PREVIEW / futures_30min / 2022-07-10

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-10.parquet
  size:    29 KB
  rows:    790

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
2022-07-10 18:00:00	ES	Futures	4419.04	4419.89	4406.29	4407.99	5803.0
2022-07-10 18:30:00	ES	Futures	4407.99	4411.39	4407.7	4409.12	1820.0
2022-07-10 19:00:00	ES	Futures	4409.4	4412.8	4407.7	4411.39	3241.0
2022-07-10 19:30:00	ES	Futures	4411.67	4418.75	4411.39	4415.35	4308.0
2022-07-10 20:00:00	ES	Futures	4415.35	4415.92	4407.7	4413.09	5851.0
2022-07-10 20:30:00	ES	Futures	4412.8	4415.64	4409.97	4412.52	3176.0
2022-07-10 21:00:00	ES	Futures	4412.52	4412.8	4399.77	4400.06	8322.0
2022-07-10 21:30:00	ES	Futures	4400.06	4403.46	4392.97	4393.26	7137.0
2022-07-10 22:00:00	ES	Futures	4393.26	4394.67	4390.71	4393.82	7530.0
2022-07-10 22:30:00	ES	Futures	4393.82	4396.09	4390.71	4391.27	4029.0
2022-07-10 23:00:00	ES	Futures	4391.27	4393.54	4386.74	4391.84	5794.0
2022-07-10 23:30:00	ES	Futures	4392.12	4394.39	4390.71	4393.54	2522.0
2022-07-10 18:00:00	NQ	Futures	14056.73	14056.73	13990.2	14001.77	3806.0
2022-07-10 18:30:00	NQ	Futures	14003.22	14013.63	13999.17	14005.53	1473.0
2022-07-10 19:00:00	NQ	Futures	14006.11	14016.81	13993.39	14007.56	2196.0
2022-07-10 19:30:00	NQ	Futures	14008.43	14030.99	14007.85	14019.13	2673.0
2022-07-10 20:00:00	NQ	Futures	14019.13	14022.31	13990.78	14015.66	2686.0
2022-07-10 20:30:00	NQ	Futures	14017.39	14026.65	14005.53	14019.71	1664.0
2022-07-10 21:00:00	NQ	Futures	14019.13	14019.42	13971.98	13973.72	3795.0
2022-07-10 21:30:00	NQ	Futures	13974.01	13986.73	13945.37	13947.11	3560.0
2022-07-10 22:00:00	NQ	Futures	13946.82	13952.89	13930.62	13946.53	3669.0
2022-07-10 22:30:00	NQ	Futures	13945.95	13953.18	13923.97	13928.31	3157.0
2022-07-10 23:00:00	NQ	Futures	13928.02	13938.72	13911.82	13932.07	3018.0
2022-07-10 23:30:00	NQ	Futures	13932.07	13942.48	13925.99	13941.32	1566.0
2022-07-10 18:00:00	YM	Futures	35343.1	35343.1	35259.6	35267.5	990.0
2022-07-10 18:30:00	YM	Futures	35265.2	35284.4	35257.4	35274.3	315.0
2022-07-10 19:00:00	YM	Futures	35276.5	35299.1	35266.4	35292.3	380.0
2022-07-10 19:30:00	YM	Futures	35294.6	35348.7	35286.7	35321.7	681.0
2022-07-10 20:00:00	YM	Futures	35325.1	35328.4	35265.2	35301.4	658.0
2022-07-10 20:30:00	YM	Futures	35299.1	35319.4	35278.8	35298.0	433.0
2022-07-10 21:00:00	YM	Futures	35293.5	35293.5	35198.7	35199.8	983.0
2022-07-10 21:30:00	YM	Futures	35202.1	35223.5	35152.4	35156.9	977.0
2022-07-10 22:00:00	YM	Futures	35155.8	35164.8	35138.9	35163.7	748.0
2022-07-10 22:30:00	YM	Futures	35163.7	35180.6	35147.9	35160.3	663.0
2022-07-10 23:00:00	YM	Futures	35155.8	35163.7	35116.3	35151.3	997.0
2022-07-10 23:30:00	YM	Futures	35151.3	35167.1	35145.6	35161.4	407.0
2022-07-10 18:00:00	CL	Futures	81.12	81.12	80.29	80.57	2203.0
2022-07-10 18:30:00	CL	Futures	80.55	80.67	80.51	80.65	640.0
2022-07-10 19:00:00	CL	Futures	80.64	80.87	80.61	80.86	579.0
2022-07-10 19:30:00	CL	Futures	80.86	80.98	80.78	80.81	806.0
2022-07-10 20:00:00	CL	Futures	80.83	81.31	80.7	81.25	2322.0
2022-07-10 20:30:00	CL	Futures	81.25	81.32	80.84	81.1	2034.0
2022-07-10 21:00:00	CL	Futures	81.1	81.2	80.13	80.26	5852.0
2022-07-10 21:30:00	CL	Futures	80.26	80.81	80.15	80.48	3642.0
2022-07-10 22:00:00	CL	Futures	80.46	80.51	80.19	80.46	2025.0
2022-07-10 22:30:00	CL	Futures	80.45	80.66	80.2	80.27	2051.0
2022-07-10 23:00:00	CL	Futures	80.27	80.54	80.22	80.5	1507.0
2022-07-10 23:30:00	CL	Futures	80.5	80.58	80.46	80.55	707.0
2022-07-10 18:00:00	GC	Futures	2078.5	2080.2	2076.1	2079.4	1229.0
2022-07-10 18:30:00	GC	Futures	2079.3	2079.9	2078.7	2079.7	359.0

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