PREVIEW / futures_30min / 2021-07-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-25.parquet
  size:    28 KB
  rows:    739

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
2021-07-25 18:00:00	ES	Futures	4956.41	4960.07	4955.85	4958.66	3710.0
2021-07-25 18:30:00	ES	Futures	4958.66	4960.63	4957.82	4959.51	1229.0
2021-07-25 19:00:00	ES	Futures	4959.79	4961.76	4959.23	4961.48	1694.0
2021-07-25 19:30:00	ES	Futures	4961.48	4961.76	4957.25	4958.66	3763.0
2021-07-25 20:00:00	ES	Futures	4958.94	4959.51	4948.81	4949.09	7095.0
2021-07-25 20:30:00	ES	Futures	4949.09	4951.34	4945.71	4947.96	5427.0
2021-07-25 21:00:00	ES	Futures	4948.24	4949.37	4941.77	4947.4	5891.0
2021-07-25 21:30:00	ES	Futures	4947.4	4948.81	4944.87	4945.99	4987.0
2021-07-25 22:00:00	ES	Futures	4945.99	4947.4	4942.61	4944.87	4006.0
2021-07-25 22:30:00	ES	Futures	4944.87	4945.15	4942.05	4942.89	2608.0
2021-07-25 23:00:00	ES	Futures	4943.18	4945.43	4942.33	4944.58	2632.0
2021-07-25 23:30:00	ES	Futures	4944.3	4945.71	4942.89	4944.3	1774.0
2021-07-25 18:00:00	NQ	Futures	17494.43	17501.96	17488.06	17497.33	1858.0
2021-07-25 18:30:00	NQ	Futures	17497.62	17509.49	17495.01	17506.89	1039.0
2021-07-25 19:00:00	NQ	Futures	17507.18	17523.4	17504.28	17521.08	1762.0
2021-07-25 19:30:00	NQ	Futures	17521.37	17527.16	17515.29	17521.66	1795.0
2021-07-25 20:00:00	NQ	Futures	17521.95	17524.27	17501.96	17504.86	3410.0
2021-07-25 20:30:00	NQ	Futures	17505.73	17509.2	17485.74	17492.69	2945.0
2021-07-25 21:00:00	NQ	Futures	17492.69	17496.75	17467.2	17484.0	3429.0
2021-07-25 21:30:00	NQ	Futures	17484.0	17495.01	17471.55	17485.16	2892.0
2021-07-25 22:00:00	NQ	Futures	17485.45	17492.69	17478.5	17487.77	2106.0
2021-07-25 22:30:00	NQ	Futures	17487.77	17490.66	17474.73	17479.37	1349.0
2021-07-25 23:00:00	NQ	Futures	17477.92	17486.9	17474.73	17481.68	979.0
2021-07-25 23:30:00	NQ	Futures	17481.11	17486.32	17471.84	17479.37	1103.0
2021-07-25 18:00:00	YM	Futures	39041.3	39051.3	39021.1	39043.5	900.0
2021-07-25 18:30:00	YM	Futures	39042.4	39053.5	39035.7	39041.3	231.0
2021-07-25 19:00:00	YM	Futures	39042.4	39053.5	39040.1	39050.2	305.0
2021-07-25 19:30:00	YM	Futures	39049.1	39049.1	39012.2	39022.3	931.0
2021-07-25 20:00:00	YM	Futures	39022.3	39030.1	38919.5	38919.5	2195.0
2021-07-25 20:30:00	YM	Futures	38921.7	38940.7	38894.9	38927.3	1721.0
2021-07-25 21:00:00	YM	Futures	38928.4	38937.4	38875.9	38917.2	1183.0
2021-07-25 21:30:00	YM	Futures	38916.1	38922.8	38893.8	38896.0	976.0
2021-07-25 22:00:00	YM	Futures	38893.8	38908.3	38864.7	38881.5	874.0
2021-07-25 22:30:00	YM	Futures	38881.5	38882.6	38859.1	38871.4	426.0
2021-07-25 23:00:00	YM	Futures	38870.3	38882.6	38862.5	38879.3	513.0
2021-07-25 23:30:00	YM	Futures	38877.0	38888.2	38867.0	38878.1	578.0
2021-07-25 18:00:00	CL	Futures	49.57	49.74	49.51	49.67	1986.0
2021-07-25 18:30:00	CL	Futures	49.66	49.67	49.62	49.66	627.0
2021-07-25 19:00:00	CL	Futures	49.66	49.69	49.61	49.68	467.0
2021-07-25 19:30:00	CL	Futures	49.68	49.71	49.64	49.66	524.0
2021-07-25 20:00:00	CL	Futures	49.66	49.66	49.53	49.55	1756.0
2021-07-25 20:30:00	CL	Futures	49.55	49.58	49.39	49.42	1859.0
2021-07-25 21:00:00	CL	Futures	49.41	49.44	49.25	49.41	4360.0
2021-07-25 21:30:00	CL	Futures	49.42	49.49	49.35	49.4	2237.0
2021-07-25 22:00:00	CL	Futures	49.4	49.42	49.29	49.33	1635.0
2021-07-25 22:30:00	CL	Futures	49.32	49.33	49.19	49.25	2674.0
2021-07-25 23:00:00	CL	Futures	49.25	49.27	49.16	49.18	2042.0
2021-07-25 23:30:00	CL	Futures	49.18	49.23	49.17	49.19	737.0
2021-07-25 18:00:00	GC	Futures	2174.5	2174.9	2173.3	2173.5	985.0
2021-07-25 18:30:00	GC	Futures	2173.5	2173.7	2172.6	2173.1	407.0

> showing 50 of 739 rows — these rows as CSV

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