PREVIEW / futures_30min / 2021-11-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-14.parquet
  size:    27 KB
  rows:    761

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
2021-11-14 18:00:00	ES	Futures	5288.38	5293.74	5285.56	5290.92	6530.0
2021-11-14 18:30:00	ES	Futures	5290.92	5291.48	5288.1	5288.66	2991.0
2021-11-14 19:00:00	ES	Futures	5288.66	5291.76	5286.68	5288.38	4482.0
2021-11-14 19:30:00	ES	Futures	5288.38	5290.92	5288.1	5289.51	1868.0
2021-11-14 20:00:00	ES	Futures	5289.51	5289.79	5286.68	5287.81	3390.0
2021-11-14 20:30:00	ES	Futures	5287.81	5288.38	5286.68	5286.97	2402.0
2021-11-14 21:00:00	ES	Futures	5287.25	5288.1	5286.4	5286.97	1699.0
2021-11-14 21:30:00	ES	Futures	5286.97	5288.66	5286.4	5286.4	1543.0
2021-11-14 22:00:00	ES	Futures	5286.12	5286.68	5282.45	5283.02	3341.0
2021-11-14 22:30:00	ES	Futures	5283.3	5283.86	5282.17	5282.45	1762.0
2021-11-14 23:00:00	ES	Futures	5282.45	5283.02	5282.17	5282.45	1613.0
2021-11-14 23:30:00	ES	Futures	5282.45	5283.3	5279.91	5283.3	2867.0
2021-11-14 18:00:00	NQ	Futures	18794.35	18827.68	18792.03	18818.7	4157.0
2021-11-14 18:30:00	NQ	Futures	18817.83	18823.91	18808.26	18810.58	1816.0
2021-11-14 19:00:00	NQ	Futures	18811.45	18827.68	18809.13	18817.25	2511.0
2021-11-14 19:30:00	NQ	Futures	18817.83	18824.2	18815.51	18817.54	1309.0
2021-11-14 20:00:00	NQ	Futures	18818.12	18821.6	18810.29	18817.25	1446.0
2021-11-14 20:30:00	NQ	Futures	18817.54	18820.73	18811.45	18816.96	1347.0
2021-11-14 21:00:00	NQ	Futures	18817.25	18821.31	18806.81	18810.29	1382.0
2021-11-14 21:30:00	NQ	Futures	18810.0	18817.25	18806.81	18807.97	988.0
2021-11-14 22:00:00	NQ	Futures	18807.1	18807.97	18792.9	18803.05	1910.0
2021-11-14 22:30:00	NQ	Futures	18802.76	18805.37	18796.67	18800.44	765.0
2021-11-14 23:00:00	NQ	Futures	18799.86	18806.81	18797.25	18799.86	751.0
2021-11-14 23:30:00	NQ	Futures	18800.44	18800.44	18786.53	18797.54	1309.0
2021-11-14 18:00:00	YM	Futures	40418.8	40450.2	40397.5	40423.3	998.0
2021-11-14 18:30:00	YM	Futures	40425.5	40431.1	40403.1	40407.6	597.0
2021-11-14 19:00:00	YM	Futures	40408.7	40430.0	40389.7	40396.4	852.0
2021-11-14 19:30:00	YM	Futures	40398.6	40419.9	40395.3	40413.2	320.0
2021-11-14 20:00:00	YM	Futures	40409.8	40416.6	40386.3	40394.1	657.0
2021-11-14 20:30:00	YM	Futures	40395.3	40398.6	40380.7	40384.1	569.0
2021-11-14 21:00:00	YM	Futures	40384.1	40396.4	40382.9	40391.9	285.0
2021-11-14 21:30:00	YM	Futures	40391.9	40402.0	40387.4	40391.9	209.0
2021-11-14 22:00:00	YM	Futures	40388.5	40390.8	40353.8	40354.9	594.0
2021-11-14 22:30:00	YM	Futures	40356.0	40361.6	40349.3	40351.5	342.0
2021-11-14 23:00:00	YM	Futures	40351.5	40357.2	40345.9	40354.9	326.0
2021-11-14 23:30:00	YM	Futures	40354.9	40362.8	40338.1	40362.8	398.0
2021-11-14 18:00:00	CL	Futures	56.39	56.71	56.34	56.51	1079.0
2021-11-14 18:30:00	CL	Futures	56.53	56.67	56.52	56.59	500.0
2021-11-14 19:00:00	CL	Futures	56.59	56.64	56.46	56.47	305.0
2021-11-14 19:30:00	CL	Futures	56.48	56.57	56.48	56.51	144.0
2021-11-14 20:00:00	CL	Futures	56.49	56.57	56.09	56.14	1928.0
2021-11-14 20:30:00	CL	Futures	56.14	56.15	56.0	56.08	1039.0
2021-11-14 21:00:00	CL	Futures	56.06	56.15	56.01	56.08	545.0
2021-11-14 21:30:00	CL	Futures	56.08	56.11	55.98	55.98	450.0
2021-11-14 22:00:00	CL	Futures	55.98	56.02	55.87	55.94	927.0
2021-11-14 22:30:00	CL	Futures	55.95	56.02	55.93	55.93	288.0
2021-11-14 23:00:00	CL	Futures	55.95	56.0	55.92	55.99	234.0
2021-11-14 23:30:00	CL	Futures	55.98	56.08	55.95	56.06	289.0
2021-11-14 18:00:00	GC	Futures	2254.2	2254.2	2247.4	2250.1	1838.0
2021-11-14 18:30:00	GC	Futures	2250.1	2251.6	2248.3	2248.7	828.0

> showing 50 of 761 rows — these rows as CSV

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