PREVIEW / futures_30min / 2023-04-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-09.parquet
  size:    25 KB
  rows:    673

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
2023-04-09 18:00:00	ES	Futures	4591.86	4596.3	4589.64	4594.36	5863.0
2023-04-09 18:30:00	ES	Futures	4594.36	4595.47	4592.69	4593.53	2453.0
2023-04-09 19:00:00	ES	Futures	4593.53	4593.53	4586.87	4587.98	4593.0
2023-04-09 19:30:00	ES	Futures	4587.98	4589.09	4586.32	4587.43	2674.0
2023-04-09 20:00:00	ES	Futures	4587.7	4590.48	4583.82	4584.93	7027.0
2023-04-09 20:30:00	ES	Futures	4584.93	4585.48	4583.26	4584.37	3277.0
2023-04-09 21:00:00	ES	Futures	4584.1	4585.76	4583.26	4584.37	2126.0
2023-04-09 21:30:00	ES	Futures	4584.37	4586.32	4584.1	4585.76	1867.0
2023-04-09 22:00:00	ES	Futures	4585.76	4586.59	4584.65	4585.48	2373.0
2023-04-09 22:30:00	ES	Futures	4585.21	4585.21	4581.32	4583.82	4003.0
2023-04-09 23:00:00	ES	Futures	4583.82	4584.37	4583.26	4583.26	1372.0
2023-04-09 23:30:00	ES	Futures	4583.54	4584.37	4582.16	4582.99	1511.0
2023-04-09 18:00:00	NQ	Futures	14843.19	14869.66	14825.17	14854.74	3738.0
2023-04-09 18:30:00	NQ	Futures	14855.3	14859.24	14844.04	14845.16	1270.0
2023-04-09 19:00:00	NQ	Futures	14845.73	14845.73	14811.38	14817.85	2687.0
2023-04-09 19:30:00	NQ	Futures	14818.14	14824.05	14812.5	14817.01	1504.0
2023-04-09 20:00:00	NQ	Futures	14817.29	14824.61	14800.12	14805.47	3052.0
2023-04-09 20:30:00	NQ	Futures	14806.31	14807.44	14798.99	14802.65	1538.0
2023-04-09 21:00:00	NQ	Futures	14802.93	14808.84	14794.48	14799.83	2031.0
2023-04-09 21:30:00	NQ	Futures	14799.83	14806.03	14797.02	14801.52	1377.0
2023-04-09 22:00:00	NQ	Futures	14801.52	14808.28	14796.46	14803.78	1607.0
2023-04-09 22:30:00	NQ	Futures	14802.93	14804.9	14788.29	14798.99	2016.0
2023-04-09 23:00:00	NQ	Futures	14799.27	14803.49	14796.74	14798.71	943.0
2023-04-09 23:30:00	NQ	Futures	14798.71	14806.87	14796.46	14799.55	1142.0
2023-04-09 18:00:00	YM	Futures	37247.8	37264.4	37241.2	37259.9	962.0
2023-04-09 18:30:00	YM	Futures	37261.1	37275.4	37258.8	37274.3	494.0
2023-04-09 19:00:00	YM	Futures	37275.4	37275.4	37246.7	37251.1	833.0
2023-04-09 19:30:00	YM	Futures	37251.1	37257.7	37242.3	37252.2	433.0
2023-04-09 20:00:00	YM	Futures	37252.2	37275.4	37231.2	37234.5	834.0
2023-04-09 20:30:00	YM	Futures	37236.7	37241.2	37226.8	37232.3	429.0
2023-04-09 21:00:00	YM	Futures	37231.2	37238.9	37225.7	37231.2	414.0
2023-04-09 21:30:00	YM	Futures	37231.2	37250.0	37231.2	37248.9	382.0
2023-04-09 22:00:00	YM	Futures	37248.9	37248.9	37238.9	37243.4	385.0
2023-04-09 22:30:00	YM	Futures	37243.4	37243.4	37222.4	37229.0	385.0
2023-04-09 23:00:00	YM	Futures	37229.0	37233.4	37223.5	37225.7	216.0
2023-04-09 23:30:00	YM	Futures	37227.9	37227.9	37216.8	37224.6	241.0
2023-04-09 18:00:00	CL	Futures	65.29	65.85	65.29	65.83	2599.0
2023-04-09 18:30:00	CL	Futures	65.83	65.87	65.71	65.71	725.0
2023-04-09 19:00:00	CL	Futures	65.71	65.74	65.59	65.61	806.0
2023-04-09 19:30:00	CL	Futures	65.61	65.62	65.52	65.55	494.0
2023-04-09 20:00:00	CL	Futures	65.56	65.71	65.55	65.63	766.0
2023-04-09 20:30:00	CL	Futures	65.63	65.67	65.58	65.61	538.0
2023-04-09 21:00:00	CL	Futures	65.61	65.74	65.43	65.49	2151.0
2023-04-09 21:30:00	CL	Futures	65.48	65.58	65.38	65.52	1678.0
2023-04-09 22:00:00	CL	Futures	65.52	65.6	65.48	65.5	781.0
2023-04-09 22:30:00	CL	Futures	65.51	65.51	65.41	65.41	782.0
2023-04-09 23:00:00	CL	Futures	65.4	65.43	65.33	65.35	670.0
2023-04-09 23:30:00	CL	Futures	65.35	65.38	65.31	65.38	440.0
2023-04-09 18:00:00	GC	Futures	2309.9	2321.4	2305.9	2319.1	4791.0
2023-04-09 18:30:00	GC	Futures	2319.3	2324.7	2319.3	2323.8	1513.0

> showing 50 of 673 rows — these rows as CSV

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