PREVIEW / futures_30min / 2021-08-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-08.parquet
  size:    27 KB
  rows:    726

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
2021-08-08 00:00:00	ES	Futures	4978.94	4978.94	4978.94	4978.94	12.0
2021-08-08 18:00:00	ES	Futures	4987.38	4989.07	4984.85	4985.41	3857.0
2021-08-08 18:30:00	ES	Futures	4985.41	4985.69	4980.63	4982.03	3829.0
2021-08-08 19:00:00	ES	Futures	4982.03	4982.32	4974.43	4976.68	7973.0
2021-08-08 19:30:00	ES	Futures	4976.97	4976.97	4970.21	4972.74	7274.0
2021-08-08 20:00:00	ES	Futures	4972.74	4973.31	4969.64	4972.18	5166.0
2021-08-08 20:30:00	ES	Futures	4972.18	4974.99	4971.9	4973.87	3461.0
2021-08-08 21:00:00	ES	Futures	4974.15	4975.56	4972.46	4973.87	3513.0
2021-08-08 21:30:00	ES	Futures	4973.87	4977.25	4973.02	4974.99	4248.0
2021-08-08 22:00:00	ES	Futures	4974.99	4979.5	4974.99	4978.66	3553.0
2021-08-08 22:30:00	ES	Futures	4978.66	4979.22	4977.53	4979.22	1980.0
2021-08-08 23:00:00	ES	Futures	4979.5	4981.47	4979.22	4980.06	2500.0
2021-08-08 23:30:00	ES	Futures	4980.06	4980.34	4978.09	4979.22	1360.0
2021-08-08 18:00:00	NQ	Futures	17485.45	17491.24	17463.72	17464.88	2155.0
2021-08-08 18:30:00	NQ	Futures	17464.59	17466.91	17440.26	17443.74	2685.0
2021-08-08 19:00:00	NQ	Futures	17444.03	17445.18	17404.34	17418.24	4221.0
2021-08-08 19:30:00	NQ	Futures	17417.67	17418.24	17384.64	17405.79	4013.0
2021-08-08 20:00:00	NQ	Futures	17406.08	17410.42	17395.36	17406.08	2413.0
2021-08-08 20:30:00	NQ	Futures	17406.08	17417.09	17404.92	17413.61	1768.0
2021-08-08 21:00:00	NQ	Futures	17413.9	17415.93	17408.11	17414.48	1419.0
2021-08-08 21:30:00	NQ	Futures	17414.19	17425.49	17408.68	17418.53	2617.0
2021-08-08 22:00:00	NQ	Futures	17417.95	17429.83	17416.8	17426.65	1562.0
2021-08-08 22:30:00	NQ	Futures	17426.65	17434.76	17426.65	17432.44	1311.0
2021-08-08 23:00:00	NQ	Futures	17432.73	17437.94	17430.41	17432.73	1330.0
2021-08-08 23:30:00	NQ	Futures	17433.02	17433.6	17428.67	17431.86	633.0
2021-08-08 18:00:00	YM	Futures	39215.5	39221.1	39184.3	39196.6	1184.0
2021-08-08 18:30:00	YM	Futures	39196.6	39203.3	39166.4	39183.1	912.0
2021-08-08 19:00:00	YM	Futures	39184.3	39188.7	39128.4	39149.6	1849.0
2021-08-08 19:30:00	YM	Futures	39149.6	39150.7	39087.1	39107.2	2111.0
2021-08-08 20:00:00	YM	Futures	39108.3	39116.1	39082.6	39108.3	1110.0
2021-08-08 20:30:00	YM	Futures	39106.1	39125.0	39102.7	39119.5	717.0
2021-08-08 21:00:00	YM	Futures	39119.5	39130.6	39101.6	39109.4	778.0
2021-08-08 21:30:00	YM	Futures	39108.3	39141.8	39102.7	39127.3	941.0
2021-08-08 22:00:00	YM	Futures	39128.4	39173.1	39125.0	39155.2	899.0
2021-08-08 22:30:00	YM	Futures	39156.3	39160.8	39144.0	39156.3	306.0
2021-08-08 23:00:00	YM	Futures	39158.6	39178.7	39156.3	39167.5	392.0
2021-08-08 23:30:00	YM	Futures	39168.6	39169.7	39149.6	39157.4	269.0
2021-08-08 18:00:00	CL	Futures	46.62	46.63	46.05	46.24	5248.0
2021-08-08 18:30:00	CL	Futures	46.24	46.32	45.76	45.98	4592.0
2021-08-08 19:00:00	CL	Futures	45.98	46.07	45.87	46.07	2777.0
2021-08-08 19:30:00	CL	Futures	46.06	46.19	46.04	46.14	2557.0
2021-08-08 20:00:00	CL	Futures	46.13	46.14	45.92	46.06	2691.0
2021-08-08 20:30:00	CL	Futures	46.05	46.09	45.93	46.06	2311.0
2021-08-08 21:00:00	CL	Futures	46.06	46.18	45.92	45.94	5718.0
2021-08-08 21:30:00	CL	Futures	45.94	46.0	45.83	45.84	3492.0
2021-08-08 22:00:00	CL	Futures	45.84	46.05	45.8	45.99	2721.0
2021-08-08 22:30:00	CL	Futures	45.98	46.0	45.8	45.87	2743.0
2021-08-08 23:00:00	CL	Futures	45.87	45.98	45.86	45.95	1805.0
2021-08-08 23:30:00	CL	Futures	45.95	45.98	45.89	45.97	1190.0
2021-08-08 18:00:00	GC	Futures	2124.7	2125.5	2113.9	2114.7	4750.0

> showing 50 of 726 rows — these rows as CSV

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