PREVIEW / futures_30min / 2023-01-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-02.parquet
  size:    42 KB
  rows:    1,297

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
2023-01-02 18:00:00	ES	Futures	4356.27	4361.86	4329.43	4329.71	17937.0
2023-01-02 18:30:00	ES	Futures	4329.71	4330.83	4326.91	4329.99	7083.0
2023-01-02 19:00:00	ES	Futures	4329.71	4330.27	4320.48	4321.04	9772.0
2023-01-02 19:30:00	ES	Futures	4321.32	4324.67	4312.65	4313.49	9422.0
2023-01-02 20:00:00	ES	Futures	4313.21	4313.77	4297.83	4298.95	16518.0
2023-01-02 20:30:00	ES	Futures	4298.67	4310.69	4297.83	4309.58	10311.0
2023-01-02 21:00:00	ES	Futures	4309.86	4314.05	4306.78	4312.93	6451.0
2023-01-02 21:30:00	ES	Futures	4312.93	4321.04	4311.53	4318.8	7810.0
2023-01-02 22:00:00	ES	Futures	4318.52	4320.48	4316.57	4319.64	4688.0
2023-01-02 22:30:00	ES	Futures	4319.64	4325.79	4318.24	4324.39	5282.0
2023-01-02 23:00:00	ES	Futures	4324.67	4325.51	4321.04	4323.84	2350.0
2023-01-02 23:30:00	ES	Futures	4323.56	4325.79	4321.32	4321.6	1940.0
2023-01-02 18:00:00	NQ	Futures	12657.14	12688.44	12567.53	12570.94	7110.0
2023-01-02 18:30:00	NQ	Futures	12572.08	12579.19	12560.41	12577.2	2610.0
2023-01-02 19:00:00	NQ	Futures	12577.2	12578.9	12532.53	12537.65	3474.0
2023-01-02 19:30:00	NQ	Futures	12537.94	12553.59	12512.33	12514.61	3461.0
2023-01-02 20:00:00	NQ	Futures	12514.89	12514.89	12463.12	12470.51	5940.0
2023-01-02 20:30:00	NQ	Futures	12469.94	12505.22	12465.96	12501.24	3241.0
2023-01-02 21:00:00	NQ	Futures	12500.95	12511.2	12489.86	12508.35	2408.0
2023-01-02 21:30:00	NQ	Futures	12508.92	12536.52	12504.94	12528.55	2912.0
2023-01-02 22:00:00	NQ	Futures	12528.55	12542.49	12523.71	12539.93	1820.0
2023-01-02 22:30:00	NQ	Futures	12540.5	12557.57	12536.23	12555.01	2425.0
2023-01-02 23:00:00	NQ	Futures	12555.86	12560.41	12545.05	12554.44	1471.0
2023-01-02 23:30:00	NQ	Futures	12554.44	12557.0	12541.64	12542.77	1131.0
2023-01-02 18:00:00	YM	Futures	37308.4	37383.0	37185.8	37186.9	2698.0
2023-01-02 18:30:00	YM	Futures	37189.2	37197.0	37162.4	37183.6	747.0
2023-01-02 19:00:00	YM	Futures	37184.7	37186.9	37126.8	37143.5	1001.0
2023-01-02 19:30:00	YM	Futures	37143.5	37169.1	37078.9	37085.5	1152.0
2023-01-02 20:00:00	YM	Futures	37082.2	37082.2	36956.3	36961.9	2013.0
2023-01-02 20:30:00	YM	Futures	36960.8	37044.3	36958.5	37036.5	1162.0
2023-01-02 21:00:00	YM	Futures	37035.4	37075.5	37017.6	37068.8	782.0
2023-01-02 21:30:00	YM	Futures	37069.9	37125.7	37056.6	37105.6	904.0
2023-01-02 22:00:00	YM	Futures	37110.1	37117.9	37090.0	37108.9	501.0
2023-01-02 22:30:00	YM	Futures	37107.8	37152.4	37098.9	37141.3	718.0
2023-01-02 23:00:00	YM	Futures	37143.5	37149.0	37115.6	37132.3	287.0
2023-01-02 23:30:00	YM	Futures	37134.6	37147.9	37122.3	37124.5	182.0
2023-01-02 18:00:00	CL	Futures	65.94	66.11	65.64	65.71	1211.0
2023-01-02 18:30:00	CL	Futures	65.71	65.88	65.61	65.83	885.0
2023-01-02 19:00:00	CL	Futures	65.84	65.91	65.81	65.84	660.0
2023-01-02 19:30:00	CL	Futures	65.83	65.86	65.64	65.68	521.0
2023-01-02 20:00:00	CL	Futures	65.68	65.78	64.96	65.05	4483.0
2023-01-02 20:30:00	CL	Futures	65.05	65.23	65.01	65.14	1744.0
2023-01-02 21:00:00	CL	Futures	65.14	65.19	64.92	65.15	1540.0
2023-01-02 21:30:00	CL	Futures	65.15	65.43	65.15	65.43	1686.0
2023-01-02 22:00:00	CL	Futures	65.43	65.57	65.31	65.5	1424.0
2023-01-02 22:30:00	CL	Futures	65.51	65.59	65.49	65.5	565.0
2023-01-02 23:00:00	CL	Futures	65.51	65.53	65.37	65.43	561.0
2023-01-02 23:30:00	CL	Futures	65.45	65.48	65.37	65.38	334.0
2023-01-02 18:00:00	GC	Futures	2145.6	2152.8	2145.0	2149.0	3838.0
2023-01-02 18:30:00	GC	Futures	2149.0	2150.4	2147.8	2150.2	992.0

> showing 50 of 1,297 rows — these rows as CSV

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