PREVIEW / futures_30min / 2021-06-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-27.parquet
  size:    25 KB
  rows:    697

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
2021-06-27 18:00:00	ES	Futures	4815.06	4819.0	4815.06	4818.15	4445.0
2021-06-27 18:30:00	ES	Futures	4818.43	4818.43	4815.9	4817.59	1677.0
2021-06-27 19:00:00	ES	Futures	4817.87	4818.43	4817.03	4817.31	1399.0
2021-06-27 19:30:00	ES	Futures	4817.59	4817.87	4815.06	4817.31	2462.0
2021-06-27 20:00:00	ES	Futures	4817.59	4818.15	4813.65	4813.93	4258.0
2021-06-27 20:30:00	ES	Futures	4813.93	4815.62	4813.08	4814.77	2700.0
2021-06-27 21:00:00	ES	Futures	4814.77	4815.62	4812.24	4812.52	1971.0
2021-06-27 21:30:00	ES	Futures	4812.24	4815.06	4811.96	4814.21	2292.0
2021-06-27 22:00:00	ES	Futures	4814.21	4814.49	4811.68	4812.52	1747.0
2021-06-27 22:30:00	ES	Futures	4812.52	4814.49	4811.96	4813.37	1965.0
2021-06-27 23:00:00	ES	Futures	4813.65	4814.49	4812.8	4812.8	1875.0
2021-06-27 23:30:00	ES	Futures	4812.8	4814.21	4812.24	4813.08	2039.0
2021-06-27 18:00:00	NQ	Futures	16627.7	16641.9	16612.64	16640.45	2559.0
2021-06-27 18:30:00	NQ	Futures	16640.45	16647.11	16630.6	16643.64	1216.0
2021-06-27 19:00:00	NQ	Futures	16642.77	16645.66	16632.63	16634.66	760.0
2021-06-27 19:30:00	NQ	Futures	16634.08	16636.68	16619.59	16633.21	1706.0
2021-06-27 20:00:00	NQ	Futures	16633.5	16634.66	16614.96	16616.7	1812.0
2021-06-27 20:30:00	NQ	Futures	16617.86	16624.52	16614.96	16621.33	938.0
2021-06-27 21:00:00	NQ	Futures	16620.75	16624.81	16608.59	16610.61	1332.0
2021-06-27 21:30:00	NQ	Futures	16611.19	16620.17	16608.3	16617.57	1094.0
2021-06-27 22:00:00	NQ	Futures	16616.7	16618.72	16611.77	16614.96	765.0
2021-06-27 22:30:00	NQ	Futures	16614.96	16625.97	16613.51	16621.91	1211.0
2021-06-27 23:00:00	NQ	Futures	16622.49	16632.92	16621.62	16626.55	1115.0
2021-06-27 23:30:00	NQ	Futures	16626.84	16632.34	16624.52	16628.28	725.0
2021-06-27 18:00:00	YM	Futures	38431.2	38445.8	38406.7	38420.1	1435.0
2021-06-27 18:30:00	YM	Futures	38420.1	38421.2	38400.0	38413.4	351.0
2021-06-27 19:00:00	YM	Futures	38412.2	38434.6	38405.5	38431.2	556.0
2021-06-27 19:30:00	YM	Futures	38431.2	38434.6	38408.9	38430.1	508.0
2021-06-27 20:00:00	YM	Futures	38430.1	38433.5	38394.4	38400.0	608.0
2021-06-27 20:30:00	YM	Futures	38397.7	38404.4	38378.7	38398.8	663.0
2021-06-27 21:00:00	YM	Futures	38395.5	38401.1	38379.8	38379.8	351.0
2021-06-27 21:30:00	YM	Futures	38379.8	38400.0	38378.7	38394.4	352.0
2021-06-27 22:00:00	YM	Futures	38395.5	38395.5	38374.3	38381.0	371.0
2021-06-27 22:30:00	YM	Futures	38382.1	38391.0	38373.1	38386.5	323.0
2021-06-27 23:00:00	YM	Futures	38385.4	38388.8	38376.5	38376.5	252.0
2021-06-27 23:30:00	YM	Futures	38376.5	38386.5	38369.8	38378.7	381.0
2021-06-27 18:00:00	CL	Futures	50.44	50.51	50.43	50.48	1259.0
2021-06-27 18:30:00	CL	Futures	50.48	50.5	50.45	50.49	593.0
2021-06-27 19:00:00	CL	Futures	50.49	50.53	50.47	50.51	679.0
2021-06-27 19:30:00	CL	Futures	50.5	50.57	50.49	50.55	908.0
2021-06-27 20:00:00	CL	Futures	50.55	50.69	50.53	50.65	3135.0
2021-06-27 20:30:00	CL	Futures	50.65	50.66	50.62	50.64	920.0
2021-06-27 21:00:00	CL	Futures	50.63	50.75	50.63	50.65	4161.0
2021-06-27 21:30:00	CL	Futures	50.65	50.66	50.46	50.47	3865.0
2021-06-27 22:00:00	CL	Futures	50.47	50.51	50.4	50.47	2353.0
2021-06-27 22:30:00	CL	Futures	50.47	50.51	50.41	50.42	2029.0
2021-06-27 23:00:00	CL	Futures	50.41	50.43	50.35	50.42	2813.0
2021-06-27 23:30:00	CL	Futures	50.42	50.47	50.4	50.45	855.0
2021-06-27 18:00:00	GC	Futures	2150.0	2150.1	2148.4	2149.8	809.0
2021-06-27 18:30:00	GC	Futures	2149.8	2151.1	2148.8	2151.0	598.0

> showing 50 of 697 rows — these rows as CSV

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