PREVIEW / futures_30min / 2022-04-24

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-24.parquet
  size:    31 KB
  rows:    822

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
2022-04-24 18:00:00	ES	Futures	4828.69	4836.91	4817.92	4828.97	13678.0
2022-04-24 18:30:00	ES	Futures	4829.25	4833.22	4820.18	4830.67	6787.0
2022-04-24 19:00:00	ES	Futures	4830.67	4836.62	4823.87	4835.49	6170.0
2022-04-24 19:30:00	ES	Futures	4835.49	4838.04	4826.99	4828.12	4964.0
2022-04-24 20:00:00	ES	Futures	4827.84	4831.52	4804.59	4818.2	15383.0
2022-04-24 20:30:00	ES	Futures	4818.2	4827.55	4813.38	4814.52	9353.0
2022-04-24 21:00:00	ES	Futures	4814.52	4818.2	4800.34	4801.19	10782.0
2022-04-24 21:30:00	ES	Futures	4800.91	4806.01	4796.09	4799.49	9154.0
2022-04-24 22:00:00	ES	Futures	4799.49	4803.46	4797.51	4799.78	7381.0
2022-04-24 22:30:00	ES	Futures	4799.78	4808.0	4798.36	4805.73	6096.0
2022-04-24 23:00:00	ES	Futures	4806.01	4817.07	4805.73	4813.1	5973.0
2022-04-24 23:30:00	ES	Futures	4813.38	4819.62	4810.83	4813.95	4513.0
2022-04-24 18:00:00	NQ	Futures	15466.4	15490.47	15414.2	15456.25	6848.0
2022-04-24 18:30:00	NQ	Futures	15456.54	15475.97	15418.55	15465.53	3847.0
2022-04-24 19:00:00	NQ	Futures	15465.24	15490.76	15445.52	15488.44	3275.0
2022-04-24 19:30:00	NQ	Futures	15487.57	15496.27	15453.35	15458.57	2438.0
2022-04-24 20:00:00	NQ	Futures	15459.15	15473.65	15378.25	15421.45	6977.0
2022-04-24 20:30:00	NQ	Futures	15420.58	15459.44	15412.46	15416.52	4052.0
2022-04-24 21:00:00	NQ	Futures	15420.0	15435.37	15362.88	15371.58	4783.0
2022-04-24 21:30:00	NQ	Futures	15371.58	15393.62	15351.86	15365.49	4171.0
2022-04-24 22:00:00	NQ	Futures	15365.78	15384.34	15358.82	15366.65	3290.0
2022-04-24 22:30:00	NQ	Futures	15367.81	15400.28	15364.62	15390.14	2819.0
2022-04-24 23:00:00	NQ	Futures	15392.46	15437.69	15386.08	15417.97	3783.0
2022-04-24 23:30:00	NQ	Futures	15419.42	15451.32	15408.98	15433.05	2602.0
2022-04-24 18:00:00	YM	Futures	37927.9	38033.9	37893.0	37983.2	2458.0
2022-04-24 18:30:00	YM	Futures	37985.4	38011.3	37908.8	37983.2	1426.0
2022-04-24 19:00:00	YM	Futures	37983.2	38017.0	37927.9	38011.3	1004.0
2022-04-24 19:30:00	YM	Futures	38009.1	38028.2	37956.1	37964.0	1001.0
2022-04-24 20:00:00	YM	Futures	37960.6	37985.4	37763.3	37881.7	4327.0
2022-04-24 20:30:00	YM	Futures	37886.2	37940.3	37833.2	37840.0	1986.0
2022-04-24 21:00:00	YM	Futures	37842.2	37863.7	37725.0	37728.4	2174.0
2022-04-24 21:30:00	YM	Futures	37728.4	37765.6	37700.2	37729.5	2454.0
2022-04-24 22:00:00	YM	Futures	37728.4	37750.9	37713.7	37732.9	1212.0
2022-04-24 22:30:00	YM	Futures	37736.3	37784.7	37719.4	37772.3	1132.0
2022-04-24 23:00:00	YM	Futures	37771.2	37844.5	37771.2	37818.6	1232.0
2022-04-24 23:30:00	YM	Futures	37820.8	37854.6	37805.0	37816.3	705.0
2022-04-24 18:00:00	CL	Futures	75.99	76.12	75.34	75.44	2205.0
2022-04-24 18:30:00	CL	Futures	75.44	75.59	74.98	75.38	1563.0
2022-04-24 19:00:00	CL	Futures	75.38	75.47	75.23	75.41	712.0
2022-04-24 19:30:00	CL	Futures	75.39	75.54	75.26	75.35	383.0
2022-04-24 20:00:00	CL	Futures	75.35	75.62	75.08	75.37	1775.0
2022-04-24 20:30:00	CL	Futures	75.37	75.49	74.96	75.15	1801.0
2022-04-24 21:00:00	CL	Futures	75.17	75.17	74.42	74.52	5856.0
2022-04-24 21:30:00	CL	Futures	74.52	74.65	74.27	74.42	3393.0
2022-04-24 22:00:00	CL	Futures	74.42	74.49	74.21	74.42	2017.0
2022-04-24 22:30:00	CL	Futures	74.42	74.54	74.25	74.32	2241.0
2022-04-24 23:00:00	CL	Futures	74.33	74.47	74.15	74.28	3131.0
2022-04-24 23:30:00	CL	Futures	74.3	74.36	74.24	74.33	1628.0
2022-04-24 18:00:00	GC	Futures	2313.3	2317.6	2309.6	2315.8	1419.0
2022-04-24 18:30:00	GC	Futures	2315.7	2315.9	2311.6	2312.5	983.0

> showing 50 of 822 rows — these rows as CSV

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