PREVIEW / futures_30min / 2021-10-31

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-31.parquet
  size:    28 KB
  rows:    780

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
2021-10-31 18:00:00	ES	Futures	5201.74	5207.38	5199.48	5207.38	9530.0
2021-10-31 18:30:00	ES	Futures	5207.1	5207.67	5200.61	5200.61	6553.0
2021-10-31 19:00:00	ES	Futures	5200.89	5202.87	5195.81	5202.87	6343.0
2021-10-31 19:30:00	ES	Futures	5202.87	5206.25	5201.74	5204.28	4739.0
2021-10-31 20:00:00	ES	Futures	5204.28	5210.21	5203.43	5207.95	8696.0
2021-10-31 20:30:00	ES	Futures	5207.95	5208.51	5205.41	5206.25	3918.0
2021-10-31 21:00:00	ES	Futures	5205.97	5205.97	5201.17	5202.3	5069.0
2021-10-31 21:30:00	ES	Futures	5202.02	5203.43	5198.07	5202.02	5676.0
2021-10-31 22:00:00	ES	Futures	5202.02	5202.59	5200.33	5201.74	2363.0
2021-10-31 22:30:00	ES	Futures	5201.74	5202.59	5199.2	5201.74	2171.0
2021-10-31 23:00:00	ES	Futures	5201.74	5202.3	5200.33	5201.46	1492.0
2021-10-31 23:30:00	ES	Futures	5201.17	5202.02	5199.2	5199.76	2013.0
2021-10-31 18:00:00	NQ	Futures	18415.27	18430.34	18398.75	18422.81	4098.0
2021-10-31 18:30:00	NQ	Futures	18422.81	18423.1	18398.75	18401.94	1931.0
2021-10-31 19:00:00	NQ	Futures	18401.65	18404.84	18380.2	18401.07	2229.0
2021-10-31 19:30:00	NQ	Futures	18402.81	18419.04	18397.01	18408.9	1538.0
2021-10-31 20:00:00	NQ	Futures	18411.79	18442.8	18405.71	18433.82	3623.0
2021-10-31 20:30:00	NQ	Futures	18433.82	18439.04	18426.57	18430.63	1415.0
2021-10-31 21:00:00	NQ	Futures	18430.05	18430.63	18408.32	18412.66	1584.0
2021-10-31 21:30:00	NQ	Futures	18412.37	18412.37	18394.98	18406.0	2119.0
2021-10-31 22:00:00	NQ	Futures	18406.0	18408.9	18398.46	18405.71	1131.0
2021-10-31 22:30:00	NQ	Futures	18404.84	18408.03	18397.3	18408.03	726.0
2021-10-31 23:00:00	NQ	Futures	18407.74	18408.32	18398.17	18403.39	557.0
2021-10-31 23:30:00	NQ	Futures	18403.39	18408.32	18398.75	18399.91	666.0
2021-10-31 18:00:00	YM	Futures	40124.0	40155.4	40071.3	40152.0	2025.0
2021-10-31 18:30:00	YM	Futures	40152.0	40158.7	40101.6	40107.2	995.0
2021-10-31 19:00:00	YM	Futures	40107.2	40137.5	40074.7	40137.5	1263.0
2021-10-31 19:30:00	YM	Futures	40136.3	40144.2	40118.4	40134.1	1127.0
2021-10-31 20:00:00	YM	Futures	40135.2	40182.3	40125.1	40153.1	1563.0
2021-10-31 20:30:00	YM	Futures	40152.0	40161.0	40133.0	40139.7	713.0
2021-10-31 21:00:00	YM	Futures	40137.5	40146.4	40110.6	40120.6	1036.0
2021-10-31 21:30:00	YM	Futures	40119.5	40137.5	40096.0	40124.0	950.0
2021-10-31 22:00:00	YM	Futures	40125.1	40134.1	40113.9	40125.1	347.0
2021-10-31 22:30:00	YM	Futures	40126.2	40131.8	40108.3	40124.0	432.0
2021-10-31 23:00:00	YM	Futures	40125.1	40131.8	40119.5	40124.0	250.0
2021-10-31 23:30:00	YM	Futures	40122.9	40128.5	40106.1	40109.4	281.0
2021-10-31 18:00:00	CL	Futures	58.26	58.27	58.02	58.11	2569.0
2021-10-31 18:30:00	CL	Futures	58.11	58.14	57.95	58.02	1646.0
2021-10-31 19:00:00	CL	Futures	58.0	58.01	57.83	57.97	2009.0
2021-10-31 19:30:00	CL	Futures	57.97	58.03	57.9	57.99	1029.0
2021-10-31 20:00:00	CL	Futures	58.0	58.15	57.98	58.13	1987.0
2021-10-31 20:30:00	CL	Futures	58.13	58.18	58.03	58.06	1215.0
2021-10-31 21:00:00	CL	Futures	58.06	58.14	57.92	58.06	4624.0
2021-10-31 21:30:00	CL	Futures	58.05	58.32	58.04	58.26	4084.0
2021-10-31 22:00:00	CL	Futures	58.27	58.3	58.18	58.23	1481.0
2021-10-31 22:30:00	CL	Futures	58.23	58.27	58.06	58.09	2740.0
2021-10-31 23:00:00	CL	Futures	58.1	58.16	58.06	58.13	1352.0
2021-10-31 23:30:00	CL	Futures	58.12	58.18	58.09	58.1	853.0
2021-10-31 18:00:00	GC	Futures	2149.1	2149.1	2145.4	2146.4	1325.0
2021-10-31 18:30:00	GC	Futures	2146.4	2146.5	2144.7	2145.3	603.0

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