PREVIEW / futures_30min / 2023-08-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-06.parquet
  size:    28 KB
  rows:    785

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
2023-08-06 18:00:00	ES	Futures	4941.75	4949.17	4941.75	4947.79	9707.0
2023-08-06 18:30:00	ES	Futures	4947.52	4948.62	4945.87	4948.62	3046.0
2023-08-06 19:00:00	ES	Futures	4948.62	4948.89	4946.97	4947.24	2025.0
2023-08-06 19:30:00	ES	Futures	4947.24	4949.44	4944.77	4948.89	4528.0
2023-08-06 20:00:00	ES	Futures	4949.17	4953.83	4948.62	4951.91	6470.0
2023-08-06 20:30:00	ES	Futures	4952.19	4955.48	4951.64	4955.21	3926.0
2023-08-06 21:00:00	ES	Futures	4954.93	4955.48	4952.73	4953.01	4531.0
2023-08-06 21:30:00	ES	Futures	4953.28	4957.13	4951.36	4956.58	5675.0
2023-08-06 22:00:00	ES	Futures	4956.58	4958.22	4956.03	4957.4	3738.0
2023-08-06 22:30:00	ES	Futures	4957.4	4959.32	4956.58	4958.5	2850.0
2023-08-06 23:00:00	ES	Futures	4958.5	4959.05	4957.4	4958.77	2338.0
2023-08-06 23:30:00	ES	Futures	4958.77	4959.87	4957.68	4958.22	2889.0
2023-08-06 18:00:00	NQ	Futures	17100.06	17131.49	17085.87	17125.65	4267.0
2023-08-06 18:30:00	NQ	Futures	17126.2	17129.82	17116.47	17128.98	1628.0
2023-08-06 19:00:00	NQ	Futures	17128.98	17129.26	17119.53	17122.87	1137.0
2023-08-06 19:30:00	NQ	Futures	17122.59	17136.22	17114.24	17134.27	2337.0
2023-08-06 20:00:00	NQ	Futures	17134.83	17159.02	17130.65	17150.12	4051.0
2023-08-06 20:30:00	NQ	Futures	17150.12	17171.54	17145.67	17166.81	3820.0
2023-08-06 21:00:00	NQ	Futures	17166.53	17171.26	17153.18	17154.02	3512.0
2023-08-06 21:30:00	NQ	Futures	17154.57	17175.43	17145.12	17170.7	4015.0
2023-08-06 22:00:00	NQ	Futures	17170.15	17179.05	17165.7	17172.65	1988.0
2023-08-06 22:30:00	NQ	Futures	17173.21	17182.66	17169.31	17176.27	1537.0
2023-08-06 23:00:00	NQ	Futures	17176.54	17179.6	17170.7	17179.05	1280.0
2023-08-06 23:30:00	NQ	Futures	17178.49	17181.27	17169.87	17171.26	1480.0
2023-08-06 18:00:00	YM	Futures	38508.4	38569.8	38497.5	38556.6	1005.0
2023-08-06 18:30:00	YM	Futures	38557.7	38562.1	38540.2	38558.8	372.0
2023-08-06 19:00:00	YM	Futures	38559.9	38563.2	38550.0	38552.2	308.0
2023-08-06 19:30:00	YM	Futures	38551.1	38561.0	38535.8	38554.4	372.0
2023-08-06 20:00:00	YM	Futures	38555.5	38585.1	38552.2	38576.3	663.0
2023-08-06 20:30:00	YM	Futures	38578.5	38596.1	38570.9	38592.8	415.0
2023-08-06 21:00:00	YM	Futures	38591.7	38598.2	38578.5	38582.9	443.0
2023-08-06 21:30:00	YM	Futures	38584.0	38611.4	38574.1	38604.8	593.0
2023-08-06 22:00:00	YM	Futures	38608.1	38618.0	38604.8	38611.4	366.0
2023-08-06 22:30:00	YM	Futures	38614.7	38626.7	38611.4	38622.4	381.0
2023-08-06 23:00:00	YM	Futures	38622.4	38625.6	38612.5	38618.0	287.0
2023-08-06 23:30:00	YM	Futures	38616.9	38630.0	38616.9	38621.3	347.0
2023-08-06 18:00:00	CL	Futures	67.36	67.75	67.3	67.57	3542.0
2023-08-06 18:30:00	CL	Futures	67.56	67.57	67.44	67.47	728.0
2023-08-06 19:00:00	CL	Futures	67.47	67.53	67.4	67.44	718.0
2023-08-06 19:30:00	CL	Futures	67.43	67.5	67.4	67.48	509.0
2023-08-06 20:00:00	CL	Futures	67.47	67.57	67.42	67.55	1614.0
2023-08-06 20:30:00	CL	Futures	67.55	67.7	67.53	67.69	1216.0
2023-08-06 21:00:00	CL	Futures	67.69	67.69	67.35	67.37	2640.0
2023-08-06 21:30:00	CL	Futures	67.36	67.49	67.27	67.44	1909.0
2023-08-06 22:00:00	CL	Futures	67.44	67.45	67.3	67.32	759.0
2023-08-06 22:30:00	CL	Futures	67.31	67.35	67.27	67.31	639.0
2023-08-06 23:00:00	CL	Futures	67.31	67.36	67.29	67.31	455.0
2023-08-06 23:30:00	CL	Futures	67.31	67.33	67.3	67.32	285.0
2023-08-06 18:00:00	GC	Futures	2208.9	2213.5	2208.5	2211.8	2644.0
2023-08-06 18:30:00	GC	Futures	2211.7	2211.7	2208.8	2209.9	799.0

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