PREVIEW / futures_30min / 2022-09-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-11.parquet
  size:    26 KB
  rows:    719

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
2022-09-11 18:00:00	ES	Futures	4619.87	4631.49	4619.87	4622.71	5967.0
2022-09-11 18:30:00	ES	Futures	4622.71	4626.11	4621.57	4622.14	1355.0
2022-09-11 19:00:00	ES	Futures	4621.86	4624.69	4619.59	4621.29	1199.0
2022-09-11 19:30:00	ES	Futures	4621.57	4624.97	4619.02	4619.59	1318.0
2022-09-11 20:00:00	ES	Futures	4619.59	4619.59	4612.51	4614.49	3319.0
2022-09-11 20:30:00	ES	Futures	4614.49	4615.91	4611.09	4613.36	1310.0
2022-09-11 21:00:00	ES	Futures	4613.36	4613.93	4607.13	4613.08	2140.0
2022-09-11 21:30:00	ES	Futures	4613.08	4615.91	4611.38	4614.78	1484.0
2022-09-11 22:00:00	ES	Futures	4615.06	4615.63	4609.68	4611.94	1420.0
2022-09-11 22:30:00	ES	Futures	4611.94	4612.79	4604.29	4607.98	1756.0
2022-09-11 23:00:00	ES	Futures	4608.26	4610.53	4606.84	4606.84	1177.0
2022-09-11 23:30:00	ES	Futures	4606.84	4607.41	4604.01	4607.13	1379.0
2022-09-11 18:00:00	NQ	Futures	14607.73	14669.34	14607.73	14627.69	3941.0
2022-09-11 18:30:00	NQ	Futures	14628.55	14643.31	14623.35	14624.5	1064.0
2022-09-11 19:00:00	NQ	Futures	14624.5	14631.74	14608.89	14617.56	1096.0
2022-09-11 19:30:00	NQ	Futures	14617.27	14626.24	14612.07	14614.67	1106.0
2022-09-11 20:00:00	NQ	Futures	14614.09	14614.09	14585.17	14595.58	2513.0
2022-09-11 20:30:00	NQ	Futures	14594.42	14597.61	14577.65	14591.53	1673.0
2022-09-11 21:00:00	NQ	Futures	14592.69	14592.69	14571.0	14585.75	2061.0
2022-09-11 21:30:00	NQ	Futures	14585.17	14597.89	14578.8	14595.58	1305.0
2022-09-11 22:00:00	NQ	Futures	14596.74	14598.76	14570.13	14584.88	1567.0
2022-09-11 22:30:00	NQ	Futures	14584.88	14586.61	14554.8	14569.55	2004.0
2022-09-11 23:00:00	NQ	Futures	14568.1	14573.31	14560.87	14562.61	1184.0
2022-09-11 23:30:00	NQ	Futures	14562.03	14563.19	14550.46	14559.43	1345.0
2022-09-11 18:00:00	YM	Futures	36268.3	36333.4	36268.3	36289.7	901.0
2022-09-11 18:30:00	YM	Futures	36289.7	36312.1	36282.9	36287.4	228.0
2022-09-11 19:00:00	YM	Futures	36285.2	36304.3	36278.4	36290.8	173.0
2022-09-11 19:30:00	YM	Futures	36288.5	36315.5	36274.0	36276.2	219.0
2022-09-11 20:00:00	YM	Futures	36275.1	36277.3	36226.8	36242.5	563.0
2022-09-11 20:30:00	YM	Futures	36240.3	36252.6	36220.1	36235.8	279.0
2022-09-11 21:00:00	YM	Futures	36234.7	36235.8	36190.9	36235.8	344.0
2022-09-11 21:30:00	YM	Futures	36233.6	36256.0	36225.7	36250.4	178.0
2022-09-11 22:00:00	YM	Futures	36252.6	36256.0	36220.1	36232.4	191.0
2022-09-11 22:30:00	YM	Futures	36234.7	36241.4	36181.9	36216.7	309.0
2022-09-11 23:00:00	YM	Futures	36212.2	36224.6	36204.4	36207.7	168.0
2022-09-11 23:30:00	YM	Futures	36205.5	36210.0	36185.3	36204.4	162.0
2022-09-11 18:00:00	CL	Futures	68.95	69.3	68.86	69.21	1174.0
2022-09-11 18:30:00	CL	Futures	69.2	69.21	69.11	69.11	382.0
2022-09-11 19:00:00	CL	Futures	69.11	69.14	68.97	68.99	1189.0
2022-09-11 19:30:00	CL	Futures	68.98	69.08	68.97	68.99	404.0
2022-09-11 20:00:00	CL	Futures	69.01	69.03	68.67	68.79	1063.0
2022-09-11 20:30:00	CL	Futures	68.79	68.84	68.43	68.48	1044.0
2022-09-11 21:00:00	CL	Futures	68.49	68.51	68.22	68.36	1952.0
2022-09-11 21:30:00	CL	Futures	68.36	68.36	68.07	68.26	1114.0
2022-09-11 22:00:00	CL	Futures	68.27	68.38	68.21	68.36	1139.0
2022-09-11 22:30:00	CL	Futures	68.36	68.39	68.27	68.39	744.0
2022-09-11 23:00:00	CL	Futures	68.39	68.39	68.17	68.3	791.0
2022-09-11 23:30:00	CL	Futures	68.3	68.33	68.19	68.33	498.0
2022-09-11 18:00:00	GC	Futures	2041.5	2043.8	2040.7	2042.5	1277.0
2022-09-11 18:30:00	GC	Futures	2042.4	2045.0	2042.2	2044.3	646.0

> showing 50 of 719 rows — these rows as CSV

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