PREVIEW / futures_30min / 2021-12-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-12.parquet
  size:    26 KB
  rows:    727

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
2021-12-12 18:00:00	ES	Futures	5318.29	5327.61	5318.01	5324.5	4074.0
2021-12-12 18:30:00	ES	Futures	5324.78	5329.3	5323.09	5327.89	2362.0
2021-12-12 19:00:00	ES	Futures	5327.89	5331.56	5327.04	5329.58	2842.0
2021-12-12 19:30:00	ES	Futures	5329.58	5335.23	5328.73	5334.94	3440.0
2021-12-12 20:00:00	ES	Futures	5334.94	5339.18	5333.81	5338.61	3352.0
2021-12-12 20:30:00	ES	Futures	5338.61	5340.59	5337.77	5339.46	2148.0
2021-12-12 21:00:00	ES	Futures	5339.74	5340.31	5335.51	5335.79	1492.0
2021-12-12 21:30:00	ES	Futures	5335.79	5337.77	5335.51	5336.07	899.0
2021-12-12 22:00:00	ES	Futures	5336.07	5338.33	5335.23	5335.79	948.0
2021-12-12 22:30:00	ES	Futures	5335.79	5336.92	5334.94	5336.92	828.0
2021-12-12 23:00:00	ES	Futures	5336.64	5338.05	5336.64	5337.48	396.0
2021-12-12 23:30:00	ES	Futures	5337.48	5339.18	5336.64	5337.2	566.0
2021-12-12 18:00:00	NQ	Futures	18921.29	18954.33	18915.79	18949.69	1797.0
2021-12-12 18:30:00	NQ	Futures	18950.56	18972.3	18945.93	18967.37	1230.0
2021-12-12 19:00:00	NQ	Futures	18965.92	18980.42	18964.19	18977.52	1468.0
2021-12-12 19:30:00	NQ	Futures	18977.81	18995.2	18975.78	18994.04	1479.0
2021-12-12 20:00:00	NQ	Futures	18994.91	19008.53	18990.27	19007.66	1625.0
2021-12-12 20:30:00	NQ	Futures	19007.66	19017.22	19001.86	19013.16	1238.0
2021-12-12 21:00:00	NQ	Futures	19014.32	19016.64	18990.27	18996.36	1357.0
2021-12-12 21:30:00	NQ	Futures	18996.64	19009.11	18995.49	18999.25	908.0
2021-12-12 22:00:00	NQ	Futures	18999.54	19006.21	18993.46	18993.46	424.0
2021-12-12 22:30:00	NQ	Futures	18993.75	19000.12	18990.56	18999.25	435.0
2021-12-12 23:00:00	NQ	Futures	18998.38	19001.86	18995.49	18999.25	255.0
2021-12-12 23:30:00	NQ	Futures	18998.96	19004.76	18995.78	19001.86	280.0
2021-12-12 18:00:00	YM	Futures	40329.8	40396.1	40324.2	40372.5	1196.0
2021-12-12 18:30:00	YM	Futures	40374.8	40409.6	40359.0	40397.2	803.0
2021-12-12 19:00:00	YM	Futures	40396.1	40428.7	40388.3	40409.6	1059.0
2021-12-12 19:30:00	YM	Futures	40411.9	40453.4	40404.0	40447.8	850.0
2021-12-12 20:00:00	YM	Futures	40446.7	40475.9	40441.1	40473.7	1143.0
2021-12-12 20:30:00	YM	Futures	40473.7	40490.5	40465.8	40481.5	690.0
2021-12-12 21:00:00	YM	Futures	40482.7	40483.8	40451.2	40451.2	487.0
2021-12-12 21:30:00	YM	Futures	40453.4	40464.7	40448.9	40455.7	233.0
2021-12-12 22:00:00	YM	Futures	40454.6	40474.8	40445.6	40456.8	243.0
2021-12-12 22:30:00	YM	Futures	40459.1	40461.3	40445.6	40456.8	212.0
2021-12-12 23:00:00	YM	Futures	40457.9	40465.8	40454.6	40461.3	126.0
2021-12-12 23:30:00	YM	Futures	40463.5	40474.8	40451.2	40459.1	268.0
2021-12-12 18:00:00	CL	Futures	51.04	51.3	51.02	51.26	3495.0
2021-12-12 18:30:00	CL	Futures	51.27	51.41	51.24	51.38	1545.0
2021-12-12 19:00:00	CL	Futures	51.37	51.48	51.36	51.41	1439.0
2021-12-12 19:30:00	CL	Futures	51.41	51.41	51.29	51.29	1085.0
2021-12-12 20:00:00	CL	Futures	51.3	51.47	51.21	51.43	3518.0
2021-12-12 20:30:00	CL	Futures	51.43	51.57	51.37	51.5	2676.0
2021-12-12 21:00:00	CL	Futures	51.5	51.53	51.4	51.43	1595.0
2021-12-12 21:30:00	CL	Futures	51.43	51.5	51.4	51.48	1209.0
2021-12-12 22:00:00	CL	Futures	51.48	51.63	51.45	51.58	2267.0
2021-12-12 22:30:00	CL	Futures	51.58	51.58	51.41	51.44	1325.0
2021-12-12 23:00:00	CL	Futures	51.44	51.53	51.42	51.53	763.0
2021-12-12 23:30:00	CL	Futures	51.52	51.58	51.46	51.52	1533.0
2021-12-12 18:00:00	GC	Futures	2144.8	2145.9	2142.5	2145.6	883.0
2021-12-12 18:30:00	GC	Futures	2145.9	2146.0	2143.7	2144.3	838.0

> showing 50 of 727 rows — these rows as CSV

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