PREVIEW / futures_30min / 2021-11-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-07.parquet
  size:    28 KB
  rows:    773

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
2021-11-07 18:00:00	ES	Futures	5281.32	5294.02	5280.76	5290.07	10119.0
2021-11-07 18:30:00	ES	Futures	5290.35	5293.46	5287.53	5288.1	3640.0
2021-11-07 19:00:00	ES	Futures	5288.1	5288.94	5285.56	5285.56	4172.0
2021-11-07 19:30:00	ES	Futures	5285.27	5286.4	5282.17	5284.14	4220.0
2021-11-07 20:00:00	ES	Futures	5284.43	5286.68	5283.58	5285.27	3382.0
2021-11-07 20:30:00	ES	Futures	5285.27	5288.38	5278.78	5281.32	6452.0
2021-11-07 21:00:00	ES	Futures	5281.04	5284.71	5280.19	5283.58	2696.0
2021-11-07 21:30:00	ES	Futures	5283.86	5284.43	5279.91	5283.3	3030.0
2021-11-07 22:00:00	ES	Futures	5283.58	5284.43	5282.45	5283.3	2178.0
2021-11-07 22:30:00	ES	Futures	5283.58	5283.86	5282.45	5283.02	991.0
2021-11-07 23:00:00	ES	Futures	5283.02	5284.14	5283.02	5283.58	1872.0
2021-11-07 23:30:00	ES	Futures	5283.58	5283.86	5281.61	5282.73	1763.0
2021-11-07 18:00:00	NQ	Futures	18887.96	18922.74	18845.07	18912.89	6361.0
2021-11-07 18:30:00	NQ	Futures	18913.47	18936.36	18905.64	18910.57	2363.0
2021-11-07 19:00:00	NQ	Futures	18910.57	18916.66	18899.56	18903.61	1956.0
2021-11-07 19:30:00	NQ	Futures	18903.61	18906.8	18881.59	18892.89	2594.0
2021-11-07 20:00:00	NQ	Futures	18892.89	18900.72	18879.85	18893.47	1877.0
2021-11-07 20:30:00	NQ	Futures	18893.47	18912.02	18869.99	18878.4	3751.0
2021-11-07 21:00:00	NQ	Futures	18877.82	18886.8	18870.28	18879.85	1832.0
2021-11-07 21:30:00	NQ	Futures	18879.85	18882.46	18863.91	18876.08	1475.0
2021-11-07 22:00:00	NQ	Futures	18876.37	18884.49	18873.18	18880.43	988.0
2021-11-07 22:30:00	NQ	Futures	18880.72	18882.17	18872.89	18878.69	609.0
2021-11-07 23:00:00	NQ	Futures	18878.69	18892.02	18878.11	18887.96	922.0
2021-11-07 23:30:00	NQ	Futures	18887.96	18887.96	18875.79	18880.43	610.0
2021-11-07 18:00:00	YM	Futures	40500.6	40639.6	40490.5	40604.9	2032.0
2021-11-07 18:30:00	YM	Futures	40606.0	40616.1	40565.6	40573.5	865.0
2021-11-07 19:00:00	YM	Futures	40575.7	40588.1	40557.8	40557.8	824.0
2021-11-07 19:30:00	YM	Futures	40556.7	40566.8	40543.2	40560.0	670.0
2021-11-07 20:00:00	YM	Futures	40560.0	40581.3	40560.0	40575.7	647.0
2021-11-07 20:30:00	YM	Futures	40574.6	40592.5	40525.3	40547.7	821.0
2021-11-07 21:00:00	YM	Futures	40544.3	40575.7	40543.2	40572.4	257.0
2021-11-07 21:30:00	YM	Futures	40575.7	40578.0	40544.3	40567.9	335.0
2021-11-07 22:00:00	YM	Futures	40569.0	40574.6	40560.0	40565.6	261.0
2021-11-07 22:30:00	YM	Futures	40566.8	40566.8	40552.2	40556.7	182.0
2021-11-07 23:00:00	YM	Futures	40558.9	40560.0	40546.6	40551.1	241.0
2021-11-07 23:30:00	YM	Futures	40552.2	40554.4	40541.0	40551.1	217.0
2021-11-07 18:00:00	CL	Futures	56.7	57.14	56.65	57.03	4217.0
2021-11-07 18:30:00	CL	Futures	57.04	57.09	56.97	56.98	1037.0
2021-11-07 19:00:00	CL	Futures	56.98	57.09	56.95	57.07	1551.0
2021-11-07 19:30:00	CL	Futures	57.07	57.26	57.07	57.23	2448.0
2021-11-07 20:00:00	CL	Futures	57.24	57.55	57.19	57.53	8858.0
2021-11-07 20:30:00	CL	Futures	57.53	57.64	57.37	57.42	4985.0
2021-11-07 21:00:00	CL	Futures	57.42	57.57	57.36	57.53	2432.0
2021-11-07 21:30:00	CL	Futures	57.53	57.6	57.43	57.52	3029.0
2021-11-07 22:00:00	CL	Futures	57.53	57.53	57.43	57.51	1669.0
2021-11-07 22:30:00	CL	Futures	57.51	57.55	57.44	57.48	1249.0
2021-11-07 23:00:00	CL	Futures	57.48	57.48	57.39	57.41	1067.0
2021-11-07 23:30:00	CL	Futures	57.4	57.5	57.39	57.48	765.0
2021-11-07 18:00:00	GC	Futures	2191.6	2191.7	2187.0	2189.1	2684.0
2021-11-07 18:30:00	GC	Futures	2189.1	2190.9	2187.9	2187.9	1085.0

> showing 50 of 773 rows — these rows as CSV

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