PREVIEW / futures_30min / 2021-06-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-13.parquet
  size:    24 KB
  rows:    665

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
2021-06-13 18:00:00	ES	Futures	4774.23	4778.16	4772.83	4776.2	3160.0
2021-06-13 18:30:00	ES	Futures	4776.2	4776.76	4775.64	4775.92	513.0
2021-06-13 19:00:00	ES	Futures	4776.2	4776.48	4774.23	4775.35	574.0
2021-06-13 19:30:00	ES	Futures	4775.64	4777.88	4775.35	4776.2	695.0
2021-06-13 20:00:00	ES	Futures	4776.2	4779.29	4772.26	4774.79	1695.0
2021-06-13 20:30:00	ES	Futures	4775.07	4776.48	4773.67	4775.07	891.0
2021-06-13 21:00:00	ES	Futures	4775.07	4775.64	4772.54	4774.79	778.0
2021-06-13 21:30:00	ES	Futures	4775.07	4775.92	4773.95	4775.92	427.0
2021-06-13 22:00:00	ES	Futures	4775.64	4778.73	4775.07	4777.6	1324.0
2021-06-13 22:30:00	ES	Futures	4777.6	4778.73	4776.76	4778.16	396.0
2021-06-13 23:00:00	ES	Futures	4778.45	4778.45	4776.76	4777.32	291.0
2021-06-13 23:30:00	ES	Futures	4777.04	4777.32	4775.64	4776.2	417.0
2021-06-13 18:00:00	NQ	Futures	16210.58	16238.66	16209.42	16232.87	1288.0
2021-06-13 18:30:00	NQ	Futures	16232.87	16235.76	16232.0	16233.16	272.0
2021-06-13 19:00:00	NQ	Futures	16233.16	16234.61	16225.34	16230.84	465.0
2021-06-13 19:30:00	NQ	Futures	16230.84	16240.4	16228.82	16234.03	871.0
2021-06-13 20:00:00	NQ	Futures	16234.61	16245.03	16221.87	16232.58	1135.0
2021-06-13 20:30:00	NQ	Futures	16233.45	16241.84	16230.55	16236.92	768.0
2021-06-13 21:00:00	NQ	Futures	16237.5	16240.97	16227.66	16236.63	667.0
2021-06-13 21:30:00	NQ	Futures	16235.76	16238.37	16232.58	16237.79	367.0
2021-06-13 22:00:00	NQ	Futures	16238.08	16242.71	16236.05	16240.69	617.0
2021-06-13 22:30:00	NQ	Futures	16240.69	16241.55	16238.08	16239.82	321.0
2021-06-13 23:00:00	NQ	Futures	16239.82	16240.4	16236.05	16236.05	276.0
2021-06-13 23:30:00	NQ	Futures	16236.63	16237.79	16231.71	16233.74	341.0
2021-06-13 18:00:00	YM	Futures	38375.4	38424.5	38375.4	38408.9	966.0
2021-06-13 18:30:00	YM	Futures	38410.0	38417.8	38407.8	38410.0	205.0
2021-06-13 19:00:00	YM	Futures	38411.1	38417.8	38400.0	38408.9	329.0
2021-06-13 19:30:00	YM	Futures	38408.9	38425.6	38403.3	38417.8	324.0
2021-06-13 20:00:00	YM	Futures	38416.7	38442.4	38381.0	38401.1	746.0
2021-06-13 20:30:00	YM	Futures	38401.1	38411.1	38385.4	38395.5	330.0
2021-06-13 21:00:00	YM	Futures	38395.5	38401.1	38379.8	38400.0	316.0
2021-06-13 21:30:00	YM	Futures	38400.0	38408.9	38393.2	38408.9	204.0
2021-06-13 22:00:00	YM	Futures	38410.0	38433.5	38400.0	38423.4	360.0
2021-06-13 22:30:00	YM	Futures	38423.4	38433.5	38415.6	38430.1	204.0
2021-06-13 23:00:00	YM	Futures	38431.2	38431.2	38421.2	38422.3	157.0
2021-06-13 23:30:00	YM	Futures	38421.2	38423.4	38411.1	38415.6	158.0
2021-06-13 18:00:00	CL	Futures	47.96	48.18	47.96	48.14	342.0
2021-06-13 18:30:00	CL	Futures	48.14	48.2	48.14	48.18	259.0
2021-06-13 19:00:00	CL	Futures	48.18	48.2	48.13	48.18	68.0
2021-06-13 19:30:00	CL	Futures	48.18	48.21	48.15	48.15	105.0
2021-06-13 20:00:00	CL	Futures	48.15	48.2	48.06	48.09	368.0
2021-06-13 20:30:00	CL	Futures	48.09	48.15	48.07	48.13	261.0
2021-06-13 21:00:00	CL	Futures	48.13	48.24	48.11	48.24	271.0
2021-06-13 21:30:00	CL	Futures	48.23	48.33	48.21	48.33	404.0
2021-06-13 22:00:00	CL	Futures	48.32	48.35	48.28	48.32	404.0
2021-06-13 22:30:00	CL	Futures	48.32	48.36	48.28	48.35	289.0
2021-06-13 23:00:00	CL	Futures	48.35	48.35	48.3	48.34	211.0
2021-06-13 23:30:00	CL	Futures	48.33	48.33	48.29	48.3	150.0
2021-06-13 18:00:00	GC	Futures	2267.8	2267.9	2265.7	2266.6	1159.0
2021-06-13 18:30:00	GC	Futures	2266.7	2267.4	2262.5	2265.2	1798.0

> showing 50 of 665 rows — these rows as CSV

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