PREVIEW / futures_30min / 2023-02-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-19.parquet
  size:    26 KB
  rows:    707

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
2023-02-19 18:00:00	ES	Futures	4566.53	4569.61	4558.71	4562.06	6752.0
2023-02-19 18:30:00	ES	Futures	4562.06	4563.46	4560.66	4562.06	1656.0
2023-02-19 19:00:00	ES	Futures	4562.34	4562.62	4558.15	4560.66	3470.0
2023-02-19 19:30:00	ES	Futures	4560.66	4562.34	4558.98	4560.66	2072.0
2023-02-19 20:00:00	ES	Futures	4560.66	4567.09	4559.82	4565.98	3157.0
2023-02-19 20:30:00	ES	Futures	4565.98	4567.09	4564.58	4565.98	1756.0
2023-02-19 21:00:00	ES	Futures	4565.98	4567.93	4565.42	4566.53	1909.0
2023-02-19 21:30:00	ES	Futures	4566.81	4571.01	4566.81	4570.17	2561.0
2023-02-19 22:00:00	ES	Futures	4570.17	4570.73	4568.49	4570.45	1557.0
2023-02-19 22:30:00	ES	Futures	4570.45	4572.13	4569.89	4570.73	1853.0
2023-02-19 23:00:00	ES	Futures	4570.73	4573.52	4569.89	4571.85	1878.0
2023-02-19 23:30:00	ES	Futures	4571.85	4572.13	4569.33	4570.17	1383.0
2023-02-19 18:00:00	NQ	Futures	14088.15	14091.84	14050.02	14063.11	3197.0
2023-02-19 18:30:00	NQ	Futures	14062.26	14067.38	14057.99	14065.1	998.0
2023-02-19 19:00:00	NQ	Futures	14064.53	14065.96	14050.31	14057.71	1516.0
2023-02-19 19:30:00	NQ	Futures	14058.27	14063.68	14052.87	14059.7	918.0
2023-02-19 20:00:00	NQ	Futures	14059.13	14083.31	14056.85	14077.62	1776.0
2023-02-19 20:30:00	NQ	Futures	14077.9	14083.03	14073.64	14075.91	976.0
2023-02-19 21:00:00	NQ	Futures	14076.2	14083.88	14072.5	14081.03	899.0
2023-02-19 21:30:00	NQ	Futures	14081.03	14101.8	14080.75	14098.1	1958.0
2023-02-19 22:00:00	NQ	Futures	14098.96	14101.23	14091.56	14100.66	888.0
2023-02-19 22:30:00	NQ	Futures	14099.53	14109.77	14095.83	14100.66	1293.0
2023-02-19 23:00:00	NQ	Futures	14100.66	14118.3	14100.38	14112.04	1136.0
2023-02-19 23:30:00	NQ	Futures	14112.04	14113.18	14102.09	14104.93	767.0
2023-02-19 18:00:00	YM	Futures	37708.4	37721.7	37666.0	37693.9	592.0
2023-02-19 18:30:00	YM	Futures	37695.0	37702.8	37680.5	37689.4	195.0
2023-02-19 19:00:00	YM	Futures	37691.7	37693.9	37663.8	37681.6	341.0
2023-02-19 19:30:00	YM	Futures	37682.7	37693.9	37672.7	37686.1	192.0
2023-02-19 20:00:00	YM	Futures	37687.2	37722.9	37681.6	37716.2	366.0
2023-02-19 20:30:00	YM	Futures	37716.2	37724.0	37707.3	37715.1	285.0
2023-02-19 21:00:00	YM	Futures	37717.3	37729.5	37708.4	37710.6	467.0
2023-02-19 21:30:00	YM	Futures	37711.7	37735.1	37710.6	37731.8	229.0
2023-02-19 22:00:00	YM	Futures	37732.9	37737.3	37719.5	37734.0	184.0
2023-02-19 22:30:00	YM	Futures	37734.0	37742.9	37727.3	37730.7	247.0
2023-02-19 23:00:00	YM	Futures	37730.7	37742.9	37726.2	37729.5	318.0
2023-02-19 23:30:00	YM	Futures	37728.4	37729.5	37710.6	37720.6	449.0
2023-02-19 18:00:00	CL	Futures	62.28	62.45	62.19	62.32	1117.0
2023-02-19 18:30:00	CL	Futures	62.31	62.33	62.24	62.31	284.0
2023-02-19 19:00:00	CL	Futures	62.32	62.35	62.23	62.24	489.0
2023-02-19 19:30:00	CL	Futures	62.24	62.27	62.12	62.17	655.0
2023-02-19 20:00:00	CL	Futures	62.17	62.23	62.02	62.2	1761.0
2023-02-19 20:30:00	CL	Futures	62.2	62.28	62.11	62.28	903.0
2023-02-19 21:00:00	CL	Futures	62.28	62.45	62.26	62.43	1256.0
2023-02-19 21:30:00	CL	Futures	62.43	62.57	62.41	62.47	1299.0
2023-02-19 22:00:00	CL	Futures	62.47	62.67	62.42	62.65	1418.0
2023-02-19 22:30:00	CL	Futures	62.66	62.67	62.56	62.59	603.0
2023-02-19 23:00:00	CL	Futures	62.59	62.63	62.58	62.59	468.0
2023-02-19 23:30:00	CL	Futures	62.59	62.63	62.48	62.5	645.0
2023-02-19 18:00:00	GC	Futures	2148.8	2149.9	2146.3	2147.1	998.0
2023-02-19 18:30:00	GC	Futures	2147.2	2147.7	2145.3	2145.6	770.0

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