PREVIEW / futures_30min / 2022-12-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-04.parquet
  size:    29 KB
  rows:    799

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
2022-12-04 18:00:00	ES	Futures	4593.74	4595.71	4584.15	4587.25	7712.0
2022-12-04 18:30:00	ES	Futures	4587.54	4592.33	4585.84	4590.36	3648.0
2022-12-04 19:00:00	ES	Futures	4590.36	4593.17	4586.69	4590.64	3883.0
2022-12-04 19:30:00	ES	Futures	4590.64	4592.33	4587.54	4587.54	2692.0
2022-12-04 20:00:00	ES	Futures	4587.54	4590.36	4585.84	4589.79	4390.0
2022-12-04 20:30:00	ES	Futures	4589.79	4590.92	4585.84	4586.97	5668.0
2022-12-04 21:00:00	ES	Futures	4586.97	4589.51	4586.41	4588.66	2347.0
2022-12-04 21:30:00	ES	Futures	4588.66	4590.64	4588.66	4589.51	2324.0
2022-12-04 22:00:00	ES	Futures	4589.79	4590.64	4588.66	4590.36	1478.0
2022-12-04 22:30:00	ES	Futures	4590.36	4592.05	4589.79	4591.48	1926.0
2022-12-04 23:00:00	ES	Futures	4591.76	4592.05	4589.23	4589.51	1645.0
2022-12-04 23:30:00	ES	Futures	4589.51	4589.79	4587.54	4589.79	1483.0
2022-12-04 18:00:00	NQ	Futures	13792.22	13809.74	13770.09	13781.59	3238.0
2022-12-04 18:30:00	NQ	Futures	13781.01	13798.25	13773.25	13793.37	1831.0
2022-12-04 19:00:00	NQ	Futures	13793.65	13802.27	13779.57	13795.09	2070.0
2022-12-04 19:30:00	NQ	Futures	13794.52	13802.56	13781.01	13781.59	1560.0
2022-12-04 20:00:00	NQ	Futures	13781.87	13790.49	13770.67	13784.46	2022.0
2022-12-04 20:30:00	NQ	Futures	13784.75	13789.34	13770.09	13773.25	1729.0
2022-12-04 21:00:00	NQ	Futures	13772.97	13784.17	13772.39	13781.3	806.0
2022-12-04 21:30:00	NQ	Futures	13781.3	13787.62	13780.72	13781.01	743.0
2022-12-04 22:00:00	NQ	Futures	13782.16	13787.05	13776.13	13786.18	652.0
2022-12-04 22:30:00	NQ	Futures	13785.9	13789.92	13783.02	13788.19	621.0
2022-12-04 23:00:00	NQ	Futures	13788.77	13789.34	13779.29	13779.57	627.0
2022-12-04 23:30:00	NQ	Futures	13780.72	13783.6	13774.69	13783.6	640.0
2022-12-04 18:00:00	YM	Futures	38649.7	38675.5	38590.2	38625.0	1240.0
2022-12-04 18:30:00	YM	Futures	38625.0	38657.6	38614.9	38641.9	655.0
2022-12-04 19:00:00	YM	Futures	38641.9	38660.9	38617.2	38644.1	675.0
2022-12-04 19:30:00	YM	Futures	38644.1	38655.3	38621.7	38623.9	575.0
2022-12-04 20:00:00	YM	Futures	38626.2	38654.2	38622.8	38648.6	750.0
2022-12-04 20:30:00	YM	Futures	38648.6	38660.9	38625.0	38638.5	872.0
2022-12-04 21:00:00	YM	Futures	38636.3	38654.2	38635.1	38646.4	347.0
2022-12-04 21:30:00	YM	Futures	38646.4	38656.5	38645.2	38647.5	284.0
2022-12-04 22:00:00	YM	Futures	38646.4	38650.8	38641.9	38646.4	220.0
2022-12-04 22:30:00	YM	Futures	38646.4	38657.6	38638.5	38655.3	316.0
2022-12-04 23:00:00	YM	Futures	38654.2	38656.5	38638.5	38638.5	263.0
2022-12-04 23:30:00	YM	Futures	38639.6	38644.1	38623.9	38644.1	322.0
2022-12-04 18:00:00	CL	Futures	65.53	66.11	65.43	66.11	3557.0
2022-12-04 18:30:00	CL	Futures	66.11	66.6	66.04	66.47	2649.0
2022-12-04 19:00:00	CL	Futures	66.48	67.05	66.48	66.88	2511.0
2022-12-04 19:30:00	CL	Futures	66.86	67.02	66.75	66.79	1353.0
2022-12-04 20:00:00	CL	Futures	66.79	67.02	66.46	66.89	4741.0
2022-12-04 20:30:00	CL	Futures	66.89	66.91	66.68	66.7	1780.0
2022-12-04 21:00:00	CL	Futures	66.7	66.79	66.52	66.71	1805.0
2022-12-04 21:30:00	CL	Futures	66.7	66.75	66.41	66.47	1755.0
2022-12-04 22:00:00	CL	Futures	66.46	66.5	66.17	66.25	1941.0
2022-12-04 22:30:00	CL	Futures	66.26	66.38	66.2	66.26	730.0
2022-12-04 23:00:00	CL	Futures	66.25	66.29	66.06	66.09	1028.0
2022-12-04 23:30:00	CL	Futures	66.09	66.12	65.98	66.1	786.0
2022-12-04 18:00:00	GC	Futures	2120.6	2121.9	2117.7	2120.6	1651.0
2022-12-04 18:30:00	GC	Futures	2120.7	2123.2	2120.6	2123.0	1035.0

> showing 50 of 799 rows — these rows as CSV

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