PREVIEW / futures_30min / 2021-10-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-10.parquet
  size:    29 KB
  rows:    756

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
2021-10-10 18:00:00	ES	Futures	4945.49	4953.39	4934.48	4937.87	9506.0
2021-10-10 18:30:00	ES	Futures	4937.87	4938.72	4930.53	4931.94	5788.0
2021-10-10 19:00:00	ES	Futures	4932.23	4934.77	4925.74	4928.28	8606.0
2021-10-10 19:30:00	ES	Futures	4928.56	4929.97	4913.04	4919.81	12072.0
2021-10-10 20:00:00	ES	Futures	4919.81	4925.74	4916.7	4925.17	6925.0
2021-10-10 20:30:00	ES	Futures	4925.45	4933.64	4924.89	4930.82	7209.0
2021-10-10 21:00:00	ES	Futures	4930.82	4938.15	4930.82	4935.33	7070.0
2021-10-10 21:30:00	ES	Futures	4935.61	4942.67	4934.2	4935.89	7779.0
2021-10-10 22:00:00	ES	Futures	4935.61	4940.41	4934.48	4937.31	4152.0
2021-10-10 22:30:00	ES	Futures	4937.59	4938.72	4932.79	4933.35	3467.0
2021-10-10 23:00:00	ES	Futures	4933.35	4938.15	4928.84	4937.02	4945.0
2021-10-10 23:30:00	ES	Futures	4937.31	4937.59	4933.64	4935.61	3017.0
2021-10-10 18:00:00	NQ	Futures	17169.06	17190.79	17103.85	17122.4	5714.0
2021-10-10 18:30:00	NQ	Futures	17122.11	17127.61	17100.66	17106.75	3141.0
2021-10-10 19:00:00	NQ	Futures	17107.33	17119.21	17083.27	17095.15	3752.0
2021-10-10 19:30:00	NQ	Futures	17094.0	17100.95	17045.89	17060.67	4893.0
2021-10-10 20:00:00	NQ	Futures	17060.38	17083.56	17048.2	17080.66	3356.0
2021-10-10 20:30:00	NQ	Futures	17079.79	17105.88	17078.92	17092.26	3450.0
2021-10-10 21:00:00	NQ	Futures	17091.97	17120.66	17089.36	17102.98	4061.0
2021-10-10 21:30:00	NQ	Futures	17102.98	17131.67	17099.5	17105.3	4102.0
2021-10-10 22:00:00	NQ	Futures	17105.88	17119.5	17102.11	17107.33	2234.0
2021-10-10 22:30:00	NQ	Futures	17108.2	17113.41	17080.95	17085.59	2485.0
2021-10-10 23:00:00	NQ	Futures	17085.59	17102.98	17070.23	17098.05	3142.0
2021-10-10 23:30:00	NQ	Futures	17098.92	17102.11	17089.07	17098.92	1668.0
2021-10-10 18:00:00	YM	Futures	38799.1	38878.7	38758.7	38778.9	1469.0
2021-10-10 18:30:00	YM	Futures	38778.9	38784.5	38717.3	38722.9	786.0
2021-10-10 19:00:00	YM	Futures	38722.9	38746.4	38673.5	38691.5	1258.0
2021-10-10 19:30:00	YM	Futures	38692.6	38703.8	38554.7	38613.0	3027.0
2021-10-10 20:00:00	YM	Futures	38618.6	38670.2	38590.6	38669.1	1169.0
2021-10-10 20:30:00	YM	Futures	38667.9	38736.3	38664.6	38716.1	1453.0
2021-10-10 21:00:00	YM	Futures	38717.3	38780.0	38717.3	38761.0	1399.0
2021-10-10 21:30:00	YM	Futures	38761.0	38824.9	38750.9	38764.3	1654.0
2021-10-10 22:00:00	YM	Futures	38764.3	38805.8	38754.3	38777.8	847.0
2021-10-10 22:30:00	YM	Futures	38778.9	38787.9	38752.0	38756.5	574.0
2021-10-10 23:00:00	YM	Futures	38756.5	38791.2	38720.6	38782.3	767.0
2021-10-10 23:30:00	YM	Futures	38784.5	38786.8	38762.1	38775.5	456.0
2021-10-10 18:00:00	CL	Futures	55.19	55.68	55.16	55.53	4592.0
2021-10-10 18:30:00	CL	Futures	55.53	55.53	55.34	55.39	1976.0
2021-10-10 19:00:00	CL	Futures	55.39	55.5	55.34	55.41	1470.0
2021-10-10 19:30:00	CL	Futures	55.41	55.41	55.25	55.25	1458.0
2021-10-10 20:00:00	CL	Futures	55.25	55.53	55.21	55.49	2526.0
2021-10-10 20:30:00	CL	Futures	55.48	55.62	55.48	55.59	1866.0
2021-10-10 21:00:00	CL	Futures	55.6	55.76	55.49	55.63	6102.0
2021-10-10 21:30:00	CL	Futures	55.63	55.93	55.63	55.8	5782.0
2021-10-10 22:00:00	CL	Futures	55.79	55.86	55.71	55.84	2635.0
2021-10-10 22:30:00	CL	Futures	55.84	56.07	55.81	56.02	4476.0
2021-10-10 23:00:00	CL	Futures	56.02	56.18	55.99	56.11	4558.0
2021-10-10 23:30:00	CL	Futures	56.11	56.11	56.02	56.09	1964.0
2021-10-10 18:00:00	GC	Futures	2115.5	2116.7	2107.8	2110.0	3149.0
2021-10-10 18:30:00	GC	Futures	2110.0	2113.1	2108.0	2112.9	2197.0

> showing 50 of 756 rows — these rows as CSV

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