PREVIEW / futures_30min / 2021-07-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-18.parquet
  size:    28 KB
  rows:    753

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
2021-07-18 18:00:00	ES	Futures	4865.74	4866.59	4855.04	4857.29	10872.0
2021-07-18 18:30:00	ES	Futures	4857.29	4861.8	4856.73	4859.26	3913.0
2021-07-18 19:00:00	ES	Futures	4859.26	4859.83	4852.22	4853.35	4463.0
2021-07-18 19:30:00	ES	Futures	4853.07	4854.48	4847.16	4852.22	9204.0
2021-07-18 20:00:00	ES	Futures	4852.22	4853.63	4846.03	4851.38	10389.0
2021-07-18 20:30:00	ES	Futures	4851.66	4851.66	4839.55	4841.52	11900.0
2021-07-18 21:00:00	ES	Futures	4841.24	4846.59	4841.24	4845.19	6691.0
2021-07-18 21:30:00	ES	Futures	4845.19	4845.47	4840.12	4841.24	6076.0
2021-07-18 22:00:00	ES	Futures	4840.96	4844.34	4839.55	4843.78	5070.0
2021-07-18 22:30:00	ES	Futures	4843.5	4846.31	4841.81	4845.47	3807.0
2021-07-18 23:00:00	ES	Futures	4845.75	4848.28	4845.75	4848.0	3974.0
2021-07-18 23:30:00	ES	Futures	4848.28	4849.41	4845.75	4848.28	3758.0
2021-07-18 18:00:00	NQ	Futures	17004.29	17012.98	16983.14	16995.02	3626.0
2021-07-18 18:30:00	NQ	Futures	16995.31	17003.13	16977.06	16988.36	2009.0
2021-07-18 19:00:00	NQ	Futures	16988.07	16991.25	16955.62	16957.36	2722.0
2021-07-18 19:30:00	NQ	Futures	16956.78	16974.45	16931.0	16967.5	4573.0
2021-07-18 20:00:00	NQ	Futures	16967.79	16988.94	16953.89	16982.27	4303.0
2021-07-18 20:30:00	NQ	Futures	16982.85	16985.17	16937.95	16946.35	4747.0
2021-07-18 21:00:00	NQ	Futures	16946.06	16966.92	16942.01	16962.29	2903.0
2021-07-18 21:30:00	NQ	Futures	16962.29	16964.89	16933.03	16941.72	3473.0
2021-07-18 22:00:00	NQ	Futures	16940.56	16951.86	16932.74	16946.64	2482.0
2021-07-18 22:30:00	NQ	Futures	16947.51	16962.29	16940.27	16957.07	2220.0
2021-07-18 23:00:00	NQ	Futures	16958.23	16970.11	16957.94	16966.92	2173.0
2021-07-18 23:30:00	NQ	Futures	16966.92	16975.32	16960.55	16971.56	1391.0
2021-07-18 18:00:00	YM	Futures	38606.6	38633.5	38527.3	38534.0	2366.0
2021-07-18 18:30:00	YM	Futures	38534.0	38570.9	38534.0	38562.0	713.0
2021-07-18 19:00:00	YM	Futures	38559.7	38567.5	38516.1	38522.8	1013.0
2021-07-18 19:30:00	YM	Futures	38522.8	38524.0	38464.8	38490.4	2199.0
2021-07-18 20:00:00	YM	Futures	38489.3	38502.7	38439.1	38483.7	2133.0
2021-07-18 20:30:00	YM	Futures	38483.7	38483.7	38377.6	38393.2	2408.0
2021-07-18 21:00:00	YM	Futures	38393.2	38441.3	38391.0	38423.4	1142.0
2021-07-18 21:30:00	YM	Futures	38422.3	38425.6	38381.0	38389.9	1077.0
2021-07-18 22:00:00	YM	Futures	38388.8	38423.4	38378.7	38418.9	993.0
2021-07-18 22:30:00	YM	Futures	38418.9	38435.7	38402.2	38429.0	724.0
2021-07-18 23:00:00	YM	Futures	38431.2	38453.6	38431.2	38451.3	933.0
2021-07-18 23:30:00	YM	Futures	38450.2	38461.4	38432.4	38448.0	667.0
2021-07-18 18:00:00	CL	Futures	48.82	49.03	48.54	48.92	5876.0
2021-07-18 18:30:00	CL	Futures	48.92	48.99	48.92	48.96	779.0
2021-07-18 19:00:00	CL	Futures	48.96	48.98	48.85	48.87	765.0
2021-07-18 19:30:00	CL	Futures	48.86	48.87	48.77	48.85	1379.0
2021-07-18 20:00:00	CL	Futures	48.85	48.85	48.52	48.52	4121.0
2021-07-18 20:30:00	CL	Futures	48.52	48.57	48.46	48.55	2744.0
2021-07-18 21:00:00	CL	Futures	48.55	48.72	48.48	48.59	6025.0
2021-07-18 21:30:00	CL	Futures	48.59	48.6	48.35	48.4	4958.0
2021-07-18 22:00:00	CL	Futures	48.4	48.48	48.39	48.46	2346.0
2021-07-18 22:30:00	CL	Futures	48.46	48.46	48.3	48.44	2894.0
2021-07-18 23:00:00	CL	Futures	48.44	48.53	48.42	48.48	2311.0
2021-07-18 23:30:00	CL	Futures	48.48	48.6	48.48	48.59	1546.0
2021-07-18 18:00:00	GC	Futures	2185.7	2186.9	2184.9	2186.3	807.0
2021-07-18 18:30:00	GC	Futures	2186.3	2187.2	2185.7	2186.9	388.0

> showing 50 of 753 rows — these rows as CSV

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