PREVIEW / futures_30min / 2021-09-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-12.parquet
  size:    26 KB
  rows:    710

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
2021-09-12 18:00:00	ES	Futures	5024.55	5033.28	5023.15	5031.59	4706.0
2021-09-12 18:30:00	ES	Futures	5031.87	5036.66	5031.31	5035.82	2491.0
2021-09-12 19:00:00	ES	Futures	5035.82	5036.94	5033.28	5036.66	2108.0
2021-09-12 19:30:00	ES	Futures	5036.94	5041.17	5036.94	5039.76	3303.0
2021-09-12 20:00:00	ES	Futures	5040.04	5041.45	5031.87	5032.44	3571.0
2021-09-12 20:30:00	ES	Futures	5032.44	5039.2	5031.59	5032.44	3224.0
2021-09-12 21:00:00	ES	Futures	5032.44	5034.97	5027.93	5028.78	3853.0
2021-09-12 21:30:00	ES	Futures	5028.78	5031.87	5027.09	5027.65	3544.0
2021-09-12 22:00:00	ES	Futures	5027.93	5032.44	5027.09	5030.47	2502.0
2021-09-12 22:30:00	ES	Futures	5030.47	5031.87	5028.78	5030.18	1543.0
2021-09-12 23:00:00	ES	Futures	5030.47	5034.97	5029.9	5033.0	2327.0
2021-09-12 23:30:00	ES	Futures	5033.28	5033.56	5029.62	5029.9	1473.0
2021-09-12 18:00:00	NQ	Futures	17905.2	17925.48	17896.51	17922.87	2362.0
2021-09-12 18:30:00	NQ	Futures	17922.87	17941.12	17918.52	17937.64	1328.0
2021-09-12 19:00:00	NQ	Futures	17937.64	17942.28	17929.82	17941.99	917.0
2021-09-12 19:30:00	NQ	Futures	17941.41	17955.02	17941.41	17950.39	1297.0
2021-09-12 20:00:00	NQ	Futures	17951.26	17955.6	17919.97	17922.0	1904.0
2021-09-12 20:30:00	NQ	Futures	17922.58	17939.67	17920.84	17923.74	1799.0
2021-09-12 21:00:00	NQ	Futures	17924.03	17929.24	17899.69	17902.01	2308.0
2021-09-12 21:30:00	NQ	Futures	17902.59	17910.12	17890.71	17894.19	2631.0
2021-09-12 22:00:00	NQ	Futures	17894.19	17913.6	17890.71	17906.65	1722.0
2021-09-12 22:30:00	NQ	Futures	17906.94	17910.7	17898.54	17902.3	768.0
2021-09-12 23:00:00	NQ	Futures	17902.88	17917.08	17897.09	17913.31	1216.0
2021-09-12 23:30:00	NQ	Futures	17913.31	17914.76	17902.01	17902.3	935.0
2021-09-12 18:00:00	YM	Futures	38704.9	38755.4	38684.8	38746.4	1226.0
2021-09-12 18:30:00	YM	Futures	38747.5	38778.9	38740.8	38768.8	702.0
2021-09-12 19:00:00	YM	Futures	38769.9	38780.0	38756.5	38777.8	384.0
2021-09-12 19:30:00	YM	Futures	38777.8	38823.7	38777.8	38814.8	879.0
2021-09-12 20:00:00	YM	Futures	38815.9	38831.6	38738.6	38740.8	1707.0
2021-09-12 20:30:00	YM	Futures	38741.9	38809.2	38731.8	38741.9	1086.0
2021-09-12 21:00:00	YM	Futures	38743.0	38765.5	38717.3	38728.5	1272.0
2021-09-12 21:30:00	YM	Futures	38727.4	38754.3	38717.3	38725.1	1127.0
2021-09-12 22:00:00	YM	Futures	38725.1	38761.0	38720.6	38745.3	693.0
2021-09-12 22:30:00	YM	Futures	38746.4	38756.5	38735.2	38745.3	448.0
2021-09-12 23:00:00	YM	Futures	38746.4	38783.4	38741.9	38772.2	807.0
2021-09-12 23:30:00	YM	Futures	38773.3	38778.9	38741.9	38745.3	502.0
2021-09-12 18:00:00	CL	Futures	48.18	48.47	48.02	48.44	3763.0
2021-09-12 18:30:00	CL	Futures	48.44	48.45	48.33	48.35	1169.0
2021-09-12 19:00:00	CL	Futures	48.35	48.4	48.33	48.36	1017.0
2021-09-12 19:30:00	CL	Futures	48.36	48.46	48.35	48.43	1064.0
2021-09-12 20:00:00	CL	Futures	48.42	48.58	48.42	48.51	2652.0
2021-09-12 20:30:00	CL	Futures	48.51	48.55	48.49	48.49	1050.0
2021-09-12 21:00:00	CL	Futures	48.49	48.58	48.49	48.5	2363.0
2021-09-12 21:30:00	CL	Futures	48.51	48.6	48.47	48.5	2523.0
2021-09-12 22:00:00	CL	Futures	48.5	48.51	48.41	48.42	1693.0
2021-09-12 22:30:00	CL	Futures	48.42	48.46	48.36	48.45	1446.0
2021-09-12 23:00:00	CL	Futures	48.45	48.49	48.43	48.44	1304.0
2021-09-12 23:30:00	CL	Futures	48.44	48.44	48.33	48.33	905.0
2021-09-12 18:00:00	GC	Futures	2154.5	2155.4	2153.0	2154.1	929.0
2021-09-12 18:30:00	GC	Futures	2154.1	2155.4	2153.9	2154.7	370.0

> showing 50 of 710 rows — these rows as CSV

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