PREVIEW / futures_30min / 2023-03-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-05.parquet
  size:    28 KB
  rows:    784

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
2023-03-05 18:00:00	ES	Futures	4528.79	4529.07	4520.4	4521.24	9011.0
2023-03-05 18:30:00	ES	Futures	4521.24	4524.59	4520.96	4523.75	3403.0
2023-03-05 19:00:00	ES	Futures	4523.75	4527.11	4521.8	4526.55	5571.0
2023-03-05 19:30:00	ES	Futures	4526.55	4526.83	4524.31	4525.43	3055.0
2023-03-05 20:00:00	ES	Futures	4525.15	4525.99	4522.36	4525.43	6298.0
2023-03-05 20:30:00	ES	Futures	4525.71	4530.46	4525.71	4528.79	6601.0
2023-03-05 21:00:00	ES	Futures	4528.51	4529.07	4526.55	4529.07	3262.0
2023-03-05 21:30:00	ES	Futures	4528.79	4543.61	4528.51	4538.57	19738.0
2023-03-05 22:00:00	ES	Futures	4538.85	4540.25	4538.29	4539.41	2579.0
2023-03-05 22:30:00	ES	Futures	4539.41	4540.53	4536.9	4539.41	3200.0
2023-03-05 23:00:00	ES	Futures	4539.41	4540.53	4535.5	4536.34	3289.0
2023-03-05 23:30:00	ES	Futures	4536.06	4536.62	4534.38	4534.94	2092.0
2023-03-05 18:00:00	NQ	Futures	14004.22	14017.31	13970.08	13974.63	5556.0
2023-03-05 18:30:00	NQ	Futures	13974.63	13991.13	13971.5	13988.0	1892.0
2023-03-05 19:00:00	NQ	Futures	13988.0	14001.94	13978.33	14001.38	2572.0
2023-03-05 19:30:00	NQ	Futures	14001.09	14003.94	13990.85	13994.26	1832.0
2023-03-05 20:00:00	NQ	Futures	13994.26	13999.1	13981.18	13995.4	3028.0
2023-03-05 20:30:00	NQ	Futures	13995.12	14019.3	13994.83	14010.76	3771.0
2023-03-05 21:00:00	NQ	Futures	14010.76	14015.03	14001.66	14013.61	1824.0
2023-03-05 21:30:00	NQ	Futures	14013.32	14085.87	14012.76	14059.7	7989.0
2023-03-05 22:00:00	NQ	Futures	14060.55	14067.09	14057.42	14063.39	1690.0
2023-03-05 22:30:00	NQ	Futures	14063.11	14072.5	14057.42	14067.09	1649.0
2023-03-05 23:00:00	NQ	Futures	14067.38	14072.21	14046.33	14051.73	1845.0
2023-03-05 23:30:00	NQ	Futures	14052.02	14054.01	14041.77	14042.91	1227.0
2023-03-05 18:00:00	YM	Futures	37212.6	37212.6	37162.4	37165.8	1157.0
2023-03-05 18:30:00	YM	Futures	37168.0	37188.0	37165.8	37182.5	455.0
2023-03-05 19:00:00	YM	Futures	37180.2	37199.2	37171.3	37197.0	683.0
2023-03-05 19:30:00	YM	Futures	37197.0	37200.3	37184.7	37193.6	324.0
2023-03-05 20:00:00	YM	Futures	37192.5	37195.8	37175.8	37193.6	688.0
2023-03-05 20:30:00	YM	Futures	37193.6	37225.9	37193.6	37215.9	930.0
2023-03-05 21:00:00	YM	Futures	37212.6	37218.1	37200.3	37212.6	417.0
2023-03-05 21:30:00	YM	Futures	37211.4	37291.7	37211.4	37269.4	2072.0
2023-03-05 22:00:00	YM	Futures	37271.6	37276.1	37256.0	37264.9	345.0
2023-03-05 22:30:00	YM	Futures	37263.8	37270.5	37250.4	37262.7	494.0
2023-03-05 23:00:00	YM	Futures	37262.7	37270.5	37241.5	37242.6	312.0
2023-03-05 23:30:00	YM	Futures	37243.8	37246.0	37230.4	37236.0	272.0
2023-03-05 18:00:00	CL	Futures	64.95	64.95	64.47	64.59	2589.0
2023-03-05 18:30:00	CL	Futures	64.58	64.63	64.5	64.52	751.0
2023-03-05 19:00:00	CL	Futures	64.52	64.57	64.5	64.54	759.0
2023-03-05 19:30:00	CL	Futures	64.54	64.57	64.5	64.5	431.0
2023-03-05 20:00:00	CL	Futures	64.51	64.55	64.37	64.37	2361.0
2023-03-05 20:30:00	CL	Futures	64.36	64.44	64.33	64.41	1929.0
2023-03-05 21:00:00	CL	Futures	64.4	64.42	64.33	64.39	765.0
2023-03-05 21:30:00	CL	Futures	64.39	64.39	64.24	64.25	2158.0
2023-03-05 22:00:00	CL	Futures	64.25	64.28	64.19	64.28	1367.0
2023-03-05 22:30:00	CL	Futures	64.28	64.32	64.25	64.26	778.0
2023-03-05 23:00:00	CL	Futures	64.26	64.29	64.24	64.27	395.0
2023-03-05 23:30:00	CL	Futures	64.26	64.27	64.12	64.14	1227.0
2023-03-05 18:00:00	GC	Futures	2161.0	2163.1	2158.4	2158.6	1441.0
2023-03-05 18:30:00	GC	Futures	2158.4	2159.3	2157.6	2157.8	665.0

> showing 50 of 784 rows — these rows as CSV

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