PREVIEW / futures_30min / 2023-07-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-23.parquet
  size:    27 KB
  rows:    764

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
2023-07-23 18:00:00	ES	Futures	5011.75	5014.5	5009.83	5010.66	4072.0
2023-07-23 18:30:00	ES	Futures	5010.66	5011.21	5008.46	5008.74	2535.0
2023-07-23 19:00:00	ES	Futures	5008.74	5009.83	5007.91	5008.19	2591.0
2023-07-23 19:30:00	ES	Futures	5008.46	5009.01	5007.09	5008.46	2638.0
2023-07-23 20:00:00	ES	Futures	5008.46	5010.93	5007.36	5010.66	3530.0
2023-07-23 20:30:00	ES	Futures	5010.93	5013.13	5009.28	5010.66	2729.0
2023-07-23 21:00:00	ES	Futures	5010.93	5011.75	5007.09	5008.46	3420.0
2023-07-23 21:30:00	ES	Futures	5008.19	5012.03	5007.91	5010.38	3733.0
2023-07-23 22:00:00	ES	Futures	5010.38	5014.23	5009.28	5012.85	3241.0
2023-07-23 22:30:00	ES	Futures	5012.85	5013.68	5012.03	5012.58	2328.0
2023-07-23 23:00:00	ES	Futures	5012.58	5013.4	5011.21	5011.21	1964.0
2023-07-23 23:30:00	ES	Futures	5011.21	5011.48	5010.11	5010.93	1732.0
2023-07-23 18:00:00	NQ	Futures	17306.43	17323.12	17301.15	17307.54	3164.0
2023-07-23 18:30:00	NQ	Futures	17306.99	17310.05	17292.8	17296.14	978.0
2023-07-23 19:00:00	NQ	Futures	17296.14	17301.98	17292.53	17296.7	1134.0
2023-07-23 19:30:00	NQ	Futures	17297.53	17300.87	17288.63	17299.48	1721.0
2023-07-23 20:00:00	NQ	Futures	17298.64	17309.49	17288.08	17306.71	2209.0
2023-07-23 20:30:00	NQ	Futures	17306.71	17316.44	17298.09	17306.43	1974.0
2023-07-23 21:00:00	NQ	Futures	17306.43	17310.88	17280.29	17288.63	2641.0
2023-07-23 21:30:00	NQ	Futures	17287.8	17303.93	17283.63	17294.75	2538.0
2023-07-23 22:00:00	NQ	Futures	17295.03	17321.45	17291.97	17312.83	2770.0
2023-07-23 22:30:00	NQ	Futures	17312.55	17317.84	17305.04	17307.27	1367.0
2023-07-23 23:00:00	NQ	Futures	17306.99	17309.77	17295.31	17296.7	1427.0
2023-07-23 23:30:00	NQ	Futures	17296.42	17299.76	17292.25	17295.58	962.0
2023-07-23 18:00:00	YM	Futures	38779.0	38780.1	38751.6	38758.2	823.0
2023-07-23 18:30:00	YM	Futures	38758.2	38760.4	38739.6	38740.7	305.0
2023-07-23 19:00:00	YM	Futures	38740.7	38746.1	38733.0	38738.5	325.0
2023-07-23 19:30:00	YM	Futures	38739.6	38744.0	38728.6	38734.1	452.0
2023-07-23 20:00:00	YM	Futures	38733.0	38749.4	38729.7	38746.1	712.0
2023-07-23 20:30:00	YM	Futures	38748.3	38764.8	38741.8	38749.4	616.0
2023-07-23 21:00:00	YM	Futures	38749.4	38753.8	38728.6	38737.4	567.0
2023-07-23 21:30:00	YM	Futures	38737.4	38759.3	38737.4	38747.2	480.0
2023-07-23 22:00:00	YM	Futures	38747.2	38770.2	38740.7	38764.8	498.0
2023-07-23 22:30:00	YM	Futures	38763.7	38768.1	38756.0	38764.8	316.0
2023-07-23 23:00:00	YM	Futures	38764.8	38774.6	38758.2	38758.2	430.0
2023-07-23 23:30:00	YM	Futures	38758.2	38764.8	38750.5	38760.4	327.0
2023-07-23 18:00:00	CL	Futures	62.63	62.64	62.33	62.35	1188.0
2023-07-23 18:30:00	CL	Futures	62.35	62.37	62.3	62.3	418.0
2023-07-23 19:00:00	CL	Futures	62.3	62.37	62.28	62.35	416.0
2023-07-23 19:30:00	CL	Futures	62.35	62.36	62.27	62.29	498.0
2023-07-23 20:00:00	CL	Futures	62.29	62.39	62.26	62.37	1011.0
2023-07-23 20:30:00	CL	Futures	62.36	62.39	62.35	62.39	611.0
2023-07-23 21:00:00	CL	Futures	62.39	62.44	62.27	62.3	2270.0
2023-07-23 21:30:00	CL	Futures	62.29	62.43	62.29	62.35	1224.0
2023-07-23 22:00:00	CL	Futures	62.35	62.43	62.31	62.4	928.0
2023-07-23 22:30:00	CL	Futures	62.4	62.55	62.4	62.54	1253.0
2023-07-23 23:00:00	CL	Futures	62.53	62.66	62.48	62.62	2184.0
2023-07-23 23:30:00	CL	Futures	62.61	62.63	62.57	62.59	695.0
2023-07-23 18:00:00	GC	Futures	2236.8	2238.2	2236.7	2237.5	571.0
2023-07-23 18:30:00	GC	Futures	2237.5	2237.5	2236.4	2236.9	290.0

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