PREVIEW / futures_30min / 2021-08-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-15.parquet
  size:    27 KB
  rows:    725

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
2021-08-15 18:00:00	ES	Futures	5019.2	5021.17	5017.8	5020.05	4430.0
2021-08-15 18:30:00	ES	Futures	5020.33	5022.3	5020.33	5021.46	1953.0
2021-08-15 19:00:00	ES	Futures	5021.46	5022.02	5020.61	5021.46	1831.0
2021-08-15 19:30:00	ES	Futures	5021.17	5021.17	5019.2	5020.61	3293.0
2021-08-15 20:00:00	ES	Futures	5020.61	5021.17	5012.16	5014.98	9460.0
2021-08-15 20:30:00	ES	Futures	5014.7	5014.7	5012.45	5014.42	3095.0
2021-08-15 21:00:00	ES	Futures	5014.42	5016.67	5013.85	5016.11	3205.0
2021-08-15 21:30:00	ES	Futures	5015.82	5016.67	5012.73	5013.57	3770.0
2021-08-15 22:00:00	ES	Futures	5013.57	5013.57	5009.91	5011.32	4791.0
2021-08-15 22:30:00	ES	Futures	5011.6	5013.29	5011.32	5012.73	2329.0
2021-08-15 23:00:00	ES	Futures	5012.73	5014.13	5011.04	5013.85	2990.0
2021-08-15 23:30:00	ES	Futures	5013.57	5014.42	5012.73	5013.57	1710.0
2021-08-15 18:00:00	NQ	Futures	17519.05	17519.05	17503.7	17513.55	2462.0
2021-08-15 18:30:00	NQ	Futures	17512.68	17523.4	17512.68	17519.34	1373.0
2021-08-15 19:00:00	NQ	Futures	17519.34	17521.37	17513.84	17517.61	942.0
2021-08-15 19:30:00	NQ	Futures	17517.03	17517.61	17510.07	17512.68	1312.0
2021-08-15 20:00:00	NQ	Futures	17512.97	17514.71	17488.93	17499.93	3521.0
2021-08-15 20:30:00	NQ	Futures	17499.64	17503.7	17495.88	17503.7	1348.0
2021-08-15 21:00:00	NQ	Futures	17503.41	17514.42	17500.8	17511.23	2218.0
2021-08-15 21:30:00	NQ	Futures	17511.23	17514.42	17499.64	17504.57	1838.0
2021-08-15 22:00:00	NQ	Futures	17504.57	17508.34	17492.4	17495.01	2057.0
2021-08-15 22:30:00	NQ	Futures	17495.01	17503.7	17493.85	17499.93	1293.0
2021-08-15 23:00:00	NQ	Futures	17500.51	17505.15	17495.3	17503.12	1462.0
2021-08-15 23:30:00	NQ	Futures	17502.83	17506.6	17501.09	17505.73	636.0
2021-08-15 18:00:00	YM	Futures	39531.7	39532.8	39503.8	39517.2	1429.0
2021-08-15 18:30:00	YM	Futures	39516.1	39528.4	39516.1	39520.6	390.0
2021-08-15 19:00:00	YM	Futures	39521.7	39526.1	39509.4	39521.7	479.0
2021-08-15 19:30:00	YM	Futures	39520.6	39523.9	39508.3	39523.9	637.0
2021-08-15 20:00:00	YM	Futures	39523.9	39530.6	39435.6	39461.3	2452.0
2021-08-15 20:30:00	YM	Futures	39460.2	39461.3	39430.1	39454.6	1167.0
2021-08-15 21:00:00	YM	Futures	39454.6	39466.9	39449.1	39458.0	741.0
2021-08-15 21:30:00	YM	Futures	39455.8	39462.5	39430.1	39443.5	911.0
2021-08-15 22:00:00	YM	Futures	39442.3	39442.3	39404.4	39418.9	1365.0
2021-08-15 22:30:00	YM	Futures	39417.8	39435.6	39415.5	39433.4	719.0
2021-08-15 23:00:00	YM	Futures	39433.4	39439.0	39417.8	39434.5	552.0
2021-08-15 23:30:00	YM	Futures	39434.5	39445.7	39423.4	39428.9	597.0
2021-08-15 18:00:00	CL	Futures	46.72	46.99	46.64	46.92	693.0
2021-08-15 18:30:00	CL	Futures	46.93	46.97	46.92	46.93	150.0
2021-08-15 19:00:00	CL	Futures	46.93	46.95	46.86	46.87	133.0
2021-08-15 19:30:00	CL	Futures	46.86	46.9	46.84	46.86	124.0
2021-08-15 20:00:00	CL	Futures	46.86	46.86	46.6	46.66	602.0
2021-08-15 20:30:00	CL	Futures	46.66	46.67	46.5	46.57	487.0
2021-08-15 21:00:00	CL	Futures	46.56	46.59	46.41	46.49	1222.0
2021-08-15 21:30:00	CL	Futures	46.5	46.63	46.41	46.6	744.0
2021-08-15 22:00:00	CL	Futures	46.59	46.61	46.48	46.49	481.0
2021-08-15 22:30:00	CL	Futures	46.5	46.61	46.48	46.58	298.0
2021-08-15 23:00:00	CL	Futures	46.59	46.59	46.51	46.56	295.0
2021-08-15 23:30:00	CL	Futures	46.56	46.6	46.55	46.57	210.0
2021-08-15 18:00:00	GC	Futures	2143.8	2144.8	2142.6	2143.2	1669.0
2021-08-15 18:30:00	GC	Futures	2143.3	2144.2	2142.7	2143.6	588.0

> showing 50 of 725 rows — these rows as CSV

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