PREVIEW / futures_30min / 2022-11-20

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-20.parquet
  size:    30 KB
  rows:    800

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
2022-11-20 18:00:00	ES	Futures	4479.29	4490.0	4475.06	4476.19	6602.0
2022-11-20 18:30:00	ES	Futures	4476.47	4477.32	4473.93	4475.62	2903.0
2022-11-20 19:00:00	ES	Futures	4475.62	4477.32	4470.27	4473.37	3514.0
2022-11-20 19:30:00	ES	Futures	4473.37	4474.5	4467.73	4469.14	4617.0
2022-11-20 20:00:00	ES	Futures	4469.14	4470.27	4463.22	4464.63	6758.0
2022-11-20 20:30:00	ES	Futures	4464.91	4468.58	4462.66	4464.63	6450.0
2022-11-20 21:00:00	ES	Futures	4464.91	4465.48	4460.68	4464.91	4680.0
2022-11-20 21:30:00	ES	Futures	4464.63	4466.6	4462.09	4465.76	3449.0
2022-11-20 22:00:00	ES	Futures	4465.76	4467.73	4464.63	4466.32	2568.0
2022-11-20 22:30:00	ES	Futures	4466.32	4468.3	4463.79	4467.73	2743.0
2022-11-20 23:00:00	ES	Futures	4467.73	4470.27	4466.32	4468.86	3165.0
2022-11-20 23:30:00	ES	Futures	4468.86	4469.14	4465.76	4468.01	2094.0
2022-11-20 18:00:00	NQ	Futures	13473.29	13511.21	13454.03	13455.47	3839.0
2022-11-20 18:30:00	NQ	Futures	13455.47	13460.07	13448.86	13456.05	1431.0
2022-11-20 19:00:00	NQ	Futures	13457.48	13463.52	13430.47	13444.27	2075.0
2022-11-20 19:30:00	NQ	Futures	13444.55	13449.44	13424.44	13429.04	2002.0
2022-11-20 20:00:00	NQ	Futures	13429.61	13433.92	13409.21	13413.52	2870.0
2022-11-20 20:30:00	NQ	Futures	13414.1	13428.18	13404.9	13411.8	2313.0
2022-11-20 21:00:00	NQ	Futures	13409.79	13415.25	13398.87	13413.23	1999.0
2022-11-20 21:30:00	NQ	Futures	13412.66	13421.28	13405.19	13418.69	1402.0
2022-11-20 22:00:00	NQ	Futures	13418.69	13426.16	13415.25	13421.85	1585.0
2022-11-20 22:30:00	NQ	Futures	13422.14	13427.89	13413.81	13425.88	1232.0
2022-11-20 23:00:00	NQ	Futures	13425.01	13433.35	13417.83	13425.88	1427.0
2022-11-20 23:30:00	NQ	Futures	13425.88	13427.31	13414.96	13423.0	991.0
2022-11-20 18:00:00	YM	Futures	37888.9	37951.7	37832.7	37860.8	985.0
2022-11-20 18:30:00	YM	Futures	37863.0	37874.3	37845.1	37859.7	412.0
2022-11-20 19:00:00	YM	Futures	37861.9	37872.0	37828.3	37842.8	437.0
2022-11-20 19:30:00	YM	Futures	37844.0	37848.5	37803.6	37810.3	622.0
2022-11-20 20:00:00	YM	Futures	37809.2	37820.4	37776.6	37789.0	870.0
2022-11-20 20:30:00	YM	Futures	37787.9	37818.2	37777.8	37798.0	853.0
2022-11-20 21:00:00	YM	Futures	37790.1	37801.3	37764.3	37796.8	677.0
2022-11-20 21:30:00	YM	Futures	37798.0	37804.7	37780.0	37800.2	449.0
2022-11-20 22:00:00	YM	Futures	37801.3	37817.0	37794.6	37803.6	434.0
2022-11-20 22:30:00	YM	Futures	37803.6	37820.4	37769.9	37810.3	577.0
2022-11-20 23:00:00	YM	Futures	37811.4	37828.3	37804.7	37820.4	405.0
2022-11-20 23:30:00	YM	Futures	37820.4	37820.4	37787.9	37815.9	574.0
2022-11-20 18:00:00	CL	Futures	65.75	65.95	65.66	65.8	2029.0
2022-11-20 18:30:00	CL	Futures	65.81	65.88	65.69	65.7	431.0
2022-11-20 19:00:00	CL	Futures	65.71	65.74	65.53	65.66	1132.0
2022-11-20 19:30:00	CL	Futures	65.67	65.74	65.46	65.49	934.0
2022-11-20 20:00:00	CL	Futures	65.5	65.62	65.02	65.03	3686.0
2022-11-20 20:30:00	CL	Futures	65.04	65.27	64.88	65.12	2588.0
2022-11-20 21:00:00	CL	Futures	65.12	65.18	64.89	65.16	1440.0
2022-11-20 21:30:00	CL	Futures	65.16	65.21	64.9	65.06	1179.0
2022-11-20 22:00:00	CL	Futures	65.04	65.15	64.89	64.94	1106.0
2022-11-20 22:30:00	CL	Futures	64.94	65.09	64.82	65.07	1071.0
2022-11-20 23:00:00	CL	Futures	65.05	65.15	64.98	65.08	968.0
2022-11-20 23:30:00	CL	Futures	65.07	65.14	65.03	65.07	329.0
2022-11-20 18:00:00	GC	Futures	2069.4	2072.3	2068.7	2070.8	1080.0
2022-11-20 18:30:00	GC	Futures	2070.7	2072.7	2070.7	2072.3	591.0

> showing 50 of 800 rows — these rows as CSV

> unlock the full archive -- $79 one-time