PREVIEW / futures_30min / 2023-11-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-19.parquet
  size:    29 KB
  rows:    810

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
2023-11-19 18:00:00	ES	Futures	4917.11	4919.55	4910.32	4910.86	9407.0
2023-11-19 18:30:00	ES	Futures	4910.86	4915.48	4910.86	4914.66	5367.0
2023-11-19 19:00:00	ES	Futures	4914.66	4915.48	4913.03	4914.39	3290.0
2023-11-19 19:30:00	ES	Futures	4914.39	4916.02	4913.31	4914.39	3205.0
2023-11-19 20:00:00	ES	Futures	4914.39	4916.84	4913.85	4914.93	3550.0
2023-11-19 20:30:00	ES	Futures	4915.21	4915.21	4912.22	4913.31	2644.0
2023-11-19 21:00:00	ES	Futures	4913.58	4915.75	4913.31	4915.21	2617.0
2023-11-19 21:30:00	ES	Futures	4915.21	4916.29	4913.85	4915.48	2528.0
2023-11-19 22:00:00	ES	Futures	4915.48	4915.75	4914.12	4914.39	2362.0
2023-11-19 22:30:00	ES	Futures	4914.39	4915.21	4912.76	4913.03	1453.0
2023-11-19 23:00:00	ES	Futures	4913.03	4914.39	4912.76	4913.85	1490.0
2023-11-19 23:30:00	ES	Futures	4913.58	4913.58	4912.76	4913.03	1005.0
2023-11-19 18:00:00	NQ	Futures	17463.15	17472.76	17411.79	17417.83	6581.0
2023-11-19 18:30:00	NQ	Futures	17417.83	17433.76	17417.83	17429.37	2560.0
2023-11-19 19:00:00	NQ	Futures	17429.37	17432.94	17420.03	17430.19	2559.0
2023-11-19 19:30:00	NQ	Futures	17429.64	17435.13	17424.7	17428.82	1795.0
2023-11-19 20:00:00	NQ	Futures	17428.54	17438.43	17425.25	17431.01	2605.0
2023-11-19 20:30:00	NQ	Futures	17430.74	17430.74	17419.2	17424.7	2068.0
2023-11-19 21:00:00	NQ	Futures	17424.7	17429.64	17420.58	17427.17	1628.0
2023-11-19 21:30:00	NQ	Futures	17426.89	17429.91	17421.13	17426.62	1504.0
2023-11-19 22:00:00	NQ	Futures	17426.62	17426.62	17417.83	17420.85	1735.0
2023-11-19 22:30:00	NQ	Futures	17420.58	17424.42	17415.08	17416.46	1345.0
2023-11-19 23:00:00	NQ	Futures	17416.73	17422.77	17415.63	17421.4	1267.0
2023-11-19 23:30:00	NQ	Futures	17420.85	17421.68	17416.73	17418.1	779.0
2023-11-19 18:00:00	YM	Futures	37943.9	37985.1	37941.7	37954.8	1370.0
2023-11-19 18:30:00	YM	Futures	37955.8	37979.7	37955.8	37977.5	443.0
2023-11-19 19:00:00	YM	Futures	37978.6	37988.4	37973.2	37981.9	331.0
2023-11-19 19:30:00	YM	Futures	37980.8	37993.8	37977.5	37979.7	418.0
2023-11-19 20:00:00	YM	Futures	37980.8	37987.3	37967.8	37978.6	432.0
2023-11-19 20:30:00	YM	Futures	37977.5	37977.5	37959.1	37965.6	395.0
2023-11-19 21:00:00	YM	Futures	37966.7	37986.2	37965.6	37984.0	301.0
2023-11-19 21:30:00	YM	Futures	37983.0	37992.7	37977.5	37986.2	349.0
2023-11-19 22:00:00	YM	Futures	37986.2	37989.5	37977.5	37978.6	323.0
2023-11-19 22:30:00	YM	Futures	37978.6	37984.0	37967.8	37968.9	253.0
2023-11-19 23:00:00	YM	Futures	37968.9	37977.5	37965.6	37973.2	174.0
2023-11-19 23:30:00	YM	Futures	37972.1	37972.1	37967.8	37967.8	118.0
2023-11-19 18:00:00	CL	Futures	63.64	64.01	63.31	63.96	3031.0
2023-11-19 18:30:00	CL	Futures	63.95	64.05	63.91	64.02	853.0
2023-11-19 19:00:00	CL	Futures	64.02	64.02	63.88	63.91	732.0
2023-11-19 19:30:00	CL	Futures	63.91	63.92	63.82	63.87	673.0
2023-11-19 20:00:00	CL	Futures	63.87	64.0	63.75	63.95	3033.0
2023-11-19 20:30:00	CL	Futures	63.95	64.18	63.92	64.06	2308.0
2023-11-19 21:00:00	CL	Futures	64.05	64.13	64.0	64.12	918.0
2023-11-19 21:30:00	CL	Futures	64.12	64.39	64.11	64.28	1957.0
2023-11-19 22:00:00	CL	Futures	64.28	64.33	64.24	64.29	825.0
2023-11-19 22:30:00	CL	Futures	64.29	64.31	64.26	64.3	283.0
2023-11-19 23:00:00	CL	Futures	64.3	64.38	64.3	64.37	623.0
2023-11-19 23:30:00	CL	Futures	64.37	64.37	64.29	64.3	365.0
2023-11-19 18:00:00	GC	Futures	2212.6	2213.1	2210.8	2212.8	1355.0
2023-11-19 18:30:00	GC	Futures	2213.0	2213.0	2207.1	2208.2	1556.0

> showing 50 of 810 rows — these rows as CSV

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