PREVIEW / futures_30min / 2021-10-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-17.parquet
  size:    29 KB
  rows:    768

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
2021-10-17 18:00:00	ES	Futures	5040.88	5045.39	5033.82	5035.52	8087.0
2021-10-17 18:30:00	ES	Futures	5035.8	5036.08	5029.31	5033.26	3678.0
2021-10-17 19:00:00	ES	Futures	5033.26	5034.67	5029.31	5031.85	3822.0
2021-10-17 19:30:00	ES	Futures	5032.13	5032.41	5025.92	5026.2	5610.0
2021-10-17 20:00:00	ES	Futures	5026.2	5031.56	5024.23	5029.59	8197.0
2021-10-17 20:30:00	ES	Futures	5029.59	5039.75	5028.74	5034.67	8278.0
2021-10-17 21:00:00	ES	Futures	5034.39	5036.93	5030.44	5034.67	6874.0
2021-10-17 21:30:00	ES	Futures	5034.67	5036.08	5030.15	5035.23	6689.0
2021-10-17 22:00:00	ES	Futures	5035.23	5036.93	5033.54	5036.64	4524.0
2021-10-17 22:30:00	ES	Futures	5036.64	5037.49	5034.67	5036.08	2521.0
2021-10-17 23:00:00	ES	Futures	5036.36	5036.64	5034.1	5035.23	1977.0
2021-10-17 23:30:00	ES	Futures	5035.23	5036.36	5033.54	5034.39	2165.0
2021-10-17 18:00:00	NQ	Futures	17557.12	17578.57	17530.17	17535.1	4303.0
2021-10-17 18:30:00	NQ	Futures	17534.23	17535.39	17510.17	17519.45	2554.0
2021-10-17 19:00:00	NQ	Futures	17519.74	17529.01	17499.16	17508.43	2880.0
2021-10-17 19:30:00	NQ	Futures	17509.3	17509.88	17477.71	17483.8	4191.0
2021-10-17 20:00:00	NQ	Futures	17484.09	17506.12	17481.77	17499.16	3261.0
2021-10-17 20:30:00	NQ	Futures	17498.29	17532.78	17494.81	17513.36	3534.0
2021-10-17 21:00:00	NQ	Futures	17513.07	17524.37	17499.16	17511.04	2781.0
2021-10-17 21:30:00	NQ	Futures	17509.88	17513.07	17491.91	17509.59	2700.0
2021-10-17 22:00:00	NQ	Futures	17509.88	17514.81	17500.32	17513.36	1808.0
2021-10-17 22:30:00	NQ	Futures	17513.36	17518.58	17504.96	17508.43	1511.0
2021-10-17 23:00:00	NQ	Futures	17509.3	17510.75	17499.74	17503.8	1251.0
2021-10-17 23:30:00	NQ	Futures	17504.09	17504.67	17491.91	17495.68	1558.0
2021-10-17 18:00:00	YM	Futures	39467.1	39486.2	39407.7	39424.6	1883.0
2021-10-17 18:30:00	YM	Futures	39424.6	39424.6	39385.3	39408.9	880.0
2021-10-17 19:00:00	YM	Futures	39408.9	39429.0	39392.0	39412.2	713.0
2021-10-17 19:30:00	YM	Futures	39413.3	39420.1	39375.2	39377.5	1063.0
2021-10-17 20:00:00	YM	Futures	39380.8	39415.6	39357.3	39401.0	1116.0
2021-10-17 20:30:00	YM	Futures	39399.9	39479.5	39396.5	39436.9	1464.0
2021-10-17 21:00:00	YM	Futures	39434.6	39452.6	39412.2	39438.0	725.0
2021-10-17 21:30:00	YM	Futures	39438.0	39447.0	39398.8	39440.2	803.0
2021-10-17 22:00:00	YM	Futures	39440.2	39452.6	39430.2	39452.6	484.0
2021-10-17 22:30:00	YM	Futures	39452.6	39458.2	39439.1	39450.3	354.0
2021-10-17 23:00:00	YM	Futures	39452.6	39460.4	39439.1	39448.1	281.0
2021-10-17 23:30:00	YM	Futures	39448.1	39463.8	39432.4	39439.1	680.0
2021-10-17 18:00:00	CL	Futures	57.31	57.69	57.25	57.56	4863.0
2021-10-17 18:30:00	CL	Futures	57.55	57.61	57.48	57.51	966.0
2021-10-17 19:00:00	CL	Futures	57.51	57.64	57.46	57.62	1370.0
2021-10-17 19:30:00	CL	Futures	57.62	57.66	57.55	57.58	516.0
2021-10-17 20:00:00	CL	Futures	57.59	57.69	57.55	57.58	1267.0
2021-10-17 20:30:00	CL	Futures	57.58	57.63	57.48	57.57	1726.0
2021-10-17 21:00:00	CL	Futures	57.58	57.91	57.51	57.81	6345.0
2021-10-17 21:30:00	CL	Futures	57.81	57.86	57.72	57.83	3172.0
2021-10-17 22:00:00	CL	Futures	57.84	57.9	57.76	57.79	1968.0
2021-10-17 22:30:00	CL	Futures	57.79	58.0	57.76	57.95	4034.0
2021-10-17 23:00:00	CL	Futures	57.95	58.08	57.92	57.96	3736.0
2021-10-17 23:30:00	CL	Futures	57.96	57.96	57.88	57.93	968.0
2021-10-17 18:00:00	GC	Futures	2127.7	2129.3	2125.9	2126.4	1482.0
2021-10-17 18:30:00	GC	Futures	2126.5	2129.6	2124.4	2129.5	1531.0

> showing 50 of 768 rows — these rows as CSV

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