PREVIEW / futures_30min / 2021-05-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-16.parquet
  size:    27 KB
  rows:    727

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
2021-05-16 18:00:00	ES	Futures	4685.44	4696.4	4684.88	4692.19	7295.0
2021-05-16 18:30:00	ES	Futures	4692.19	4693.31	4687.69	4689.38	2039.0
2021-05-16 19:00:00	ES	Futures	4689.38	4692.19	4686.57	4687.97	3490.0
2021-05-16 19:30:00	ES	Futures	4687.97	4689.38	4685.73	4687.13	3331.0
2021-05-16 20:00:00	ES	Futures	4687.13	4687.97	4675.89	4675.89	12025.0
2021-05-16 20:30:00	ES	Futures	4676.17	4678.7	4673.64	4677.86	8644.0
2021-05-16 21:00:00	ES	Futures	4677.86	4682.07	4675.33	4680.95	8076.0
2021-05-16 21:30:00	ES	Futures	4681.23	4686.01	4679.83	4680.11	6781.0
2021-05-16 22:00:00	ES	Futures	4680.39	4683.76	4673.64	4673.92	6421.0
2021-05-16 22:30:00	ES	Futures	4673.92	4680.39	4673.36	4680.11	4892.0
2021-05-16 23:00:00	ES	Futures	4680.11	4681.51	4671.4	4673.08	6164.0
2021-05-16 23:30:00	ES	Futures	4673.08	4675.05	4670.55	4672.52	3634.0
2021-05-16 18:00:00	NQ	Futures	15494.08	15573.11	15490.31	15540.98	6034.0
2021-05-16 18:30:00	NQ	Futures	15540.4	15543.58	15524.18	15525.92	1264.0
2021-05-16 19:00:00	NQ	Futures	15526.5	15542.42	15506.81	15518.11	2797.0
2021-05-16 19:30:00	NQ	Futures	15518.68	15523.9	15501.02	15510.0	2140.0
2021-05-16 20:00:00	NQ	Futures	15509.71	15512.03	15456.44	15458.47	4498.0
2021-05-16 20:30:00	NQ	Futures	15458.76	15480.47	15449.78	15475.26	3557.0
2021-05-16 21:00:00	NQ	Futures	15474.1	15495.52	15463.68	15488.29	2819.0
2021-05-16 21:30:00	NQ	Futures	15488.0	15515.21	15483.37	15486.55	3072.0
2021-05-16 22:00:00	NQ	Futures	15486.55	15501.6	15457.02	15459.92	2951.0
2021-05-16 22:30:00	NQ	Futures	15459.92	15483.66	15455.28	15481.92	2095.0
2021-05-16 23:00:00	NQ	Futures	15481.05	15491.18	15447.76	15459.05	2662.0
2021-05-16 23:30:00	NQ	Futures	15459.63	15466.86	15448.63	15458.47	1546.0
2021-05-16 18:00:00	YM	Futures	38226.2	38286.4	38222.9	38260.8	1449.0
2021-05-16 18:30:00	YM	Futures	38265.2	38270.8	38239.6	38244.1	374.0
2021-05-16 19:00:00	YM	Futures	38243.0	38257.4	38222.9	38227.4	599.0
2021-05-16 19:30:00	YM	Futures	38227.4	38240.7	38207.3	38227.4	1045.0
2021-05-16 20:00:00	YM	Futures	38225.1	38236.3	38140.5	38141.6	2391.0
2021-05-16 20:30:00	YM	Futures	38143.8	38162.8	38116.0	38139.4	2004.0
2021-05-16 21:00:00	YM	Futures	38138.3	38176.1	38112.6	38166.1	1583.0
2021-05-16 21:30:00	YM	Futures	38167.2	38193.9	38147.2	38151.6	902.0
2021-05-16 22:00:00	YM	Futures	38152.7	38177.2	38104.8	38107.1	1141.0
2021-05-16 22:30:00	YM	Futures	38106.0	38155.0	38100.4	38153.8	804.0
2021-05-16 23:00:00	YM	Futures	38153.8	38161.6	38084.8	38100.4	1072.0
2021-05-16 23:30:00	YM	Futures	38099.3	38112.6	38077.0	38094.8	610.0
2021-05-16 18:00:00	CL	Futures	44.35	44.43	44.32	44.39	544.0
2021-05-16 18:30:00	CL	Futures	44.39	44.51	44.39	44.43	449.0
2021-05-16 19:00:00	CL	Futures	44.43	44.46	44.39	44.4	245.0
2021-05-16 19:30:00	CL	Futures	44.39	44.44	44.39	44.41	279.0
2021-05-16 20:00:00	CL	Futures	44.41	44.41	44.19	44.2	1176.0
2021-05-16 20:30:00	CL	Futures	44.2	44.33	44.18	44.28	1490.0
2021-05-16 21:00:00	CL	Futures	44.29	44.41	44.16	44.41	1826.0
2021-05-16 21:30:00	CL	Futures	44.41	44.47	44.39	44.4	817.0
2021-05-16 22:00:00	CL	Futures	44.41	44.5	44.37	44.41	825.0
2021-05-16 22:30:00	CL	Futures	44.41	44.53	44.38	44.51	949.0
2021-05-16 23:00:00	CL	Futures	44.51	44.53	44.44	44.45	548.0
2021-05-16 23:30:00	CL	Futures	44.44	44.45	44.33	44.35	564.0
2021-05-16 18:00:00	GC	Futures	2229.9	2234.5	2224.1	2231.9	3252.0
2021-05-16 18:30:00	GC	Futures	2231.7	2232.5	2229.6	2230.0	1055.0

> showing 50 of 727 rows — these rows as CSV

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