PREVIEW / futures_30min / 2021-12-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-19.parquet
  size:    29 KB
  rows:    789

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
2021-12-19 18:00:00	ES	Futures	5217.13	5227.88	5192.81	5201.86	22180.0
2021-12-19 18:30:00	ES	Futures	5202.14	5203.56	5183.76	5185.74	16233.0
2021-12-19 19:00:00	ES	Futures	5186.02	5189.7	5172.73	5185.74	17762.0
2021-12-19 19:30:00	ES	Futures	5185.74	5195.07	5182.35	5193.09	10085.0
2021-12-19 20:00:00	ES	Futures	5193.38	5194.51	5184.89	5188.85	7086.0
2021-12-19 20:30:00	ES	Futures	5188.85	5193.94	5175.28	5176.41	10468.0
2021-12-19 21:00:00	ES	Futures	5176.13	5176.13	5165.66	5173.3	12241.0
2021-12-19 21:30:00	ES	Futures	5173.3	5174.15	5157.18	5163.97	11426.0
2021-12-19 22:00:00	ES	Futures	5163.68	5167.36	5162.55	5164.81	4875.0
2021-12-19 22:30:00	ES	Futures	5164.81	5167.36	5160.57	5161.42	4856.0
2021-12-19 23:00:00	ES	Futures	5161.7	5172.17	5160.86	5169.06	4905.0
2021-12-19 23:30:00	ES	Futures	5169.34	5170.47	5165.66	5167.93	2895.0
2021-12-19 18:00:00	NQ	Futures	18327.46	18376.44	18289.78	18308.04	10450.0
2021-12-19 18:30:00	NQ	Futures	18309.2	18324.56	18194.72	18209.21	7247.0
2021-12-19 19:00:00	NQ	Futures	18209.5	18223.7	18161.1	18197.04	8345.0
2021-12-19 19:30:00	NQ	Futures	18199.07	18236.45	18181.39	18232.98	4561.0
2021-12-19 20:00:00	NQ	Futures	18235.3	18238.77	18188.92	18209.5	3751.0
2021-12-19 20:30:00	NQ	Futures	18207.18	18225.73	18155.31	18159.94	5085.0
2021-12-19 21:00:00	NQ	Futures	18159.65	18159.65	18097.92	18130.96	7232.0
2021-12-19 21:30:00	NQ	Futures	18130.67	18133.28	18070.97	18098.79	6129.0
2021-12-19 22:00:00	NQ	Futures	18097.34	18113.57	18091.26	18102.27	3109.0
2021-12-19 22:30:00	NQ	Futures	18101.4	18105.75	18076.77	18084.01	4084.0
2021-12-19 23:00:00	NQ	Futures	18083.43	18128.35	18079.37	18119.66	4201.0
2021-12-19 23:30:00	NQ	Futures	18120.24	18129.51	18113.86	18119.08	2370.0
2021-12-19 18:00:00	YM	Futures	39617.3	39701.6	39386.9	39472.4	4312.0
2021-12-19 18:30:00	YM	Futures	39478.0	39515.1	39388.1	39407.2	3448.0
2021-12-19 19:00:00	YM	Futures	39403.8	39435.3	39329.6	39424.0	3992.0
2021-12-19 19:30:00	YM	Futures	39428.5	39489.2	39400.4	39474.6	1763.0
2021-12-19 20:00:00	YM	Futures	39476.9	39483.6	39410.5	39448.8	1162.0
2021-12-19 20:30:00	YM	Futures	39446.5	39482.5	39339.7	39346.5	2444.0
2021-12-19 21:00:00	YM	Futures	39342.0	39363.3	39298.2	39352.1	1853.0
2021-12-19 21:30:00	YM	Futures	39353.2	39362.2	39240.9	39283.6	2011.0
2021-12-19 22:00:00	YM	Futures	39281.3	39304.9	39271.2	39292.5	949.0
2021-12-19 22:30:00	YM	Futures	39291.4	39318.4	39277.9	39283.6	993.0
2021-12-19 23:00:00	YM	Futures	39284.7	39365.6	39280.2	39343.1	1017.0
2021-12-19 23:30:00	YM	Futures	39344.2	39347.6	39302.7	39319.5	709.0
2021-12-19 18:00:00	CL	Futures	49.68	49.75	48.88	49.19	8193.0
2021-12-19 18:30:00	CL	Futures	49.2	49.35	49.11	49.24	2408.0
2021-12-19 19:00:00	CL	Futures	49.24	49.34	49.11	49.31	2475.0
2021-12-19 19:30:00	CL	Futures	49.31	49.32	49.13	49.28	1635.0
2021-12-19 20:00:00	CL	Futures	49.28	49.45	49.17	49.24	3623.0
2021-12-19 20:30:00	CL	Futures	49.23	49.31	49.04	49.07	2747.0
2021-12-19 21:00:00	CL	Futures	49.06	49.12	48.96	49.1	2482.0
2021-12-19 21:30:00	CL	Futures	49.11	49.11	48.96	48.99	1945.0
2021-12-19 22:00:00	CL	Futures	48.98	49.06	48.94	48.96	1392.0
2021-12-19 22:30:00	CL	Futures	48.96	49.0	48.9	48.9	1153.0
2021-12-19 23:00:00	CL	Futures	48.91	48.93	48.71	48.8	3150.0
2021-12-19 23:30:00	CL	Futures	48.79	48.83	48.65	48.67	1832.0
2021-12-19 18:00:00	GC	Futures	2164.0	2166.6	2162.6	2164.3	1983.0
2021-12-19 18:30:00	GC	Futures	2164.3	2165.8	2164.2	2164.6	1051.0

> showing 50 of 789 rows — these rows as CSV

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