PREVIEW / futures_30min / 2023-07-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-09.parquet
  size:    29 KB
  rows:    787

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
2023-07-09 18:00:00	ES	Futures	4872.58	4875.05	4864.89	4871.75	9649.0
2023-07-09 18:30:00	ES	Futures	4871.75	4875.32	4867.91	4874.22	4836.0
2023-07-09 19:00:00	ES	Futures	4874.22	4875.05	4872.3	4872.85	2319.0
2023-07-09 19:30:00	ES	Futures	4872.85	4873.4	4871.2	4872.58	1988.0
2023-07-09 20:00:00	ES	Futures	4872.3	4872.85	4862.15	4862.42	8707.0
2023-07-09 20:30:00	ES	Futures	4862.42	4865.71	4862.15	4865.17	4198.0
2023-07-09 21:00:00	ES	Futures	4865.44	4869.01	4864.62	4866.54	4724.0
2023-07-09 21:30:00	ES	Futures	4866.81	4868.19	4857.2	4859.4	9153.0
2023-07-09 22:00:00	ES	Futures	4859.4	4862.15	4859.4	4859.68	4194.0
2023-07-09 22:30:00	ES	Futures	4859.95	4861.32	4859.13	4860.5	2723.0
2023-07-09 23:00:00	ES	Futures	4860.77	4862.97	4857.48	4859.68	4584.0
2023-07-09 23:30:00	ES	Futures	4859.4	4859.68	4855.83	4858.3	4296.0
2023-07-09 18:00:00	NQ	Futures	16908.7	16908.7	16857.81	16888.12	6904.0
2023-07-09 18:30:00	NQ	Futures	16888.68	16902.03	16875.89	16898.69	2665.0
2023-07-09 19:00:00	NQ	Futures	16898.14	16901.2	16890.35	16890.35	1778.0
2023-07-09 19:30:00	NQ	Futures	16890.9	16895.35	16882.0	16889.79	2470.0
2023-07-09 20:00:00	NQ	Futures	16889.51	16890.9	16851.13	16852.8	4433.0
2023-07-09 20:30:00	NQ	Futures	16853.08	16863.93	16842.23	16862.81	3412.0
2023-07-09 21:00:00	NQ	Futures	16863.09	16877.83	16859.75	16870.88	2918.0
2023-07-09 21:30:00	NQ	Futures	16871.71	16876.44	16829.72	16836.95	4735.0
2023-07-09 22:00:00	NQ	Futures	16837.22	16846.13	16835.83	16836.67	2350.0
2023-07-09 22:30:00	NQ	Futures	16837.22	16841.67	16830.55	16838.34	2179.0
2023-07-09 23:00:00	NQ	Futures	16838.62	16846.96	16823.32	16833.33	2765.0
2023-07-09 23:30:00	NQ	Futures	16832.77	16835.0	16821.65	16832.22	2043.0
2023-07-09 18:00:00	YM	Futures	37213.5	37219.0	37154.3	37208.0	1182.0
2023-07-09 18:30:00	YM	Futures	37206.9	37235.4	37185.0	37228.8	882.0
2023-07-09 19:00:00	YM	Futures	37228.8	37236.5	37219.0	37224.4	295.0
2023-07-09 19:30:00	YM	Futures	37225.5	37228.8	37215.7	37222.2	293.0
2023-07-09 20:00:00	YM	Futures	37222.2	37224.4	37156.5	37158.7	1397.0
2023-07-09 20:30:00	YM	Futures	37158.7	37182.8	37158.7	37178.4	543.0
2023-07-09 21:00:00	YM	Futures	37178.4	37201.4	37174.0	37185.0	531.0
2023-07-09 21:30:00	YM	Futures	37185.0	37194.9	37119.3	37140.1	1314.0
2023-07-09 22:00:00	YM	Futures	37141.2	37160.9	37141.2	37146.7	599.0
2023-07-09 22:30:00	YM	Futures	37145.6	37157.6	37144.5	37152.1	329.0
2023-07-09 23:00:00	YM	Futures	37152.1	37166.4	37126.9	37135.7	521.0
2023-07-09 23:30:00	YM	Futures	37136.8	37139.0	37111.6	37125.8	613.0
2023-07-09 18:00:00	CL	Futures	59.94	60.05	59.65	59.76	1448.0
2023-07-09 18:30:00	CL	Futures	59.75	59.76	59.68	59.73	440.0
2023-07-09 19:00:00	CL	Futures	59.74	59.75	59.66	59.66	431.0
2023-07-09 19:30:00	CL	Futures	59.66	59.7	59.6	59.7	633.0
2023-07-09 20:00:00	CL	Futures	59.69	59.72	59.59	59.64	980.0
2023-07-09 20:30:00	CL	Futures	59.64	59.67	59.59	59.62	620.0
2023-07-09 21:00:00	CL	Futures	59.62	59.86	59.62	59.83	2265.0
2023-07-09 21:30:00	CL	Futures	59.84	59.85	59.65	59.75	1361.0
2023-07-09 22:00:00	CL	Futures	59.75	59.79	59.66	59.68	675.0
2023-07-09 22:30:00	CL	Futures	59.67	59.67	59.59	59.59	848.0
2023-07-09 23:00:00	CL	Futures	59.61	59.67	59.47	59.49	1900.0
2023-07-09 23:30:00	CL	Futures	59.5	59.52	59.47	59.51	596.0
2023-07-09 18:00:00	GC	Futures	2199.3	2202.7	2198.3	2201.2	1715.0
2023-07-09 18:30:00	GC	Futures	2201.1	2201.7	2200.2	2200.2	1082.0

> showing 50 of 787 rows — these rows as CSV

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