PREVIEW / futures_30min / 2023-06-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-04.parquet
  size:    28 KB
  rows:    772

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
2023-06-04 18:00:00	ES	Futures	4757.17	4762.44	4754.11	4762.44	6520.0
2023-06-04 18:30:00	ES	Futures	4761.88	4762.16	4758.83	4761.6	2493.0
2023-06-04 19:00:00	ES	Futures	4761.6	4761.6	4754.67	4754.95	4306.0
2023-06-04 19:30:00	ES	Futures	4754.95	4756.61	4752.73	4753.56	4580.0
2023-06-04 20:00:00	ES	Futures	4753.84	4753.84	4748.84	4753.01	7459.0
2023-06-04 20:30:00	ES	Futures	4753.28	4755.22	4752.73	4753.01	2847.0
2023-06-04 21:00:00	ES	Futures	4753.28	4755.78	4751.62	4752.45	5854.0
2023-06-04 21:30:00	ES	Futures	4752.73	4754.39	4749.68	4753.28	5153.0
2023-06-04 22:00:00	ES	Futures	4753.01	4754.11	4751.62	4753.28	2274.0
2023-06-04 22:30:00	ES	Futures	4753.01	4754.39	4752.73	4754.11	2533.0
2023-06-04 23:00:00	ES	Futures	4753.84	4756.06	4753.84	4755.22	2614.0
2023-06-04 23:30:00	ES	Futures	4755.22	4756.89	4752.17	4752.45	2785.0
2023-06-04 18:00:00	NQ	Futures	16416.79	16419.61	16393.42	16410.32	3209.0
2023-06-04 18:30:00	NQ	Futures	16410.04	16414.82	16400.74	16405.81	1415.0
2023-06-04 19:00:00	NQ	Futures	16406.38	16407.22	16367.24	16370.9	3244.0
2023-06-04 19:30:00	NQ	Futures	16370.06	16373.72	16355.7	16371.46	2822.0
2023-06-04 20:00:00	NQ	Futures	16372.03	16372.03	16344.43	16364.14	4252.0
2023-06-04 20:30:00	NQ	Futures	16364.42	16369.21	16357.95	16361.61	1623.0
2023-06-04 21:00:00	NQ	Futures	16361.89	16372.59	16355.13	16362.45	2349.0
2023-06-04 21:30:00	NQ	Futures	16363.02	16370.34	16352.88	16367.52	2171.0
2023-06-04 22:00:00	NQ	Futures	16366.96	16372.03	16361.33	16370.06	1296.0
2023-06-04 22:30:00	NQ	Futures	16370.06	16379.63	16368.65	16376.81	1755.0
2023-06-04 23:00:00	NQ	Futures	16376.53	16382.73	16373.15	16374.28	1902.0
2023-06-04 23:30:00	NQ	Futures	16374.28	16379.91	16360.48	16362.17	1763.0
2023-06-04 18:00:00	YM	Futures	37378.2	37463.3	37368.3	37462.2	1611.0
2023-06-04 18:30:00	YM	Futures	37461.1	37463.3	37435.7	37458.9	622.0
2023-06-04 19:00:00	YM	Futures	37458.9	37462.2	37429.1	37435.7	1132.0
2023-06-04 19:30:00	YM	Futures	37431.3	37440.1	37391.5	37397.0	931.0
2023-06-04 20:00:00	YM	Futures	37398.1	37408.1	37368.3	37401.4	1121.0
2023-06-04 20:30:00	YM	Futures	37402.5	37419.1	37399.2	37403.6	531.0
2023-06-04 21:00:00	YM	Futures	37402.5	37418.0	37388.2	37392.6	637.0
2023-06-04 21:30:00	YM	Futures	37392.6	37418.0	37378.2	37397.0	869.0
2023-06-04 22:00:00	YM	Futures	37394.8	37399.2	37381.5	37394.8	257.0
2023-06-04 22:30:00	YM	Futures	37392.6	37408.1	37391.5	37402.5	344.0
2023-06-04 23:00:00	YM	Futures	37402.5	37412.5	37399.2	37409.2	368.0
2023-06-04 23:30:00	YM	Futures	37409.2	37422.4	37393.7	37397.0	234.0
2023-06-04 18:00:00	CL	Futures	61.04	61.06	59.63	60.18	14803.0
2023-06-04 18:30:00	CL	Futures	60.17	60.21	59.8	59.89	3983.0
2023-06-04 19:00:00	CL	Futures	59.9	59.94	59.66	59.8	2049.0
2023-06-04 19:30:00	CL	Futures	59.8	59.91	59.61	59.69	2072.0
2023-06-04 20:00:00	CL	Futures	59.69	59.69	59.49	59.59	3710.0
2023-06-04 20:30:00	CL	Futures	59.59	59.6	59.1	59.12	3618.0
2023-06-04 21:00:00	CL	Futures	59.13	59.18	58.78	59.18	7421.0
2023-06-04 21:30:00	CL	Futures	59.18	59.21	58.96	59.09	3139.0
2023-06-04 22:00:00	CL	Futures	59.07	59.09	58.89	59.03	2258.0
2023-06-04 22:30:00	CL	Futures	59.02	59.08	58.92	58.94	1509.0
2023-06-04 23:00:00	CL	Futures	58.94	59.1	58.94	59.0	1475.0
2023-06-04 23:30:00	CL	Futures	59.0	59.21	59.0	59.12	1411.0
2023-06-04 18:00:00	GC	Futures	2235.3	2239.5	2235.3	2238.8	1452.0
2023-06-04 18:30:00	GC	Futures	2238.8	2239.3	2238.0	2238.2	459.0

> showing 50 of 772 rows — these rows as CSV

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