PREVIEW / futures_30min / 2022-11-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-27.parquet
  size:    31 KB
  rows:    841

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
2022-11-27 18:00:00	ES	Futures	4533.13	4537.36	4529.75	4534.54	9053.0
2022-11-27 18:30:00	ES	Futures	4534.54	4534.82	4528.34	4528.34	5187.0
2022-11-27 19:00:00	ES	Futures	4528.34	4530.59	4525.52	4526.93	7164.0
2022-11-27 19:30:00	ES	Futures	4526.93	4528.62	4523.55	4525.24	6296.0
2022-11-27 20:00:00	ES	Futures	4525.24	4525.24	4518.19	4518.47	10001.0
2022-11-27 20:30:00	ES	Futures	4518.47	4519.04	4514.24	4515.94	9571.0
2022-11-27 21:00:00	ES	Futures	4516.22	4518.19	4511.99	4516.5	8603.0
2022-11-27 21:30:00	ES	Futures	4516.78	4519.88	4516.5	4519.32	6495.0
2022-11-27 22:00:00	ES	Futures	4519.04	4519.6	4515.94	4518.19	4047.0
2022-11-27 22:30:00	ES	Futures	4518.19	4519.04	4517.06	4517.34	1710.0
2022-11-27 23:00:00	ES	Futures	4517.34	4518.75	4517.06	4518.47	2045.0
2022-11-27 23:30:00	ES	Futures	4518.47	4518.75	4517.34	4517.91	1249.0
2022-11-27 18:00:00	NQ	Futures	13482.77	13500.87	13466.68	13497.13	3999.0
2022-11-27 18:30:00	NQ	Futures	13496.27	13498.0	13476.45	13477.88	1884.0
2022-11-27 19:00:00	NQ	Futures	13477.88	13483.63	13461.79	13468.4	2440.0
2022-11-27 19:30:00	NQ	Futures	13468.11	13474.15	13445.99	13452.02	3218.0
2022-11-27 20:00:00	NQ	Futures	13452.6	13452.6	13418.98	13420.7	4529.0
2022-11-27 20:30:00	NQ	Futures	13421.85	13427.03	13408.06	13425.3	3629.0
2022-11-27 21:00:00	NQ	Futures	13425.3	13438.81	13407.78	13432.2	3242.0
2022-11-27 21:30:00	NQ	Futures	13432.49	13443.4	13431.62	13440.24	1775.0
2022-11-27 22:00:00	NQ	Futures	13440.53	13441.97	13429.9	13437.37	1383.0
2022-11-27 22:30:00	NQ	Futures	13437.37	13440.53	13431.62	13431.91	761.0
2022-11-27 23:00:00	NQ	Futures	13431.34	13436.8	13429.04	13433.35	963.0
2022-11-27 23:30:00	NQ	Futures	13434.21	13435.07	13427.89	13429.9	505.0
2022-11-27 18:00:00	YM	Futures	38492.6	38516.2	38457.8	38490.4	1806.0
2022-11-27 18:30:00	YM	Futures	38490.4	38491.5	38442.1	38444.4	1064.0
2022-11-27 19:00:00	YM	Futures	38444.4	38465.7	38428.6	38446.6	1088.0
2022-11-27 19:30:00	YM	Futures	38444.4	38452.2	38424.2	38435.4	1067.0
2022-11-27 20:00:00	YM	Futures	38434.3	38438.7	38396.1	38397.2	1375.0
2022-11-27 20:30:00	YM	Futures	38398.3	38399.5	38352.3	38360.2	1965.0
2022-11-27 21:00:00	YM	Futures	38360.2	38369.2	38333.3	38359.1	1328.0
2022-11-27 21:30:00	YM	Futures	38361.3	38384.9	38359.1	38381.5	778.0
2022-11-27 22:00:00	YM	Futures	38382.6	38386.0	38359.1	38371.4	491.0
2022-11-27 22:30:00	YM	Futures	38370.3	38379.3	38369.2	38371.4	301.0
2022-11-27 23:00:00	YM	Futures	38371.4	38381.5	38370.3	38381.5	348.0
2022-11-27 23:30:00	YM	Futures	38381.5	38383.8	38375.9	38378.1	195.0
2022-11-27 18:00:00	CL	Futures	62.21	62.67	62.14	62.41	4033.0
2022-11-27 18:30:00	CL	Futures	62.4	62.4	62.12	62.31	1489.0
2022-11-27 19:00:00	CL	Futures	62.31	62.42	62.23	62.26	1007.0
2022-11-27 19:30:00	CL	Futures	62.26	62.33	62.06	62.13	1124.0
2022-11-27 20:00:00	CL	Futures	62.14	62.15	60.98	61.04	7917.0
2022-11-27 20:30:00	CL	Futures	61.03	61.11	60.51	60.9	6023.0
2022-11-27 21:00:00	CL	Futures	60.9	61.04	60.48	60.75	4512.0
2022-11-27 21:30:00	CL	Futures	60.76	61.08	60.76	60.99	2721.0
2022-11-27 22:00:00	CL	Futures	60.99	60.99	60.72	60.85	1521.0
2022-11-27 22:30:00	CL	Futures	60.86	60.88	60.71	60.81	1313.0
2022-11-27 23:00:00	CL	Futures	60.79	60.79	60.63	60.75	1214.0
2022-11-27 23:30:00	CL	Futures	60.76	60.79	60.68	60.72	689.0
2022-11-27 18:00:00	GC	Futures	2074.5	2074.5	2067.4	2067.9	935.0
2022-11-27 18:30:00	GC	Futures	2067.8	2068.6	2067.1	2067.7	451.0

> showing 50 of 841 rows — these rows as CSV

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