PREVIEW / futures_30min / 2023-10-08

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-08.parquet
  size:    30 KB
  rows:    802

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
2023-10-08 18:00:00	ES	Futures	4687.1	4691.44	4673.25	4684.65	28747.0
2023-10-08 18:30:00	ES	Futures	4684.65	4686.01	4677.32	4678.68	9350.0
2023-10-08 19:00:00	ES	Futures	4678.95	4683.02	4676.78	4681.67	6431.0
2023-10-08 19:30:00	ES	Futures	4681.67	4685.2	4679.77	4684.65	4413.0
2023-10-08 20:00:00	ES	Futures	4684.38	4685.47	4676.51	4682.75	11099.0
2023-10-08 20:30:00	ES	Futures	4682.75	4684.92	4680.85	4683.3	4640.0
2023-10-08 21:00:00	ES	Futures	4683.3	4683.3	4677.05	4681.39	4525.0
2023-10-08 21:30:00	ES	Futures	4681.67	4682.21	4677.86	4681.39	4516.0
2023-10-08 22:00:00	ES	Futures	4681.67	4683.84	4680.04	4683.02	3346.0
2023-10-08 22:30:00	ES	Futures	4683.02	4683.3	4680.31	4682.21	2164.0
2023-10-08 23:00:00	ES	Futures	4682.21	4682.48	4679.49	4680.31	2261.0
2023-10-08 23:30:00	ES	Futures	4680.31	4680.31	4674.88	4675.69	2824.0
2023-10-08 18:00:00	NQ	Futures	16524.07	16524.35	16470.79	16509.52	13117.0
2023-10-08 18:30:00	NQ	Futures	16508.69	16519.4	16488.64	16496.61	4057.0
2023-10-08 19:00:00	NQ	Futures	16497.16	16504.57	16485.89	16498.8	2720.0
2023-10-08 19:30:00	NQ	Futures	16498.8	16513.64	16491.11	16510.34	2556.0
2023-10-08 20:00:00	NQ	Futures	16510.61	16515.01	16467.77	16501.55	5549.0
2023-10-08 20:30:00	NQ	Futures	16501.28	16506.77	16493.04	16499.08	1948.0
2023-10-08 21:00:00	NQ	Futures	16499.63	16499.63	16468.86	16492.76	3467.0
2023-10-08 21:30:00	NQ	Futures	16493.31	16493.31	16472.71	16487.27	3135.0
2023-10-08 22:00:00	NQ	Futures	16488.09	16497.16	16478.75	16492.21	2223.0
2023-10-08 22:30:00	NQ	Futures	16493.04	16493.58	16478.2	16484.8	1563.0
2023-10-08 23:00:00	NQ	Futures	16485.34	16485.62	16474.63	16477.1	1414.0
2023-10-08 23:30:00	NQ	Futures	16476.28	16478.48	16456.51	16459.25	2174.0
2023-10-08 18:00:00	YM	Futures	36315.6	36315.6	36159.4	36261.4	5500.0
2023-10-08 18:30:00	YM	Futures	36261.4	36266.8	36201.7	36218.0	1729.0
2023-10-08 19:00:00	YM	Futures	36219.1	36252.7	36211.5	36243.0	969.0
2023-10-08 19:30:00	YM	Futures	36244.0	36261.4	36233.2	36258.1	636.0
2023-10-08 20:00:00	YM	Futures	36257.1	36265.7	36206.1	36234.3	1750.0
2023-10-08 20:30:00	YM	Futures	36236.4	36251.6	36225.6	36238.6	627.0
2023-10-08 21:00:00	YM	Futures	36239.7	36241.9	36200.6	36224.5	689.0
2023-10-08 21:30:00	YM	Futures	36226.7	36231.0	36205.0	36227.8	592.0
2023-10-08 22:00:00	YM	Futures	36228.8	36241.9	36222.3	36236.4	662.0
2023-10-08 22:30:00	YM	Futures	36236.4	36237.5	36222.3	36233.2	321.0
2023-10-08 23:00:00	YM	Futures	36232.1	36234.3	36216.9	36219.1	247.0
2023-10-08 23:30:00	YM	Futures	36218.0	36218.0	36184.4	36187.6	427.0
2023-10-08 18:00:00	CL	Futures	70.44	70.64	69.96	70.56	14894.0
2023-10-08 18:30:00	CL	Futures	70.56	71.45	70.55	71.34	7537.0
2023-10-08 19:00:00	CL	Futures	71.34	71.46	70.76	70.76	4127.0
2023-10-08 19:30:00	CL	Futures	70.76	71.22	70.72	70.85	3781.0
2023-10-08 20:00:00	CL	Futures	70.86	71.32	70.81	71.25	3196.0
2023-10-08 20:30:00	CL	Futures	71.26	71.44	71.22	71.4	3742.0
2023-10-08 21:00:00	CL	Futures	71.39	72.09	71.38	71.76	11406.0
2023-10-08 21:30:00	CL	Futures	71.76	71.77	71.35	71.38	4335.0
2023-10-08 22:00:00	CL	Futures	71.39	71.4	71.08	71.25	3910.0
2023-10-08 22:30:00	CL	Futures	71.24	71.45	71.15	71.16	2321.0
2023-10-08 23:00:00	CL	Futures	71.17	71.29	71.1	71.19	1682.0
2023-10-08 23:30:00	CL	Futures	71.19	71.2	71.01	71.12	1986.0
2023-10-08 18:00:00	GC	Futures	2078.7	2088.2	2076.9	2080.6	11483.0
2023-10-08 18:30:00	GC	Futures	2080.3	2082.5	2078.1	2081.6	3148.0

> showing 50 of 802 rows — these rows as CSV

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