PREVIEW / futures_30min / 2021-08-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-01.parquet
  size:    27 KB
  rows:    767

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
2021-08-01 18:00:00	ES	Futures	4951.9	4960.35	4950.5	4959.79	7558.0
2021-08-01 18:30:00	ES	Futures	4959.79	4965.98	4959.51	4963.45	5534.0
2021-08-01 19:00:00	ES	Futures	4963.45	4965.14	4961.76	4962.32	3287.0
2021-08-01 19:30:00	ES	Futures	4962.32	4964.86	4959.51	4963.73	4848.0
2021-08-01 20:00:00	ES	Futures	4963.73	4964.86	4960.35	4964.58	6005.0
2021-08-01 20:30:00	ES	Futures	4964.86	4970.77	4964.29	4968.8	7128.0
2021-08-01 21:00:00	ES	Futures	4968.8	4971.33	4968.24	4970.49	5067.0
2021-08-01 21:30:00	ES	Futures	4970.21	4971.05	4966.55	4967.39	6241.0
2021-08-01 22:00:00	ES	Futures	4967.39	4967.39	4961.76	4966.27	7615.0
2021-08-01 22:30:00	ES	Futures	4966.27	4971.05	4965.42	4969.93	5320.0
2021-08-01 23:00:00	ES	Futures	4970.21	4971.05	4969.08	4970.77	3323.0
2021-08-01 23:30:00	ES	Futures	4970.77	4971.05	4967.96	4969.08	2613.0
2021-08-01 18:00:00	NQ	Futures	17349.3	17375.08	17344.96	17372.47	2635.0
2021-08-01 18:30:00	NQ	Futures	17372.47	17391.01	17372.19	17386.67	2175.0
2021-08-01 19:00:00	NQ	Futures	17386.96	17394.2	17383.48	17384.35	1209.0
2021-08-01 19:30:00	NQ	Futures	17383.48	17388.7	17377.4	17382.9	1602.0
2021-08-01 20:00:00	NQ	Futures	17383.19	17388.7	17373.05	17385.22	1890.0
2021-08-01 20:30:00	NQ	Futures	17386.67	17404.34	17384.35	17402.31	2279.0
2021-08-01 21:00:00	NQ	Futures	17402.6	17409.55	17398.26	17406.95	2266.0
2021-08-01 21:30:00	NQ	Futures	17406.66	17408.68	17391.01	17394.2	2364.0
2021-08-01 22:00:00	NQ	Futures	17394.49	17400.86	17378.56	17400.86	2899.0
2021-08-01 22:30:00	NQ	Futures	17400.57	17421.72	17396.81	17417.67	3010.0
2021-08-01 23:00:00	NQ	Futures	17417.09	17420.27	17412.16	17416.51	1348.0
2021-08-01 23:30:00	NQ	Futures	17416.51	17418.53	17408.97	17413.03	1062.0
2021-08-01 18:00:00	YM	Futures	38960.8	39041.3	38960.8	39033.4	1315.0
2021-08-01 18:30:00	YM	Futures	39032.3	39085.9	39030.1	39059.1	1192.0
2021-08-01 19:00:00	YM	Futures	39055.8	39067.0	39040.1	39049.1	752.0
2021-08-01 19:30:00	YM	Futures	39048.0	39068.1	39024.5	39056.9	1140.0
2021-08-01 20:00:00	YM	Futures	39056.9	39071.4	39031.2	39065.8	968.0
2021-08-01 20:30:00	YM	Futures	39067.0	39111.6	39063.6	39089.3	1610.0
2021-08-01 21:00:00	YM	Futures	39089.3	39106.1	39080.4	39100.5	1170.0
2021-08-01 21:30:00	YM	Futures	39100.5	39104.9	39069.2	39072.5	1035.0
2021-08-01 22:00:00	YM	Futures	39073.7	39075.9	39032.3	39074.8	1565.0
2021-08-01 22:30:00	YM	Futures	39074.8	39109.4	39067.0	39097.1	844.0
2021-08-01 23:00:00	YM	Futures	39097.1	39100.5	39088.2	39097.1	613.0
2021-08-01 23:30:00	YM	Futures	39096.0	39099.4	39074.8	39083.7	396.0
2021-08-01 18:00:00	CL	Futures	50.76	50.78	50.61	50.69	1922.0
2021-08-01 18:30:00	CL	Futures	50.7	50.76	50.69	50.7	489.0
2021-08-01 19:00:00	CL	Futures	50.7	50.72	50.65	50.67	500.0
2021-08-01 19:30:00	CL	Futures	50.66	50.67	50.61	50.63	996.0
2021-08-01 20:00:00	CL	Futures	50.63	50.65	50.48	50.5	2010.0
2021-08-01 20:30:00	CL	Futures	50.5	50.56	50.45	50.48	1608.0
2021-08-01 21:00:00	CL	Futures	50.48	50.54	50.26	50.26	6897.0
2021-08-01 21:30:00	CL	Futures	50.26	50.32	50.04	50.08	6184.0
2021-08-01 22:00:00	CL	Futures	50.09	50.17	49.97	50.15	5626.0
2021-08-01 22:30:00	CL	Futures	50.16	50.17	50.0	50.14	3677.0
2021-08-01 23:00:00	CL	Futures	50.15	50.21	50.12	50.18	1983.0
2021-08-01 23:30:00	CL	Futures	50.18	50.26	50.17	50.23	1154.0
2021-08-01 18:00:00	GC	Futures	2187.3	2188.5	2186.4	2187.4	991.0
2021-08-01 18:30:00	GC	Futures	2187.5	2188.1	2186.3	2187.4	461.0

> showing 50 of 767 rows — these rows as CSV

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