PREVIEW / futures_30min / 2021-06-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-20.parquet
  size:    29 KB
  rows:    745

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
2021-06-20 18:00:00	ES	Futures	4665.82	4674.26	4665.25	4668.63	9376.0
2021-06-20 18:30:00	ES	Futures	4668.91	4677.08	4668.91	4676.24	5657.0
2021-06-20 19:00:00	ES	Futures	4676.24	4676.8	4671.45	4676.52	3586.0
2021-06-20 19:30:00	ES	Futures	4676.24	4676.24	4671.45	4673.98	4916.0
2021-06-20 20:00:00	ES	Futures	4673.98	4676.24	4669.48	4669.76	7783.0
2021-06-20 20:30:00	ES	Futures	4669.76	4672.01	4667.51	4672.01	7109.0
2021-06-20 21:00:00	ES	Futures	4672.01	4672.58	4666.66	4667.79	6655.0
2021-06-20 21:30:00	ES	Futures	4667.79	4667.79	4660.19	4660.47	12478.0
2021-06-20 22:00:00	ES	Futures	4660.19	4661.88	4656.81	4661.03	11693.0
2021-06-20 22:30:00	ES	Futures	4661.03	4661.31	4652.02	4655.96	9340.0
2021-06-20 23:00:00	ES	Futures	4655.96	4656.24	4648.08	4652.86	8329.0
2021-06-20 23:30:00	ES	Futures	4652.58	4654.27	4648.08	4652.86	5006.0
2021-06-20 18:00:00	NQ	Futures	16248.51	16266.47	16233.74	16251.12	3280.0
2021-06-20 18:30:00	NQ	Futures	16251.7	16276.9	16251.41	16271.11	2512.0
2021-06-20 19:00:00	NQ	Futures	16271.4	16274.58	16251.99	16266.47	1478.0
2021-06-20 19:30:00	NQ	Futures	16266.47	16270.82	16254.59	16266.18	2065.0
2021-06-20 20:00:00	NQ	Futures	16266.18	16276.32	16252.86	16255.17	2861.0
2021-06-20 20:30:00	NQ	Futures	16254.31	16264.44	16244.17	16263.86	2369.0
2021-06-20 21:00:00	NQ	Futures	16264.73	16266.18	16246.77	16251.99	2263.0
2021-06-20 21:30:00	NQ	Futures	16251.99	16253.44	16226.5	16226.79	4016.0
2021-06-20 22:00:00	NQ	Futures	16226.5	16244.75	16218.67	16240.4	3262.0
2021-06-20 22:30:00	NQ	Futures	16240.4	16241.85	16215.78	16233.45	2700.0
2021-06-20 23:00:00	NQ	Futures	16233.16	16233.74	16203.32	16228.52	4035.0
2021-06-20 23:30:00	NQ	Futures	16229.1	16229.1	16211.14	16224.76	2088.0
2021-06-20 18:00:00	YM	Futures	36949.8	37024.6	36940.8	36973.2	2747.0
2021-06-20 18:30:00	YM	Futures	36975.5	37055.9	36975.5	37044.7	1455.0
2021-06-20 19:00:00	YM	Futures	37044.7	37047.0	37010.1	37043.6	1002.0
2021-06-20 19:30:00	YM	Futures	37044.7	37047.0	36993.3	37009.0	1120.0
2021-06-20 20:00:00	YM	Futures	37011.2	37030.2	36968.8	36973.2	1699.0
2021-06-20 20:30:00	YM	Futures	36973.2	36981.0	36946.4	36979.9	1436.0
2021-06-20 21:00:00	YM	Futures	36982.2	36993.3	36929.6	36946.4	1951.0
2021-06-20 21:30:00	YM	Futures	36946.4	36947.5	36870.4	36870.4	2335.0
2021-06-20 22:00:00	YM	Futures	36871.6	36883.8	36836.9	36873.8	2393.0
2021-06-20 22:30:00	YM	Futures	36873.8	36877.1	36779.9	36814.6	2368.0
2021-06-20 23:00:00	YM	Futures	36816.8	36817.9	36762.1	36792.2	2345.0
2021-06-20 23:30:00	YM	Futures	36792.2	36813.5	36759.8	36798.9	1362.0
2021-06-20 18:00:00	CL	Futures	48.5	48.66	48.48	48.61	1951.0
2021-06-20 18:30:00	CL	Futures	48.63	48.79	48.63	48.77	1263.0
2021-06-20 19:00:00	CL	Futures	48.78	48.83	48.69	48.8	1168.0
2021-06-20 19:30:00	CL	Futures	48.8	48.82	48.73	48.73	746.0
2021-06-20 20:00:00	CL	Futures	48.73	48.77	48.67	48.76	1632.0
2021-06-20 20:30:00	CL	Futures	48.75	48.92	48.75	48.92	1992.0
2021-06-20 21:00:00	CL	Futures	48.92	49.05	48.91	49.03	5832.0
2021-06-20 21:30:00	CL	Futures	49.03	49.12	48.98	49.01	3847.0
2021-06-20 22:00:00	CL	Futures	49.01	49.08	49.01	49.06	1580.0
2021-06-20 22:30:00	CL	Futures	49.07	49.1	49.0	49.08	2698.0
2021-06-20 23:00:00	CL	Futures	49.08	49.08	48.96	48.97	2830.0
2021-06-20 23:30:00	CL	Futures	48.97	48.97	48.84	48.9	2971.0
2021-06-20 18:00:00	GC	Futures	2128.7	2135.7	2128.4	2134.5	2514.0
2021-06-20 18:30:00	GC	Futures	2134.3	2135.8	2132.9	2134.1	721.0

> showing 50 of 745 rows — these rows as CSV

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