PREVIEW / futures_30min / 2022-10-16

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-16.parquet
  size:    29 KB
  rows:    805

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
2022-10-16 18:00:00	ES	Futures	4049.12	4071.67	4048.56	4069.13	10502.0
2022-10-16 18:30:00	ES	Futures	4069.13	4073.36	4067.72	4070.54	3649.0
2022-10-16 19:00:00	ES	Futures	4070.54	4072.23	4064.62	4068.57	4205.0
2022-10-16 19:30:00	ES	Futures	4068.29	4077.87	4068.01	4076.18	6652.0
2022-10-16 20:00:00	ES	Futures	4075.9	4077.87	4066.03	4068.57	8433.0
2022-10-16 20:30:00	ES	Futures	4068.29	4075.05	4067.44	4072.52	6757.0
2022-10-16 21:00:00	ES	Futures	4072.8	4076.75	4067.16	4075.05	6717.0
2022-10-16 21:30:00	ES	Futures	4074.77	4077.59	4071.11	4071.95	5472.0
2022-10-16 22:00:00	ES	Futures	4071.67	4075.9	4069.42	4072.23	5199.0
2022-10-16 22:30:00	ES	Futures	4072.23	4075.34	4069.7	4073.08	4068.0
2022-10-16 23:00:00	ES	Futures	4072.8	4077.59	4071.67	4076.75	3790.0
2022-10-16 23:30:00	ES	Futures	4077.03	4077.03	4073.08	4073.36	2809.0
2022-10-16 18:00:00	NQ	Futures	12320.53	12411.33	12312.49	12405.87	4975.0
2022-10-16 18:30:00	NQ	Futures	12405.01	12415.93	12397.54	12402.71	2242.0
2022-10-16 19:00:00	NQ	Futures	12403.28	12407.88	12381.73	12389.2	2136.0
2022-10-16 19:30:00	NQ	Futures	12388.63	12410.18	12382.31	12403.57	3108.0
2022-10-16 20:00:00	NQ	Futures	12403.86	12411.33	12368.8	12378.57	3750.0
2022-10-16 20:30:00	NQ	Futures	12378.57	12407.02	12374.84	12397.54	3142.0
2022-10-16 21:00:00	NQ	Futures	12398.11	12412.48	12380.3	12405.58	4556.0
2022-10-16 21:30:00	NQ	Futures	12405.3	12417.08	12391.79	12393.51	2936.0
2022-10-16 22:00:00	NQ	Futures	12393.8	12406.16	12379.72	12390.35	3132.0
2022-10-16 22:30:00	NQ	Futures	12390.64	12398.69	12382.6	12389.2	1579.0
2022-10-16 23:00:00	NQ	Futures	12388.92	12403.57	12380.87	12400.99	1667.0
2022-10-16 23:30:00	NQ	Futures	12401.56	12402.13	12392.37	12394.95	996.0
2022-10-16 18:00:00	YM	Futures	33283.2	33428.0	33263.0	33414.5	1131.0
2022-10-16 18:30:00	YM	Futures	33412.3	33441.4	33404.4	33423.5	549.0
2022-10-16 19:00:00	YM	Futures	33425.7	33433.6	33382.0	33416.8	512.0
2022-10-16 19:30:00	YM	Futures	33416.8	33508.8	33412.3	33495.3	1154.0
2022-10-16 20:00:00	YM	Futures	33494.2	33515.5	33420.1	33435.8	1044.0
2022-10-16 20:30:00	YM	Futures	33435.8	33483.0	33433.6	33458.3	660.0
2022-10-16 21:00:00	YM	Futures	33460.5	33487.5	33422.4	33478.5	741.0
2022-10-16 21:30:00	YM	Futures	33476.2	33496.4	33457.2	33460.5	496.0
2022-10-16 22:00:00	YM	Futures	33462.8	33490.8	33448.2	33469.5	558.0
2022-10-16 22:30:00	YM	Futures	33470.6	33495.3	33456.0	33479.6	393.0
2022-10-16 23:00:00	YM	Futures	33476.2	33508.8	33471.7	33503.2	334.0
2022-10-16 23:30:00	YM	Futures	33506.5	33506.5	33474.0	33476.2	277.0
2022-10-16 18:00:00	CL	Futures	68.85	69.27	68.75	69.24	1265.0
2022-10-16 18:30:00	CL	Futures	69.23	69.36	69.21	69.34	500.0
2022-10-16 19:00:00	CL	Futures	69.36	69.36	69.23	69.31	135.0
2022-10-16 19:30:00	CL	Futures	69.31	69.38	69.3	69.32	153.0
2022-10-16 20:00:00	CL	Futures	69.32	69.55	69.31	69.46	529.0
2022-10-16 20:30:00	CL	Futures	69.46	69.55	69.31	69.35	572.0
2022-10-16 21:00:00	CL	Futures	69.34	69.46	69.12	69.46	920.0
2022-10-16 21:30:00	CL	Futures	69.46	69.54	69.27	69.29	507.0
2022-10-16 22:00:00	CL	Futures	69.29	69.35	69.22	69.23	353.0
2022-10-16 22:30:00	CL	Futures	69.23	69.23	69.05	69.17	539.0
2022-10-16 23:00:00	CL	Futures	69.17	69.22	69.11	69.21	315.0
2022-10-16 23:30:00	CL	Futures	69.2	69.36	69.18	69.33	322.0
2022-10-16 18:00:00	GC	Futures	1948.8	1952.2	1947.8	1949.9	1546.0
2022-10-16 18:30:00	GC	Futures	1949.8	1950.1	1948.3	1949.9	386.0

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