PREVIEW / futures_30min / 2023-10-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-15.parquet
  size:    28 KB
  rows:    804

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
2023-10-15 18:00:00	ES	Futures	4732.45	4742.5	4732.45	4740.59	9866.0
2023-10-15 18:30:00	ES	Futures	4740.32	4741.14	4737.06	4740.05	3317.0
2023-10-15 19:00:00	ES	Futures	4740.32	4743.58	4738.97	4743.04	2494.0
2023-10-15 19:30:00	ES	Futures	4743.31	4745.48	4741.41	4744.67	2914.0
2023-10-15 20:00:00	ES	Futures	4744.67	4750.1	4743.31	4747.65	8275.0
2023-10-15 20:30:00	ES	Futures	4747.38	4748.47	4743.58	4744.94	4514.0
2023-10-15 21:00:00	ES	Futures	4744.94	4749.28	4744.67	4746.57	4769.0
2023-10-15 21:30:00	ES	Futures	4746.57	4747.65	4743.58	4744.12	3686.0
2023-10-15 22:00:00	ES	Futures	4744.12	4748.74	4741.68	4747.65	3320.0
2023-10-15 22:30:00	ES	Futures	4747.65	4747.65	4742.22	4742.77	2340.0
2023-10-15 23:00:00	ES	Futures	4742.77	4743.31	4741.41	4742.5	1775.0
2023-10-15 23:30:00	ES	Futures	4742.5	4744.12	4740.59	4743.31	1862.0
2023-10-15 18:00:00	NQ	Futures	16611.69	16656.74	16611.69	16646.85	4936.0
2023-10-15 18:30:00	NQ	Futures	16646.57	16650.97	16632.29	16642.73	2163.0
2023-10-15 19:00:00	NQ	Futures	16643.55	16656.46	16635.86	16654.81	1873.0
2023-10-15 19:30:00	NQ	Futures	16654.26	16662.78	16649.59	16662.5	1547.0
2023-10-15 20:00:00	NQ	Futures	16662.5	16685.58	16658.93	16672.12	4238.0
2023-10-15 20:30:00	NQ	Futures	16671.29	16676.24	16659.21	16665.8	1934.0
2023-10-15 21:00:00	NQ	Futures	16666.07	16685.85	16664.43	16674.59	2452.0
2023-10-15 21:30:00	NQ	Futures	16674.59	16678.71	16659.76	16662.78	2038.0
2023-10-15 22:00:00	NQ	Futures	16662.78	16677.34	16653.71	16671.84	2013.0
2023-10-15 22:30:00	NQ	Futures	16672.39	16673.76	16652.89	16655.64	1691.0
2023-10-15 23:00:00	NQ	Futures	16655.64	16659.21	16649.04	16653.16	1388.0
2023-10-15 23:30:00	NQ	Futures	16653.16	16662.23	16646.3	16660.03	1378.0
2023-10-15 18:00:00	YM	Futures	36676.9	36757.1	36676.9	36744.1	1471.0
2023-10-15 18:30:00	YM	Futures	36748.5	36748.5	36722.4	36742.0	456.0
2023-10-15 19:00:00	YM	Futures	36742.0	36768.0	36738.7	36768.0	631.0
2023-10-15 19:30:00	YM	Futures	36765.8	36777.8	36749.5	36765.8	798.0
2023-10-15 20:00:00	YM	Futures	36765.8	36787.5	36747.4	36777.8	1747.0
2023-10-15 20:30:00	YM	Futures	36777.8	36779.9	36738.7	36743.0	1301.0
2023-10-15 21:00:00	YM	Futures	36744.1	36770.2	36744.1	36753.9	1280.0
2023-10-15 21:30:00	YM	Futures	36752.8	36759.3	36733.3	36736.5	807.0
2023-10-15 22:00:00	YM	Futures	36736.5	36769.1	36719.2	36763.7	787.0
2023-10-15 22:30:00	YM	Futures	36763.7	36764.7	36731.1	36739.8	440.0
2023-10-15 23:00:00	YM	Futures	36739.8	36742.0	36722.4	36728.9	394.0
2023-10-15 23:30:00	YM	Futures	36727.9	36737.6	36714.8	36734.4	445.0
2023-10-15 18:00:00	CL	Futures	72.48	72.58	71.97	72.37	2479.0
2023-10-15 18:30:00	CL	Futures	72.37	72.74	72.35	72.38	1215.0
2023-10-15 19:00:00	CL	Futures	72.39	72.63	72.37	72.5	1072.0
2023-10-15 19:30:00	CL	Futures	72.53	72.57	72.38	72.41	341.0
2023-10-15 20:00:00	CL	Futures	72.42	72.42	72.11	72.13	1969.0
2023-10-15 20:30:00	CL	Futures	72.12	72.39	72.07	72.28	1027.0
2023-10-15 21:00:00	CL	Futures	72.32	72.35	72.1	72.28	1866.0
2023-10-15 21:30:00	CL	Futures	72.3	72.48	72.19	72.44	728.0
2023-10-15 22:00:00	CL	Futures	72.46	72.51	72.38	72.49	475.0
2023-10-15 22:30:00	CL	Futures	72.51	72.63	72.47	72.51	441.0
2023-10-15 23:00:00	CL	Futures	72.52	72.52	72.37	72.42	422.0
2023-10-15 23:30:00	CL	Futures	72.42	72.63	72.42	72.55	377.0
2023-10-15 18:00:00	GC	Futures	2168.4	2170.3	2160.1	2162.6	5155.0
2023-10-15 18:30:00	GC	Futures	2162.6	2166.0	2162.2	2164.0	1739.0

> showing 50 of 804 rows — these rows as CSV

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