PREVIEW / futures_30min / 2023-01-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-29.parquet
  size:    30 KB
  rows:    831

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
2023-01-29 18:00:00	ES	Futures	4559.82	4569.89	4556.47	4559.54	10598.0
2023-01-29 18:30:00	ES	Futures	4559.82	4562.9	4558.15	4560.66	3464.0
2023-01-29 19:00:00	ES	Futures	4560.94	4565.98	4558.71	4564.58	4124.0
2023-01-29 19:30:00	ES	Futures	4564.3	4564.3	4559.54	4561.78	3100.0
2023-01-29 20:00:00	ES	Futures	4561.78	4562.34	4557.31	4559.26	5079.0
2023-01-29 20:30:00	ES	Futures	4559.54	4560.1	4557.59	4557.59	3875.0
2023-01-29 21:00:00	ES	Futures	4557.87	4559.82	4557.59	4558.98	2859.0
2023-01-29 21:30:00	ES	Futures	4558.98	4559.26	4553.95	4557.03	4847.0
2023-01-29 22:00:00	ES	Futures	4557.31	4557.87	4553.11	4555.63	3312.0
2023-01-29 22:30:00	ES	Futures	4555.63	4558.15	4554.79	4557.03	2758.0
2023-01-29 23:00:00	ES	Futures	4556.75	4558.71	4555.91	4556.19	3167.0
2023-01-29 23:30:00	ES	Futures	4556.19	4556.47	4553.67	4554.51	2185.0
2023-01-29 18:00:00	NQ	Futures	13897.53	13942.49	13879.04	13880.47	7626.0
2023-01-29 18:30:00	NQ	Futures	13881.32	13897.82	13872.78	13889.57	2773.0
2023-01-29 19:00:00	NQ	Futures	13889.57	13910.62	13875.63	13904.93	2779.0
2023-01-29 19:30:00	NQ	Futures	13903.79	13903.79	13885.02	13892.98	1879.0
2023-01-29 20:00:00	NQ	Futures	13892.7	13894.97	13864.25	13875.34	3355.0
2023-01-29 20:30:00	NQ	Futures	13875.63	13877.62	13864.82	13872.5	2257.0
2023-01-29 21:00:00	NQ	Futures	13872.78	13875.91	13866.81	13871.36	1481.0
2023-01-29 21:30:00	NQ	Futures	13871.65	13874.78	13850.88	13864.53	2376.0
2023-01-29 22:00:00	NQ	Futures	13864.82	13866.53	13849.17	13861.69	1868.0
2023-01-29 22:30:00	NQ	Futures	13862.26	13870.22	13857.99	13865.96	1329.0
2023-01-29 23:00:00	NQ	Futures	13866.53	13874.78	13861.12	13866.81	1670.0
2023-01-29 23:30:00	NQ	Futures	13867.09	13868.8	13856.28	13860.55	984.0
2023-01-29 18:00:00	YM	Futures	37897.8	37922.3	37841.0	37876.6	1111.0
2023-01-29 18:30:00	YM	Futures	37872.2	37888.9	37863.2	37872.2	613.0
2023-01-29 19:00:00	YM	Futures	37876.6	37908.9	37866.6	37902.2	439.0
2023-01-29 19:30:00	YM	Futures	37900.0	37900.0	37874.4	37887.8	435.0
2023-01-29 20:00:00	YM	Futures	37888.9	37892.2	37865.5	37880.0	739.0
2023-01-29 20:30:00	YM	Futures	37880.0	37885.5	37868.8	37869.9	384.0
2023-01-29 21:00:00	YM	Futures	37869.9	37887.8	37866.6	37883.3	255.0
2023-01-29 21:30:00	YM	Futures	37883.3	37883.3	37844.3	37865.5	592.0
2023-01-29 22:00:00	YM	Futures	37865.5	37867.7	37836.5	37845.4	550.0
2023-01-29 22:30:00	YM	Futures	37846.5	37865.5	37839.8	37859.9	351.0
2023-01-29 23:00:00	YM	Futures	37859.9	37868.8	37852.1	37853.2	341.0
2023-01-29 23:30:00	YM	Futures	37852.1	37853.2	37832.0	37837.6	257.0
2023-01-29 18:00:00	CL	Futures	65.28	65.65	65.13	65.59	5614.0
2023-01-29 18:30:00	CL	Futures	65.59	65.62	65.34	65.52	1652.0
2023-01-29 19:00:00	CL	Futures	65.53	65.59	65.48	65.59	944.0
2023-01-29 19:30:00	CL	Futures	65.59	65.61	65.45	65.46	1316.0
2023-01-29 20:00:00	CL	Futures	65.46	65.56	65.23	65.33	3424.0
2023-01-29 20:30:00	CL	Futures	65.33	65.41	65.23	65.26	1699.0
2023-01-29 21:00:00	CL	Futures	65.26	65.33	65.13	65.17	1545.0
2023-01-29 21:30:00	CL	Futures	65.17	65.21	65.04	65.13	1401.0
2023-01-29 22:00:00	CL	Futures	65.14	65.15	64.9	64.97	1934.0
2023-01-29 22:30:00	CL	Futures	64.96	65.01	64.91	64.95	704.0
2023-01-29 23:00:00	CL	Futures	64.95	64.99	64.86	64.91	988.0
2023-01-29 23:30:00	CL	Futures	64.9	64.92	64.78	64.87	691.0
2023-01-29 18:00:00	GC	Futures	2257.4	2259.2	2254.9	2258.4	1767.0
2023-01-29 18:30:00	GC	Futures	2258.3	2258.7	2257.0	2258.7	607.0

> showing 50 of 831 rows — these rows as CSV

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