PREVIEW / futures_30min / 2022-10-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-23.parquet
  size:    32 KB
  rows:    820

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
2022-10-23 18:00:00	ES	Futures	4252.08	4299.72	4251.8	4283.94	31449.0
2022-10-23 18:30:00	ES	Futures	4284.22	4284.22	4275.2	4278.3	8888.0
2022-10-23 19:00:00	ES	Futures	4278.02	4280.84	4271.82	4273.22	8059.0
2022-10-23 19:30:00	ES	Futures	4273.51	4286.47	4269.56	4269.56	15785.0
2022-10-23 20:00:00	ES	Futures	4269.56	4275.2	4264.2	4272.66	12075.0
2022-10-23 20:30:00	ES	Futures	4273.22	4276.89	4263.92	4266.46	7624.0
2022-10-23 21:00:00	ES	Futures	4266.46	4267.59	4255.18	4259.13	12626.0
2022-10-23 21:30:00	ES	Futures	4259.13	4269.28	4255.75	4261.1	9584.0
2022-10-23 22:00:00	ES	Futures	4261.1	4261.39	4253.49	4258.57	9740.0
2022-10-23 22:30:00	ES	Futures	4258.57	4261.1	4255.75	4256.88	6893.0
2022-10-23 23:00:00	ES	Futures	4257.16	4258.0	4244.19	4248.42	11468.0
2022-10-23 23:30:00	ES	Futures	4248.42	4249.83	4243.34	4247.01	5432.0
2022-10-23 18:00:00	NQ	Futures	13094.88	13251.76	13088.27	13204.06	12274.0
2022-10-23 18:30:00	NQ	Futures	13204.64	13210.67	13178.49	13191.42	4055.0
2022-10-23 19:00:00	NQ	Futures	13190.56	13205.5	13169.58	13174.47	3613.0
2022-10-23 19:30:00	NQ	Futures	13175.04	13215.27	13161.25	13161.54	5999.0
2022-10-23 20:00:00	NQ	Futures	13161.54	13179.64	13144.3	13176.77	5142.0
2022-10-23 20:30:00	NQ	Futures	13178.49	13188.55	13139.7	13155.22	4362.0
2022-10-23 21:00:00	NQ	Futures	13154.35	13158.95	13109.24	13123.61	5588.0
2022-10-23 21:30:00	NQ	Futures	13123.04	13153.49	13111.25	13122.17	4229.0
2022-10-23 22:00:00	NQ	Futures	13123.32	13123.9	13094.3	13112.69	4728.0
2022-10-23 22:30:00	NQ	Futures	13113.55	13124.76	13100.62	13110.39	2709.0
2022-10-23 23:00:00	NQ	Futures	13110.68	13119.3	13059.54	13074.48	4228.0
2022-10-23 23:30:00	NQ	Futures	13074.48	13081.37	13062.12	13075.63	2519.0
2022-10-23 18:00:00	YM	Futures	35002.5	35312.2	34986.8	35188.8	4467.0
2022-10-23 18:30:00	YM	Futures	35189.9	35192.1	35132.6	35152.8	1116.0
2022-10-23 19:00:00	YM	Futures	35149.5	35168.6	35103.5	35113.6	793.0
2022-10-23 19:30:00	YM	Futures	35116.9	35225.8	35095.6	35095.6	2410.0
2022-10-23 20:00:00	YM	Futures	35097.9	35139.4	35061.9	35119.2	1466.0
2022-10-23 20:30:00	YM	Futures	35120.3	35145.0	35039.5	35061.9	1736.0
2022-10-23 21:00:00	YM	Futures	35059.7	35070.9	34983.4	35014.8	1706.0
2022-10-23 21:30:00	YM	Futures	35010.3	35088.9	34996.9	35033.9	1168.0
2022-10-23 22:00:00	YM	Futures	35033.9	35033.9	34983.4	35015.9	932.0
2022-10-23 22:30:00	YM	Futures	35015.9	35036.1	34993.5	35002.5	491.0
2022-10-23 23:00:00	YM	Futures	35003.6	35010.3	34913.8	34944.1	1081.0
2022-10-23 23:30:00	YM	Futures	34941.9	34952.0	34907.1	34930.6	596.0
2022-10-23 18:00:00	CL	Futures	69.35	69.56	69.19	69.3	1805.0
2022-10-23 18:30:00	CL	Futures	69.3	69.51	69.3	69.44	588.0
2022-10-23 19:00:00	CL	Futures	69.45	69.5	69.32	69.36	452.0
2022-10-23 19:30:00	CL	Futures	69.36	69.66	69.28	69.44	1317.0
2022-10-23 20:00:00	CL	Futures	69.45	69.58	69.35	69.56	1022.0
2022-10-23 20:30:00	CL	Futures	69.56	69.64	69.45	69.49	694.0
2022-10-23 21:00:00	CL	Futures	69.48	69.84	69.39	69.64	2427.0
2022-10-23 21:30:00	CL	Futures	69.64	69.79	69.55	69.58	1013.0
2022-10-23 22:00:00	CL	Futures	69.58	69.62	69.18	69.29	1529.0
2022-10-23 22:30:00	CL	Futures	69.3	69.3	68.96	68.96	1595.0
2022-10-23 23:00:00	CL	Futures	68.96	68.98	68.75	68.91	1359.0
2022-10-23 23:30:00	CL	Futures	68.91	68.93	68.83	68.85	536.0
2022-10-23 18:00:00	GC	Futures	1964.1	1973.9	1963.4	1966.6	4993.0
2022-10-23 18:30:00	GC	Futures	1966.5	1968.6	1964.6	1965.2	1312.0

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