	Futures	2214.9	2215.5	2214.1	2214.8	551.0

> showing 50 of 738 rows — these rows as CSV

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