PREVIEW / futures_30min / 2022-10-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-09.parquet
  size:    29 KB
  rows:    785

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
2022-10-09 18:00:00	ES	Futures	4102.96	4106.91	4080.97	4088.58	18666.0
2022-10-09 18:30:00	ES	Futures	4088.3	4092.53	4082.66	4084.07	8727.0
2022-10-09 19:00:00	ES	Futures	4084.07	4095.91	4079.56	4091.4	7731.0
2022-10-09 19:30:00	ES	Futures	4091.12	4101.55	4082.1	4097.04	11499.0
2022-10-09 20:00:00	ES	Futures	4097.32	4102.96	4088.87	4097.89	12746.0
2022-10-09 20:30:00	ES	Futures	4098.17	4106.06	4095.35	4100.42	9369.0
2022-10-09 21:00:00	ES	Futures	4100.14	4104.09	4095.63	4097.89	7731.0
2022-10-09 21:30:00	ES	Futures	4097.89	4110.85	4097.04	4105.78	8888.0
2022-10-09 22:00:00	ES	Futures	4105.5	4105.78	4100.14	4104.93	4596.0
2022-10-09 22:30:00	ES	Futures	4104.93	4105.78	4100.71	4104.37	2794.0
2022-10-09 23:00:00	ES	Futures	4104.09	4105.78	4097.61	4099.86	3920.0
2022-10-09 23:30:00	ES	Futures	4099.86	4100.71	4096.48	4100.14	2634.0
2022-10-09 18:00:00	NQ	Futures	12720.2	12720.78	12626.25	12652.68	8485.0
2022-10-09 18:30:00	NQ	Futures	12652.97	12667.91	12634.87	12641.19	3841.0
2022-10-09 19:00:00	NQ	Futures	12642.05	12685.15	12627.4	12665.04	3833.0
2022-10-09 19:30:00	NQ	Futures	12664.18	12697.22	12629.41	12683.14	5520.0
2022-10-09 20:00:00	NQ	Futures	12684.29	12704.11	12658.14	12688.6	5548.0
2022-10-09 20:30:00	NQ	Futures	12687.16	12724.23	12680.84	12704.69	4674.0
2022-10-09 21:00:00	NQ	Futures	12703.54	12719.06	12683.14	12690.9	3838.0
2022-10-09 21:30:00	NQ	Futures	12690.32	12736.58	12688.31	12715.03	3836.0
2022-10-09 22:00:00	NQ	Futures	12713.6	12715.03	12694.63	12711.01	2451.0
2022-10-09 22:30:00	NQ	Futures	12711.01	12713.02	12695.21	12707.27	1517.0
2022-10-09 23:00:00	NQ	Futures	12706.99	12711.58	12686.3	12695.21	2345.0
2022-10-09 23:30:00	NQ	Futures	12695.49	12698.94	12682.28	12696.36	1794.0
2022-10-09 18:00:00	YM	Futures	32856.8	32881.4	32689.5	32742.3	2430.0
2022-10-09 18:30:00	YM	Futures	32746.8	32761.4	32699.6	32706.4	1056.0
2022-10-09 19:00:00	YM	Futures	32705.3	32777.1	32670.5	32751.3	788.0
2022-10-09 19:30:00	YM	Futures	32747.9	32820.8	32687.3	32795.0	1435.0
2022-10-09 20:00:00	YM	Futures	32796.2	32827.6	32734.4	32797.3	1469.0
2022-10-09 20:30:00	YM	Futures	32792.8	32838.8	32776.0	32802.9	1152.0
2022-10-09 21:00:00	YM	Futures	32802.9	32827.6	32770.3	32788.3	1139.0
2022-10-09 21:30:00	YM	Futures	32788.3	32872.5	32778.2	32842.2	914.0
2022-10-09 22:00:00	YM	Futures	32839.9	32846.7	32809.6	32828.7	378.0
2022-10-09 22:30:00	YM	Futures	32835.4	32848.9	32816.4	32839.9	324.0
2022-10-09 23:00:00	YM	Futures	32842.2	32851.1	32792.8	32806.3	347.0
2022-10-09 23:30:00	YM	Futures	32806.3	32816.4	32786.1	32805.1	263.0
2022-10-09 18:00:00	CL	Futures	75.04	75.1	74.2	74.3	3418.0
2022-10-09 18:30:00	CL	Futures	74.3	74.4	74.19	74.2	1024.0
2022-10-09 19:00:00	CL	Futures	74.19	74.54	74.17	74.42	953.0
2022-10-09 19:30:00	CL	Futures	74.42	74.46	74.28	74.37	865.0
2022-10-09 20:00:00	CL	Futures	74.37	74.43	74.13	74.24	1609.0
2022-10-09 20:30:00	CL	Futures	74.24	74.26	73.86	74.03	2822.0
2022-10-09 21:00:00	CL	Futures	74.03	74.07	73.57	73.78	5500.0
2022-10-09 21:30:00	CL	Futures	73.78	74.09	73.69	73.99	2471.0
2022-10-09 22:00:00	CL	Futures	74.0	74.06	73.83	73.86	1115.0
2022-10-09 22:30:00	CL	Futures	73.88	74.03	73.76	73.77	1159.0
2022-10-09 23:00:00	CL	Futures	73.77	73.87	73.71	73.78	986.0
2022-10-09 23:30:00	CL	Futures	73.78	73.78	73.69	73.71	527.0
2022-10-09 18:00:00	GC	Futures	2012.0	2016.2	2010.7	2015.0	2403.0
2022-10-09 18:30:00	GC	Futures	2015.0	2016.7	2013.8	2014.0	841.0

> showing 50 of 785 rows — these rows as CSV

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