PREVIEW / futures_30min / 2023-11-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-26.parquet
  size:    29 KB
  rows:    821

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
2023-11-26 18:00:00	ES	Futures	4962.46	4962.73	4955.94	4957.3	6858.0
2023-11-26 18:30:00	ES	Futures	4957.3	4957.57	4954.31	4955.4	3492.0
2023-11-26 19:00:00	ES	Futures	4955.4	4955.4	4951.05	4952.14	6689.0
2023-11-26 19:30:00	ES	Futures	4952.14	4952.41	4950.78	4951.05	3462.0
2023-11-26 20:00:00	ES	Futures	4951.05	4956.21	4950.24	4956.21	8325.0
2023-11-26 20:30:00	ES	Futures	4955.94	4955.94	4951.87	4952.41	4024.0
2023-11-26 21:00:00	ES	Futures	4952.41	4952.68	4948.34	4948.88	4858.0
2023-11-26 21:30:00	ES	Futures	4948.61	4948.88	4947.79	4948.34	3056.0
2023-11-26 22:00:00	ES	Futures	4948.61	4948.88	4945.62	4945.89	3941.0
2023-11-26 22:30:00	ES	Futures	4946.16	4948.88	4945.89	4948.06	2712.0
2023-11-26 23:00:00	ES	Futures	4948.34	4948.34	4947.52	4948.06	1171.0
2023-11-26 23:30:00	ES	Futures	4948.06	4948.88	4947.52	4948.06	1199.0
2023-11-26 18:00:00	NQ	Futures	17587.3	17588.4	17562.03	17567.8	4448.0
2023-11-26 18:30:00	NQ	Futures	17568.07	17568.9	17559.56	17563.68	1429.0
2023-11-26 19:00:00	NQ	Futures	17563.95	17564.23	17541.15	17549.12	3567.0
2023-11-26 19:30:00	NQ	Futures	17549.39	17551.87	17543.9	17544.72	1733.0
2023-11-26 20:00:00	NQ	Futures	17544.72	17563.13	17541.98	17562.58	3453.0
2023-11-26 20:30:00	NQ	Futures	17562.58	17562.58	17543.9	17545.55	2468.0
2023-11-26 21:00:00	NQ	Futures	17546.37	17547.47	17522.2	17523.58	3687.0
2023-11-26 21:30:00	NQ	Futures	17523.03	17523.85	17518.08	17521.38	1911.0
2023-11-26 22:00:00	NQ	Futures	17521.38	17522.2	17511.22	17512.31	2067.0
2023-11-26 22:30:00	NQ	Futures	17512.04	17520.83	17512.04	17518.08	1610.0
2023-11-26 23:00:00	NQ	Futures	17518.91	17522.75	17516.98	17521.65	880.0
2023-11-26 23:30:00	NQ	Futures	17522.2	17525.22	17519.18	17520.55	1057.0
2023-11-26 18:00:00	YM	Futures	38432.1	38433.1	38400.6	38409.3	840.0
2023-11-26 18:30:00	YM	Futures	38410.4	38413.6	38388.7	38393.0	506.0
2023-11-26 19:00:00	YM	Futures	38393.0	38394.1	38368.1	38372.4	561.0
2023-11-26 19:30:00	YM	Futures	38372.4	38374.6	38363.7	38369.1	426.0
2023-11-26 20:00:00	YM	Futures	38370.2	38396.3	38368.1	38395.2	896.0
2023-11-26 20:30:00	YM	Futures	38394.1	38394.1	38369.1	38372.4	414.0
2023-11-26 21:00:00	YM	Futures	38373.5	38374.6	38350.7	38355.0	479.0
2023-11-26 21:30:00	YM	Futures	38354.0	38357.2	38348.5	38352.9	381.0
2023-11-26 22:00:00	YM	Futures	38354.0	38356.1	38336.6	38336.6	331.0
2023-11-26 22:30:00	YM	Futures	38336.6	38350.7	38336.6	38349.6	275.0
2023-11-26 23:00:00	YM	Futures	38349.6	38349.6	38340.9	38342.0	176.0
2023-11-26 23:30:00	YM	Futures	38342.0	38348.5	38340.9	38345.3	154.0
2023-11-26 18:00:00	CL	Futures	63.23	63.5	63.14	63.43	1900.0
2023-11-26 18:30:00	CL	Futures	63.43	63.57	63.41	63.55	1034.0
2023-11-26 19:00:00	CL	Futures	63.55	63.55	63.48	63.48	586.0
2023-11-26 19:30:00	CL	Futures	63.49	63.53	63.45	63.46	473.0
2023-11-26 20:00:00	CL	Futures	63.45	63.55	63.36	63.53	1861.0
2023-11-26 20:30:00	CL	Futures	63.52	63.52	63.11	63.15	3235.0
2023-11-26 21:00:00	CL	Futures	63.15	63.19	63.08	63.12	1188.0
2023-11-26 21:30:00	CL	Futures	63.12	63.17	62.94	62.97	2382.0
2023-11-26 22:00:00	CL	Futures	62.96	62.98	62.76	62.85	2504.0
2023-11-26 22:30:00	CL	Futures	62.85	62.89	62.82	62.87	672.0
2023-11-26 23:00:00	CL	Futures	62.87	62.88	62.71	62.75	1324.0
2023-11-26 23:30:00	CL	Futures	62.74	62.82	62.71	62.77	1016.0
2023-11-26 18:00:00	GC	Futures	2238.1	2239.4	2237.0	2237.5	679.0
2023-11-26 18:30:00	GC	Futures	2237.4	2239.3	2237.4	2238.7	357.0

> showing 50 of 821 rows — these rows as CSV

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