PREVIEW / futures_30min / 2022-09-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-18.parquet
  size:    29 KB
  rows:    774

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
2022-09-18 18:00:00	ES	Futures	4385.7	4391.9	4379.5	4383.73	8327.0
2022-09-18 18:30:00	ES	Futures	4384.01	4391.9	4382.04	4390.49	3937.0
2022-09-18 19:00:00	ES	Futures	4389.93	4395.0	4388.24	4390.77	3485.0
2022-09-18 19:30:00	ES	Futures	4390.77	4393.31	4387.96	4390.21	3125.0
2022-09-18 20:00:00	ES	Futures	4390.49	4396.41	4389.37	4394.72	4691.0
2022-09-18 20:30:00	ES	Futures	4394.72	4396.69	4392.47	4393.31	3517.0
2022-09-18 21:00:00	ES	Futures	4393.03	4396.13	4389.65	4391.9	3506.0
2022-09-18 21:30:00	ES	Futures	4392.18	4394.44	4387.67	4393.59	3805.0
2022-09-18 22:00:00	ES	Futures	4393.59	4393.88	4367.94	4372.73	10349.0
2022-09-18 22:30:00	ES	Futures	4372.73	4377.81	4368.79	4376.96	6070.0
2022-09-18 23:00:00	ES	Futures	4377.24	4379.78	4372.73	4378.65	3426.0
2022-09-18 23:30:00	ES	Futures	4378.65	4378.65	4375.55	4377.24	2150.0
2022-09-18 18:00:00	NQ	Futures	13699.7	13709.18	13655.45	13667.81	4934.0
2022-09-18 18:30:00	NQ	Futures	13666.94	13705.44	13662.92	13701.13	2260.0
2022-09-18 19:00:00	NQ	Futures	13701.13	13727.28	13693.09	13710.33	2161.0
2022-09-18 19:30:00	NQ	Futures	13710.33	13722.97	13701.42	13711.48	1913.0
2022-09-18 20:00:00	NQ	Futures	13712.05	13733.32	13710.04	13726.13	2770.0
2022-09-18 20:30:00	NQ	Futures	13727.28	13734.46	13720.1	13721.82	1876.0
2022-09-18 21:00:00	NQ	Futures	13721.25	13729.87	13703.43	13713.78	2466.0
2022-09-18 21:30:00	NQ	Futures	13713.49	13718.09	13695.68	13712.05	2375.0
2022-09-18 22:00:00	NQ	Futures	13712.05	13715.5	13625.86	13641.95	5240.0
2022-09-18 22:30:00	NQ	Futures	13641.08	13658.61	13627.58	13654.59	3129.0
2022-09-18 23:00:00	NQ	Futures	13654.01	13662.63	13637.64	13659.47	2249.0
2022-09-18 23:30:00	NQ	Futures	13659.76	13660.62	13651.14	13658.04	1215.0
2022-09-18 18:00:00	YM	Futures	34730.9	34762.3	34684.9	34716.3	1106.0
2022-09-18 18:30:00	YM	Futures	34715.2	34763.4	34702.8	34754.5	529.0
2022-09-18 19:00:00	YM	Futures	34752.2	34778.0	34741.0	34751.1	408.0
2022-09-18 19:30:00	YM	Futures	34750.0	34758.9	34729.8	34743.2	406.0
2022-09-18 20:00:00	YM	Futures	34745.5	34779.1	34738.7	34766.8	568.0
2022-09-18 20:30:00	YM	Futures	34766.8	34778.0	34752.2	34756.7	351.0
2022-09-18 21:00:00	YM	Futures	34756.7	34776.9	34733.1	34751.1	400.0
2022-09-18 21:30:00	YM	Futures	34748.8	34767.9	34720.8	34761.2	491.0
2022-09-18 22:00:00	YM	Futures	34761.2	34762.3	34594.0	34622.0	1264.0
2022-09-18 22:30:00	YM	Futures	34620.9	34657.9	34595.1	34655.7	505.0
2022-09-18 23:00:00	YM	Futures	34655.7	34672.5	34626.5	34666.9	312.0
2022-09-18 23:30:00	YM	Futures	34665.8	34665.8	34645.6	34655.7	328.0
2022-09-18 18:00:00	CL	Futures	68.08	68.51	68.07	68.47	1183.0
2022-09-18 18:30:00	CL	Futures	68.47	68.56	68.39	68.54	559.0
2022-09-18 19:00:00	CL	Futures	68.52	68.55	68.42	68.47	346.0
2022-09-18 19:30:00	CL	Futures	68.45	68.52	68.4	68.46	314.0
2022-09-18 20:00:00	CL	Futures	68.48	68.7	68.48	68.68	906.0
2022-09-18 20:30:00	CL	Futures	68.68	68.91	68.64	68.83	1177.0
2022-09-18 21:00:00	CL	Futures	68.83	68.94	68.69	68.75	2164.0
2022-09-18 21:30:00	CL	Futures	68.75	68.76	68.64	68.74	2140.0
2022-09-18 22:00:00	CL	Futures	68.74	68.76	68.5	68.54	2144.0
2022-09-18 22:30:00	CL	Futures	68.53	68.54	68.38	68.48	2121.0
2022-09-18 23:00:00	CL	Futures	68.48	68.49	68.32	68.4	1514.0
2022-09-18 23:30:00	CL	Futures	68.4	68.41	68.36	68.38	230.0
2022-09-18 18:00:00	GC	Futures	1990.7	1992.3	1987.3	1992.1	1957.0
2022-09-18 18:30:00	GC	Futures	1992.0	1993.3	1991.3	1992.7	461.0

> showing 50 of 774 rows — these rows as CSV

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