PREVIEW / futures_30min / 2022-08-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-21.parquet
  size:    28 KB
  rows:    768

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
2022-08-21 18:00:00	ES	Futures	4782.76	4783.32	4771.71	4779.36	8976.0
2022-08-21 18:30:00	ES	Futures	4779.36	4781.06	4777.37	4778.22	1834.0
2022-08-21 19:00:00	ES	Futures	4778.22	4779.92	4773.69	4775.11	2711.0
2022-08-21 19:30:00	ES	Futures	4774.82	4776.24	4766.89	4769.73	5573.0
2022-08-21 20:00:00	ES	Futures	4769.73	4771.99	4766.04	4768.59	6465.0
2022-08-21 20:30:00	ES	Futures	4768.31	4773.12	4767.46	4768.59	2966.0
2022-08-21 21:00:00	ES	Futures	4768.59	4775.67	4767.46	4774.54	4563.0
2022-08-21 21:30:00	ES	Futures	4774.26	4776.52	4773.41	4774.26	3820.0
2022-08-21 22:00:00	ES	Futures	4774.54	4778.51	4773.41	4775.96	3398.0
2022-08-21 22:30:00	ES	Futures	4775.96	4783.04	4775.39	4782.47	3687.0
2022-08-21 23:00:00	ES	Futures	4782.76	4782.76	4777.94	4779.36	2253.0
2022-08-21 23:30:00	ES	Futures	4779.64	4779.64	4775.39	4776.52	1818.0
2022-08-21 18:00:00	NQ	Futures	15302.48	15302.48	15245.21	15269.8	5075.0
2022-08-21 18:30:00	NQ	Futures	15269.8	15281.08	15267.48	15269.8	1464.0
2022-08-21 19:00:00	NQ	Futures	15269.51	15284.84	15264.88	15271.24	1543.0
2022-08-21 19:30:00	NQ	Futures	15269.8	15276.45	15245.21	15257.07	2226.0
2022-08-21 20:00:00	NQ	Futures	15257.65	15268.64	15245.79	15254.47	2777.0
2022-08-21 20:30:00	NQ	Futures	15253.31	15270.66	15250.42	15255.05	1519.0
2022-08-21 21:00:00	NQ	Futures	15254.47	15279.63	15251.86	15275.0	2534.0
2022-08-21 21:30:00	NQ	Futures	15273.85	15278.47	15264.3	15267.77	1418.0
2022-08-21 22:00:00	NQ	Futures	15268.64	15281.95	15266.62	15272.4	1592.0
2022-08-21 22:30:00	NQ	Futures	15271.53	15298.14	15269.8	15294.09	1657.0
2022-08-21 23:00:00	NQ	Futures	15293.51	15295.25	15281.66	15287.44	1188.0
2022-08-21 23:30:00	NQ	Futures	15286.28	15288.31	15275.58	15281.08	832.0
2022-08-21 18:00:00	YM	Futures	37934.9	37973.3	37901.1	37940.6	989.0
2022-08-21 18:30:00	YM	Futures	37942.8	37955.2	37928.1	37931.5	259.0
2022-08-21 19:00:00	YM	Futures	37929.3	37934.9	37887.5	37894.3	513.0
2022-08-21 19:30:00	YM	Futures	37894.3	37897.7	37830.0	37845.8	876.0
2022-08-21 20:00:00	YM	Futures	37848.0	37862.7	37820.9	37837.9	948.0
2022-08-21 20:30:00	YM	Futures	37834.5	37872.9	37826.6	37833.4	568.0
2022-08-21 21:00:00	YM	Futures	37827.7	37887.5	37827.7	37879.6	606.0
2022-08-21 21:30:00	YM	Futures	37879.6	37899.9	37874.0	37880.7	513.0
2022-08-21 22:00:00	YM	Futures	37884.1	37912.3	37878.5	37896.5	434.0
2022-08-21 22:30:00	YM	Futures	37901.1	37950.7	37894.3	37947.3	556.0
2022-08-21 23:00:00	YM	Futures	37946.2	37947.3	37905.6	37916.9	311.0
2022-08-21 23:30:00	YM	Futures	37915.7	37915.7	37885.3	37890.9	260.0
2022-08-21 18:00:00	CL	Futures	71.65	71.65	71.26	71.46	2135.0
2022-08-21 18:30:00	CL	Futures	71.46	71.49	71.37	71.44	598.0
2022-08-21 19:00:00	CL	Futures	71.45	71.58	71.43	71.51	781.0
2022-08-21 19:30:00	CL	Futures	71.51	71.56	71.46	71.52	532.0
2022-08-21 20:00:00	CL	Futures	71.53	71.53	71.33	71.37	985.0
2022-08-21 20:30:00	CL	Futures	71.37	71.54	71.3	71.43	997.0
2022-08-21 21:00:00	CL	Futures	71.44	71.7	71.26	71.36	3411.0
2022-08-21 21:30:00	CL	Futures	71.36	71.54	71.3	71.44	1062.0
2022-08-21 22:00:00	CL	Futures	71.46	71.53	71.42	71.5	789.0
2022-08-21 22:30:00	CL	Futures	71.5	71.65	71.47	71.62	1245.0
2022-08-21 23:00:00	CL	Futures	71.64	71.65	71.53	71.6	738.0
2022-08-21 23:30:00	CL	Futures	71.6	71.61	71.4	71.44	727.0
2022-08-21 18:00:00	GC	Futures	2079.5	2079.9	2076.9	2079.5	703.0
2022-08-21 18:30:00	GC	Futures	2079.5	2080.8	2079.5	2079.8	471.0

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