PREVIEW / futures_30min / 2021-07-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-04.parquet
  size:    23 KB
  rows:    614

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
2021-07-04 18:00:00	ES	Futures	4889.39	4891.36	4887.14	4889.39	2581.0
2021-07-04 18:30:00	ES	Futures	4889.39	4890.52	4888.83	4889.39	741.0
2021-07-04 19:00:00	ES	Futures	4889.39	4889.96	4887.7	4889.11	743.0
2021-07-04 19:30:00	ES	Futures	4888.83	4889.68	4886.58	4887.42	1203.0
2021-07-04 20:00:00	ES	Futures	4887.42	4887.7	4882.07	4885.45	5090.0
2021-07-04 20:30:00	ES	Futures	4885.45	4886.01	4883.48	4885.17	1901.0
2021-07-04 21:00:00	ES	Futures	4885.17	4886.58	4885.17	4886.01	2328.0
2021-07-04 21:30:00	ES	Futures	4886.01	4886.3	4884.33	4884.61	2515.0
2021-07-04 22:00:00	ES	Futures	4884.61	4884.89	4883.76	4884.61	1441.0
2021-07-04 22:30:00	ES	Futures	4884.89	4885.45	4883.76	4884.04	1097.0
2021-07-04 23:00:00	ES	Futures	4884.33	4885.17	4883.48	4883.76	823.0
2021-07-04 23:30:00	ES	Futures	4883.48	4885.45	4883.2	4884.61	2119.0
2021-07-04 18:00:00	NQ	Futures	17038.18	17058.46	17034.42	17051.51	1868.0
2021-07-04 18:30:00	NQ	Futures	17051.22	17056.43	17047.45	17050.64	640.0
2021-07-04 19:00:00	NQ	Futures	17050.35	17056.14	17046.0	17053.54	590.0
2021-07-04 19:30:00	NQ	Futures	17052.96	17058.17	17046.58	17050.35	642.0
2021-07-04 20:00:00	NQ	Futures	17050.64	17054.98	17044.27	17050.06	1419.0
2021-07-04 20:30:00	NQ	Futures	17049.48	17050.06	17039.05	17046.58	1043.0
2021-07-04 21:00:00	NQ	Futures	17046.87	17049.48	17040.5	17045.71	1048.0
2021-07-04 21:30:00	NQ	Futures	17045.42	17049.77	17041.37	17042.82	909.0
2021-07-04 22:00:00	NQ	Futures	17042.53	17045.71	17039.92	17044.27	796.0
2021-07-04 22:30:00	NQ	Futures	17044.27	17046.58	17037.89	17041.66	774.0
2021-07-04 23:00:00	NQ	Futures	17041.66	17044.56	17030.65	17032.68	944.0
2021-07-04 23:30:00	NQ	Futures	17032.68	17037.31	17028.91	17036.15	1433.0
2021-07-04 18:00:00	YM	Futures	38741.8	38741.8	38713.9	38718.4	539.0
2021-07-04 18:30:00	YM	Futures	38719.5	38740.7	38719.5	38724.0	174.0
2021-07-04 19:00:00	YM	Futures	38725.1	38731.8	38716.1	38721.7	199.0
2021-07-04 19:30:00	YM	Futures	38721.7	38725.1	38697.1	38705.0	318.0
2021-07-04 20:00:00	YM	Futures	38705.0	38705.0	38642.4	38684.9	1452.0
2021-07-04 20:30:00	YM	Futures	38683.7	38693.8	38669.2	38679.3	1086.0
2021-07-04 21:00:00	YM	Futures	38678.1	38698.3	38674.8	38691.6	617.0
2021-07-04 21:30:00	YM	Futures	38689.3	38691.6	38672.6	38681.5	419.0
2021-07-04 22:00:00	YM	Futures	38681.5	38681.5	38665.9	38673.7	308.0
2021-07-04 22:30:00	YM	Futures	38674.8	38678.1	38668.1	38671.4	201.0
2021-07-04 23:00:00	YM	Futures	38673.7	38682.6	38673.7	38674.8	112.0
2021-07-04 23:30:00	YM	Futures	38675.9	38688.2	38672.6	38679.3	253.0
2021-07-04 18:00:00	CL	Futures	51.37	51.37	51.12	51.26	2212.0
2021-07-04 18:30:00	CL	Futures	51.26	51.32	51.25	51.28	436.0
2021-07-04 19:00:00	CL	Futures	51.29	51.29	51.23	51.23	376.0
2021-07-04 19:30:00	CL	Futures	51.23	51.26	51.21	51.22	324.0
2021-07-04 20:00:00	CL	Futures	51.22	51.23	51.03	51.13	1870.0
2021-07-04 20:30:00	CL	Futures	51.14	51.16	51.09	51.14	680.0
2021-07-04 21:00:00	CL	Futures	51.13	51.13	50.96	51.04	3727.0
2021-07-04 21:30:00	CL	Futures	51.04	51.15	51.02	51.12	2300.0
2021-07-04 22:00:00	CL	Futures	51.12	51.17	51.1	51.13	1521.0
2021-07-04 22:30:00	CL	Futures	51.14	51.23	51.14	51.15	2032.0
2021-07-04 23:00:00	CL	Futures	51.15	51.2	51.13	51.17	1054.0
2021-07-04 23:30:00	CL	Futures	51.17	51.2	51.13	51.18	574.0
2021-07-04 18:00:00	GC	Futures	2156.7	2157.3	2156.1	2156.2	525.0
2021-07-04 18:30:00	GC	Futures	2156.2	2156.3	2154.6	2154.7	334.0

> showing 50 of 614 rows — these rows as CSV

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