PREVIEW / futures_30min / 2023-10-22

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-22.parquet
  size:    28 KB
  rows:    774

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
2023-10-22 18:00:00	ES	Futures	4623.28	4627.9	4614.32	4624.64	14650.0
2023-10-22 18:30:00	ES	Futures	4624.64	4626.54	4621.92	4626.0	4440.0
2023-10-22 19:00:00	ES	Futures	4626.0	4627.63	4624.1	4624.91	2472.0
2023-10-22 19:30:00	ES	Futures	4624.64	4628.98	4624.37	4628.71	3339.0
2023-10-22 20:00:00	ES	Futures	4628.44	4628.98	4622.47	4623.28	5356.0
2023-10-22 20:30:00	ES	Futures	4623.55	4626.27	4622.47	4626.0	3566.0
2023-10-22 21:00:00	ES	Futures	4626.0	4626.54	4623.82	4624.37	3061.0
2023-10-22 21:30:00	ES	Futures	4624.37	4628.44	4624.1	4626.81	3638.0
2023-10-22 22:00:00	ES	Futures	4626.54	4627.08	4620.84	4620.84	3525.0
2023-10-22 22:30:00	ES	Futures	4620.84	4621.92	4620.29	4620.29	2115.0
2023-10-22 23:00:00	ES	Futures	4620.57	4625.45	4620.57	4624.64	3340.0
2023-10-22 23:30:00	ES	Futures	4624.64	4624.91	4622.19	4622.19	2341.0
2023-10-22 18:00:00	NQ	Futures	16128.28	16156.3	16109.05	16137.07	5734.0
2023-10-22 18:30:00	NQ	Futures	16137.35	16150.53	16131.85	16149.98	1818.0
2023-10-22 19:00:00	NQ	Futures	16149.98	16154.92	16142.29	16144.76	1304.0
2023-10-22 19:30:00	NQ	Futures	16144.21	16162.07	16142.56	16160.97	1815.0
2023-10-22 20:00:00	NQ	Futures	16160.97	16164.26	16138.99	16141.74	2938.0
2023-10-22 20:30:00	NQ	Futures	16141.47	16156.3	16138.99	16156.02	2035.0
2023-10-22 21:00:00	NQ	Futures	16156.3	16159.87	16147.51	16150.8	2042.0
2023-10-22 21:30:00	NQ	Futures	16150.25	16167.83	16149.43	16161.24	2578.0
2023-10-22 22:00:00	NQ	Futures	16160.97	16163.44	16134.32	16135.7	2934.0
2023-10-22 22:30:00	NQ	Futures	16135.7	16141.19	16132.4	16133.23	1776.0
2023-10-22 23:00:00	NQ	Futures	16134.05	16148.61	16134.05	16144.49	1689.0
2023-10-22 23:30:00	NQ	Futures	16144.49	16146.68	16138.17	16139.27	1317.0
2023-10-22 18:00:00	YM	Futures	36122.5	36156.2	36056.4	36128.0	1829.0
2023-10-22 18:30:00	YM	Futures	36130.1	36141.0	36111.7	36141.0	484.0
2023-10-22 19:00:00	YM	Futures	36139.9	36154.0	36132.3	36136.6	324.0
2023-10-22 19:30:00	YM	Futures	36135.6	36163.8	36133.4	36160.5	545.0
2023-10-22 20:00:00	YM	Futures	36159.4	36163.8	36121.5	36125.8	796.0
2023-10-22 20:30:00	YM	Futures	36125.8	36141.0	36121.5	36136.6	490.0
2023-10-22 21:00:00	YM	Futures	36137.7	36141.0	36123.6	36125.8	390.0
2023-10-22 21:30:00	YM	Futures	36124.7	36152.9	36124.7	36142.1	440.0
2023-10-22 22:00:00	YM	Futures	36141.0	36144.2	36106.3	36108.4	504.0
2023-10-22 22:30:00	YM	Futures	36109.5	36112.8	36103.0	36104.1	420.0
2023-10-22 23:00:00	YM	Futures	36105.2	36134.5	36103.0	36130.1	472.0
2023-10-22 23:30:00	YM	Futures	36130.1	36130.1	36112.8	36112.8	430.0
2023-10-22 18:00:00	CL	Futures	73.85	74.09	73.65	73.68	2522.0
2023-10-22 18:30:00	CL	Futures	73.69	73.78	73.65	73.66	768.0
2023-10-22 19:00:00	CL	Futures	73.67	73.77	73.65	73.77	482.0
2023-10-22 19:30:00	CL	Futures	73.76	73.76	73.52	73.63	839.0
2023-10-22 20:00:00	CL	Futures	73.62	73.78	73.41	73.46	1529.0
2023-10-22 20:30:00	CL	Futures	73.46	73.48	73.35	73.39	1179.0
2023-10-22 21:00:00	CL	Futures	73.38	73.4	73.04	73.25	3945.0
2023-10-22 21:30:00	CL	Futures	73.25	73.35	73.16	73.26	1038.0
2023-10-22 22:00:00	CL	Futures	73.26	73.36	73.12	73.14	1505.0
2023-10-22 22:30:00	CL	Futures	73.14	73.22	73.1	73.13	669.0
2023-10-22 23:00:00	CL	Futures	73.15	73.31	73.15	73.24	759.0
2023-10-22 23:30:00	CL	Futures	73.23	73.24	73.1	73.12	596.0
2023-10-22 18:00:00	GC	Futures	2220.2	2222.5	2201.5	2221.9	5305.0
2023-10-22 18:30:00	GC	Futures	2221.7	2222.6	2219.9	2220.1	976.0

> showing 50 of 774 rows — these rows as CSV

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