PREVIEW / futures_30min / 2022-08-07

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-07.parquet
  size:    29 KB
  rows:    792

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
2022-08-07 18:00:00	ES	Futures	4702.02	4703.16	4685.88	4687.58	5717.0
2022-08-07 18:30:00	ES	Futures	4687.58	4689.56	4680.49	4683.89	3415.0
2022-08-07 19:00:00	ES	Futures	4683.89	4685.88	4682.48	4684.46	2094.0
2022-08-07 19:30:00	ES	Futures	4684.46	4685.88	4682.19	4683.33	2513.0
2022-08-07 20:00:00	ES	Futures	4683.33	4691.54	4682.48	4688.43	5021.0
2022-08-07 20:30:00	ES	Futures	4688.43	4689.28	4685.31	4687.58	3328.0
2022-08-07 21:00:00	ES	Futures	4687.29	4687.58	4682.19	4685.88	3258.0
2022-08-07 21:30:00	ES	Futures	4685.88	4687.86	4684.18	4687.58	3336.0
2022-08-07 22:00:00	ES	Futures	4687.58	4693.24	4686.44	4691.54	3174.0
2022-08-07 22:30:00	ES	Futures	4691.54	4693.81	4690.41	4692.11	2592.0
2022-08-07 23:00:00	ES	Futures	4692.11	4693.81	4690.41	4692.68	1268.0
2022-08-07 23:30:00	ES	Futures	4692.68	4694.66	4689.84	4690.41	2074.0
2022-08-07 18:00:00	NQ	Futures	15303.93	15378.26	15250.42	15257.36	3771.0
2022-08-07 18:30:00	NQ	Futures	15257.94	15264.88	15234.51	15252.73	2310.0
2022-08-07 19:00:00	NQ	Futures	15252.15	15257.36	15245.79	15252.73	1151.0
2022-08-07 19:30:00	NQ	Futures	15252.44	15255.05	15243.19	15246.37	1129.0
2022-08-07 20:00:00	NQ	Futures	15246.08	15269.22	15244.34	15259.1	2028.0
2022-08-07 20:30:00	NQ	Futures	15259.67	15266.9	15250.71	15262.86	1255.0
2022-08-07 21:00:00	NQ	Futures	15263.14	15268.93	15248.97	15263.72	1548.0
2022-08-07 21:30:00	NQ	Futures	15263.14	15270.66	15256.49	15268.64	1235.0
2022-08-07 22:00:00	NQ	Futures	15267.77	15292.07	15264.01	15284.26	2031.0
2022-08-07 22:30:00	NQ	Futures	15283.68	15293.8	15281.08	15289.18	1068.0
2022-08-07 23:00:00	NQ	Futures	15289.75	15297.27	15283.39	15291.2	953.0
2022-08-07 23:30:00	NQ	Futures	15291.2	15300.17	15285.13	15287.44	1323.0
2022-08-07 18:00:00	YM	Futures	36953.3	37015.3	36890.1	36910.4	1238.0
2022-08-07 18:30:00	YM	Futures	36911.5	36923.9	36857.3	36874.3	627.0
2022-08-07 19:00:00	YM	Futures	36875.4	36884.4	36867.5	36878.8	251.0
2022-08-07 19:30:00	YM	Futures	36877.7	36882.2	36861.9	36865.2	270.0
2022-08-07 20:00:00	YM	Futures	36864.1	36935.2	36859.6	36916.0	806.0
2022-08-07 20:30:00	YM	Futures	36919.4	36919.4	36888.9	36899.1	470.0
2022-08-07 21:00:00	YM	Futures	36898.0	36898.0	36860.7	36883.3	465.0
2022-08-07 21:30:00	YM	Futures	36886.7	36908.1	36875.4	36904.7	750.0
2022-08-07 22:00:00	YM	Futures	36903.6	36939.7	36896.8	36931.8	607.0
2022-08-07 22:30:00	YM	Futures	36931.8	36946.5	36923.9	36932.9	528.0
2022-08-07 23:00:00	YM	Futures	36931.8	36946.5	36925.0	36940.8	331.0
2022-08-07 23:30:00	YM	Futures	36940.8	36953.3	36920.5	36921.7	444.0
2022-08-07 18:00:00	CL	Futures	70.27	70.41	69.99	70.18	2086.0
2022-08-07 18:30:00	CL	Futures	70.17	70.17	69.98	70.0	604.0
2022-08-07 19:00:00	CL	Futures	70.02	70.02	69.81	69.93	1024.0
2022-08-07 19:30:00	CL	Futures	69.93	69.97	69.79	69.96	700.0
2022-08-07 20:00:00	CL	Futures	69.97	70.17	69.93	70.12	1409.0
2022-08-07 20:30:00	CL	Futures	70.12	70.21	70.0	70.2	1018.0
2022-08-07 21:00:00	CL	Futures	70.19	70.39	69.95	70.31	3181.0
2022-08-07 21:30:00	CL	Futures	70.32	70.74	70.24	70.74	2271.0
2022-08-07 22:00:00	CL	Futures	70.73	70.77	70.49	70.57	1366.0
2022-08-07 22:30:00	CL	Futures	70.57	70.91	70.54	70.77	1945.0
2022-08-07 23:00:00	CL	Futures	70.76	70.89	70.66	70.85	1033.0
2022-08-07 23:30:00	CL	Futures	70.85	71.04	70.8	71.01	1318.0
2022-08-07 18:00:00	GC	Futures	2114.6	2116.7	2111.4	2115.0	1438.0
2022-08-07 18:30:00	GC	Futures	2115.1	2115.5	2113.7	2114.2	297.0

> showing 50 of 792 rows — these rows as CSV

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