PREVIEW / futures_30min / 2023-10-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-29.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
2023-10-29 18:00:00	ES	Futures	4505.7	4510.86	4500.81	4510.58	12669.0
2023-10-29 18:30:00	ES	Futures	4510.31	4511.4	4506.78	4508.68	5994.0
2023-10-29 19:00:00	ES	Futures	4508.41	4508.96	4504.07	4507.33	4855.0
2023-10-29 19:30:00	ES	Futures	4507.33	4507.87	4505.15	4507.33	2287.0
2023-10-29 20:00:00	ES	Futures	4507.33	4511.13	4505.97	4508.96	5678.0
2023-10-29 20:30:00	ES	Futures	4508.96	4511.94	4507.87	4511.94	3673.0
2023-10-29 21:00:00	ES	Futures	4511.94	4512.21	4507.05	4507.87	4932.0
2023-10-29 21:30:00	ES	Futures	4507.87	4512.76	4507.87	4511.94	5772.0
2023-10-29 22:00:00	ES	Futures	4511.67	4511.94	4507.33	4510.31	3600.0
2023-10-29 22:30:00	ES	Futures	4510.31	4510.58	4508.41	4509.5	1699.0
2023-10-29 23:00:00	ES	Futures	4509.5	4511.67	4507.87	4511.4	2119.0
2023-10-29 23:30:00	ES	Futures	4511.4	4511.67	4510.04	4510.58	1699.0
2023-10-29 18:00:00	NQ	Futures	15750.34	15760.78	15714.09	15759.13	5608.0
2023-10-29 18:30:00	NQ	Futures	15758.31	15759.13	15737.16	15742.1	2310.0
2023-10-29 19:00:00	NQ	Futures	15741.55	15744.58	15729.74	15741.28	1981.0
2023-10-29 19:30:00	NQ	Futures	15742.38	15747.32	15735.51	15745.95	989.0
2023-10-29 20:00:00	NQ	Futures	15745.95	15756.11	15739.08	15745.4	2740.0
2023-10-29 20:30:00	NQ	Futures	15745.4	15755.29	15740.18	15754.19	1832.0
2023-10-29 21:00:00	NQ	Futures	15753.64	15755.56	15739.08	15742.38	2053.0
2023-10-29 21:30:00	NQ	Futures	15742.38	15767.65	15742.38	15760.23	3488.0
2023-10-29 22:00:00	NQ	Futures	15759.68	15761.88	15741.0	15752.54	2059.0
2023-10-29 22:30:00	NQ	Futures	15752.54	15754.74	15745.12	15749.24	1049.0
2023-10-29 23:00:00	NQ	Futures	15748.7	15758.58	15743.2	15756.11	1449.0
2023-10-29 23:30:00	NQ	Futures	15756.11	15758.31	15754.19	15755.84	830.0
2023-10-29 18:00:00	YM	Futures	35301.4	35323.0	35262.3	35322.0	2400.0
2023-10-29 18:30:00	YM	Futures	35319.8	35337.1	35305.7	35317.6	941.0
2023-10-29 19:00:00	YM	Futures	35317.6	35322.0	35289.4	35310.0	646.0
2023-10-29 19:30:00	YM	Futures	35311.1	35314.4	35301.4	35311.1	339.0
2023-10-29 20:00:00	YM	Futures	35311.1	35343.7	35308.9	35331.7	1046.0
2023-10-29 20:30:00	YM	Futures	35331.7	35361.0	35320.9	35361.0	865.0
2023-10-29 21:00:00	YM	Futures	35358.8	35361.0	35326.3	35329.6	521.0
2023-10-29 21:30:00	YM	Futures	35328.5	35362.1	35328.5	35354.5	1012.0
2023-10-29 22:00:00	YM	Futures	35353.4	35354.5	35323.0	35336.1	475.0
2023-10-29 22:30:00	YM	Futures	35337.1	35340.4	35326.3	35332.8	271.0
2023-10-29 23:00:00	YM	Futures	35332.8	35345.8	35324.1	35345.8	393.0
2023-10-29 23:30:00	YM	Futures	35343.7	35346.9	35336.1	35340.4	308.0
2023-10-29 18:00:00	CL	Futures	71.33	71.59	70.25	70.67	4699.0
2023-10-29 18:30:00	CL	Futures	70.68	70.87	70.65	70.79	1743.0
2023-10-29 19:00:00	CL	Futures	70.77	71.05	70.72	70.98	1055.0
2023-10-29 19:30:00	CL	Futures	70.97	70.99	70.88	70.95	686.0
2023-10-29 20:00:00	CL	Futures	70.96	71.16	70.94	71.15	1017.0
2023-10-29 20:30:00	CL	Futures	71.15	71.26	71.11	71.13	969.0
2023-10-29 21:00:00	CL	Futures	71.13	71.32	71.07	71.1	1688.0
2023-10-29 21:30:00	CL	Futures	71.1	71.22	71.03	71.05	868.0
2023-10-29 22:00:00	CL	Futures	71.04	71.07	70.91	70.94	1141.0
2023-10-29 22:30:00	CL	Futures	70.94	71.06	70.84	70.96	1010.0
2023-10-29 23:00:00	CL	Futures	70.95	70.96	70.73	70.91	1284.0
2023-10-29 23:30:00	CL	Futures	70.91	70.91	70.64	70.69	924.0
2023-10-29 18:00:00	GC	Futures	2249.0	2252.6	2241.9	2247.0	6712.0
2023-10-29 18:30:00	GC	Futures	2247.3	2249.9	2246.1	2246.7	2169.0

> showing 50 of 804 rows — these rows as CSV

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