PREVIEW / futures_30min / 2021-11-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-21.parquet
  size:    27 KB
  rows:    754

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
2021-11-21 18:00:00	ES	Futures	5306.72	5310.67	5304.18	5307.57	5753.0
2021-11-21 18:30:00	ES	Futures	5307.29	5308.13	5302.21	5302.49	2946.0
2021-11-21 19:00:00	ES	Futures	5302.49	5307.85	5300.23	5307.0	5134.0
2021-11-21 19:30:00	ES	Futures	5306.72	5309.26	5305.31	5308.13	2430.0
2021-11-21 20:00:00	ES	Futures	5308.13	5312.93	5308.13	5312.08	4272.0
2021-11-21 20:30:00	ES	Futures	5312.08	5313.78	5310.67	5311.8	3296.0
2021-11-21 21:00:00	ES	Futures	5311.8	5313.21	5311.8	5312.08	1473.0
2021-11-21 21:30:00	ES	Futures	5312.37	5313.78	5311.8	5313.5	2184.0
2021-11-21 22:00:00	ES	Futures	5313.78	5315.19	5312.65	5314.62	1849.0
2021-11-21 22:30:00	ES	Futures	5314.91	5314.91	5313.21	5313.78	1663.0
2021-11-21 23:00:00	ES	Futures	5313.78	5316.88	5313.78	5316.32	3294.0
2021-11-21 23:30:00	ES	Futures	5316.6	5316.6	5312.93	5312.93	2318.0
2021-11-21 18:00:00	NQ	Futures	19244.15	19266.17	19239.51	19248.5	3145.0
2021-11-21 18:30:00	NQ	Futures	19248.21	19251.1	19229.66	19230.82	1400.0
2021-11-21 19:00:00	NQ	Futures	19230.82	19256.61	19223.86	19255.45	2203.0
2021-11-21 19:30:00	NQ	Futures	19255.45	19262.41	19248.5	19259.8	2200.0
2021-11-21 20:00:00	NQ	Futures	19259.51	19281.25	19258.35	19273.13	3365.0
2021-11-21 20:30:00	NQ	Futures	19272.26	19275.45	19261.25	19270.23	1673.0
2021-11-21 21:00:00	NQ	Futures	19271.1	19276.32	19264.73	19265.6	1183.0
2021-11-21 21:30:00	NQ	Futures	19266.46	19274.87	19263.57	19274.87	961.0
2021-11-21 22:00:00	NQ	Futures	19274.0	19276.9	19267.33	19274.87	804.0
2021-11-21 22:30:00	NQ	Futures	19274.87	19277.19	19269.65	19272.55	660.0
2021-11-21 23:00:00	NQ	Futures	19272.84	19278.64	19265.89	19271.97	1503.0
2021-11-21 23:30:00	NQ	Futures	19272.55	19272.55	19256.32	19257.48	1115.0
2021-11-21 18:00:00	YM	Futures	39895.3	39925.6	39888.6	39915.5	1229.0
2021-11-21 18:30:00	YM	Futures	39914.4	39918.9	39869.6	39880.8	565.0
2021-11-21 19:00:00	YM	Futures	39880.8	39911.0	39861.7	39900.9	1477.0
2021-11-21 19:30:00	YM	Futures	39900.9	39916.6	39884.1	39912.2	652.0
2021-11-21 20:00:00	YM	Futures	39911.0	39941.3	39909.9	39939.1	1299.0
2021-11-21 20:30:00	YM	Futures	39940.2	39960.3	39930.1	39939.1	732.0
2021-11-21 21:00:00	YM	Futures	39937.9	39955.9	39937.9	39950.3	340.0
2021-11-21 21:30:00	YM	Futures	39949.1	39966.0	39942.4	39954.7	425.0
2021-11-21 22:00:00	YM	Futures	39955.9	39971.6	39946.9	39969.3	401.0
2021-11-21 22:30:00	YM	Futures	39969.3	39972.7	39961.5	39963.7	301.0
2021-11-21 23:00:00	YM	Futures	39964.8	39995.1	39964.8	39989.5	703.0
2021-11-21 23:30:00	YM	Futures	39991.7	39991.7	39969.3	39969.3	323.0
2021-11-21 18:00:00	CL	Futures	53.67	53.72	52.97	53.38	6858.0
2021-11-21 18:30:00	CL	Futures	53.38	53.55	53.26	53.53	2511.0
2021-11-21 19:00:00	CL	Futures	53.52	53.54	53.37	53.4	2437.0
2021-11-21 19:30:00	CL	Futures	53.41	53.59	53.37	53.57	1143.0
2021-11-21 20:00:00	CL	Futures	53.57	53.74	53.44	53.72	4070.0
2021-11-21 20:30:00	CL	Futures	53.72	53.81	53.43	53.47	4024.0
2021-11-21 21:00:00	CL	Futures	53.47	53.63	53.38	53.58	2696.0
2021-11-21 21:30:00	CL	Futures	53.59	53.62	53.5	53.55	1733.0
2021-11-21 22:00:00	CL	Futures	53.55	53.72	53.48	53.68	2349.0
2021-11-21 22:30:00	CL	Futures	53.68	53.82	53.67	53.8	1573.0
2021-11-21 23:00:00	CL	Futures	53.8	53.9	53.79	53.82	2004.0
2021-11-21 23:30:00	CL	Futures	53.81	53.81	53.72	53.77	1109.0
2021-11-21 18:00:00	GC	Futures	2225.0	2225.2	2214.9	2219.9	3649.0
2021-11-21 18:30:00	GC	Futures	2219.8	2225.1	2219.8	2222.2	1709.0

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