PREVIEW / futures_30min / 2021-08-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-22.parquet
  size:    27 KB
  rows:    720

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
2021-08-22 18:00:00	ES	Futures	4995.27	4999.77	4993.58	4999.77	5273.0
2021-08-22 18:30:00	ES	Futures	4999.77	5003.43	4999.49	5000.62	2860.0
2021-08-22 19:00:00	ES	Futures	5000.62	5003.72	5000.34	5003.15	1910.0
2021-08-22 19:30:00	ES	Futures	5003.15	5003.15	4999.49	5000.9	2853.0
2021-08-22 20:00:00	ES	Futures	5001.18	5004.28	5000.62	5002.87	5665.0
2021-08-22 20:30:00	ES	Futures	5002.59	5004.84	5000.06	5004.0	4641.0
2021-08-22 21:00:00	ES	Futures	5004.28	5008.78	5003.43	5007.94	6923.0
2021-08-22 21:30:00	ES	Futures	5008.22	5012.45	5005.97	5010.76	7069.0
2021-08-22 22:00:00	ES	Futures	5010.76	5014.13	5010.19	5012.45	4681.0
2021-08-22 22:30:00	ES	Futures	5012.45	5014.13	5011.88	5013.57	2576.0
2021-08-22 23:00:00	ES	Futures	5013.85	5017.8	5013.01	5016.11	5866.0
2021-08-22 23:30:00	ES	Futures	5016.39	5016.95	5014.7	5014.98	2006.0
2021-08-22 18:00:00	NQ	Futures	17485.16	17520.5	17481.11	17512.39	4247.0
2021-08-22 18:30:00	NQ	Futures	17512.97	17519.63	17506.89	17515.58	1433.0
2021-08-22 19:00:00	NQ	Futures	17515.87	17519.63	17514.13	17515.29	832.0
2021-08-22 19:30:00	NQ	Futures	17515.29	17515.29	17503.12	17505.15	1410.0
2021-08-22 20:00:00	NQ	Futures	17505.15	17514.42	17503.12	17508.34	1947.0
2021-08-22 20:30:00	NQ	Futures	17508.05	17511.52	17500.51	17510.07	1770.0
2021-08-22 21:00:00	NQ	Futures	17509.78	17529.19	17507.47	17525.72	3033.0
2021-08-22 21:30:00	NQ	Futures	17524.85	17542.52	17516.74	17540.78	3050.0
2021-08-22 22:00:00	NQ	Futures	17540.78	17555.26	17536.14	17540.78	3378.0
2021-08-22 22:30:00	NQ	Futures	17541.07	17548.6	17539.91	17546.86	1512.0
2021-08-22 23:00:00	NQ	Futures	17547.15	17554.97	17544.26	17550.34	2093.0
2021-08-22 23:30:00	NQ	Futures	17551.5	17553.24	17546.57	17550.34	1197.0
2021-08-22 18:00:00	YM	Futures	39138.5	39170.9	39121.7	39165.3	845.0
2021-08-22 18:30:00	YM	Futures	39166.4	39195.4	39165.3	39178.7	555.0
2021-08-22 19:00:00	YM	Futures	39178.7	39206.6	39175.3	39202.1	466.0
2021-08-22 19:30:00	YM	Futures	39203.3	39203.3	39160.8	39178.7	556.0
2021-08-22 20:00:00	YM	Futures	39179.8	39214.4	39177.6	39196.6	853.0
2021-08-22 20:30:00	YM	Futures	39198.8	39230.1	39178.7	39222.2	706.0
2021-08-22 21:00:00	YM	Futures	39223.4	39260.2	39220.0	39254.6	1417.0
2021-08-22 21:30:00	YM	Futures	39253.5	39296.0	39242.4	39280.3	1424.0
2021-08-22 22:00:00	YM	Futures	39278.1	39308.3	39277.0	39294.9	760.0
2021-08-22 22:30:00	YM	Futures	39293.8	39304.9	39287.0	39302.7	316.0
2021-08-22 23:00:00	YM	Futures	39302.7	39340.7	39296.0	39332.9	933.0
2021-08-22 23:30:00	YM	Futures	39331.7	39336.2	39318.3	39320.6	486.0
2021-08-22 18:00:00	CL	Futures	42.8	43.03	42.65	42.97	2690.0
2021-08-22 18:30:00	CL	Futures	42.96	43.03	42.96	42.99	710.0
2021-08-22 19:00:00	CL	Futures	42.98	43.15	42.97	43.13	1505.0
2021-08-22 19:30:00	CL	Futures	43.13	43.13	43.03	43.05	873.0
2021-08-22 20:00:00	CL	Futures	43.05	43.24	43.04	43.24	2392.0
2021-08-22 20:30:00	CL	Futures	43.23	43.39	43.22	43.36	2980.0
2021-08-22 21:00:00	CL	Futures	43.35	43.43	43.28	43.35	3404.0
2021-08-22 21:30:00	CL	Futures	43.34	43.38	43.22	43.29	2852.0
2021-08-22 22:00:00	CL	Futures	43.29	43.37	43.23	43.32	1856.0
2021-08-22 22:30:00	CL	Futures	43.32	43.46	43.29	43.45	2060.0
2021-08-22 23:00:00	CL	Futures	43.44	43.83	43.4	43.74	7632.0
2021-08-22 23:30:00	CL	Futures	43.73	43.75	43.65	43.66	1403.0
2021-08-22 18:00:00	GC	Futures	2144.2	2147.7	2144.2	2145.4	879.0
2021-08-22 18:30:00	GC	Futures	2145.4	2145.8	2142.0	2142.5	1011.0

> showing 50 of 720 rows — these rows as CSV

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