PREVIEW / futures_30min / 2022-09-25

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-25.parquet
  size:    33 KB
  rows:    843

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
2022-09-25 18:00:00	ES	Futures	4177.94	4188.38	4158.78	4184.99	18143.0
2022-09-25 18:30:00	ES	Futures	4184.71	4185.84	4173.72	4176.82	7623.0
2022-09-25 19:00:00	ES	Futures	4176.82	4181.05	4173.15	4179.35	5140.0
2022-09-25 19:30:00	ES	Futures	4179.07	4179.35	4166.95	4173.72	6900.0
2022-09-25 20:00:00	ES	Futures	4173.43	4182.17	4167.8	4171.46	11687.0
2022-09-25 20:30:00	ES	Futures	4171.46	4176.25	4153.42	4155.11	12717.0
2022-09-25 21:00:00	ES	Futures	4155.11	4160.47	4148.63	4150.32	16537.0
2022-09-25 21:30:00	ES	Futures	4149.76	4164.41	4148.91	4163.0	11572.0
2022-09-25 22:00:00	ES	Futures	4163.0	4174.28	4162.16	4170.9	11096.0
2022-09-25 22:30:00	ES	Futures	4171.18	4173.15	4161.03	4161.6	7134.0
2022-09-25 23:00:00	ES	Futures	4161.6	4169.77	4160.47	4164.41	5244.0
2022-09-25 23:30:00	ES	Futures	4164.41	4166.11	4157.08	4159.62	4567.0
2022-09-25 18:00:00	NQ	Futures	13058.96	13098.61	12998.05	13084.25	9475.0
2022-09-25 18:30:00	NQ	Futures	13084.82	13088.56	13039.14	13049.19	3798.0
2022-09-25 19:00:00	NQ	Futures	13049.19	13064.42	13039.71	13059.82	2421.0
2022-09-25 19:30:00	NQ	Futures	13059.82	13063.27	13019.6	13040.0	3379.0
2022-09-25 20:00:00	NQ	Futures	13038.56	13078.5	13034.25	13046.32	6337.0
2022-09-25 20:30:00	NQ	Futures	13046.61	13056.66	12985.69	12992.88	7025.0
2022-09-25 21:00:00	NQ	Futures	12992.59	13007.24	12968.74	12979.95	7911.0
2022-09-25 21:30:00	NQ	Futures	12979.66	13032.81	12976.21	13030.23	5457.0
2022-09-25 22:00:00	NQ	Futures	13030.23	13061.26	13023.05	13052.93	4894.0
2022-09-25 22:30:00	NQ	Futures	13052.35	13058.1	13020.17	13023.33	2919.0
2022-09-25 23:00:00	NQ	Futures	13023.33	13046.89	13019.6	13029.94	2295.0
2022-09-25 23:30:00	NQ	Futures	13030.8	13034.83	13002.07	13011.55	3008.0
2022-09-25 18:00:00	YM	Futures	33268.6	33356.2	33130.6	33333.7	3964.0
2022-09-25 18:30:00	YM	Futures	33331.5	33337.1	33273.1	33293.3	1306.0
2022-09-25 19:00:00	YM	Futures	33292.2	33319.1	33264.1	33294.4	676.0
2022-09-25 19:30:00	YM	Futures	33295.6	33295.6	33210.3	33261.9	835.0
2022-09-25 20:00:00	YM	Futures	33252.9	33320.2	33211.4	33233.8	1623.0
2022-09-25 20:30:00	YM	Futures	33235.0	33269.7	33099.2	33110.4	1924.0
2022-09-25 21:00:00	YM	Futures	33109.3	33154.1	33067.7	33072.2	2209.0
2022-09-25 21:30:00	YM	Futures	33070.0	33172.1	33066.6	33160.9	1210.0
2022-09-25 22:00:00	YM	Futures	33162.0	33247.3	33155.3	33227.1	1096.0
2022-09-25 22:30:00	YM	Futures	33228.2	33239.4	33151.9	33153.0	881.0
2022-09-25 23:00:00	YM	Futures	33151.9	33204.6	33148.5	33167.6	597.0
2022-09-25 23:30:00	YM	Futures	33169.9	33176.6	33122.7	33139.6	569.0
2022-09-25 18:00:00	CL	Futures	63.6	63.8	63.32	63.7	2241.0
2022-09-25 18:30:00	CL	Futures	63.71	63.82	63.65	63.81	789.0
2022-09-25 19:00:00	CL	Futures	63.81	63.84	63.74	63.8	452.0
2022-09-25 19:30:00	CL	Futures	63.8	63.86	63.63	63.86	590.0
2022-09-25 20:00:00	CL	Futures	63.86	64.2	63.78	63.82	2575.0
2022-09-25 20:30:00	CL	Futures	63.82	63.92	63.32	63.34	2036.0
2022-09-25 21:00:00	CL	Futures	63.34	63.55	63.14	63.17	4337.0
2022-09-25 21:30:00	CL	Futures	63.19	63.38	63.14	63.27	2322.0
2022-09-25 22:00:00	CL	Futures	63.27	63.46	63.27	63.42	1328.0
2022-09-25 22:30:00	CL	Futures	63.43	63.55	62.86	62.92	3240.0
2022-09-25 23:00:00	CL	Futures	62.93	63.03	62.86	62.9	1786.0
2022-09-25 23:30:00	CL	Futures	62.9	62.98	62.84	62.88	1165.0
2022-09-25 18:00:00	GC	Futures	1950.1	1952.9	1945.9	1952.3	2765.0
2022-09-25 18:30:00	GC	Futures	1952.4	1952.4	1949.7	1950.4	507.0

> showing 50 of 843 rows — these rows as CSV

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