PREVIEW / futures_30min / 2021-09-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-26.parquet
  size:    28 KB
  rows:    760

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
2021-09-26 18:00:00	ES	Futures	5018.87	5027.9	5017.74	5025.64	8439.0
2021-09-26 18:30:00	ES	Futures	5025.36	5026.77	5023.66	5025.36	2305.0
2021-09-26 19:00:00	ES	Futures	5025.36	5025.92	5023.66	5023.66	2061.0
2021-09-26 19:30:00	ES	Futures	5023.95	5026.49	5020.84	5025.64	3794.0
2021-09-26 20:00:00	ES	Futures	5025.92	5036.36	5023.95	5034.95	14637.0
2021-09-26 20:30:00	ES	Futures	5034.95	5037.77	5032.98	5036.08	4915.0
2021-09-26 21:00:00	ES	Futures	5036.08	5039.75	5035.8	5038.9	4373.0
2021-09-26 21:30:00	ES	Futures	5038.9	5043.14	5038.9	5042.01	5909.0
2021-09-26 22:00:00	ES	Futures	5042.01	5043.14	5040.31	5040.6	3680.0
2021-09-26 22:30:00	ES	Futures	5040.88	5042.85	5039.75	5040.88	2588.0
2021-09-26 23:00:00	ES	Futures	5041.16	5042.01	5039.18	5039.18	1792.0
2021-09-26 23:30:00	ES	Futures	5038.9	5039.47	5035.23	5036.64	3075.0
2021-09-26 18:00:00	NQ	Futures	17758.84	17771.59	17742.61	17747.82	3745.0
2021-09-26 18:30:00	NQ	Futures	17747.24	17751.3	17741.74	17745.79	1340.0
2021-09-26 19:00:00	NQ	Futures	17746.66	17750.14	17738.26	17746.95	1171.0
2021-09-26 19:30:00	NQ	Futures	17747.24	17759.42	17739.42	17757.68	1444.0
2021-09-26 20:00:00	NQ	Futures	17757.68	17808.1	17754.2	17801.73	5933.0
2021-09-26 20:30:00	NQ	Futures	17802.31	17822.6	17798.25	17816.51	2494.0
2021-09-26 21:00:00	NQ	Futures	17817.09	17831.29	17811.29	17827.23	2289.0
2021-09-26 21:30:00	NQ	Futures	17827.81	17850.71	17826.94	17841.43	3308.0
2021-09-26 22:00:00	NQ	Futures	17841.43	17844.62	17828.1	17830.13	2137.0
2021-09-26 22:30:00	NQ	Futures	17831.0	17839.98	17827.81	17833.61	1201.0
2021-09-26 23:00:00	NQ	Futures	17833.9	17839.12	17826.07	17826.36	1199.0
2021-09-26 23:30:00	NQ	Futures	17826.36	17828.1	17811.0	17816.51	1605.0
2021-09-26 18:00:00	YM	Futures	38891.0	38985.2	38876.4	38953.8	1993.0
2021-09-26 18:30:00	YM	Futures	38951.5	38965.0	38938.1	38953.8	674.0
2021-09-26 19:00:00	YM	Futures	38957.1	38965.0	38947.0	38952.7	408.0
2021-09-26 19:30:00	YM	Futures	38953.8	38970.6	38910.1	38968.3	1217.0
2021-09-26 20:00:00	YM	Futures	38967.2	39045.7	38952.7	39023.3	2591.0
2021-09-26 20:30:00	YM	Futures	39025.5	39039.0	39007.6	39026.6	777.0
2021-09-26 21:00:00	YM	Futures	39025.5	39044.6	39021.0	39037.8	616.0
2021-09-26 21:30:00	YM	Futures	39041.2	39074.8	39039.0	39064.7	1032.0
2021-09-26 22:00:00	YM	Futures	39065.9	39074.8	39049.1	39053.5	863.0
2021-09-26 22:30:00	YM	Futures	39054.7	39072.6	39049.1	39055.8	569.0
2021-09-26 23:00:00	YM	Futures	39056.9	39064.7	39033.4	39034.5	499.0
2021-09-26 23:30:00	YM	Futures	39033.4	39040.1	39007.6	39019.9	577.0
2021-09-26 18:00:00	CL	Futures	51.44	51.68	51.42	51.63	3644.0
2021-09-26 18:30:00	CL	Futures	51.63	51.77	51.61	51.68	2148.0
2021-09-26 19:00:00	CL	Futures	51.69	51.77	51.66	51.75	1474.0
2021-09-26 19:30:00	CL	Futures	51.75	51.88	51.72	51.88	1852.0
2021-09-26 20:00:00	CL	Futures	51.88	51.97	51.84	51.88	2947.0
2021-09-26 20:30:00	CL	Futures	51.87	51.96	51.83	51.95	2281.0
2021-09-26 21:00:00	CL	Futures	51.95	52.16	51.95	52.12	7911.0
2021-09-26 21:30:00	CL	Futures	52.12	52.23	52.09	52.16	4682.0
2021-09-26 22:00:00	CL	Futures	52.17	52.17	51.95	51.98	3813.0
2021-09-26 22:30:00	CL	Futures	51.98	52.11	51.93	52.09	3401.0
2021-09-26 23:00:00	CL	Futures	52.09	52.09	51.86	51.88	2557.0
2021-09-26 23:30:00	CL	Futures	51.88	51.97	51.87	51.93	1186.0
2021-09-26 18:00:00	GC	Futures	2108.8	2109.2	2104.8	2106.8	1051.0
2021-09-26 18:30:00	GC	Futures	2106.9	2107.0	2105.5	2105.5	307.0

> showing 50 of 760 rows — these rows as CSV

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