PREVIEW / futures_30min / 2022-12-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-18.parquet
  size:    29 KB
  rows:    805

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
2022-12-18 18:00:00	ES	Futures	4332.78	4347.04	4331.39	4344.53	11249.0
2022-12-18 18:30:00	ES	Futures	4344.53	4344.81	4339.77	4340.05	4860.0
2022-12-18 19:00:00	ES	Futures	4340.05	4345.09	4339.77	4344.25	5428.0
2022-12-18 19:30:00	ES	Futures	4344.25	4345.65	4340.61	4342.85	4390.0
2022-12-18 20:00:00	ES	Futures	4342.85	4349.0	4341.73	4347.6	5190.0
2022-12-18 20:30:00	ES	Futures	4347.6	4349.84	4345.37	4346.2	4001.0
2022-12-18 21:00:00	ES	Futures	4346.2	4347.88	4342.85	4343.69	3538.0
2022-12-18 21:30:00	ES	Futures	4343.69	4345.37	4342.29	4345.09	2272.0
2022-12-18 22:00:00	ES	Futures	4345.09	4347.32	4344.25	4345.65	1750.0
2022-12-18 22:30:00	ES	Futures	4345.92	4346.2	4343.41	4345.37	1178.0
2022-12-18 23:00:00	ES	Futures	4345.37	4347.32	4344.53	4346.2	1382.0
2022-12-18 23:30:00	ES	Futures	4346.2	4346.76	4344.25	4344.53	1191.0
2022-12-18 18:00:00	NQ	Futures	12891.85	12934.52	12882.46	12927.13	3652.0
2022-12-18 18:30:00	NQ	Futures	12927.41	12929.97	12916.6	12918.88	1579.0
2022-12-18 19:00:00	NQ	Futures	12919.16	12939.93	12918.88	12937.37	2106.0
2022-12-18 19:30:00	NQ	Futures	12936.8	12938.51	12920.01	12928.83	1494.0
2022-12-18 20:00:00	NQ	Futures	12929.12	12952.16	12925.99	12947.04	2062.0
2022-12-18 20:30:00	NQ	Futures	12948.46	12954.15	12940.21	12941.92	2030.0
2022-12-18 21:00:00	NQ	Futures	12941.35	12949.32	12933.38	12937.37	1378.0
2022-12-18 21:30:00	NQ	Futures	12936.8	12942.2	12931.39	12939.93	1403.0
2022-12-18 22:00:00	NQ	Futures	12938.79	12949.32	12938.22	12943.34	854.0
2022-12-18 22:30:00	NQ	Futures	12943.91	12944.48	12933.38	12937.65	774.0
2022-12-18 23:00:00	NQ	Futures	12938.22	12945.33	12937.65	12942.2	710.0
2022-12-18 23:30:00	NQ	Futures	12941.92	12945.05	12930.26	12931.96	1168.0
2022-12-18 18:00:00	YM	Futures	36885.0	36966.3	36867.2	36950.7	1576.0
2022-12-18 18:30:00	YM	Futures	36949.6	36949.6	36906.2	36907.3	849.0
2022-12-18 19:00:00	YM	Futures	36908.4	36950.7	36906.2	36940.7	724.0
2022-12-18 19:30:00	YM	Futures	36939.6	36953.0	36917.3	36936.2	488.0
2022-12-18 20:00:00	YM	Futures	36935.1	36970.8	36927.3	36959.6	1076.0
2022-12-18 20:30:00	YM	Futures	36960.8	36977.5	36941.8	36951.8	717.0
2022-12-18 21:00:00	YM	Futures	36950.7	36966.3	36926.2	36939.6	541.0
2022-12-18 21:30:00	YM	Futures	36939.6	36953.0	36927.3	36951.8	450.0
2022-12-18 22:00:00	YM	Futures	36951.8	36965.2	36934.0	36945.2	681.0
2022-12-18 22:30:00	YM	Futures	36946.3	36950.7	36926.2	36945.2	323.0
2022-12-18 23:00:00	YM	Futures	36945.2	36958.5	36937.4	36951.8	266.0
2022-12-18 23:30:00	YM	Futures	36950.7	36955.2	36941.8	36944.0	196.0
2022-12-18 18:00:00	CL	Futures	61.07	61.39	60.87	61.39	1609.0
2022-12-18 18:30:00	CL	Futures	61.4	61.5	61.31	61.47	1095.0
2022-12-18 19:00:00	CL	Futures	61.48	61.49	61.31	61.47	900.0
2022-12-18 19:30:00	CL	Futures	61.47	61.67	61.36	61.45	1122.0
2022-12-18 20:00:00	CL	Futures	61.45	62.08	61.36	62.01	3561.0
2022-12-18 20:30:00	CL	Futures	62.03	62.15	61.83	61.93	1623.0
2022-12-18 21:00:00	CL	Futures	61.92	62.03	61.76	61.77	886.0
2022-12-18 21:30:00	CL	Futures	61.78	61.81	61.68	61.81	942.0
2022-12-18 22:00:00	CL	Futures	61.81	61.83	61.64	61.66	686.0
2022-12-18 22:30:00	CL	Futures	61.65	61.71	61.62	61.63	537.0
2022-12-18 23:00:00	CL	Futures	61.62	61.66	61.55	61.56	532.0
2022-12-18 23:30:00	CL	Futures	61.55	61.58	61.53	61.58	400.0
2022-12-18 18:00:00	GC	Futures	2110.2	2112.3	2109.6	2109.8	1303.0
2022-12-18 18:30:00	GC	Futures	2110.0	2110.5	2108.8	2108.9	544.0

> showing 50 of 805 rows — these rows as CSV

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