PREVIEW / futures_30min / 2021-12-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-26.parquet
  size:    25 KB
  rows:    731

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
2021-12-26 18:00:00	ES	Futures	5335.91	5344.96	5335.63	5341.0	7397.0
2021-12-26 18:30:00	ES	Futures	5341.0	5344.96	5339.87	5342.41	2871.0
2021-12-26 19:00:00	ES	Futures	5342.7	5346.66	5340.72	5344.39	4157.0
2021-12-26 19:30:00	ES	Futures	5344.39	5344.96	5339.02	5340.15	2619.0
2021-12-26 20:00:00	ES	Futures	5340.43	5341.28	5336.48	5339.87	3584.0
2021-12-26 20:30:00	ES	Futures	5339.87	5342.13	5338.46	5339.59	2019.0
2021-12-26 21:00:00	ES	Futures	5339.87	5341.0	5338.46	5340.72	1200.0
2021-12-26 21:30:00	ES	Futures	5340.72	5342.98	5340.43	5341.28	1583.0
2021-12-26 22:00:00	ES	Futures	5341.28	5342.7	5339.87	5340.15	859.0
2021-12-26 22:30:00	ES	Futures	5339.87	5342.41	5339.87	5341.57	1183.0
2021-12-26 23:00:00	ES	Futures	5341.57	5341.57	5339.3	5339.87	834.0
2021-12-26 23:30:00	ES	Futures	5339.59	5340.15	5339.3	5339.87	509.0
2021-12-26 18:00:00	NQ	Futures	18901.01	18952.88	18901.01	18935.49	3985.0
2021-12-26 18:30:00	NQ	Futures	18934.91	18950.56	18932.6	18945.06	1375.0
2021-12-26 19:00:00	NQ	Futures	18944.77	18969.11	18942.16	18958.1	3129.0
2021-12-26 19:30:00	NQ	Futures	18958.1	18958.97	18936.65	18942.45	1551.0
2021-12-26 20:00:00	NQ	Futures	18943.03	18944.48	18921.58	18935.49	2348.0
2021-12-26 20:30:00	NQ	Futures	18935.2	18945.35	18931.73	18937.23	1455.0
2021-12-26 21:00:00	NQ	Futures	18937.81	18940.13	18929.99	18938.68	947.0
2021-12-26 21:30:00	NQ	Futures	18938.1	18951.72	18938.1	18946.22	1407.0
2021-12-26 22:00:00	NQ	Futures	18945.64	18953.75	18944.19	18944.77	1134.0
2021-12-26 22:30:00	NQ	Futures	18945.06	18951.72	18941.87	18945.64	647.0
2021-12-26 23:00:00	NQ	Futures	18945.64	18946.8	18934.04	18936.36	892.0
2021-12-26 23:30:00	NQ	Futures	18936.07	18939.55	18933.75	18937.52	534.0
2021-12-26 18:00:00	YM	Futures	40266.9	40327.6	40264.6	40295.0	1112.0
2021-12-26 18:30:00	YM	Futures	40296.1	40324.2	40279.2	40297.2	582.0
2021-12-26 19:00:00	YM	Futures	40296.1	40318.6	40277.0	40315.2	668.0
2021-12-26 19:30:00	YM	Futures	40314.1	40316.3	40274.8	40282.6	329.0
2021-12-26 20:00:00	YM	Futures	40284.9	40287.1	40252.3	40279.2	633.0
2021-12-26 20:30:00	YM	Futures	40281.5	40293.9	40266.9	40272.5	366.0
2021-12-26 21:00:00	YM	Futures	40273.6	40289.4	40268.0	40286.0	211.0
2021-12-26 21:30:00	YM	Futures	40288.2	40300.6	40278.1	40283.7	342.0
2021-12-26 22:00:00	YM	Futures	40282.6	40291.6	40270.3	40274.8	183.0
2021-12-26 22:30:00	YM	Futures	40274.8	40286.0	40271.4	40281.5	225.0
2021-12-26 23:00:00	YM	Futures	40280.4	40286.0	40265.8	40269.1	184.0
2021-12-26 23:30:00	YM	Futures	40270.3	40273.6	40260.1	40268.0	212.0
2021-12-26 18:00:00	CL	Futures	52.17	52.24	51.95	52.11	2884.0
2021-12-26 18:30:00	CL	Futures	52.11	52.18	52.09	52.13	823.0
2021-12-26 19:00:00	CL	Futures	52.13	52.2	52.05	52.18	1303.0
2021-12-26 19:30:00	CL	Futures	52.19	52.22	52.12	52.13	696.0
2021-12-26 20:00:00	CL	Futures	52.15	52.15	51.81	51.99	4273.0
2021-12-26 20:30:00	CL	Futures	51.99	52.15	51.99	52.06	2252.0
2021-12-26 21:00:00	CL	Futures	52.06	52.15	51.99	52.12	1578.0
2021-12-26 21:30:00	CL	Futures	52.13	52.26	52.12	52.16	1906.0
2021-12-26 22:00:00	CL	Futures	52.16	52.18	52.05	52.09	1333.0
2021-12-26 22:30:00	CL	Futures	52.08	52.13	52.06	52.11	637.0
2021-12-26 23:00:00	CL	Futures	52.11	52.13	51.96	52.0	1281.0
2021-12-26 23:30:00	CL	Futures	52.0	52.04	51.99	52.03	587.0
2021-12-26 18:00:00	GC	Futures	2176.1	2176.1	2171.9	2174.4	1310.0
2021-12-26 18:30:00	GC	Futures	2174.6	2174.7	2172.8	2173.7	671.0

> showing 50 of 731 rows — these rows as CSV

> unlock the full archive -- $79 one-time