PREVIEW / futures_30min / 2021-09-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-05.parquet
  size:    23 KB
  rows:    622

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
2021-09-05 18:00:00	ES	Futures	5105.65	5108.18	5103.11	5103.68	2689.0
2021-09-05 18:30:00	ES	Futures	5103.68	5104.52	5102.83	5103.96	747.0
2021-09-05 19:00:00	ES	Futures	5103.96	5104.52	5103.11	5103.4	565.0
2021-09-05 19:30:00	ES	Futures	5103.4	5103.96	5099.74	5100.3	3322.0
2021-09-05 20:00:00	ES	Futures	5100.02	5100.58	5096.92	5097.2	5614.0
2021-09-05 20:30:00	ES	Futures	5097.48	5098.33	5095.23	5098.33	3515.0
2021-09-05 21:00:00	ES	Futures	5098.05	5100.58	5098.05	5099.74	2518.0
2021-09-05 21:30:00	ES	Futures	5099.74	5104.24	5099.45	5101.71	3996.0
2021-09-05 22:00:00	ES	Futures	5101.71	5103.11	5101.14	5102.83	2323.0
2021-09-05 22:30:00	ES	Futures	5103.11	5103.68	5099.17	5101.71	1950.0
2021-09-05 23:00:00	ES	Futures	5101.99	5103.4	5100.86	5102.27	1600.0
2021-09-05 23:30:00	ES	Futures	5102.55	5105.93	5102.27	5105.93	2213.0
2021-09-05 18:00:00	NQ	Futures	18141.0	18149.98	18139.84	18146.5	1345.0
2021-09-05 18:30:00	NQ	Futures	18146.5	18146.79	18142.74	18145.34	316.0
2021-09-05 19:00:00	NQ	Futures	18145.05	18146.79	18141.58	18142.45	297.0
2021-09-05 19:30:00	NQ	Futures	18142.45	18143.9	18132.89	18134.63	1267.0
2021-09-05 20:00:00	NQ	Futures	18134.63	18140.42	18130.28	18134.34	1745.0
2021-09-05 20:30:00	NQ	Futures	18134.92	18134.92	18125.36	18132.6	1275.0
2021-09-05 21:00:00	NQ	Futures	18132.31	18135.5	18125.94	18131.73	1240.0
2021-09-05 21:30:00	NQ	Futures	18131.44	18147.66	18131.15	18139.55	1936.0
2021-09-05 22:00:00	NQ	Futures	18139.26	18145.34	18138.68	18144.19	1109.0
2021-09-05 22:30:00	NQ	Futures	18144.48	18145.92	18134.34	18142.74	1043.0
2021-09-05 23:00:00	NQ	Futures	18142.74	18145.63	18141.0	18142.45	667.0
2021-09-05 23:30:00	NQ	Futures	18142.74	18149.4	18142.74	18145.63	970.0
2021-09-05 18:00:00	YM	Futures	39497.1	39498.2	39451.3	39455.8	793.0
2021-09-05 18:30:00	YM	Futures	39456.9	39464.7	39454.6	39462.5	128.0
2021-09-05 19:00:00	YM	Futures	39461.3	39464.7	39451.3	39453.5	175.0
2021-09-05 19:30:00	YM	Futures	39452.4	39462.5	39432.3	39440.1	1010.0
2021-09-05 20:00:00	YM	Futures	39437.9	39439.0	39402.1	39406.6	1008.0
2021-09-05 20:30:00	YM	Futures	39408.8	39427.8	39397.7	39426.7	713.0
2021-09-05 21:00:00	YM	Futures	39426.7	39451.3	39424.5	39445.7	572.0
2021-09-05 21:30:00	YM	Futures	39444.6	39487.0	39442.3	39463.6	751.0
2021-09-05 22:00:00	YM	Futures	39465.8	39474.7	39455.8	39472.5	573.0
2021-09-05 22:30:00	YM	Futures	39473.6	39482.6	39437.9	39460.2	460.0
2021-09-05 23:00:00	YM	Futures	39460.2	39479.2	39451.3	39465.8	467.0
2021-09-05 23:30:00	YM	Futures	39465.8	39499.3	39463.6	39494.9	483.0
2021-09-05 18:00:00	CL	Futures	47.74	47.84	47.62	47.63	1924.0
2021-09-05 18:30:00	CL	Futures	47.63	47.67	47.62	47.64	660.0
2021-09-05 19:00:00	CL	Futures	47.64	47.66	47.62	47.63	328.0
2021-09-05 19:30:00	CL	Futures	47.63	47.64	47.47	47.49	1851.0
2021-09-05 20:00:00	CL	Futures	47.49	47.51	47.41	47.46	2115.0
2021-09-05 20:30:00	CL	Futures	47.46	47.46	47.41	47.44	948.0
2021-09-05 21:00:00	CL	Futures	47.44	47.55	47.26	47.42	5648.0
2021-09-05 21:30:00	CL	Futures	47.41	47.47	47.35	47.37	2296.0
2021-09-05 22:00:00	CL	Futures	47.36	47.42	47.33	47.42	1135.0
2021-09-05 22:30:00	CL	Futures	47.42	47.43	47.2	47.35	3289.0
2021-09-05 23:00:00	CL	Futures	47.35	47.39	47.31	47.34	1345.0
2021-09-05 23:30:00	CL	Futures	47.33	47.4	47.33	47.35	486.0
2021-09-05 18:00:00	GC	Futures	2207.1	2207.1	2202.9	2205.2	1130.0
2021-09-05 18:30:00	GC	Futures	2205.1	2206.1	2203.9	2203.9	440.0

> showing 50 of 622 rows — these rows as CSV

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