PREVIEW / futures_30min / 2021-05-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-23.parquet
  size:    25 KB
  rows:    677

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
2021-05-23 18:00:00	ES	Futures	4665.78	4666.34	4655.66	4662.41	9769.0
2021-05-23 18:30:00	ES	Futures	4662.69	4664.09	4659.6	4662.97	3074.0
2021-05-23 19:00:00	ES	Futures	4663.25	4669.43	4662.97	4668.02	4883.0
2021-05-23 19:30:00	ES	Futures	4668.02	4670.27	4663.53	4663.53	4526.0
2021-05-23 20:00:00	ES	Futures	4663.53	4677.86	4663.53	4675.33	10117.0
2021-05-23 20:30:00	ES	Futures	4675.33	4677.86	4673.08	4677.02	4776.0
2021-05-23 21:00:00	ES	Futures	4677.02	4681.23	4677.02	4679.26	6841.0
2021-05-23 21:30:00	ES	Futures	4679.54	4683.76	4678.7	4682.07	6132.0
2021-05-23 22:00:00	ES	Futures	4681.79	4682.63	4674.21	4676.45	5916.0
2021-05-23 22:30:00	ES	Futures	4676.17	4677.58	4672.24	4676.17	4508.0
2021-05-23 23:00:00	ES	Futures	4676.45	4680.67	4675.89	4680.11	3378.0
2021-05-23 23:30:00	ES	Futures	4680.39	4681.23	4678.14	4679.26	2499.0
2021-05-23 18:00:00	NQ	Futures	15497.55	15508.84	15466.57	15485.97	4209.0
2021-05-23 18:30:00	NQ	Futures	15486.26	15492.34	15470.63	15484.52	1684.0
2021-05-23 19:00:00	NQ	Futures	15485.1	15507.97	15485.1	15500.74	2021.0
2021-05-23 19:30:00	NQ	Futures	15500.45	15513.18	15474.1	15478.44	2456.0
2021-05-23 20:00:00	NQ	Futures	15478.73	15530.55	15471.21	15521.29	4014.0
2021-05-23 20:30:00	NQ	Futures	15520.42	15534.32	15514.05	15531.13	1959.0
2021-05-23 21:00:00	NQ	Futures	15531.71	15571.08	15531.71	15546.19	3675.0
2021-05-23 21:30:00	NQ	Futures	15545.61	15563.85	15544.45	15556.61	2028.0
2021-05-23 22:00:00	NQ	Futures	15556.03	15559.79	15509.13	15519.84	2984.0
2021-05-23 22:30:00	NQ	Futures	15520.71	15525.63	15498.71	15523.03	2187.0
2021-05-23 23:00:00	NQ	Futures	15523.32	15545.32	15521.58	15541.55	1680.0
2021-05-23 23:30:00	NQ	Futures	15541.26	15550.24	15534.61	15540.69	1171.0
2021-05-23 18:00:00	YM	Futures	38036.9	38050.3	37982.3	38042.5	1297.0
2021-05-23 18:30:00	YM	Futures	38043.6	38061.4	38020.2	38055.8	695.0
2021-05-23 19:00:00	YM	Futures	38060.3	38119.3	38059.2	38103.7	1182.0
2021-05-23 19:30:00	YM	Futures	38102.6	38122.7	38072.5	38074.8	944.0
2021-05-23 20:00:00	YM	Futures	38073.7	38191.7	38071.4	38167.2	1908.0
2021-05-23 20:30:00	YM	Futures	38168.3	38188.4	38144.9	38181.7	761.0
2021-05-23 21:00:00	YM	Futures	38182.8	38199.5	38168.3	38185.0	1098.0
2021-05-23 21:30:00	YM	Futures	38183.9	38216.2	38180.6	38199.5	1008.0
2021-05-23 22:00:00	YM	Futures	38198.4	38202.9	38156.1	38169.4	772.0
2021-05-23 22:30:00	YM	Futures	38168.3	38175.0	38142.7	38165.0	636.0
2021-05-23 23:00:00	YM	Futures	38169.4	38198.4	38162.8	38193.9	600.0
2021-05-23 23:30:00	YM	Futures	38195.1	38202.9	38183.9	38191.7	485.0
2021-05-23 18:00:00	CL	Futures	43.28	43.29	43.12	43.21	2125.0
2021-05-23 18:30:00	CL	Futures	43.22	43.22	43.16	43.21	503.0
2021-05-23 19:00:00	CL	Futures	43.21	43.23	43.2	43.21	390.0
2021-05-23 19:30:00	CL	Futures	43.21	43.21	43.13	43.13	603.0
2021-05-23 20:00:00	CL	Futures	43.13	43.33	43.13	43.3	2167.0
2021-05-23 20:30:00	CL	Futures	43.3	43.32	43.27	43.27	1174.0
2021-05-23 21:00:00	CL	Futures	43.27	43.4	43.18	43.25	4614.0
2021-05-23 21:30:00	CL	Futures	43.25	43.47	43.24	43.46	4938.0
2021-05-23 22:00:00	CL	Futures	43.46	43.47	43.36	43.43	2524.0
2021-05-23 22:30:00	CL	Futures	43.43	43.51	43.41	43.47	2264.0
2021-05-23 23:00:00	CL	Futures	43.48	43.5	43.43	43.46	1773.0
2021-05-23 23:30:00	CL	Futures	43.46	43.46	43.35	43.36	1298.0
2021-05-23 18:00:00	GC	Futures	2275.3	2275.3	2272.1	2272.9	1228.0
2021-05-23 18:30:00	GC	Futures	2272.9	2273.8	2272.4	2273.2	361.0

> showing 50 of 677 rows — these rows as CSV

> unlock the full archive -- $79 one-time