PREVIEW / futures_30min / 2023-12-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-03.parquet
  size:    30 KB
  rows:    830

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
2023-12-03 18:00:00	ES	Futures	5000.2	5001.56	4993.96	4994.77	12265.0
2023-12-03 18:30:00	ES	Futures	4994.77	4995.86	4993.96	4994.23	4890.0
2023-12-03 19:00:00	ES	Futures	4994.5	4994.77	4989.61	4991.79	7975.0
2023-12-03 19:30:00	ES	Futures	4991.79	4993.14	4990.43	4991.79	5258.0
2023-12-03 20:00:00	ES	Futures	4991.79	4992.87	4990.7	4992.33	5380.0
2023-12-03 20:30:00	ES	Futures	4992.06	4992.33	4989.88	4991.51	4705.0
2023-12-03 21:00:00	ES	Futures	4991.51	4991.79	4989.34	4991.24	3895.0
2023-12-03 21:30:00	ES	Futures	4990.97	4990.97	4989.07	4990.16	2907.0
2023-12-03 22:00:00	ES	Futures	4989.88	4990.43	4988.53	4989.34	3089.0
2023-12-03 22:30:00	ES	Futures	4989.61	4990.43	4988.53	4990.16	2998.0
2023-12-03 23:00:00	ES	Futures	4990.16	4991.79	4989.61	4991.51	2501.0
2023-12-03 23:30:00	ES	Futures	4991.79	4993.14	4990.43	4991.79	3574.0
2023-12-03 18:00:00	NQ	Futures	17602.68	17607.07	17565.6	17573.56	6111.0
2023-12-03 18:30:00	NQ	Futures	17574.39	17576.31	17566.15	17569.44	2183.0
2023-12-03 19:00:00	NQ	Futures	17569.72	17570.54	17548.57	17560.38	3511.0
2023-12-03 19:30:00	NQ	Futures	17559.83	17562.58	17551.32	17552.14	2398.0
2023-12-03 20:00:00	NQ	Futures	17552.14	17564.5	17551.32	17562.58	2376.0
2023-12-03 20:30:00	NQ	Futures	17562.03	17562.85	17552.96	17562.03	1858.0
2023-12-03 21:00:00	NQ	Futures	17561.48	17562.3	17551.32	17558.46	1572.0
2023-12-03 21:30:00	NQ	Futures	17558.18	17558.46	17549.39	17552.69	1513.0
2023-12-03 22:00:00	NQ	Futures	17552.96	17554.61	17541.7	17546.92	1945.0
2023-12-03 22:30:00	NQ	Futures	17546.65	17549.39	17542.8	17547.47	1100.0
2023-12-03 23:00:00	NQ	Futures	17546.92	17555.71	17545.82	17555.71	1173.0
2023-12-03 23:30:00	NQ	Futures	17555.71	17562.03	17551.32	17557.91	1760.0
2023-12-03 18:00:00	YM	Futures	39397.5	39412.7	39360.6	39372.6	1652.0
2023-12-03 18:30:00	YM	Futures	39372.6	39384.5	39362.8	39363.9	573.0
2023-12-03 19:00:00	YM	Futures	39365.0	39367.2	39341.1	39357.4	1042.0
2023-12-03 19:30:00	YM	Futures	39356.3	39392.1	39344.4	39380.2	1117.0
2023-12-03 20:00:00	YM	Futures	39379.1	39383.4	39369.3	39379.1	888.0
2023-12-03 20:30:00	YM	Futures	39378.0	39382.3	39362.8	39373.7	1043.0
2023-12-03 21:00:00	YM	Futures	39374.8	39380.2	39366.1	39380.2	320.0
2023-12-03 21:30:00	YM	Futures	39376.9	39379.1	39363.9	39373.7	350.0
2023-12-03 22:00:00	YM	Futures	39373.7	39376.9	39366.1	39374.8	429.0
2023-12-03 22:30:00	YM	Futures	39375.8	39380.2	39367.2	39379.1	321.0
2023-12-03 23:00:00	YM	Futures	39379.1	39386.7	39373.7	39384.5	297.0
2023-12-03 23:30:00	YM	Futures	39384.5	39391.0	39381.3	39383.4	366.0
2023-12-03 18:00:00	CL	Futures	62.61	62.95	62.43	62.94	4245.0
2023-12-03 18:30:00	CL	Futures	62.95	62.99	62.8	62.82	1409.0
2023-12-03 19:00:00	CL	Futures	62.82	62.83	62.66	62.69	1072.0
2023-12-03 19:30:00	CL	Futures	62.68	62.73	62.64	62.68	653.0
2023-12-03 20:00:00	CL	Futures	62.67	62.69	62.19	62.31	4863.0
2023-12-03 20:30:00	CL	Futures	62.3	62.31	62.0	62.01	3683.0
2023-12-03 21:00:00	CL	Futures	62.01	62.03	61.76	61.8	4326.0
2023-12-03 21:30:00	CL	Futures	61.81	61.99	61.78	61.96	2044.0
2023-12-03 22:00:00	CL	Futures	61.96	61.98	61.77	61.77	1795.0
2023-12-03 22:30:00	CL	Futures	61.78	61.92	61.78	61.87	883.0
2023-12-03 23:00:00	CL	Futures	61.87	61.87	61.73	61.76	909.0
2023-12-03 23:30:00	CL	Futures	61.77	61.77	61.74	61.75	501.0
2023-12-03 18:00:00	GC	Futures	2317.0	2377.5	2314.3	2364.8	23949.0
2023-12-03 18:30:00	GC	Futures	2365.3	2381.1	2353.8	2363.6	23854.0

> showing 50 of 830 rows — these rows as CSV

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