PREVIEW / futures_30min / 2021-06-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-06.parquet
  size:    25 KB
  rows:    696

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
2021-06-06 18:00:00	ES	Futures	4756.53	4756.81	4750.35	4753.16	5325.0
2021-06-06 18:30:00	ES	Futures	4753.16	4753.44	4750.91	4752.32	1098.0
2021-06-06 19:00:00	ES	Futures	4752.6	4754.0	4751.47	4753.44	1603.0
2021-06-06 19:30:00	ES	Futures	4753.72	4754.28	4751.75	4752.88	2227.0
2021-06-06 20:00:00	ES	Futures	4752.88	4753.44	4745.29	4746.7	8794.0
2021-06-06 20:30:00	ES	Futures	4746.7	4748.94	4745.01	4746.7	3964.0
2021-06-06 21:00:00	ES	Futures	4746.7	4747.82	4743.89	4746.98	3949.0
2021-06-06 21:30:00	ES	Futures	4747.26	4747.26	4742.76	4743.04	4432.0
2021-06-06 22:00:00	ES	Futures	4743.32	4745.85	4742.2	4745.29	3571.0
2021-06-06 22:30:00	ES	Futures	4745.01	4746.7	4743.32	4744.45	2408.0
2021-06-06 23:00:00	ES	Futures	4744.17	4748.38	4743.89	4746.41	2432.0
2021-06-06 23:30:00	ES	Futures	4746.7	4746.98	4745.85	4745.85	1731.0
2021-06-06 18:00:00	NQ	Futures	15949.16	15962.48	15945.69	15951.77	2935.0
2021-06-06 18:30:00	NQ	Futures	15951.48	15952.64	15943.08	15950.32	938.0
2021-06-06 19:00:00	NQ	Futures	15950.32	15954.37	15945.11	15948.3	985.0
2021-06-06 19:30:00	NQ	Futures	15948.3	15951.77	15940.77	15942.51	1130.0
2021-06-06 20:00:00	NQ	Futures	15941.64	15943.37	15912.4	15927.16	3912.0
2021-06-06 20:30:00	NQ	Futures	15926.87	15928.32	15915.58	15921.66	1901.0
2021-06-06 21:00:00	NQ	Futures	15921.95	15925.71	15907.19	15922.24	2320.0
2021-06-06 21:30:00	NQ	Futures	15922.24	15924.27	15902.55	15906.9	2555.0
2021-06-06 22:00:00	NQ	Futures	15906.61	15920.21	15903.13	15916.74	1532.0
2021-06-06 22:30:00	NQ	Futures	15915.87	15923.69	15910.95	15915.29	1217.0
2021-06-06 23:00:00	NQ	Futures	15914.71	15928.03	15912.11	15919.06	1102.0
2021-06-06 23:30:00	NQ	Futures	15919.92	15921.37	15916.45	15917.9	440.0
2021-06-06 18:00:00	YM	Futures	38716.3	38727.5	38694.1	38713.0	1004.0
2021-06-06 18:30:00	YM	Futures	38715.2	38716.3	38698.5	38709.6	279.0
2021-06-06 19:00:00	YM	Futures	38708.5	38730.8	38698.5	38727.5	422.0
2021-06-06 19:30:00	YM	Futures	38728.6	38737.5	38717.4	38727.5	495.0
2021-06-06 20:00:00	YM	Futures	38725.2	38733.0	38658.4	38669.5	1227.0
2021-06-06 20:30:00	YM	Futures	38670.7	38688.5	38658.4	38670.7	525.0
2021-06-06 21:00:00	YM	Futures	38670.7	38679.6	38650.6	38674.0	501.0
2021-06-06 21:30:00	YM	Futures	38675.1	38677.3	38645.0	38647.3	622.0
2021-06-06 22:00:00	YM	Futures	38646.2	38660.6	38635.0	38656.2	736.0
2021-06-06 22:30:00	YM	Futures	38657.3	38669.5	38648.4	38655.1	362.0
2021-06-06 23:00:00	YM	Futures	38655.1	38682.9	38652.8	38672.9	359.0
2021-06-06 23:30:00	YM	Futures	38674.0	38676.2	38665.1	38668.4	232.0
2021-06-06 18:00:00	CL	Futures	47.11	47.19	47.04	47.11	1825.0
2021-06-06 18:30:00	CL	Futures	47.11	47.17	47.1	47.15	965.0
2021-06-06 19:00:00	CL	Futures	47.15	47.23	47.14	47.2	971.0
2021-06-06 19:30:00	CL	Futures	47.2	47.27	47.19	47.25	743.0
2021-06-06 20:00:00	CL	Futures	47.25	47.32	47.22	47.23	2159.0
2021-06-06 20:30:00	CL	Futures	47.23	47.32	47.23	47.27	1266.0
2021-06-06 21:00:00	CL	Futures	47.27	47.44	47.22	47.23	6470.0
2021-06-06 21:30:00	CL	Futures	47.23	47.27	46.97	46.99	4881.0
2021-06-06 22:00:00	CL	Futures	46.99	47.08	46.95	47.06	2352.0
2021-06-06 22:30:00	CL	Futures	47.06	47.11	46.99	47.05	3215.0
2021-06-06 23:00:00	CL	Futures	47.05	47.08	46.96	46.99	1831.0
2021-06-06 23:30:00	CL	Futures	46.99	46.99	46.93	46.94	1463.0
2021-06-06 18:00:00	GC	Futures	2285.5	2285.9	2282.9	2283.2	915.0
2021-06-06 18:30:00	GC	Futures	2283.2	2284.3	2282.6	2283.2	338.0

> showing 50 of 696 rows — these rows as CSV

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