PREVIEW / futures_30min / 2023-11-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-05.parquet
  size:    29 KB
  rows:    849

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
2023-11-05 00:00:00	ES	Futures	4754.72	4754.72	4754.72	4754.72	10.0
2023-11-05 18:00:00	ES	Futures	4756.89	4761.78	4754.99	4755.53	6789.0
2023-11-05 18:30:00	ES	Futures	4755.26	4756.07	4752.54	4754.44	4628.0
2023-11-05 19:00:00	ES	Futures	4754.44	4754.99	4751.46	4752.0	4486.0
2023-11-05 19:30:00	ES	Futures	4752.0	4753.9	4751.19	4752.54	3713.0
2023-11-05 20:00:00	ES	Futures	4752.54	4754.72	4751.73	4752.81	4644.0
2023-11-05 20:30:00	ES	Futures	4752.81	4754.72	4751.73	4753.63	3177.0
2023-11-05 21:00:00	ES	Futures	4753.9	4755.8	4753.63	4754.17	3786.0
2023-11-05 21:30:00	ES	Futures	4754.17	4756.07	4753.9	4754.72	2375.0
2023-11-05 22:00:00	ES	Futures	4754.99	4756.89	4753.9	4754.72	2179.0
2023-11-05 22:30:00	ES	Futures	4754.72	4756.89	4754.17	4755.8	1961.0
2023-11-05 23:00:00	ES	Futures	4755.8	4757.16	4754.72	4756.34	1775.0
2023-11-05 23:30:00	ES	Futures	4756.62	4756.62	4753.9	4754.44	1876.0
2023-11-05 18:00:00	NQ	Futures	16685.3	16702.33	16678.16	16681.18	3842.0
2023-11-05 18:30:00	NQ	Futures	16680.91	16682.83	16668.82	16672.94	2504.0
2023-11-05 19:00:00	NQ	Futures	16672.94	16674.59	16659.21	16661.68	2888.0
2023-11-05 19:30:00	NQ	Futures	16661.95	16672.94	16658.66	16668.0	2295.0
2023-11-05 20:00:00	NQ	Futures	16668.55	16677.34	16664.15	16672.67	2871.0
2023-11-05 20:30:00	NQ	Futures	16672.39	16679.81	16665.8	16675.96	2287.0
2023-11-05 21:00:00	NQ	Futures	16675.69	16681.46	16674.59	16676.79	1824.0
2023-11-05 21:30:00	NQ	Futures	16677.34	16683.38	16674.86	16678.71	1246.0
2023-11-05 22:00:00	NQ	Futures	16678.71	16685.3	16674.86	16680.08	1527.0
2023-11-05 22:30:00	NQ	Futures	16679.81	16688.6	16676.51	16684.75	1481.0
2023-11-05 23:00:00	NQ	Futures	16684.75	16688.6	16678.16	16684.48	1023.0
2023-11-05 23:30:00	NQ	Futures	16684.2	16685.3	16674.31	16676.51	1123.0
2023-11-05 18:00:00	YM	Futures	37067.4	37091.3	37046.8	37049.0	1062.0
2023-11-05 18:30:00	YM	Futures	37049.0	37053.3	37033.8	37047.9	649.0
2023-11-05 19:00:00	YM	Futures	37047.9	37050.0	37033.8	37040.3	726.0
2023-11-05 19:30:00	YM	Futures	37041.4	37051.1	37033.8	37043.5	578.0
2023-11-05 20:00:00	YM	Futures	37041.4	37056.5	37035.9	37041.4	519.0
2023-11-05 20:30:00	YM	Futures	37042.4	37058.7	37038.1	37050.0	400.0
2023-11-05 21:00:00	YM	Futures	37051.1	37060.9	37046.8	37047.9	428.0
2023-11-05 21:30:00	YM	Futures	37049.0	37060.9	37047.9	37055.5	332.0
2023-11-05 22:00:00	YM	Futures	37056.5	37066.3	37049.0	37052.2	283.0
2023-11-05 22:30:00	YM	Futures	37052.2	37065.2	37049.0	37058.7	307.0
2023-11-05 23:00:00	YM	Futures	37059.8	37068.5	37054.4	37065.2	240.0
2023-11-05 23:30:00	YM	Futures	37064.1	37067.4	37052.2	37053.3	199.0
2023-11-05 18:00:00	CL	Futures	68.09	68.13	67.69	67.98	2152.0
2023-11-05 18:30:00	CL	Futures	67.97	68.03	67.83	68.03	617.0
2023-11-05 19:00:00	CL	Futures	68.01	68.11	67.98	68.09	996.0
2023-11-05 19:30:00	CL	Futures	68.09	68.09	67.99	68.04	563.0
2023-11-05 20:00:00	CL	Futures	68.04	68.06	67.84	67.99	1476.0
2023-11-05 20:30:00	CL	Futures	67.99	68.05	67.89	68.0	683.0
2023-11-05 21:00:00	CL	Futures	67.99	68.14	67.99	68.09	698.0
2023-11-05 21:30:00	CL	Futures	68.09	68.11	67.95	68.0	599.0
2023-11-05 22:00:00	CL	Futures	68.0	68.04	67.86	67.88	915.0
2023-11-05 22:30:00	CL	Futures	67.88	67.93	67.87	67.93	310.0
2023-11-05 23:00:00	CL	Futures	67.92	67.97	67.89	67.94	326.0
2023-11-05 23:30:00	CL	Futures	67.94	67.99	67.93	67.95	189.0
2023-11-05 18:00:00	GC	Futures	2233.3	2234.0	2229.1	2229.2	1610.0

> showing 50 of 849 rows — these rows as CSV

> unlock the full archive -- $79 one-time