PREVIEW / futures_30min / 2023-08-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-27.parquet
  size:    26 KB
  rows:    741

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
2023-08-27 18:00:00	ES	Futures	4851.17	4858.58	4849.24	4856.38	4959.0
2023-08-27 18:30:00	ES	Futures	4856.11	4856.11	4853.64	4854.46	1573.0
2023-08-27 19:00:00	ES	Futures	4854.73	4856.66	4852.81	4853.91	2418.0
2023-08-27 19:30:00	ES	Futures	4854.19	4856.11	4853.91	4855.01	1563.0
2023-08-27 20:00:00	ES	Futures	4855.01	4855.28	4848.15	4848.97	5454.0
2023-08-27 20:30:00	ES	Futures	4848.69	4850.62	4847.32	4848.97	3838.0
2023-08-27 21:00:00	ES	Futures	4849.24	4855.56	4849.24	4855.01	5989.0
2023-08-27 21:30:00	ES	Futures	4855.01	4855.56	4851.44	4853.09	4709.0
2023-08-27 22:00:00	ES	Futures	4853.09	4854.19	4850.34	4851.99	3432.0
2023-08-27 22:30:00	ES	Futures	4851.71	4855.01	4851.71	4853.91	2656.0
2023-08-27 23:00:00	ES	Futures	4854.19	4854.19	4850.07	4851.99	2987.0
2023-08-27 23:30:00	ES	Futures	4851.99	4852.26	4848.69	4848.69	2005.0
2023-08-27 18:00:00	NQ	Futures	16677.86	16720.97	16672.29	16710.95	3775.0
2023-08-27 18:30:00	NQ	Futures	16710.68	16710.68	16690.09	16697.32	1799.0
2023-08-27 19:00:00	NQ	Futures	16697.88	16707.62	16686.76	16696.49	1796.0
2023-08-27 19:30:00	NQ	Futures	16696.49	16707.62	16694.82	16699.27	1054.0
2023-08-27 20:00:00	NQ	Futures	16699.27	16701.5	16662.56	16666.73	3516.0
2023-08-27 20:30:00	NQ	Futures	16667.29	16681.75	16658.39	16672.85	2501.0
2023-08-27 21:00:00	NQ	Futures	16673.41	16709.28	16673.41	16705.67	3419.0
2023-08-27 21:30:00	NQ	Futures	16704.56	16707.62	16687.03	16693.15	2441.0
2023-08-27 22:00:00	NQ	Futures	16693.71	16699.83	16680.08	16688.42	1874.0
2023-08-27 22:30:00	NQ	Futures	16688.7	16702.33	16687.59	16695.1	1766.0
2023-08-27 23:00:00	NQ	Futures	16695.38	16696.21	16668.96	16676.19	2127.0
2023-08-27 23:30:00	NQ	Futures	16676.47	16677.3	16665.34	16666.17	1063.0
2023-08-27 18:00:00	YM	Futures	37712.0	37733.9	37686.8	37717.4	751.0
2023-08-27 18:30:00	YM	Futures	37717.4	37721.8	37705.4	37717.4	337.0
2023-08-27 19:00:00	YM	Futures	37718.5	37728.4	37708.7	37719.6	455.0
2023-08-27 19:30:00	YM	Futures	37720.7	37730.6	37718.5	37728.4	274.0
2023-08-27 20:00:00	YM	Futures	37728.4	37730.6	37701.0	37704.3	939.0
2023-08-27 20:30:00	YM	Futures	37704.3	37710.9	37693.3	37701.0	670.0
2023-08-27 21:00:00	YM	Futures	37704.3	37732.8	37703.2	37729.5	1008.0
2023-08-27 21:30:00	YM	Futures	37728.4	37735.0	37708.7	37728.4	650.0
2023-08-27 22:00:00	YM	Futures	37729.5	37733.9	37714.1	37725.1	344.0
2023-08-27 22:30:00	YM	Futures	37725.1	37735.0	37722.9	37731.7	340.0
2023-08-27 23:00:00	YM	Futures	37732.8	37735.0	37717.4	37727.3	412.0
2023-08-27 23:30:00	YM	Futures	37727.3	37727.3	37701.0	37701.0	529.0
2023-08-27 18:00:00	CL	Futures	65.69	65.91	65.56	65.78	2311.0
2023-08-27 18:30:00	CL	Futures	65.78	65.81	65.71	65.72	389.0
2023-08-27 19:00:00	CL	Futures	65.72	65.78	65.69	65.73	430.0
2023-08-27 19:30:00	CL	Futures	65.73	65.78	65.72	65.72	307.0
2023-08-27 20:00:00	CL	Futures	65.73	65.76	65.6	65.61	1148.0
2023-08-27 20:30:00	CL	Futures	65.61	65.66	65.6	65.61	904.0
2023-08-27 21:00:00	CL	Futures	65.61	65.75	65.5	65.73	2349.0
2023-08-27 21:30:00	CL	Futures	65.73	65.73	65.37	65.39	2278.0
2023-08-27 22:00:00	CL	Futures	65.38	65.44	65.32	65.4	1693.0
2023-08-27 22:30:00	CL	Futures	65.39	65.46	65.34	65.43	704.0
2023-08-27 23:00:00	CL	Futures	65.44	65.46	65.36	65.39	685.0
2023-08-27 23:30:00	CL	Futures	65.38	65.41	65.36	65.37	361.0
2023-08-27 18:00:00	GC	Futures	2171.4	2171.8	2169.8	2170.0	545.0
2023-08-27 18:30:00	GC	Futures	2170.0	2170.3	2169.5	2169.7	286.0

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