PREVIEW / futures_30min / 2023-09-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-10.parquet
  size:    26 KB
  rows:    727

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
2023-09-10 18:00:00	ES	Futures	4901.13	4902.5	4898.11	4900.03	2547.0
2023-09-10 18:30:00	ES	Futures	4900.03	4902.77	4900.03	4902.5	1067.0
2023-09-10 19:00:00	ES	Futures	4902.5	4903.05	4900.03	4902.77	858.0
2023-09-10 19:30:00	ES	Futures	4902.77	4903.87	4902.22	4903.32	712.0
2023-09-10 20:00:00	ES	Futures	4903.6	4906.07	4900.3	4901.4	2519.0
2023-09-10 20:30:00	ES	Futures	4901.4	4902.77	4899.48	4900.3	1404.0
2023-09-10 21:00:00	ES	Futures	4900.03	4901.68	4898.11	4898.11	1385.0
2023-09-10 21:30:00	ES	Futures	4898.38	4902.22	4896.46	4901.95	2035.0
2023-09-10 22:00:00	ES	Futures	4902.22	4903.6	4900.03	4903.32	1275.0
2023-09-10 22:30:00	ES	Futures	4903.32	4904.42	4901.68	4903.6	961.0
2023-09-10 23:00:00	ES	Futures	4903.87	4904.15	4901.95	4902.5	1021.0
2023-09-10 23:30:00	ES	Futures	4902.77	4903.87	4901.4	4902.5	800.0
2023-09-10 18:00:00	NQ	Futures	17030.53	17036.09	17020.24	17031.36	1450.0
2023-09-10 18:30:00	NQ	Futures	17031.08	17045.82	17030.53	17044.99	1122.0
2023-09-10 19:00:00	NQ	Futures	17044.71	17047.49	17032.75	17046.1	980.0
2023-09-10 19:30:00	NQ	Futures	17045.82	17049.72	17040.82	17046.38	546.0
2023-09-10 20:00:00	NQ	Futures	17047.49	17060.84	17034.98	17040.26	2161.0
2023-09-10 20:30:00	NQ	Futures	17040.54	17046.38	17031.64	17035.25	1066.0
2023-09-10 21:00:00	NQ	Futures	17034.42	17040.54	17022.74	17023.85	1501.0
2023-09-10 21:30:00	NQ	Futures	17024.41	17043.6	17019.4	17041.37	1797.0
2023-09-10 22:00:00	NQ	Futures	17042.21	17050.27	17029.69	17048.05	1100.0
2023-09-10 22:30:00	NQ	Futures	17048.33	17054.17	17039.7	17050.27	1198.0
2023-09-10 23:00:00	NQ	Futures	17050.55	17051.94	17041.93	17044.15	750.0
2023-09-10 23:30:00	NQ	Futures	17043.6	17049.16	17038.87	17044.99	609.0
2023-09-10 18:00:00	YM	Futures	37913.5	37919.0	37874.5	37881.0	279.0
2023-09-10 18:30:00	YM	Futures	37882.1	37896.2	37882.1	37895.1	289.0
2023-09-10 19:00:00	YM	Futures	37895.1	37898.3	37883.2	37897.3	182.0
2023-09-10 19:30:00	YM	Futures	37898.3	37909.2	37895.1	37908.1	285.0
2023-09-10 20:00:00	YM	Futures	37909.2	37922.2	37881.0	37892.9	502.0
2023-09-10 20:30:00	YM	Futures	37892.9	37902.7	37876.7	37883.2	280.0
2023-09-10 21:00:00	YM	Futures	37883.2	37895.1	37875.6	37877.7	209.0
2023-09-10 21:30:00	YM	Futures	37877.7	37898.3	37863.6	37896.2	330.0
2023-09-10 22:00:00	YM	Futures	37897.3	37903.8	37879.9	37900.5	228.0
2023-09-10 22:30:00	YM	Futures	37900.5	37908.1	37891.8	37902.7	156.0
2023-09-10 23:00:00	YM	Futures	37903.8	37904.9	37891.8	37896.2	182.0
2023-09-10 23:30:00	YM	Futures	37895.1	37902.7	37888.6	37891.8	146.0
2023-09-10 18:00:00	CL	Futures	71.63	71.7	71.24	71.36	2070.0
2023-09-10 18:30:00	CL	Futures	71.36	71.41	71.32	71.36	543.0
2023-09-10 19:00:00	CL	Futures	71.36	71.36	71.25	71.3	537.0
2023-09-10 19:30:00	CL	Futures	71.3	71.3	71.22	71.27	572.0
2023-09-10 20:00:00	CL	Futures	71.27	71.29	71.06	71.07	1378.0
2023-09-10 20:30:00	CL	Futures	71.07	71.21	71.07	71.19	776.0
2023-09-10 21:00:00	CL	Futures	71.18	71.26	71.09	71.26	2031.0
2023-09-10 21:30:00	CL	Futures	71.26	71.28	71.12	71.26	2527.0
2023-09-10 22:00:00	CL	Futures	71.26	71.3	71.21	71.25	1158.0
2023-09-10 22:30:00	CL	Futures	71.25	71.37	71.25	71.33	1118.0
2023-09-10 23:00:00	CL	Futures	71.34	71.36	71.28	71.32	678.0
2023-09-10 23:30:00	CL	Futures	71.31	71.36	71.3	71.31	568.0
2023-09-10 18:00:00	GC	Futures	2170.6	2172.0	2168.8	2169.1	1148.0
2023-09-10 18:30:00	GC	Futures	2169.1	2169.7	2168.6	2169.0	358.0

> showing 50 of 727 rows — these rows as CSV

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