PREVIEW / futures_30min / 2023-01-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-15.parquet
  size:    28 KB
  rows:    745

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
2023-01-15 18:00:00	ES	Futures	4496.07	4498.59	4488.24	4488.52	4945.0
2023-01-15 18:30:00	ES	Futures	4488.8	4491.04	4486.57	4488.8	2896.0
2023-01-15 19:00:00	ES	Futures	4488.8	4493.84	4487.13	4493.56	4068.0
2023-01-15 19:30:00	ES	Futures	4493.56	4496.91	4493.56	4496.07	3065.0
2023-01-15 20:00:00	ES	Futures	4495.79	4498.31	4494.4	4496.35	3002.0
2023-01-15 20:30:00	ES	Futures	4496.35	4505.3	4495.23	4503.62	5190.0
2023-01-15 21:00:00	ES	Futures	4503.62	4504.18	4501.95	4502.5	2769.0
2023-01-15 21:30:00	ES	Futures	4502.22	4502.78	4500.27	4501.95	2003.0
2023-01-15 22:00:00	ES	Futures	4502.22	4502.78	4499.15	4501.39	1651.0
2023-01-15 22:30:00	ES	Futures	4501.11	4501.95	4499.43	4501.11	1085.0
2023-01-15 23:00:00	ES	Futures	4501.39	4501.67	4499.99	4500.83	914.0
2023-01-15 23:30:00	ES	Futures	4500.83	4501.67	4499.15	4499.43	1225.0
2023-01-15 18:00:00	NQ	Futures	13215.89	13223.0	13188.29	13189.43	2853.0
2023-01-15 18:30:00	NQ	Futures	13189.71	13195.4	13180.61	13185.45	1467.0
2023-01-15 19:00:00	NQ	Futures	13186.02	13199.1	13181.75	13197.11	1548.0
2023-01-15 19:30:00	NQ	Futures	13197.4	13210.48	13196.83	13207.07	1640.0
2023-01-15 20:00:00	NQ	Futures	13206.78	13217.88	13203.08	13207.35	1711.0
2023-01-15 20:30:00	NQ	Futures	13207.35	13244.62	13202.52	13237.51	2330.0
2023-01-15 21:00:00	NQ	Futures	13238.93	13241.78	13230.11	13231.53	1218.0
2023-01-15 21:30:00	NQ	Futures	13231.53	13232.67	13225.28	13231.82	998.0
2023-01-15 22:00:00	NQ	Futures	13232.1	13233.53	13219.87	13229.83	869.0
2023-01-15 22:30:00	NQ	Futures	13229.26	13232.39	13225.84	13230.68	554.0
2023-01-15 23:00:00	NQ	Futures	13231.25	13232.67	13226.7	13230.97	548.0
2023-01-15 23:30:00	NQ	Futures	13230.68	13230.68	13220.15	13220.72	687.0
2023-01-15 18:00:00	YM	Futures	38368.0	38383.6	38317.8	38318.9	810.0
2023-01-15 18:30:00	YM	Futures	38318.9	38340.1	38315.6	38325.6	599.0
2023-01-15 19:00:00	YM	Futures	38331.2	38365.7	38321.2	38363.5	492.0
2023-01-15 19:30:00	YM	Futures	38364.6	38386.9	38364.6	38375.8	592.0
2023-01-15 20:00:00	YM	Futures	38375.8	38385.8	38361.3	38373.5	445.0
2023-01-15 20:30:00	YM	Futures	38375.8	38427.0	38372.4	38420.3	702.0
2023-01-15 21:00:00	YM	Futures	38419.2	38424.8	38409.2	38419.2	283.0
2023-01-15 21:30:00	YM	Futures	38420.3	38422.6	38405.8	38415.9	261.0
2023-01-15 22:00:00	YM	Futures	38417.0	38421.4	38393.6	38408.1	282.0
2023-01-15 22:30:00	YM	Futures	38408.1	38412.5	38394.7	38402.5	135.0
2023-01-15 23:00:00	YM	Futures	38402.5	38408.1	38392.5	38400.3	185.0
2023-01-15 23:30:00	YM	Futures	38400.3	38402.5	38385.8	38385.8	141.0
2023-01-15 18:00:00	CL	Futures	65.53	65.66	65.35	65.37	454.0
2023-01-15 18:30:00	CL	Futures	65.44	65.46	65.28	65.28	207.0
2023-01-15 19:00:00	CL	Futures	65.3	65.37	65.25	65.34	309.0
2023-01-15 19:30:00	CL	Futures	65.35	65.41	65.29	65.39	265.0
2023-01-15 20:00:00	CL	Futures	65.37	65.39	65.01	65.15	573.0
2023-01-15 20:30:00	CL	Futures	65.17	65.28	65.06	65.21	845.0
2023-01-15 21:00:00	CL	Futures	65.21	65.27	65.15	65.15	355.0
2023-01-15 21:30:00	CL	Futures	65.15	65.22	65.01	65.06	175.0
2023-01-15 22:00:00	CL	Futures	65.05	65.09	64.96	65.05	210.0
2023-01-15 22:30:00	CL	Futures	65.06	65.06	64.99	65.06	96.0
2023-01-15 23:00:00	CL	Futures	65.06	65.06	64.97	64.99	53.0
2023-01-15 23:30:00	CL	Futures	64.99	64.99	64.93	64.93	121.0
2023-01-15 18:00:00	GC	Futures	2253.3	2253.4	2250.4	2251.3	1861.0
2023-01-15 18:30:00	GC	Futures	2251.2	2252.0	2248.6	2248.6	1466.0

> showing 50 of 745 rows — these rows as CSV

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