PREVIEW / futures_30min / 2021-11-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-28.parquet
  size:    30 KB
  rows:    818

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
2021-11-28 18:00:00	ES	Futures	5180.29	5227.98	5180.01	5215.57	49388.0
2021-11-28 18:30:00	ES	Futures	5215.85	5223.75	5212.46	5221.21	15228.0
2021-11-28 19:00:00	ES	Futures	5221.21	5233.63	5219.8	5220.36	22945.0
2021-11-28 19:30:00	ES	Futures	5220.36	5229.96	5217.83	5227.7	14163.0
2021-11-28 20:00:00	ES	Futures	5227.98	5232.22	5220.93	5225.44	12099.0
2021-11-28 20:30:00	ES	Futures	5225.44	5237.58	5221.49	5235.6	10389.0
2021-11-28 21:00:00	ES	Futures	5235.6	5240.97	5232.78	5233.63	12945.0
2021-11-28 21:30:00	ES	Futures	5233.63	5240.12	5233.63	5236.17	6944.0
2021-11-28 22:00:00	ES	Futures	5236.17	5238.99	5231.37	5237.3	5856.0
2021-11-28 22:30:00	ES	Futures	5237.58	5237.86	5234.48	5235.04	3542.0
2021-11-28 23:00:00	ES	Futures	5235.04	5238.99	5235.04	5237.02	3984.0
2021-11-28 23:30:00	ES	Futures	5237.02	5237.02	5224.88	5227.7	7195.0
2021-11-28 18:00:00	NQ	Futures	18602.2	18740.45	18592.35	18711.46	13986.0
2021-11-28 18:30:00	NQ	Futures	18711.75	18755.23	18710.6	18744.21	7664.0
2021-11-28 19:00:00	NQ	Futures	18744.79	18809.42	18742.77	18770.59	7289.0
2021-11-28 19:30:00	NQ	Futures	18770.01	18803.05	18760.15	18786.24	4742.0
2021-11-28 20:00:00	NQ	Futures	18786.24	18807.1	18773.49	18789.72	4176.0
2021-11-28 20:30:00	NQ	Futures	18787.98	18830.58	18772.62	18821.02	4081.0
2021-11-28 21:00:00	NQ	Futures	18822.18	18839.27	18806.52	18816.96	4549.0
2021-11-28 21:30:00	NQ	Futures	18817.83	18838.69	18817.25	18820.44	2701.0
2021-11-28 22:00:00	NQ	Futures	18821.02	18836.09	18809.13	18828.26	2263.0
2021-11-28 22:30:00	NQ	Futures	18828.84	18833.19	18818.7	18823.62	1461.0
2021-11-28 23:00:00	NQ	Futures	18823.91	18838.11	18823.33	18833.77	1439.0
2021-11-28 23:30:00	NQ	Futures	18834.35	18834.93	18800.15	18804.79	2875.0
2021-11-28 18:00:00	YM	Futures	38941.4	39328.2	38940.3	39235.1	10633.0
2021-11-28 18:30:00	YM	Futures	39239.6	39290.0	39185.8	39255.3	3800.0
2021-11-28 19:00:00	YM	Futures	39254.2	39322.6	39217.2	39227.3	3826.0
2021-11-28 19:30:00	YM	Futures	39226.2	39310.2	39200.4	39290.0	2357.0
2021-11-28 20:00:00	YM	Futures	39292.3	39329.3	39231.8	39259.8	2544.0
2021-11-28 20:30:00	YM	Futures	39258.7	39349.5	39220.6	39325.9	2663.0
2021-11-28 21:00:00	YM	Futures	39329.3	39377.5	39316.9	39330.4	2112.0
2021-11-28 21:30:00	YM	Futures	39330.4	39386.4	39330.4	39346.1	1138.0
2021-11-28 22:00:00	YM	Futures	39345.0	39368.5	39308.0	39351.7	1169.0
2021-11-28 22:30:00	YM	Futures	39353.9	39364.0	39339.4	39339.4	647.0
2021-11-28 23:00:00	YM	Futures	39339.4	39370.8	39339.4	39348.3	548.0
2021-11-28 23:30:00	YM	Futures	39349.5	39351.7	39245.2	39259.8	1612.0
2021-11-28 18:00:00	CL	Futures	49.05	50.82	49.05	49.82	23355.0
2021-11-28 18:30:00	CL	Futures	49.82	50.59	49.82	50.58	9666.0
2021-11-28 19:00:00	CL	Futures	50.57	50.66	50.18	50.36	8016.0
2021-11-28 19:30:00	CL	Futures	50.36	51.12	50.34	51.1	8161.0
2021-11-28 20:00:00	CL	Futures	51.1	51.13	50.12	50.45	12338.0
2021-11-28 20:30:00	CL	Futures	50.46	50.8	50.41	50.78	6588.0
2021-11-28 21:00:00	CL	Futures	50.78	50.86	50.58	50.8	4823.0
2021-11-28 21:30:00	CL	Futures	50.79	51.02	50.7	50.83	6562.0
2021-11-28 22:00:00	CL	Futures	50.82	50.99	50.73	50.85	5331.0
2021-11-28 22:30:00	CL	Futures	50.85	50.94	50.78	50.82	1941.0
2021-11-28 23:00:00	CL	Futures	50.8	50.82	50.66	50.72	3530.0
2021-11-28 23:30:00	CL	Futures	50.72	50.75	50.31	50.37	5277.0
2021-11-28 18:00:00	GC	Futures	2158.0	2158.2	2142.8	2149.5	3220.0
2021-11-28 18:30:00	GC	Futures	2149.6	2161.3	2149.4	2161.0	2151.0

> showing 50 of 818 rows — these rows as CSV

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