PREVIEW / futures_30min / 2021-07-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-11.parquet
  size:    27 KB
  rows:    720

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
2021-07-11 18:00:00	ES	Futures	4913.05	4916.71	4911.64	4914.74	3958.0
2021-07-11 18:30:00	ES	Futures	4914.74	4914.74	4913.33	4913.33	1603.0
2021-07-11 19:00:00	ES	Futures	4913.61	4913.61	4910.51	4912.76	1989.0
2021-07-11 19:30:00	ES	Futures	4912.48	4916.43	4912.48	4914.45	2919.0
2021-07-11 20:00:00	ES	Futures	4914.17	4915.02	4908.82	4910.23	5390.0
2021-07-11 20:30:00	ES	Futures	4909.95	4911.92	4907.98	4910.79	3720.0
2021-07-11 21:00:00	ES	Futures	4911.08	4911.64	4906.57	4907.7	5005.0
2021-07-11 21:30:00	ES	Futures	4907.7	4907.98	4904.32	4904.88	5024.0
2021-07-11 22:00:00	ES	Futures	4904.88	4907.13	4904.6	4905.73	3049.0
2021-07-11 22:30:00	ES	Futures	4905.73	4906.57	4903.47	4904.88	2925.0
2021-07-11 23:00:00	ES	Futures	4905.16	4906.01	4901.78	4902.06	2445.0
2021-07-11 23:30:00	ES	Futures	4902.35	4903.19	4901.22	4901.78	1990.0
2021-07-11 18:00:00	NQ	Futures	17176.94	17198.96	17176.94	17183.02	2236.0
2021-07-11 18:30:00	NQ	Futures	17182.73	17189.69	17181.0	17185.63	794.0
2021-07-11 19:00:00	NQ	Futures	17186.5	17186.5	17174.91	17182.15	827.0
2021-07-11 19:30:00	NQ	Futures	17182.15	17189.98	17181.57	17183.31	1109.0
2021-07-11 20:00:00	NQ	Futures	17182.44	17185.63	17167.67	17175.78	1913.0
2021-07-11 20:30:00	NQ	Futures	17175.78	17180.42	17164.48	17178.68	1670.0
2021-07-11 21:00:00	NQ	Futures	17179.26	17182.44	17163.32	17167.09	1510.0
2021-07-11 21:30:00	NQ	Futures	17167.09	17168.25	17148.26	17150.87	2125.0
2021-07-11 22:00:00	NQ	Futures	17151.74	17161.88	17150.0	17158.69	1399.0
2021-07-11 22:30:00	NQ	Futures	17158.69	17161.59	17149.71	17154.63	1129.0
2021-07-11 23:00:00	NQ	Futures	17154.63	17158.11	17141.6	17146.23	1272.0
2021-07-11 23:30:00	NQ	Futures	17146.23	17150.29	17143.63	17147.97	776.0
2021-07-11 18:00:00	YM	Futures	38841.3	38872.5	38825.6	38858.0	1161.0
2021-07-11 18:30:00	YM	Futures	38856.9	38856.9	38842.4	38844.6	284.0
2021-07-11 19:00:00	YM	Futures	38844.6	38846.9	38817.8	38840.1	598.0
2021-07-11 19:30:00	YM	Futures	38837.9	38875.9	38833.4	38861.4	845.0
2021-07-11 20:00:00	YM	Futures	38861.4	38870.3	38808.9	38815.6	1101.0
2021-07-11 20:30:00	YM	Futures	38815.6	38836.8	38804.4	38826.7	724.0
2021-07-11 21:00:00	YM	Futures	38826.7	38833.4	38796.6	38805.5	939.0
2021-07-11 21:30:00	YM	Futures	38807.7	38811.1	38783.2	38789.9	1153.0
2021-07-11 22:00:00	YM	Futures	38791.0	38807.7	38788.8	38797.7	569.0
2021-07-11 22:30:00	YM	Futures	38798.8	38804.4	38778.7	38793.2	546.0
2021-07-11 23:00:00	YM	Futures	38793.2	38798.8	38765.3	38767.5	498.0
2021-07-11 23:30:00	YM	Futures	38768.6	38777.6	38756.4	38760.8	434.0
2021-07-11 18:00:00	CL	Futures	50.95	51.08	50.87	51.05	1704.0
2021-07-11 18:30:00	CL	Futures	51.05	51.05	50.96	50.99	508.0
2021-07-11 19:00:00	CL	Futures	50.98	50.98	50.88	50.9	519.0
2021-07-11 19:30:00	CL	Futures	50.9	50.98	50.9	50.92	507.0
2021-07-11 20:00:00	CL	Futures	50.92	50.98	50.83	50.85	1722.0
2021-07-11 20:30:00	CL	Futures	50.85	50.93	50.82	50.92	860.0
2021-07-11 21:00:00	CL	Futures	50.92	50.98	50.81	50.91	3196.0
2021-07-11 21:30:00	CL	Futures	50.91	50.95	50.79	50.79	1949.0
2021-07-11 22:00:00	CL	Futures	50.79	50.83	50.75	50.81	1685.0
2021-07-11 22:30:00	CL	Futures	50.81	50.85	50.78	50.81	1074.0
2021-07-11 23:00:00	CL	Futures	50.81	50.86	50.8	50.82	743.0
2021-07-11 23:30:00	CL	Futures	50.82	50.83	50.72	50.75	876.0
2021-07-11 18:00:00	GC	Futures	2182.0	2182.4	2181.1	2181.5	764.0
2021-07-11 18:30:00	GC	Futures	2181.6	2182.0	2180.9	2181.4	429.0

> showing 50 of 720 rows — these rows as CSV

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