PREVIEW / futures_30min / 2023-10-01

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-01.parquet
  size:    28 KB
  rows:    796

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
2023-10-01 18:00:00	ES	Futures	4724.03	4729.46	4711.81	4715.88	20774.0
2023-10-01 18:30:00	ES	Futures	4715.88	4717.78	4712.9	4715.34	8647.0
2023-10-01 19:00:00	ES	Futures	4715.34	4719.14	4713.71	4717.24	8770.0
2023-10-01 19:30:00	ES	Futures	4717.24	4721.04	4715.61	4719.14	4940.0
2023-10-01 20:00:00	ES	Futures	4719.14	4726.2	4719.14	4725.12	8475.0
2023-10-01 20:30:00	ES	Futures	4725.39	4726.47	4718.87	4722.4	6296.0
2023-10-01 21:00:00	ES	Futures	4722.4	4727.02	4722.13	4726.47	5667.0
2023-10-01 21:30:00	ES	Futures	4726.74	4727.56	4725.39	4725.93	2422.0
2023-10-01 22:00:00	ES	Futures	4725.93	4728.1	4725.12	4726.74	4628.0
2023-10-01 22:30:00	ES	Futures	4726.74	4728.65	4725.39	4725.66	3525.0
2023-10-01 23:00:00	ES	Futures	4725.93	4727.02	4725.66	4725.93	1897.0
2023-10-01 23:30:00	ES	Futures	4726.2	4726.47	4723.21	4724.03	2579.0
2023-10-01 18:00:00	NQ	Futures	16441.4	16490.84	16416.13	16421.9	9224.0
2023-10-01 18:30:00	NQ	Futures	16422.45	16430.41	16408.16	16417.5	3499.0
2023-10-01 19:00:00	NQ	Futures	16417.5	16433.98	16407.61	16424.64	2401.0
2023-10-01 19:30:00	NQ	Futures	16424.64	16438.1	16418.6	16428.49	1984.0
2023-10-01 20:00:00	NQ	Futures	16428.76	16460.08	16426.02	16452.93	3719.0
2023-10-01 20:30:00	NQ	Futures	16453.76	16459.8	16429.31	16441.67	3278.0
2023-10-01 21:00:00	NQ	Futures	16441.95	16468.59	16439.75	16466.12	3028.0
2023-10-01 21:30:00	NQ	Futures	16465.84	16470.51	16458.7	16460.35	2062.0
2023-10-01 22:00:00	NQ	Futures	16460.63	16469.69	16456.51	16462.82	2108.0
2023-10-01 22:30:00	NQ	Futures	16463.1	16473.53	16456.51	16458.15	2215.0
2023-10-01 23:00:00	NQ	Futures	16458.43	16461.45	16452.93	16456.78	1514.0
2023-10-01 23:30:00	NQ	Futures	16457.05	16458.43	16447.72	16453.48	1496.0
2023-10-01 18:00:00	YM	Futures	36765.8	36781.0	36673.6	36714.8	1916.0
2023-10-01 18:30:00	YM	Futures	36714.8	36723.5	36697.5	36715.9	938.0
2023-10-01 19:00:00	YM	Futures	36718.1	36742.0	36710.5	36731.1	818.0
2023-10-01 19:30:00	YM	Futures	36732.2	36759.3	36724.6	36749.5	559.0
2023-10-01 20:00:00	YM	Futures	36748.5	36792.9	36746.3	36789.7	1237.0
2023-10-01 20:30:00	YM	Futures	36788.6	36797.3	36750.6	36771.2	1050.0
2023-10-01 21:00:00	YM	Futures	36772.3	36798.4	36770.2	36792.9	920.0
2023-10-01 21:30:00	YM	Futures	36792.9	36795.1	36784.3	36786.4	429.0
2023-10-01 22:00:00	YM	Futures	36785.3	36797.3	36779.9	36788.6	518.0
2023-10-01 22:30:00	YM	Futures	36789.7	36803.8	36784.3	36785.3	440.0
2023-10-01 23:00:00	YM	Futures	36785.3	36795.1	36782.1	36785.3	453.0
2023-10-01 23:30:00	YM	Futures	36785.3	36785.3	36764.7	36769.1	526.0
2023-10-01 18:00:00	CL	Futures	75.05	75.39	75.05	75.27	1610.0
2023-10-01 18:30:00	CL	Futures	75.27	75.33	75.24	75.33	393.0
2023-10-01 19:00:00	CL	Futures	75.31	75.35	75.24	75.24	344.0
2023-10-01 19:30:00	CL	Futures	75.24	75.3	75.24	75.28	275.0
2023-10-01 20:00:00	CL	Futures	75.28	75.33	75.2	75.26	695.0
2023-10-01 20:30:00	CL	Futures	75.27	75.27	75.17	75.17	470.0
2023-10-01 21:00:00	CL	Futures	75.17	75.2	75.05	75.19	1130.0
2023-10-01 21:30:00	CL	Futures	75.18	75.31	75.18	75.24	610.0
2023-10-01 22:00:00	CL	Futures	75.25	75.26	75.22	75.23	316.0
2023-10-01 22:30:00	CL	Futures	75.24	75.28	75.21	75.25	287.0
2023-10-01 23:00:00	CL	Futures	75.25	75.35	75.24	75.33	537.0
2023-10-01 23:30:00	CL	Futures	75.33	75.33	75.26	75.28	407.0
2023-10-01 18:00:00	GC	Futures	2082.5	2082.8	2080.8	2081.8	1897.0
2023-10-01 18:30:00	GC	Futures	2081.7	2081.8	2078.9	2080.0	1189.0

> showing 50 of 796 rows — these rows as CSV

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