PREVIEW / futures_30min / 2021-10-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-03.parquet
  size:    29 KB
  rows:    752

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
2021-10-03 18:00:00	ES	Futures	4909.37	4922.63	4907.67	4922.35	11486.0
2021-10-03 18:30:00	ES	Futures	4922.35	4924.04	4918.4	4922.63	6034.0
2021-10-03 19:00:00	ES	Futures	4922.63	4923.76	4920.37	4922.63	3440.0
2021-10-03 19:30:00	ES	Futures	4922.63	4923.76	4917.83	4919.81	4233.0
2021-10-03 20:00:00	ES	Futures	4919.81	4920.37	4910.78	4912.19	10743.0
2021-10-03 20:30:00	ES	Futures	4912.47	4914.45	4899.77	4903.44	12985.0
2021-10-03 21:00:00	ES	Futures	4903.44	4906.54	4895.26	4905.7	10725.0
2021-10-03 21:30:00	ES	Futures	4905.7	4905.7	4883.97	4888.77	16530.0
2021-10-03 22:00:00	ES	Futures	4889.05	4896.1	4885.38	4894.69	10570.0
2021-10-03 22:30:00	ES	Futures	4894.41	4901.18	4893.85	4898.08	8350.0
2021-10-03 23:00:00	ES	Futures	4898.08	4898.64	4891.02	4895.82	5580.0
2021-10-03 23:30:00	ES	Futures	4896.1	4896.39	4886.79	4888.48	5216.0
2021-10-03 18:00:00	NQ	Futures	17139.79	17194.27	17126.74	17193.11	5509.0
2021-10-03 18:30:00	NQ	Futures	17192.53	17193.98	17169.06	17181.23	2306.0
2021-10-03 19:00:00	NQ	Futures	17182.1	17197.75	17173.98	17188.77	1487.0
2021-10-03 19:30:00	NQ	Futures	17188.77	17194.56	17167.32	17173.7	1859.0
2021-10-03 20:00:00	NQ	Futures	17174.56	17178.62	17143.26	17149.93	3771.0
2021-10-03 20:30:00	NQ	Futures	17150.8	17156.6	17109.65	17120.37	4244.0
2021-10-03 21:00:00	NQ	Futures	17119.79	17133.12	17087.04	17123.85	4599.0
2021-10-03 21:30:00	NQ	Futures	17122.69	17122.69	17048.2	17070.23	6383.0
2021-10-03 22:00:00	NQ	Futures	17069.07	17086.17	17049.94	17081.53	3460.0
2021-10-03 22:30:00	NQ	Futures	17081.24	17099.79	17076.03	17081.24	3165.0
2021-10-03 23:00:00	NQ	Futures	17080.95	17082.69	17052.84	17071.1	2627.0
2021-10-03 23:30:00	NQ	Futures	17072.26	17073.13	17036.61	17043.57	2676.0
2021-10-03 18:00:00	YM	Futures	38368.7	38423.6	38330.5	38418.0	1568.0
2021-10-03 18:30:00	YM	Futures	38419.1	38439.3	38394.4	38428.1	1115.0
2021-10-03 19:00:00	YM	Futures	38429.2	38435.9	38407.9	38419.1	626.0
2021-10-03 19:30:00	YM	Futures	38421.3	38434.8	38396.7	38405.7	770.0
2021-10-03 20:00:00	YM	Futures	38406.8	38412.4	38324.9	38337.3	1571.0
2021-10-03 20:30:00	YM	Futures	38340.6	38356.3	38231.9	38267.8	2116.0
2021-10-03 21:00:00	YM	Futures	38266.7	38291.3	38203.9	38286.8	1821.0
2021-10-03 21:30:00	YM	Futures	38283.5	38286.8	38125.4	38164.7	2371.0
2021-10-03 22:00:00	YM	Futures	38165.8	38221.8	38136.6	38212.9	1718.0
2021-10-03 22:30:00	YM	Futures	38210.6	38273.4	38209.5	38253.2	1127.0
2021-10-03 23:00:00	YM	Futures	38254.3	38261.1	38196.0	38238.6	1104.0
2021-10-03 23:30:00	YM	Futures	38238.6	38239.8	38170.3	38181.5	815.0
2021-10-03 18:00:00	CL	Futures	52.63	52.83	52.62	52.7	2921.0
2021-10-03 18:30:00	CL	Futures	52.7	52.72	52.61	52.61	718.0
2021-10-03 19:00:00	CL	Futures	52.61	52.62	52.52	52.55	834.0
2021-10-03 19:30:00	CL	Futures	52.56	52.6	52.54	52.58	623.0
2021-10-03 20:00:00	CL	Futures	52.59	52.61	52.35	52.4	2396.0
2021-10-03 20:30:00	CL	Futures	52.41	52.5	52.4	52.42	1296.0
2021-10-03 21:00:00	CL	Futures	52.43	52.53	52.37	52.51	1561.0
2021-10-03 21:30:00	CL	Futures	52.51	52.52	52.31	52.37	2046.0
2021-10-03 22:00:00	CL	Futures	52.37	52.46	52.34	52.43	1666.0
2021-10-03 22:30:00	CL	Futures	52.42	52.47	52.42	52.44	791.0
2021-10-03 23:00:00	CL	Futures	52.44	52.45	52.37	52.38	798.0
2021-10-03 23:30:00	CL	Futures	52.38	52.49	52.38	52.41	1610.0
2021-10-03 18:00:00	GC	Futures	2121.8	2126.0	2119.5	2125.5	1916.0
2021-10-03 18:30:00	GC	Futures	2125.9	2126.3	2124.3	2124.3	1112.0

> showing 50 of 752 rows — these rows as CSV

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