PREVIEW / futures_30min / 2021-10-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-24.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
2021-10-24 18:00:00	ES	Futures	5112.28	5116.51	5107.48	5114.82	5851.0
2021-10-24 18:30:00	ES	Futures	5114.82	5115.1	5109.74	5111.43	2722.0
2021-10-24 19:00:00	ES	Futures	5111.43	5113.41	5111.15	5112.84	2099.0
2021-10-24 19:30:00	ES	Futures	5112.84	5113.41	5105.22	5108.89	5059.0
2021-10-24 20:00:00	ES	Futures	5108.89	5113.12	5108.89	5111.71	3884.0
2021-10-24 20:30:00	ES	Futures	5111.71	5118.77	5111.15	5117.36	5434.0
2021-10-24 21:00:00	ES	Futures	5117.36	5118.2	5114.54	5115.95	3229.0
2021-10-24 21:30:00	ES	Futures	5115.95	5118.49	5113.12	5116.23	4095.0
2021-10-24 22:00:00	ES	Futures	5116.23	5117.08	5113.41	5115.1	2979.0
2021-10-24 22:30:00	ES	Futures	5114.82	5117.08	5113.97	5116.51	1625.0
2021-10-24 23:00:00	ES	Futures	5116.79	5124.13	5116.51	5122.72	5176.0
2021-10-24 23:30:00	ES	Futures	5122.44	5125.26	5121.59	5123.57	3197.0
2021-10-24 18:00:00	NQ	Futures	17764.92	17779.99	17734.2	17773.62	4163.0
2021-10-24 18:30:00	NQ	Futures	17773.62	17774.49	17751.3	17756.23	2085.0
2021-10-24 19:00:00	NQ	Futures	17756.81	17768.11	17756.23	17761.15	1155.0
2021-10-24 19:30:00	NQ	Futures	17760.28	17763.18	17731.88	17742.9	2597.0
2021-10-24 20:00:00	NQ	Futures	17743.77	17758.55	17742.61	17753.04	2039.0
2021-10-24 20:30:00	NQ	Futures	17754.2	17781.15	17751.88	17775.94	2984.0
2021-10-24 21:00:00	NQ	Futures	17777.09	17778.54	17762.89	17768.69	2262.0
2021-10-24 21:30:00	NQ	Futures	17768.98	17779.12	17756.23	17772.46	2271.0
2021-10-24 22:00:00	NQ	Futures	17772.17	17775.94	17762.02	17767.82	1544.0
2021-10-24 22:30:00	NQ	Futures	17767.53	17775.65	17765.5	17773.62	1058.0
2021-10-24 23:00:00	NQ	Futures	17774.49	17801.15	17773.62	17793.61	2483.0
2021-10-24 23:30:00	NQ	Futures	17794.19	17804.05	17790.43	17797.96	1240.0
2021-10-24 18:00:00	YM	Futures	39791.1	39811.3	39737.3	39797.8	1630.0
2021-10-24 18:30:00	YM	Futures	39797.8	39800.1	39766.4	39775.4	621.0
2021-10-24 19:00:00	YM	Futures	39777.6	39792.2	39775.4	39786.6	465.0
2021-10-24 19:30:00	YM	Futures	39786.6	39794.5	39737.3	39767.6	1075.0
2021-10-24 20:00:00	YM	Futures	39767.6	39802.3	39766.4	39782.1	928.0
2021-10-24 20:30:00	YM	Futures	39784.4	39848.3	39776.5	39825.8	1388.0
2021-10-24 21:00:00	YM	Futures	39825.8	39834.8	39807.9	39818.0	541.0
2021-10-24 21:30:00	YM	Futures	39818.0	39838.2	39792.2	39815.8	602.0
2021-10-24 22:00:00	YM	Futures	39814.6	39824.7	39797.8	39805.7	570.0
2021-10-24 22:30:00	YM	Futures	39805.7	39824.7	39803.4	39823.6	273.0
2021-10-24 23:00:00	YM	Futures	39824.7	39878.5	39821.4	39864.0	984.0
2021-10-24 23:30:00	YM	Futures	39864.0	39881.9	39855.0	39864.0	735.0
2021-10-24 18:00:00	CL	Futures	58.69	58.85	58.53	58.74	4123.0
2021-10-24 18:30:00	CL	Futures	58.74	58.77	58.67	58.73	1312.0
2021-10-24 19:00:00	CL	Futures	58.72	58.88	58.67	58.87	1647.0
2021-10-24 19:30:00	CL	Futures	58.87	58.9	58.74	58.76	1211.0
2021-10-24 20:00:00	CL	Futures	58.76	58.88	58.74	58.83	1441.0
2021-10-24 20:30:00	CL	Futures	58.83	58.93	58.76	58.87	1565.0
2021-10-24 21:00:00	CL	Futures	58.87	59.03	58.87	58.95	4617.0
2021-10-24 21:30:00	CL	Futures	58.96	59.12	58.92	59.11	4610.0
2021-10-24 22:00:00	CL	Futures	59.11	59.2	59.05	59.11	3334.0
2021-10-24 22:30:00	CL	Futures	59.11	59.24	59.08	59.2	3181.0
2021-10-24 23:00:00	CL	Futures	59.2	59.24	59.13	59.2	2111.0
2021-10-24 23:30:00	CL	Futures	59.2	59.2	59.1	59.11	1301.0
2021-10-24 18:00:00	GC	Futures	2159.8	2160.7	2158.6	2159.8	829.0
2021-10-24 18:30:00	GC	Futures	2159.7	2160.9	2159.4	2160.4	639.0

> showing 50 of 752 rows — these rows as CSV

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