PREVIEW / futures_30min / 2022-12-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-11.parquet
  size:    27 KB
  rows:    732

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
2022-12-11 18:00:00	ES	Futures	4434.75	4439.82	4427.7	4430.8	4199.0
2022-12-11 18:30:00	ES	Futures	4430.52	4431.09	4425.45	4427.98	3157.0
2022-12-11 19:00:00	ES	Futures	4427.98	4434.19	4426.86	4433.06	2442.0
2022-12-11 19:30:00	ES	Futures	4433.06	4434.47	4427.42	4429.68	1882.0
2022-12-11 20:00:00	ES	Futures	4429.96	4431.37	4425.17	4430.24	3172.0
2022-12-11 20:30:00	ES	Futures	4430.24	4433.06	4426.01	4427.98	2194.0
2022-12-11 21:00:00	ES	Futures	4427.98	4429.39	4425.17	4428.55	1622.0
2022-12-11 21:30:00	ES	Futures	4428.55	4431.09	4427.14	4430.8	2238.0
2022-12-11 22:00:00	ES	Futures	4430.8	4432.21	4429.68	4430.8	796.0
2022-12-11 22:30:00	ES	Futures	4430.8	4433.9	4430.52	4431.65	799.0
2022-12-11 23:00:00	ES	Futures	4431.93	4435.03	4431.93	4434.47	1068.0
2022-12-11 23:30:00	ES	Futures	4434.75	4436.44	4433.9	4435.03	567.0
2022-12-11 18:00:00	NQ	Futures	13277.9	13300.32	13257.22	13265.26	1851.0
2022-12-11 18:30:00	NQ	Futures	13264.69	13266.41	13248.88	13258.37	1355.0
2022-12-11 19:00:00	NQ	Futures	13259.23	13280.49	13252.62	13275.61	1428.0
2022-12-11 19:30:00	NQ	Futures	13274.74	13279.05	13252.04	13260.95	1499.0
2022-12-11 20:00:00	NQ	Futures	13260.09	13270.72	13243.14	13266.7	1883.0
2022-12-11 20:30:00	NQ	Futures	13266.99	13277.04	13249.75	13258.08	1616.0
2022-12-11 21:00:00	NQ	Futures	13257.22	13261.24	13246.59	13259.23	887.0
2022-12-11 21:30:00	NQ	Futures	13258.37	13271.01	13256.35	13266.99	882.0
2022-12-11 22:00:00	NQ	Futures	13267.85	13273.02	13262.39	13269.57	638.0
2022-12-11 22:30:00	NQ	Futures	13269.57	13284.51	13267.56	13273.02	1436.0
2022-12-11 23:00:00	NQ	Futures	13273.59	13284.23	13273.31	13281.64	535.0
2022-12-11 23:30:00	NQ	Futures	13281.64	13290.26	13279.34	13283.08	544.0
2022-12-11 18:00:00	YM	Futures	37580.2	37613.7	37526.8	37561.3	853.0
2022-12-11 18:30:00	YM	Futures	37561.3	37564.6	37520.1	37535.7	635.0
2022-12-11 19:00:00	YM	Futures	37533.4	37582.5	37522.3	37566.9	584.0
2022-12-11 19:30:00	YM	Futures	37563.5	37578.0	37534.6	37558.0	293.0
2022-12-11 20:00:00	YM	Futures	37556.8	37564.6	37525.6	37558.0	635.0
2022-12-11 20:30:00	YM	Futures	37556.8	37572.4	37524.5	37536.8	372.0
2022-12-11 21:00:00	YM	Futures	37535.7	37547.9	37517.8	37544.6	547.0
2022-12-11 21:30:00	YM	Futures	37544.6	37562.4	37534.6	37556.8	915.0
2022-12-11 22:00:00	YM	Futures	37558.0	37569.1	37552.4	37556.8	210.0
2022-12-11 22:30:00	YM	Futures	37556.8	37574.7	37554.6	37564.6	314.0
2022-12-11 23:00:00	YM	Futures	37565.8	37586.9	37565.8	37583.6	230.0
2022-12-11 23:30:00	YM	Futures	37583.6	37593.6	37578.0	37583.6	141.0
2022-12-11 18:00:00	CL	Futures	58.82	59.25	58.68	59.01	3214.0
2022-12-11 18:30:00	CL	Futures	59.03	59.06	58.82	58.89	1021.0
2022-12-11 19:00:00	CL	Futures	58.9	58.95	58.84	58.93	533.0
2022-12-11 19:30:00	CL	Futures	58.93	59.17	58.93	59.04	1106.0
2022-12-11 20:00:00	CL	Futures	59.03	59.04	58.5	58.77	2443.0
2022-12-11 20:30:00	CL	Futures	58.76	58.86	58.42	58.58	1696.0
2022-12-11 21:00:00	CL	Futures	58.57	58.61	58.4	58.45	1212.0
2022-12-11 21:30:00	CL	Futures	58.45	58.63	58.35	58.6	1434.0
2022-12-11 22:00:00	CL	Futures	58.63	58.82	58.58	58.7	1143.0
2022-12-11 22:30:00	CL	Futures	58.72	58.73	58.59	58.62	514.0
2022-12-11 23:00:00	CL	Futures	58.62	58.73	58.59	58.7	447.0
2022-12-11 23:30:00	CL	Futures	58.71	58.72	58.62	58.65	361.0
2022-12-11 18:00:00	GC	Futures	2117.7	2119.2	2116.7	2117.3	835.0
2022-12-11 18:30:00	GC	Futures	2117.2	2117.4	2115.2	2115.6	876.0

> showing 50 of 732 rows — these rows as CSV

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