PREVIEW / futures_30min / 2021-12-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-05.parquet
  size:    27 KB
  rows:    737

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
2021-12-05 18:00:00	ES	Futures	5127.52	5138.81	5119.33	5135.98	19501.0
2021-12-05 18:30:00	ES	Futures	5135.98	5146.71	5134.57	5144.17	9117.0
2021-12-05 19:00:00	ES	Futures	5144.17	5145.86	5125.26	5135.7	14069.0
2021-12-05 19:30:00	ES	Futures	5135.98	5143.89	5131.47	5142.19	6939.0
2021-12-05 20:00:00	ES	Futures	5141.91	5150.38	5139.09	5146.14	8168.0
2021-12-05 20:30:00	ES	Futures	5146.43	5149.81	5137.68	5144.73	8307.0
2021-12-05 21:00:00	ES	Futures	5144.73	5148.12	5142.47	5145.3	4528.0
2021-12-05 21:30:00	ES	Futures	5145.3	5146.71	5141.06	5144.73	3590.0
2021-12-05 22:00:00	ES	Futures	5144.73	5147.55	5144.45	5144.45	2525.0
2021-12-05 22:30:00	ES	Futures	5144.17	5147.27	5142.19	5146.99	2720.0
2021-12-05 23:00:00	ES	Futures	5146.71	5149.53	5145.01	5148.4	2859.0
2021-12-05 23:30:00	ES	Futures	5148.4	5150.09	5145.01	5146.43	2667.0
2021-12-05 18:00:00	NQ	Futures	18219.36	18248.63	18178.2	18214.43	9881.0
2021-12-05 18:30:00	NQ	Futures	18215.3	18261.09	18212.11	18245.73	5494.0
2021-12-05 19:00:00	NQ	Futures	18245.73	18255.29	18168.93	18205.73	8197.0
2021-12-05 19:30:00	NQ	Futures	18206.89	18234.72	18184.29	18223.12	5386.0
2021-12-05 20:00:00	NQ	Futures	18222.25	18237.9	18206.6	18233.56	5335.0
2021-12-05 20:30:00	NQ	Futures	18233.85	18241.67	18202.84	18221.67	5622.0
2021-12-05 21:00:00	NQ	Futures	18221.96	18254.71	18214.14	18241.96	4043.0
2021-12-05 21:30:00	NQ	Futures	18241.38	18252.39	18227.47	18245.73	3225.0
2021-12-05 22:00:00	NQ	Futures	18246.31	18256.16	18234.72	18234.72	2539.0
2021-12-05 22:30:00	NQ	Futures	18234.43	18241.96	18226.02	18237.9	2819.0
2021-12-05 23:00:00	NQ	Futures	18237.61	18252.1	18232.69	18247.76	2393.0
2021-12-05 23:30:00	NQ	Futures	18248.05	18254.71	18234.72	18242.54	1470.0
2021-12-05 18:00:00	YM	Futures	38772.2	38920.1	38762.1	38916.8	3857.0
2021-12-05 18:30:00	YM	Futures	38917.9	38980.7	38906.7	38963.9	2953.0
2021-12-05 19:00:00	YM	Futures	38965.0	38974.0	38835.0	38917.9	4184.0
2021-12-05 19:30:00	YM	Futures	38920.1	38975.1	38893.2	38968.3	2301.0
2021-12-05 20:00:00	YM	Futures	38967.2	39036.7	38945.9	39010.9	3386.0
2021-12-05 20:30:00	YM	Futures	39010.9	39040.1	38942.6	39005.3	3163.0
2021-12-05 21:00:00	YM	Futures	39003.1	39023.3	38982.9	38994.1	1617.0
2021-12-05 21:30:00	YM	Futures	38995.2	38999.7	38965.0	38980.7	1159.0
2021-12-05 22:00:00	YM	Futures	38981.8	39013.2	38981.8	38990.8	966.0
2021-12-05 22:30:00	YM	Futures	38988.5	39008.7	38977.3	39004.2	883.0
2021-12-05 23:00:00	YM	Futures	39003.1	39018.8	38991.9	39009.8	1087.0
2021-12-05 23:30:00	YM	Futures	39010.9	39024.4	38989.6	38998.6	844.0
2021-12-05 18:00:00	CL	Futures	47.49	47.94	47.27	47.83	5839.0
2021-12-05 18:30:00	CL	Futures	47.84	47.91	47.72	47.86	2046.0
2021-12-05 19:00:00	CL	Futures	47.87	48.13	47.84	48.03	2691.0
2021-12-05 19:30:00	CL	Futures	48.01	48.29	48.0	48.28	2240.0
2021-12-05 20:00:00	CL	Futures	48.29	48.35	47.97	48.0	5603.0
2021-12-05 20:30:00	CL	Futures	47.99	48.21	47.85	47.99	5267.0
2021-12-05 21:00:00	CL	Futures	48.0	48.21	47.98	48.1	2146.0
2021-12-05 21:30:00	CL	Futures	48.11	48.14	47.99	48.09	1706.0
2021-12-05 22:00:00	CL	Futures	48.08	48.1	47.84	47.84	2164.0
2021-12-05 22:30:00	CL	Futures	47.85	48.0	47.85	47.94	963.0
2021-12-05 23:00:00	CL	Futures	47.94	48.03	47.9	48.03	1149.0
2021-12-05 23:30:00	CL	Futures	48.02	48.02	47.94	47.95	548.0
2021-12-05 18:00:00	GC	Futures	2149.0	2150.6	2141.6	2144.0	1599.0
2021-12-05 18:30:00	GC	Futures	2144.0	2145.9	2143.4	2144.4	601.0

> showing 50 of 737 rows — these rows as CSV

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