PREVIEW / futures_30min / 2022-08-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-28.parquet
  size:    31 KB
  rows:    805

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
2022-08-28 18:00:00	ES	Futures	4559.54	4568.32	4554.16	4560.39	18464.0
2022-08-28 18:30:00	ES	Futures	4560.39	4566.62	4558.4	4561.52	6769.0
2022-08-28 19:00:00	ES	Futures	4561.52	4563.22	4551.32	4553.02	5162.0
2022-08-28 19:30:00	ES	Futures	4553.02	4553.31	4543.96	4547.36	12162.0
2022-08-28 20:00:00	ES	Futures	4547.36	4557.56	4545.09	4554.44	14690.0
2022-08-28 20:30:00	ES	Futures	4554.44	4558.4	4543.11	4545.66	11686.0
2022-08-28 21:00:00	ES	Futures	4545.37	4550.47	4539.99	4542.54	9332.0
2022-08-28 21:30:00	ES	Futures	4542.54	4551.89	4542.26	4551.32	8026.0
2022-08-28 22:00:00	ES	Futures	4551.32	4560.1	4549.91	4558.69	6941.0
2022-08-28 22:30:00	ES	Futures	4558.69	4563.79	4556.42	4558.12	7207.0
2022-08-28 23:00:00	ES	Futures	4558.4	4562.37	4556.42	4560.95	5042.0
2022-08-28 23:30:00	ES	Futures	4560.95	4565.49	4560.1	4565.49	5116.0
2022-08-28 18:00:00	NQ	Futures	14444.6	14477.57	14417.41	14451.54	7863.0
2022-08-28 18:30:00	NQ	Futures	14452.12	14470.63	14433.32	14449.8	4010.0
2022-08-28 19:00:00	NQ	Futures	14449.8	14458.77	14404.97	14413.65	3124.0
2022-08-28 19:30:00	NQ	Futures	14413.94	14417.12	14359.85	14369.11	6269.0
2022-08-28 20:00:00	NQ	Futures	14368.82	14405.55	14363.32	14394.27	5601.0
2022-08-28 20:30:00	NQ	Futures	14394.27	14406.71	14353.2	14365.64	4328.0
2022-08-28 21:00:00	NQ	Futures	14365.06	14387.91	14347.99	14356.67	3954.0
2022-08-28 21:30:00	NQ	Futures	14357.54	14400.34	14355.22	14396.87	3755.0
2022-08-28 22:00:00	NQ	Futures	14396.87	14426.67	14389.64	14420.01	3616.0
2022-08-28 22:30:00	NQ	Futures	14420.59	14446.04	14415.96	14422.04	3712.0
2022-08-28 23:00:00	NQ	Futures	14422.91	14432.16	14413.65	14424.06	2009.0
2022-08-28 23:30:00	NQ	Futures	14425.8	14442.86	14422.04	14441.13	1787.0
2022-08-28 18:00:00	YM	Futures	36152.1	36193.9	36107.0	36142.0	2270.0
2022-08-28 18:30:00	YM	Futures	36144.2	36195.0	36138.6	36163.4	1006.0
2022-08-28 19:00:00	YM	Futures	36166.8	36172.4	36090.1	36101.4	854.0
2022-08-28 19:30:00	YM	Futures	36102.5	36107.0	36042.7	36078.8	2060.0
2022-08-28 20:00:00	YM	Futures	36077.7	36145.4	36060.7	36126.2	1702.0
2022-08-28 20:30:00	YM	Futures	36125.0	36151.0	36049.4	36066.4	1548.0
2022-08-28 21:00:00	YM	Futures	36066.4	36096.8	36023.5	36039.3	1059.0
2022-08-28 21:30:00	YM	Futures	36038.2	36092.3	36034.8	36085.6	846.0
2022-08-28 22:00:00	YM	Futures	36085.6	36144.2	36075.4	36134.1	987.0
2022-08-28 22:30:00	YM	Futures	36136.3	36169.1	36120.5	36132.9	805.0
2022-08-28 23:00:00	YM	Futures	36135.2	36163.4	36126.2	36153.3	582.0
2022-08-28 23:30:00	YM	Futures	36155.5	36184.8	36148.7	36182.6	468.0
2022-08-28 18:00:00	CL	Futures	74.31	74.41	73.77	74.21	1973.0
2022-08-28 18:30:00	CL	Futures	74.21	74.21	74.07	74.2	821.0
2022-08-28 19:00:00	CL	Futures	74.19	74.6	74.17	74.53	983.0
2022-08-28 19:30:00	CL	Futures	74.54	74.57	74.27	74.3	1328.0
2022-08-28 20:00:00	CL	Futures	74.29	74.48	74.19	74.47	1147.0
2022-08-28 20:30:00	CL	Futures	74.49	74.73	74.45	74.69	1118.0
2022-08-28 21:00:00	CL	Futures	74.7	74.85	74.44	74.83	2787.0
2022-08-28 21:30:00	CL	Futures	74.83	75.12	74.8	75.08	2699.0
2022-08-28 22:00:00	CL	Futures	75.08	75.29	74.94	75.2	2431.0
2022-08-28 22:30:00	CL	Futures	75.21	75.4	75.11	75.32	2585.0
2022-08-28 23:00:00	CL	Futures	75.32	75.4	75.24	75.25	1587.0
2022-08-28 23:30:00	CL	Futures	75.25	75.37	75.2	75.32	753.0
2022-08-28 18:00:00	GC	Futures	2065.1	2067.8	2062.9	2065.3	1638.0
2022-08-28 18:30:00	GC	Futures	2065.3	2065.7	2062.0	2063.6	795.0

> showing 50 of 805 rows — these rows as CSV

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