PREVIEW / futures_30min / 2023-04-30

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-30.parquet
  size:    26 KB
  rows:    711

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
2023-04-30 18:00:00	ES	Futures	4648.44	4649.83	4643.73	4646.22	5878.0
2023-04-30 18:30:00	ES	Futures	4646.22	4646.78	4640.95	4642.34	3996.0
2023-04-30 19:00:00	ES	Futures	4642.34	4644.84	4642.34	4643.45	1798.0
2023-04-30 19:30:00	ES	Futures	4643.17	4643.17	4638.74	4640.12	4512.0
2023-04-30 20:00:00	ES	Futures	4639.84	4644.56	4638.46	4641.51	5234.0
2023-04-30 20:30:00	ES	Futures	4641.51	4645.95	4640.95	4645.11	3185.0
2023-04-30 21:00:00	ES	Futures	4645.11	4646.5	4643.73	4644.84	2258.0
2023-04-30 21:30:00	ES	Futures	4644.84	4645.39	4642.9	4644.01	2053.0
2023-04-30 22:00:00	ES	Futures	4644.01	4645.39	4643.73	4645.11	1661.0
2023-04-30 22:30:00	ES	Futures	4645.11	4650.38	4644.84	4650.11	3455.0
2023-04-30 23:00:00	ES	Futures	4650.11	4650.11	4647.33	4649.27	1825.0
2023-04-30 23:30:00	ES	Futures	4649.0	4651.77	4648.72	4649.83	1993.0
2023-04-30 18:00:00	NQ	Futures	14997.77	15009.03	14984.81	14996.36	2389.0
2023-04-30 18:30:00	NQ	Futures	14996.36	15002.55	14985.38	14990.16	1146.0
2023-04-30 19:00:00	NQ	Futures	14990.73	15001.43	14990.73	14998.33	904.0
2023-04-30 19:30:00	NQ	Futures	14997.2	14998.61	14982.84	14987.07	1905.0
2023-04-30 20:00:00	NQ	Futures	14986.5	14994.39	14974.4	14982.84	2108.0
2023-04-30 20:30:00	NQ	Futures	14982.84	14998.89	14981.72	14994.67	1671.0
2023-04-30 21:00:00	NQ	Futures	14994.39	15001.43	14989.04	14990.73	1566.0
2023-04-30 21:30:00	NQ	Futures	14990.45	14995.23	14985.1	14991.01	1479.0
2023-04-30 22:00:00	NQ	Futures	14990.73	14998.33	14987.91	14993.82	1266.0
2023-04-30 22:30:00	NQ	Futures	14994.67	15028.17	14992.7	15020.57	2886.0
2023-04-30 23:00:00	NQ	Futures	15020.57	15021.13	15008.18	15015.22	1443.0
2023-04-30 23:30:00	NQ	Futures	15014.94	15022.82	15013.53	15016.91	1293.0
2023-04-30 18:00:00	YM	Futures	37819.2	37827.0	37792.7	37800.4	1026.0
2023-04-30 18:30:00	YM	Futures	37800.4	37804.9	37761.8	37770.6	650.0
2023-04-30 19:00:00	YM	Futures	37772.8	37790.5	37769.5	37778.3	391.0
2023-04-30 19:30:00	YM	Futures	37776.1	37777.2	37744.1	37754.0	930.0
2023-04-30 20:00:00	YM	Futures	37752.9	37786.1	37748.5	37769.5	758.0
2023-04-30 20:30:00	YM	Futures	37768.4	37800.4	37767.3	37791.6	479.0
2023-04-30 21:00:00	YM	Futures	37792.7	37799.3	37782.8	37790.5	451.0
2023-04-30 21:30:00	YM	Futures	37790.5	37793.8	37776.1	37785.0	373.0
2023-04-30 22:00:00	YM	Futures	37785.0	37793.8	37783.9	37791.6	371.0
2023-04-30 22:30:00	YM	Futures	37793.8	37820.3	37790.5	37820.3	821.0
2023-04-30 23:00:00	YM	Futures	37818.1	37818.1	37798.2	37810.4	377.0
2023-04-30 23:30:00	YM	Futures	37810.4	37824.8	37806.0	37810.4	408.0
2023-04-30 18:00:00	CL	Futures	62.3	62.33	62.09	62.1	1431.0
2023-04-30 18:30:00	CL	Futures	62.1	62.18	62.01	62.05	856.0
2023-04-30 19:00:00	CL	Futures	62.05	62.1	61.94	62.02	765.0
2023-04-30 19:30:00	CL	Futures	62.02	62.02	61.81	61.85	1257.0
2023-04-30 20:00:00	CL	Futures	61.84	62.0	61.84	61.94	868.0
2023-04-30 20:30:00	CL	Futures	61.95	62.0	61.94	61.97	497.0
2023-04-30 21:00:00	CL	Futures	61.97	61.97	61.88	61.9	508.0
2023-04-30 21:30:00	CL	Futures	61.9	61.97	61.84	61.87	640.0
2023-04-30 22:00:00	CL	Futures	61.88	61.9	61.83	61.86	475.0
2023-04-30 22:30:00	CL	Futures	61.86	61.94	61.86	61.93	355.0
2023-04-30 23:00:00	CL	Futures	61.92	61.94	61.86	61.91	294.0
2023-04-30 23:30:00	CL	Futures	61.91	61.91	61.86	61.89	337.0
2023-04-30 18:00:00	GC	Futures	2300.2	2300.8	2297.8	2298.7	1164.0
2023-04-30 18:30:00	GC	Futures	2298.9	2299.0	2296.8	2297.6	587.0

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