PREVIEW / futures_30min / 2021-09-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-19.parquet
  size:    28 KB
  rows:    755

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
2021-09-19 18:00:00	ES	Futures	4980.2	4983.59	4971.74	4974.84	13010.0
2021-09-19 18:30:00	ES	Futures	4974.84	4982.74	4974.56	4982.18	5626.0
2021-09-19 19:00:00	ES	Futures	4982.46	4984.72	4978.79	4984.44	4345.0
2021-09-19 19:30:00	ES	Futures	4984.15	4985.28	4983.02	4984.72	2689.0
2021-09-19 20:00:00	ES	Futures	4984.72	4987.26	4982.18	4986.69	5368.0
2021-09-19 20:30:00	ES	Futures	4986.69	4986.69	4979.64	4981.61	4487.0
2021-09-19 21:00:00	ES	Futures	4981.33	4981.61	4972.02	4973.99	7508.0
2021-09-19 21:30:00	ES	Futures	4973.99	4973.99	4969.48	4970.04	7906.0
2021-09-19 22:00:00	ES	Futures	4970.32	4970.61	4962.14	4963.27	11051.0
2021-09-19 22:30:00	ES	Futures	4962.71	4963.83	4946.62	4948.88	17667.0
2021-09-19 23:00:00	ES	Futures	4948.88	4955.09	4945.77	4952.83	8256.0
2021-09-19 23:30:00	ES	Futures	4952.55	4957.63	4949.72	4953.67	5125.0
2021-09-19 18:00:00	NQ	Futures	17718.26	17749.27	17717.39	17731.01	3518.0
2021-09-19 18:30:00	NQ	Futures	17731.01	17765.5	17730.43	17762.6	2110.0
2021-09-19 19:00:00	NQ	Futures	17762.89	17766.66	17752.46	17765.5	1596.0
2021-09-19 19:30:00	NQ	Futures	17765.21	17769.85	17761.15	17766.66	1319.0
2021-09-19 20:00:00	NQ	Futures	17766.37	17781.15	17764.63	17778.54	1903.0
2021-09-19 20:30:00	NQ	Futures	17778.83	17779.7	17755.07	17760.0	1913.0
2021-09-19 21:00:00	NQ	Futures	17759.71	17760.28	17728.12	17738.55	3215.0
2021-09-19 21:30:00	NQ	Futures	17738.26	17740.87	17725.51	17730.72	2285.0
2021-09-19 22:00:00	NQ	Futures	17730.14	17733.91	17681.74	17693.63	4511.0
2021-09-19 22:30:00	NQ	Futures	17692.47	17697.68	17628.13	17633.06	7800.0
2021-09-19 23:00:00	NQ	Futures	17632.19	17666.09	17626.97	17662.62	3824.0
2021-09-19 23:30:00	NQ	Futures	17661.75	17675.95	17646.1	17666.09	2321.0
2021-09-19 18:00:00	YM	Futures	38559.2	38573.8	38476.3	38492.0	2332.0
2021-09-19 18:30:00	YM	Futures	38494.2	38526.7	38489.7	38521.1	1196.0
2021-09-19 19:00:00	YM	Futures	38521.1	38531.2	38479.6	38531.2	1365.0
2021-09-19 19:30:00	YM	Futures	38529.0	38546.9	38509.9	38539.0	1518.0
2021-09-19 20:00:00	YM	Futures	38542.4	38559.2	38518.9	38549.1	1801.0
2021-09-19 20:30:00	YM	Futures	38546.9	38548.0	38511.0	38529.0	1410.0
2021-09-19 21:00:00	YM	Futures	38525.6	38527.8	38437.0	38451.6	2222.0
2021-09-19 21:30:00	YM	Futures	38452.7	38453.8	38404.5	38404.5	1460.0
2021-09-19 22:00:00	YM	Futures	38405.7	38411.3	38342.9	38350.7	2326.0
2021-09-19 22:30:00	YM	Futures	38350.7	38355.2	38202.8	38221.8	4520.0
2021-09-19 23:00:00	YM	Futures	38221.8	38270.0	38188.2	38254.3	2672.0
2021-09-19 23:30:00	YM	Futures	38251.0	38293.6	38236.4	38270.0	1287.0
2021-09-19 18:00:00	CL	Futures	49.79	49.87	49.52	49.55	1946.0
2021-09-19 18:30:00	CL	Futures	49.54	49.64	49.48	49.63	901.0
2021-09-19 19:00:00	CL	Futures	49.63	49.68	49.62	49.67	733.0
2021-09-19 19:30:00	CL	Futures	49.67	49.69	49.58	49.58	626.0
2021-09-19 20:00:00	CL	Futures	49.58	49.67	49.52	49.59	1570.0
2021-09-19 20:30:00	CL	Futures	49.59	49.61	49.54	49.59	521.0
2021-09-19 21:00:00	CL	Futures	49.59	49.59	49.51	49.53	951.0
2021-09-19 21:30:00	CL	Futures	49.53	49.53	49.4	49.42	2112.0
2021-09-19 22:00:00	CL	Futures	49.43	49.47	49.38	49.42	1186.0
2021-09-19 22:30:00	CL	Futures	49.42	49.42	49.33	49.37	2117.0
2021-09-19 23:00:00	CL	Futures	49.38	49.44	49.31	49.43	2187.0
2021-09-19 23:30:00	CL	Futures	49.44	49.44	49.37	49.41	567.0
2021-09-19 18:00:00	GC	Futures	2111.7	2112.4	2108.0	2110.4	2081.0
2021-09-19 18:30:00	GC	Futures	2110.0	2111.8	2109.2	2111.4	581.0

> showing 50 of 755 rows — these rows as CSV

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