PREVIEW / futures_30min / 2023-03-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-12.parquet
  size:    32 KB
  rows:    795

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
2023-03-12 18:00:00	ES	Futures	4348.16	4385.91	4316.01	4374.44	56111.0
2023-03-12 18:30:00	ES	Futures	4374.16	4392.9	4354.31	4354.87	38176.0
2023-03-12 19:00:00	ES	Futures	4354.87	4381.43	4351.8	4376.4	25942.0
2023-03-12 19:30:00	ES	Futures	4376.12	4381.99	4367.73	4370.25	18099.0
2023-03-12 20:00:00	ES	Futures	4369.97	4385.63	4369.13	4384.51	17383.0
2023-03-12 20:30:00	ES	Futures	4384.79	4386.47	4373.89	4376.12	11104.0
2023-03-12 21:00:00	ES	Futures	4375.84	4380.88	4365.22	4368.29	10238.0
2023-03-12 21:30:00	ES	Futures	4368.01	4374.72	4364.66	4370.81	6461.0
2023-03-12 22:00:00	ES	Futures	4370.81	4386.47	4368.29	4383.95	7922.0
2023-03-12 22:30:00	ES	Futures	4383.95	4395.97	4383.67	4394.02	12385.0
2023-03-12 23:00:00	ES	Futures	4394.3	4398.77	4392.34	4395.14	5467.0
2023-03-12 23:30:00	ES	Futures	4395.42	4401.01	4392.34	4394.3	4235.0
2023-03-12 18:00:00	NQ	Futures	13535.94	13706.92	13485.02	13642.63	11472.0
2023-03-12 18:30:00	NQ	Futures	13642.63	13695.26	13599.95	13601.66	7756.0
2023-03-12 19:00:00	NQ	Futures	13601.66	13684.45	13582.32	13665.96	6378.0
2023-03-12 19:30:00	NQ	Futures	13666.24	13682.17	13638.93	13644.9	3796.0
2023-03-12 20:00:00	NQ	Futures	13644.34	13677.05	13640.92	13675.63	4249.0
2023-03-12 20:30:00	NQ	Futures	13673.92	13680.75	13631.53	13638.93	4096.0
2023-03-12 21:00:00	NQ	Futures	13639.21	13654.58	13598.82	13614.75	4054.0
2023-03-12 21:30:00	NQ	Futures	13614.18	13649.74	13601.09	13629.26	3051.0
2023-03-12 22:00:00	NQ	Futures	13629.83	13685.3	13621.58	13676.2	3709.0
2023-03-12 22:30:00	NQ	Futures	13675.63	13715.17	13675.63	13713.18	4916.0
2023-03-12 23:00:00	NQ	Futures	13713.18	13729.68	13703.79	13712.61	2474.0
2023-03-12 23:30:00	NQ	Futures	13713.75	13741.63	13704.65	13711.48	1977.0
2023-03-12 18:00:00	YM	Futures	35693.7	35939.1	35463.8	35890.5	5733.0
2023-03-12 18:30:00	YM	Futures	35886.0	35976.7	35743.5	35747.9	2628.0
2023-03-12 19:00:00	YM	Futures	35750.1	35900.4	35712.5	35867.3	1958.0
2023-03-12 19:30:00	YM	Futures	35868.4	35900.4	35818.6	35833.0	1488.0
2023-03-12 20:00:00	YM	Futures	35835.2	35940.2	35831.9	35935.8	1022.0
2023-03-12 20:30:00	YM	Futures	35942.4	35943.5	35862.8	35883.8	743.0
2023-03-12 21:00:00	YM	Futures	35877.2	35907.0	35810.9	35825.3	593.0
2023-03-12 21:30:00	YM	Futures	35827.5	35865.0	35798.7	35845.2	863.0
2023-03-12 22:00:00	YM	Futures	35846.3	35962.3	35831.9	35940.2	1460.0
2023-03-12 22:30:00	YM	Futures	35942.4	36024.2	35940.2	35991.1	2497.0
2023-03-12 23:00:00	YM	Futures	35992.2	36025.3	35974.5	35999.9	1594.0
2023-03-12 23:30:00	YM	Futures	35998.8	36027.5	35976.7	35986.6	617.0
2023-03-12 18:00:00	CL	Futures	62.25	62.53	61.88	62.5	2201.0
2023-03-12 18:30:00	CL	Futures	62.47	62.96	62.46	62.72	2829.0
2023-03-12 19:00:00	CL	Futures	62.7	62.72	62.5	62.61	1240.0
2023-03-12 19:30:00	CL	Futures	62.6	62.66	62.46	62.66	1206.0
2023-03-12 20:00:00	CL	Futures	62.66	62.72	62.62	62.71	952.0
2023-03-12 20:30:00	CL	Futures	62.72	62.72	62.57	62.57	1254.0
2023-03-12 21:00:00	CL	Futures	62.58	62.77	62.2	62.27	2850.0
2023-03-12 21:30:00	CL	Futures	62.25	62.33	62.07	62.14	1758.0
2023-03-12 22:00:00	CL	Futures	62.14	62.35	62.08	62.32	1748.0
2023-03-12 22:30:00	CL	Futures	62.32	62.6	62.29	62.54	1828.0
2023-03-12 23:00:00	CL	Futures	62.54	62.55	62.45	62.49	689.0
2023-03-12 23:30:00	CL	Futures	62.49	62.57	62.42	62.5	772.0
2023-03-12 18:00:00	GC	Futures	2179.7	2205.9	2179.6	2192.4	16130.0
2023-03-12 18:30:00	GC	Futures	2192.6	2196.2	2186.4	2192.7	5822.0

> showing 50 of 795 rows — these rows as CSV

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