PREVIEW / futures_30min / 2023-09-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-24.parquet
  size:    28 KB
  rows:    789

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
2023-09-24 18:00:00	ES	Futures	4741.41	4747.38	4740.59	4747.11	7059.0
2023-09-24 18:30:00	ES	Futures	4747.11	4747.38	4743.58	4743.58	1913.0
2023-09-24 19:00:00	ES	Futures	4743.85	4744.12	4741.68	4742.5	2221.0
2023-09-24 19:30:00	ES	Futures	4742.5	4744.67	4742.5	4743.58	1608.0
2023-09-24 20:00:00	ES	Futures	4743.58	4743.58	4736.52	4739.24	6173.0
2023-09-24 20:30:00	ES	Futures	4739.24	4741.68	4738.69	4740.87	2684.0
2023-09-24 21:00:00	ES	Futures	4740.87	4745.75	4740.87	4744.4	3943.0
2023-09-24 21:30:00	ES	Futures	4744.4	4747.93	4743.58	4743.85	5777.0
2023-09-24 22:00:00	ES	Futures	4744.12	4747.11	4743.31	4746.3	3968.0
2023-09-24 22:30:00	ES	Futures	4746.57	4749.01	4746.3	4748.47	3533.0
2023-09-24 23:00:00	ES	Futures	4748.47	4751.19	4747.93	4751.19	3985.0
2023-09-24 23:30:00	ES	Futures	4750.91	4751.19	4749.01	4749.56	2257.0
2023-09-24 18:00:00	NQ	Futures	16348.29	16386.47	16348.29	16384.54	3279.0
2023-09-24 18:30:00	NQ	Futures	16384.82	16385.37	16370.81	16370.81	1078.0
2023-09-24 19:00:00	NQ	Futures	16371.36	16373.28	16360.92	16365.32	1552.0
2023-09-24 19:30:00	NQ	Futures	16365.04	16377.13	16365.04	16368.34	1049.0
2023-09-24 20:00:00	NQ	Futures	16367.51	16368.34	16334.28	16346.91	3585.0
2023-09-24 20:30:00	NQ	Futures	16346.36	16357.9	16343.89	16357.08	1862.0
2023-09-24 21:00:00	NQ	Futures	16356.8	16380.97	16356.25	16374.93	3306.0
2023-09-24 21:30:00	NQ	Futures	16374.93	16393.06	16370.81	16372.73	3235.0
2023-09-24 22:00:00	NQ	Futures	16373.56	16387.02	16371.08	16380.42	1992.0
2023-09-24 22:30:00	NQ	Futures	16381.25	16391.41	16380.42	16388.11	1317.0
2023-09-24 23:00:00	NQ	Futures	16387.56	16400.47	16385.64	16399.1	1988.0
2023-09-24 23:30:00	NQ	Futures	16398.83	16398.83	16388.94	16394.16	1122.0
2023-09-24 18:00:00	YM	Futures	37175.9	37196.5	37168.3	37193.2	786.0
2023-09-24 18:30:00	YM	Futures	37194.3	37194.3	37179.1	37182.4	196.0
2023-09-24 19:00:00	YM	Futures	37180.2	37182.4	37169.4	37175.9	288.0
2023-09-24 19:30:00	YM	Futures	37175.9	37184.6	37174.8	37178.0	261.0
2023-09-24 20:00:00	YM	Futures	37180.2	37182.4	37133.6	37150.9	747.0
2023-09-24 20:30:00	YM	Futures	37150.9	37169.4	37145.5	37165.0	279.0
2023-09-24 21:00:00	YM	Futures	37163.9	37188.9	37162.9	37178.0	478.0
2023-09-24 21:30:00	YM	Futures	37179.1	37203.0	37175.9	37180.2	435.0
2023-09-24 22:00:00	YM	Futures	37180.2	37198.7	37177.0	37194.3	273.0
2023-09-24 22:30:00	YM	Futures	37195.4	37213.8	37193.2	37209.5	318.0
2023-09-24 23:00:00	YM	Futures	37210.6	37224.7	37209.5	37223.6	307.0
2023-09-24 23:30:00	YM	Futures	37223.6	37223.6	37207.3	37213.8	252.0
2023-09-24 18:00:00	CL	Futures	74.82	74.82	74.51	74.77	1265.0
2023-09-24 18:30:00	CL	Futures	74.76	74.78	74.67	74.71	473.0
2023-09-24 19:00:00	CL	Futures	74.71	74.74	74.68	74.71	271.0
2023-09-24 19:30:00	CL	Futures	74.72	74.9	74.72	74.89	595.0
2023-09-24 20:00:00	CL	Futures	74.89	74.89	74.57	74.62	1168.0
2023-09-24 20:30:00	CL	Futures	74.62	74.75	74.6	74.74	739.0
2023-09-24 21:00:00	CL	Futures	74.74	74.88	74.66	74.69	1644.0
2023-09-24 21:30:00	CL	Futures	74.69	74.73	74.49	74.49	1556.0
2023-09-24 22:00:00	CL	Futures	74.49	74.63	74.47	74.58	1259.0
2023-09-24 22:30:00	CL	Futures	74.59	74.61	74.47	74.56	841.0
2023-09-24 23:00:00	CL	Futures	74.57	74.63	74.48	74.51	884.0
2023-09-24 23:30:00	CL	Futures	74.5	74.52	74.43	74.49	672.0
2023-09-24 18:00:00	GC	Futures	2172.2	2173.7	2172.0	2173.2	942.0
2023-09-24 18:30:00	GC	Futures	2173.3	2173.3	2172.6	2172.7	315.0

> showing 50 of 789 rows — these rows as CSV

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