PREVIEW / futures_30min / 2022-09-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-04.parquet
  size:    26 KB
  rows:    688

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
2022-09-04 18:00:00	ES	Futures	4451.89	4455.86	4436.31	4440.0	10299.0
2022-09-04 18:30:00	ES	Futures	4440.28	4442.55	4438.86	4440.85	3073.0
2022-09-04 19:00:00	ES	Futures	4440.85	4453.03	4440.0	4451.33	5109.0
2022-09-04 19:30:00	ES	Futures	4451.61	4457.28	4449.35	4456.14	5354.0
2022-09-04 20:00:00	ES	Futures	4456.14	4462.94	4450.2	4453.03	9038.0
2022-09-04 20:30:00	ES	Futures	4453.03	4453.59	4444.53	4450.76	6570.0
2022-09-04 21:00:00	ES	Futures	4450.76	4459.54	4450.76	4454.16	5168.0
2022-09-04 21:30:00	ES	Futures	4454.16	4457.28	4448.21	4451.33	4806.0
2022-09-04 22:00:00	ES	Futures	4451.33	4455.86	4447.93	4451.04	3568.0
2022-09-04 22:30:00	ES	Futures	4451.04	4452.46	4447.36	4451.89	4005.0
2022-09-04 23:00:00	ES	Futures	4451.89	4451.89	4447.93	4451.33	2334.0
2022-09-04 23:30:00	ES	Futures	4451.33	4458.69	4451.33	4456.71	3682.0
2022-09-04 18:00:00	NQ	Futures	14011.32	14035.04	13946.82	13961.28	5361.0
2022-09-04 18:30:00	NQ	Futures	13960.99	13971.98	13958.1	13962.15	1806.0
2022-09-04 19:00:00	NQ	Futures	13961.57	14020.28	13959.83	14017.97	2857.0
2022-09-04 19:30:00	NQ	Futures	14018.26	14033.01	14008.43	14026.36	2283.0
2022-09-04 20:00:00	NQ	Futures	14026.07	14056.44	14010.16	14016.81	4294.0
2022-09-04 20:30:00	NQ	Futures	14015.95	14018.26	13980.37	14009.87	3912.0
2022-09-04 21:00:00	NQ	Futures	14009.58	14041.69	14003.22	14011.61	3299.0
2022-09-04 21:30:00	NQ	Futures	14011.61	14026.36	13992.81	14006.4	2872.0
2022-09-04 22:00:00	NQ	Futures	14006.11	14020.0	13985.0	13997.15	2440.0
2022-09-04 22:30:00	NQ	Futures	13996.57	14004.09	13981.82	14003.22	2008.0
2022-09-04 23:00:00	NQ	Futures	14002.93	14003.51	13987.31	13997.15	1398.0
2022-09-04 23:30:00	NQ	Futures	13997.72	14027.8	13996.86	14019.13	2084.0
2022-09-04 18:00:00	YM	Futures	35367.9	35406.3	35291.2	35323.9	1591.0
2022-09-04 18:30:00	YM	Futures	35325.1	35334.1	35303.6	35321.7	395.0
2022-09-04 19:00:00	YM	Futures	35319.4	35381.5	35316.0	35373.6	579.0
2022-09-04 19:30:00	YM	Futures	35374.7	35422.1	35362.3	35413.1	681.0
2022-09-04 20:00:00	YM	Futures	35411.9	35452.6	35358.9	35381.5	1275.0
2022-09-04 20:30:00	YM	Futures	35381.5	35382.6	35330.7	35370.2	938.0
2022-09-04 21:00:00	YM	Futures	35370.2	35427.7	35370.2	35399.5	541.0
2022-09-04 21:30:00	YM	Futures	35400.7	35423.2	35365.7	35379.2	416.0
2022-09-04 22:00:00	YM	Futures	35381.5	35410.8	35363.4	35384.9	350.0
2022-09-04 22:30:00	YM	Futures	35383.7	35396.1	35360.0	35392.8	404.0
2022-09-04 23:00:00	YM	Futures	35392.8	35395.0	35367.9	35395.0	278.0
2022-09-04 23:30:00	YM	Futures	35392.8	35436.8	35390.5	35424.3	357.0
2022-09-04 18:00:00	CL	Futures	69.42	70.28	69.39	70.2	2234.0
2022-09-04 18:30:00	CL	Futures	70.2	70.48	70.19	70.33	1334.0
2022-09-04 19:00:00	CL	Futures	70.34	70.46	70.26	70.38	708.0
2022-09-04 19:30:00	CL	Futures	70.38	70.58	70.38	70.54	710.0
2022-09-04 20:00:00	CL	Futures	70.55	70.71	70.51	70.53	1106.0
2022-09-04 20:30:00	CL	Futures	70.53	70.66	70.37	70.37	1238.0
2022-09-04 21:00:00	CL	Futures	70.39	70.82	70.33	70.72	2250.0
2022-09-04 21:30:00	CL	Futures	70.72	70.74	70.56	70.66	1297.0
2022-09-04 22:00:00	CL	Futures	70.66	70.8	70.48	70.54	878.0
2022-09-04 22:30:00	CL	Futures	70.52	70.58	70.33	70.5	1289.0
2022-09-04 23:00:00	CL	Futures	70.5	70.77	70.48	70.73	1150.0
2022-09-04 23:30:00	CL	Futures	70.73	70.87	70.68	70.82	906.0
2022-09-04 18:00:00	GC	Futures	2036.5	2036.9	2033.0	2033.7	753.0
2022-09-04 18:30:00	GC	Futures	2033.9	2034.2	2032.2	2032.7	445.0

> showing 50 of 688 rows — these rows as CSV

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