PREVIEW / futures_30min / 2023-09-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-17.parquet
  size:    26 KB
  rows:    757

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
2023-09-17 18:00:00	ES	Futures	4887.51	4892.12	4886.15	4891.58	4823.0
2023-09-17 18:30:00	ES	Futures	4891.58	4892.67	4891.04	4892.12	1426.0
2023-09-17 19:00:00	ES	Futures	4892.12	4892.67	4890.77	4892.12	1227.0
2023-09-17 19:30:00	ES	Futures	4892.12	4895.11	4891.58	4894.3	2514.0
2023-09-17 20:00:00	ES	Futures	4894.3	4895.93	4892.12	4892.94	5264.0
2023-09-17 20:30:00	ES	Futures	4892.94	4895.38	4892.67	4894.3	2465.0
2023-09-17 21:00:00	ES	Futures	4894.3	4894.84	4892.12	4893.21	2827.0
2023-09-17 21:30:00	ES	Futures	4893.21	4894.57	4891.31	4892.4	4889.0
2023-09-17 22:00:00	ES	Futures	4892.12	4894.57	4892.12	4894.02	2906.0
2023-09-17 22:30:00	ES	Futures	4894.02	4894.84	4892.4	4893.21	1814.0
2023-09-17 23:00:00	ES	Futures	4893.48	4894.84	4892.94	4893.75	1921.0
2023-09-17 23:30:00	ES	Futures	4893.75	4895.11	4892.94	4894.84	1203.0
2023-09-17 18:00:00	NQ	Futures	16899.81	16923.16	16896.79	16920.41	3048.0
2023-09-17 18:30:00	NQ	Futures	16920.69	16927.83	16920.69	16925.36	1214.0
2023-09-17 19:00:00	NQ	Futures	16925.08	16925.08	16917.12	16922.06	1135.0
2023-09-17 19:30:00	NQ	Futures	16923.16	16935.79	16920.41	16933.6	1383.0
2023-09-17 20:00:00	NQ	Futures	16933.87	16941.01	16927.0	16931.67	2198.0
2023-09-17 20:30:00	NQ	Futures	16931.67	16940.19	16928.65	16937.17	1706.0
2023-09-17 21:00:00	NQ	Futures	16937.44	16939.64	16924.53	16929.2	1990.0
2023-09-17 21:30:00	NQ	Futures	16929.75	16932.5	16914.37	16919.04	3057.0
2023-09-17 22:00:00	NQ	Futures	16918.49	16933.87	16917.94	16931.67	1991.0
2023-09-17 22:30:00	NQ	Futures	16930.85	16934.7	16921.24	16926.18	1492.0
2023-09-17 23:00:00	NQ	Futures	16926.73	16932.77	16925.08	16926.46	745.0
2023-09-17 23:30:00	NQ	Futures	16927.0	16933.87	16923.43	16931.67	903.0
2023-09-17 18:00:00	YM	Futures	37891.8	37928.7	37891.8	37920.0	697.0
2023-09-17 18:30:00	YM	Futures	37921.1	37926.6	37914.6	37923.3	274.0
2023-09-17 19:00:00	YM	Futures	37923.3	37924.4	37917.9	37924.4	183.0
2023-09-17 19:30:00	YM	Futures	37924.4	37945.0	37923.3	37941.7	437.0
2023-09-17 20:00:00	YM	Futures	37941.7	37954.8	37929.8	37933.1	695.0
2023-09-17 20:30:00	YM	Futures	37935.2	37949.3	37932.0	37945.0	338.0
2023-09-17 21:00:00	YM	Futures	37945.0	37949.3	37932.0	37935.2	260.0
2023-09-17 21:30:00	YM	Futures	37936.3	37943.9	37923.3	37933.1	427.0
2023-09-17 22:00:00	YM	Futures	37930.9	37941.7	37930.9	37935.2	241.0
2023-09-17 22:30:00	YM	Futures	37936.3	37940.7	37925.5	37934.1	208.0
2023-09-17 23:00:00	YM	Futures	37934.1	37942.8	37930.9	37937.4	223.0
2023-09-17 23:30:00	YM	Futures	37938.5	37952.6	37935.2	37950.4	222.0
2023-09-17 18:00:00	CL	Futures	74.71	74.71	74.44	74.5	1655.0
2023-09-17 18:30:00	CL	Futures	74.51	74.54	74.45	74.48	402.0
2023-09-17 19:00:00	CL	Futures	74.47	74.48	74.41	74.45	415.0
2023-09-17 19:30:00	CL	Futures	74.46	74.51	74.44	74.51	221.0
2023-09-17 20:00:00	CL	Futures	74.5	74.55	74.45	74.48	622.0
2023-09-17 20:30:00	CL	Futures	74.48	74.55	74.46	74.53	562.0
2023-09-17 21:00:00	CL	Futures	74.54	74.7	74.54	74.68	2022.0
2023-09-17 21:30:00	CL	Futures	74.68	74.71	74.55	74.67	1279.0
2023-09-17 22:00:00	CL	Futures	74.67	74.78	74.67	74.72	1279.0
2023-09-17 22:30:00	CL	Futures	74.72	74.8	74.71	74.72	711.0
2023-09-17 23:00:00	CL	Futures	74.72	74.74	74.64	74.71	728.0
2023-09-17 23:30:00	CL	Futures	74.71	74.75	74.68	74.74	558.0
2023-09-17 18:00:00	GC	Futures	2173.3	2173.7	2172.5	2173.0	969.0
2023-09-17 18:30:00	GC	Futures	2172.9	2173.0	2172.2	2172.4	294.0

> showing 50 of 757 rows — these rows as CSV

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