PREVIEW / futures_30min / 2022-05-29

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-29.parquet
  size:    25 KB
  rows:    679

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
2022-05-29 18:00:00	ES	Futures	4721.55	4723.81	4713.61	4716.45	5101.0
2022-05-29 18:30:00	ES	Futures	4716.45	4722.11	4716.16	4720.7	2073.0
2022-05-29 19:00:00	ES	Futures	4720.98	4726.65	4719.56	4725.52	2788.0
2022-05-29 19:30:00	ES	Futures	4725.23	4731.47	4724.38	4724.95	3158.0
2022-05-29 20:00:00	ES	Futures	4724.95	4727.22	4719.28	4725.52	5053.0
2022-05-29 20:30:00	ES	Futures	4725.52	4728.63	4720.7	4726.65	3618.0
2022-05-29 21:00:00	ES	Futures	4726.37	4730.33	4722.96	4728.63	2549.0
2022-05-29 21:30:00	ES	Futures	4728.92	4732.32	4726.65	4728.07	2737.0
2022-05-29 22:00:00	ES	Futures	4728.07	4737.14	4726.08	4734.59	3532.0
2022-05-29 22:30:00	ES	Futures	4734.59	4737.7	4732.6	4734.3	2872.0
2022-05-29 23:00:00	ES	Futures	4734.02	4735.72	4730.9	4732.32	1937.0
2022-05-29 23:30:00	ES	Futures	4732.03	4733.45	4729.48	4732.03	2318.0
2022-05-29 18:00:00	NQ	Futures	14736.82	14755.09	14699.13	14721.16	3070.0
2022-05-29 18:30:00	NQ	Futures	14720.58	14741.17	14717.1	14738.56	1056.0
2022-05-29 19:00:00	NQ	Futures	14738.27	14777.42	14733.34	14771.04	2077.0
2022-05-29 19:30:00	NQ	Futures	14772.2	14796.85	14770.75	14774.52	2316.0
2022-05-29 20:00:00	NQ	Futures	14773.36	14788.15	14754.22	14782.06	2402.0
2022-05-29 20:30:00	NQ	Futures	14781.48	14793.08	14765.53	14786.99	1853.0
2022-05-29 21:00:00	NQ	Futures	14786.41	14810.77	14774.81	14796.27	2052.0
2022-05-29 21:30:00	NQ	Futures	14796.85	14806.42	14784.38	14790.47	1782.0
2022-05-29 22:00:00	NQ	Futures	14790.47	14836.57	14782.64	14824.97	2810.0
2022-05-29 22:30:00	NQ	Futures	14823.52	14840.92	14818.01	14827.0	2005.0
2022-05-29 23:00:00	NQ	Futures	14826.71	14831.64	14810.77	14819.75	1474.0
2022-05-29 23:30:00	NQ	Futures	14818.88	14836.57	14815.12	14831.64	1215.0
2022-05-29 18:00:00	YM	Futures	37428.5	37451.1	37391.3	37408.2	775.0
2022-05-29 18:30:00	YM	Futures	37409.3	37440.9	37406.0	37430.8	354.0
2022-05-29 19:00:00	YM	Futures	37435.3	37458.9	37426.3	37446.5	524.0
2022-05-29 19:30:00	YM	Futures	37444.3	37488.3	37439.8	37440.9	666.0
2022-05-29 20:00:00	YM	Futures	37437.5	37445.4	37393.6	37436.4	894.0
2022-05-29 20:30:00	YM	Futures	37438.7	37455.6	37398.1	37442.0	437.0
2022-05-29 21:00:00	YM	Futures	37439.8	37454.4	37412.7	37446.5	340.0
2022-05-29 21:30:00	YM	Futures	37448.8	37478.1	37440.9	37452.2	389.0
2022-05-29 22:00:00	YM	Futures	37452.2	37501.8	37440.9	37475.9	562.0
2022-05-29 22:30:00	YM	Futures	37480.4	37498.4	37465.7	37474.7	297.0
2022-05-29 23:00:00	YM	Futures	37470.2	37484.9	37456.7	37458.9	232.0
2022-05-29 23:30:00	YM	Futures	37458.9	37465.7	37439.8	37446.5	433.0
2022-05-29 18:00:00	CL	Futures	87.09	87.45	87.01	87.37	1043.0
2022-05-29 18:30:00	CL	Futures	87.36	87.41	87.28	87.33	409.0
2022-05-29 19:00:00	CL	Futures	87.31	87.6	87.31	87.57	619.0
2022-05-29 19:30:00	CL	Futures	87.59	87.73	87.54	87.57	598.0
2022-05-29 20:00:00	CL	Futures	87.57	87.59	87.44	87.59	799.0
2022-05-29 20:30:00	CL	Futures	87.58	87.73	87.49	87.65	1091.0
2022-05-29 21:00:00	CL	Futures	87.64	87.93	87.49	87.53	2992.0
2022-05-29 21:30:00	CL	Futures	87.53	87.95	87.5	87.85	1947.0
2022-05-29 22:00:00	CL	Futures	87.83	87.94	87.77	87.85	1171.0
2022-05-29 22:30:00	CL	Futures	87.86	88.17	87.86	88.05	2167.0
2022-05-29 23:00:00	CL	Futures	88.04	88.16	87.8	87.81	2098.0
2022-05-29 23:30:00	CL	Futures	87.81	87.92	87.81	87.87	546.0
2022-05-29 18:00:00	GC	Futures	2215.7	2216.4	2214.5	2215.7	354.0
2022-05-29 18:30:00	GC	Futures	2215.6	2215.7	2213.1	2213.1	371.0

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