PREVIEW / futures_30min / 2023-06-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-18.parquet
  size:    25 KB
  rows:    709

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
2023-06-18 18:00:00	ES	Futures	4895.09	4899.48	4894.81	4897.56	3683.0
2023-06-18 18:30:00	ES	Futures	4897.83	4898.11	4896.46	4897.56	812.0
2023-06-18 19:00:00	ES	Futures	4897.56	4897.83	4896.19	4896.46	460.0
2023-06-18 19:30:00	ES	Futures	4896.73	4897.01	4893.99	4894.54	1803.0
2023-06-18 20:00:00	ES	Futures	4894.26	4894.54	4887.95	4888.5	4049.0
2023-06-18 20:30:00	ES	Futures	4888.5	4888.77	4886.03	4888.77	2628.0
2023-06-18 21:00:00	ES	Futures	4888.77	4889.87	4886.3	4887.13	2677.0
2023-06-18 21:30:00	ES	Futures	4886.85	4888.22	4885.48	4886.85	2003.0
2023-06-18 22:00:00	ES	Futures	4887.13	4890.97	4886.85	4890.97	1509.0
2023-06-18 22:30:00	ES	Futures	4890.7	4891.52	4889.6	4890.7	1496.0
2023-06-18 23:00:00	ES	Futures	4890.7	4891.24	4889.6	4889.87	1189.0
2023-06-18 23:30:00	ES	Futures	4889.87	4890.15	4884.38	4885.75	3439.0
2023-06-18 18:00:00	NQ	Futures	17025.24	17044.99	17023.57	17033.03	2827.0
2023-06-18 18:30:00	NQ	Futures	17033.86	17046.66	17030.8	17040.54	855.0
2023-06-18 19:00:00	NQ	Futures	17040.82	17043.6	17038.59	17040.54	423.0
2023-06-18 19:30:00	NQ	Futures	17040.54	17042.21	17022.46	17025.24	1432.0
2023-06-18 20:00:00	NQ	Futures	17024.13	17024.69	16995.76	17001.32	2700.0
2023-06-18 20:30:00	NQ	Futures	17001.04	17001.04	16987.97	16998.26	2117.0
2023-06-18 21:00:00	NQ	Futures	16998.26	17004.94	16991.59	16994.93	1431.0
2023-06-18 21:30:00	NQ	Futures	16994.65	16998.26	16988.53	16991.59	957.0
2023-06-18 22:00:00	NQ	Futures	16992.7	17013.28	16989.92	17011.61	1194.0
2023-06-18 22:30:00	NQ	Futures	17011.06	17018.57	17008.0	17013.0	1234.0
2023-06-18 23:00:00	NQ	Futures	17013.0	17014.95	17007.72	17009.11	941.0
2023-06-18 23:30:00	NQ	Futures	17009.39	17010.5	16987.97	16989.36	1703.0
2023-06-18 18:00:00	YM	Futures	37928.9	37959.5	37899.3	37920.1	819.0
2023-06-18 18:30:00	YM	Futures	37922.3	37926.7	37913.5	37916.8	253.0
2023-06-18 19:00:00	YM	Futures	37917.9	37922.3	37907.0	37909.2	140.0
2023-06-18 19:30:00	YM	Futures	37910.2	37913.5	37884.0	37896.0	285.0
2023-06-18 20:00:00	YM	Futures	37893.8	37896.0	37856.6	37864.2	725.0
2023-06-18 20:30:00	YM	Futures	37862.0	37864.2	37848.9	37863.1	343.0
2023-06-18 21:00:00	YM	Futures	37864.2	37873.0	37844.5	37846.7	289.0
2023-06-18 21:30:00	YM	Futures	37848.9	37858.8	37837.9	37854.4	265.0
2023-06-18 22:00:00	YM	Futures	37856.6	37876.3	37853.3	37876.3	315.0
2023-06-18 22:30:00	YM	Futures	37877.4	37879.6	37868.6	37873.0	163.0
2023-06-18 23:00:00	YM	Futures	37874.1	37876.3	37864.2	37868.6	169.0
2023-06-18 23:30:00	YM	Futures	37868.6	37870.8	37825.9	37841.2	577.0
2023-06-18 18:00:00	CL	Futures	58.17	58.2	58.05	58.09	729.0
2023-06-18 18:30:00	CL	Futures	58.09	58.15	58.09	58.15	308.0
2023-06-18 19:00:00	CL	Futures	58.14	58.15	58.01	58.02	495.0
2023-06-18 19:30:00	CL	Futures	58.02	58.02	57.95	58.0	568.0
2023-06-18 20:00:00	CL	Futures	58.0	58.0	57.87	57.92	953.0
2023-06-18 20:30:00	CL	Futures	57.92	57.92	57.83	57.87	542.0
2023-06-18 21:00:00	CL	Futures	57.86	57.89	57.65	57.79	2679.0
2023-06-18 21:30:00	CL	Futures	57.8	57.82	57.59	57.68	1578.0
2023-06-18 22:00:00	CL	Futures	57.68	57.71	57.53	57.6	1047.0
2023-06-18 22:30:00	CL	Futures	57.59	57.59	57.47	57.5	1414.0
2023-06-18 23:00:00	CL	Futures	57.5	57.58	57.49	57.55	893.0
2023-06-18 23:30:00	CL	Futures	57.55	57.6	57.53	57.58	601.0
2023-06-18 18:00:00	GC	Futures	2244.9	2246.1	2243.3	2244.2	577.0
2023-06-18 18:30:00	GC	Futures	2244.2	2244.8	2243.6	2244.4	217.0

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