PREVIEW / futures_30min / 2022-10-02

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-02.parquet
  size:    31 KB
  rows:    814

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
2022-10-02 18:00:00	ES	Futures	4051.66	4074.49	4046.3	4063.21	30139.0
2022-10-02 18:30:00	ES	Futures	4063.5	4071.67	4059.27	4066.88	8846.0
2022-10-02 19:00:00	ES	Futures	4067.16	4069.98	4058.7	4058.99	7499.0
2022-10-02 19:30:00	ES	Futures	4058.7	4060.96	4037.84	4042.35	15336.0
2022-10-02 20:00:00	ES	Futures	4042.35	4042.92	4028.26	4036.72	21635.0
2022-10-02 20:30:00	ES	Futures	4036.72	4036.72	4027.41	4032.49	11268.0
2022-10-02 21:00:00	ES	Futures	4032.49	4050.81	4032.49	4049.68	13042.0
2022-10-02 21:30:00	ES	Futures	4049.68	4068.01	4048.27	4065.75	16771.0
2022-10-02 22:00:00	ES	Futures	4065.75	4066.32	4052.78	4053.91	10379.0
2022-10-02 22:30:00	ES	Futures	4053.91	4062.37	4048.84	4049.4	7744.0
2022-10-02 23:00:00	ES	Futures	4049.4	4063.5	4049.12	4056.17	6341.0
2022-10-02 23:30:00	ES	Futures	4056.17	4064.62	4054.48	4058.7	5128.0
2022-10-02 18:00:00	NQ	Futures	12676.82	12700.09	12618.2	12637.17	12796.0
2022-10-02 18:30:00	NQ	Futures	12637.74	12682.56	12622.23	12668.49	5222.0
2022-10-02 19:00:00	NQ	Futures	12668.77	12683.14	12642.91	12643.78	3875.0
2022-10-02 19:30:00	NQ	Futures	12642.91	12653.26	12561.89	12577.4	7467.0
2022-10-02 20:00:00	NQ	Futures	12577.98	12583.15	12525.4	12559.01	10380.0
2022-10-02 20:30:00	NQ	Futures	12559.01	12559.88	12516.78	12536.03	6359.0
2022-10-02 21:00:00	NQ	Futures	12536.6	12611.88	12535.17	12606.42	6593.0
2022-10-02 21:30:00	NQ	Futures	12606.14	12670.78	12601.83	12659.58	8408.0
2022-10-02 22:00:00	NQ	Futures	12659.58	12661.02	12611.6	12614.47	6073.0
2022-10-02 22:30:00	NQ	Futures	12614.76	12648.66	12592.92	12597.23	5515.0
2022-10-02 23:00:00	NQ	Futures	12597.23	12642.34	12596.65	12617.05	3782.0
2022-10-02 23:30:00	NQ	Futures	12617.05	12650.38	12611.31	12631.71	3233.0
2022-10-02 18:00:00	YM	Futures	32283.3	32468.5	32242.9	32407.9	4295.0
2022-10-02 18:30:00	YM	Futures	32410.1	32441.5	32392.2	32410.1	1329.0
2022-10-02 19:00:00	YM	Futures	32414.6	32430.3	32359.6	32359.6	1097.0
2022-10-02 19:30:00	YM	Futures	32359.6	32372.0	32209.2	32241.8	2010.0
2022-10-02 20:00:00	YM	Futures	32242.9	32246.3	32135.2	32200.3	3116.0
2022-10-02 20:30:00	YM	Futures	32200.3	32203.6	32147.5	32175.6	1356.0
2022-10-02 21:00:00	YM	Futures	32178.9	32302.4	32178.9	32293.4	1277.0
2022-10-02 21:30:00	YM	Futures	32294.5	32419.1	32284.4	32404.5	1726.0
2022-10-02 22:00:00	YM	Futures	32404.5	32410.1	32320.3	32329.3	1284.0
2022-10-02 22:30:00	YM	Futures	32329.3	32385.4	32299.0	32302.4	843.0
2022-10-02 23:00:00	YM	Futures	32303.5	32396.6	32301.3	32350.6	754.0
2022-10-02 23:30:00	YM	Futures	32348.4	32404.5	32336.0	32366.3	657.0
2022-10-02 18:00:00	CL	Futures	65.04	65.84	64.92	65.67	4865.0
2022-10-02 18:30:00	CL	Futures	65.67	65.92	65.64	65.85	1443.0
2022-10-02 19:00:00	CL	Futures	65.86	65.92	65.78	65.83	763.0
2022-10-02 19:30:00	CL	Futures	65.83	65.95	65.8	65.88	856.0
2022-10-02 20:00:00	CL	Futures	65.87	65.9	65.48	65.52	1685.0
2022-10-02 20:30:00	CL	Futures	65.51	65.55	65.3	65.51	1459.0
2022-10-02 21:00:00	CL	Futures	65.52	65.53	65.31	65.43	1230.0
2022-10-02 21:30:00	CL	Futures	65.43	65.85	65.38	65.83	1363.0
2022-10-02 22:00:00	CL	Futures	65.82	65.83	65.65	65.82	791.0
2022-10-02 22:30:00	CL	Futures	65.81	65.95	65.62	65.62	1125.0
2022-10-02 23:00:00	CL	Futures	65.63	65.69	65.56	65.58	787.0
2022-10-02 23:30:00	CL	Futures	65.58	65.62	65.48	65.51	607.0
2022-10-02 18:00:00	GC	Futures	1973.1	1976.6	1970.5	1974.4	1667.0
2022-10-02 18:30:00	GC	Futures	1974.6	1975.8	1974.0	1975.7	550.0

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