PREVIEW / futures_30min / 2023-12-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-10.parquet
  size:    27 KB
  rows:    750

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
2023-12-10 18:00:00	ES	Futures	5005.09	5012.15	5004.55	5009.71	4683.0
2023-12-10 18:30:00	ES	Futures	5009.71	5010.25	5007.54	5009.17	1604.0
2023-12-10 19:00:00	ES	Futures	5008.62	5011.61	5006.45	5006.72	3227.0
2023-12-10 19:30:00	ES	Futures	5006.99	5007.26	5003.73	5005.09	3196.0
2023-12-10 20:00:00	ES	Futures	5005.09	5005.64	5002.65	5004.28	2538.0
2023-12-10 20:30:00	ES	Futures	5004.55	5006.18	5003.19	5004.82	2757.0
2023-12-10 21:00:00	ES	Futures	5004.55	5005.64	5002.65	5002.92	1694.0
2023-12-10 21:30:00	ES	Futures	5002.92	5004.01	5001.56	5002.11	1416.0
2023-12-10 22:00:00	ES	Futures	5002.38	5003.73	5000.75	5002.38	1207.0
2023-12-10 22:30:00	ES	Futures	5002.65	5003.19	5001.56	5002.92	688.0
2023-12-10 23:00:00	ES	Futures	5002.65	5003.46	5002.65	5003.19	871.0
2023-12-10 23:30:00	ES	Futures	5003.19	5003.19	5001.29	5001.56	482.0
2023-12-10 18:00:00	NQ	Futures	17680.68	17704.3	17668.87	17691.12	3397.0
2023-12-10 18:30:00	NQ	Futures	17691.94	17695.52	17684.8	17693.04	914.0
2023-12-10 19:00:00	NQ	Futures	17692.77	17698.54	17674.64	17676.84	1723.0
2023-12-10 19:30:00	NQ	Futures	17677.11	17677.39	17654.32	17661.46	2529.0
2023-12-10 20:00:00	NQ	Futures	17661.73	17663.38	17648.82	17653.49	2088.0
2023-12-10 20:30:00	NQ	Futures	17653.49	17660.08	17647.17	17655.14	1662.0
2023-12-10 21:00:00	NQ	Futures	17654.04	17658.98	17639.76	17639.76	1689.0
2023-12-10 21:30:00	NQ	Futures	17640.31	17646.35	17635.64	17637.29	1113.0
2023-12-10 22:00:00	NQ	Futures	17637.84	17644.7	17633.44	17640.86	1042.0
2023-12-10 22:30:00	NQ	Futures	17640.31	17644.15	17637.01	17641.13	617.0
2023-12-10 23:00:00	NQ	Futures	17640.86	17645.25	17640.31	17641.41	709.0
2023-12-10 23:30:00	NQ	Futures	17642.51	17642.51	17633.72	17636.74	592.0
2023-12-10 18:00:00	YM	Futures	39360.6	39405.8	39360.6	39396.1	930.0
2023-12-10 18:30:00	YM	Futures	39395.0	39396.1	39374.6	39381.1	295.0
2023-12-10 19:00:00	YM	Futures	39381.1	39405.8	39374.6	39386.4	357.0
2023-12-10 19:30:00	YM	Futures	39384.3	39388.6	39373.5	39381.1	367.0
2023-12-10 20:00:00	YM	Futures	39380.0	39380.0	39357.4	39371.4	489.0
2023-12-10 20:30:00	YM	Futures	39372.5	39389.6	39364.9	39374.6	390.0
2023-12-10 21:00:00	YM	Futures	39373.5	39378.9	39361.7	39362.8	317.0
2023-12-10 21:30:00	YM	Futures	39363.9	39373.5	39358.5	39361.7	225.0
2023-12-10 22:00:00	YM	Futures	39362.8	39366.0	39352.1	39358.5	256.0
2023-12-10 22:30:00	YM	Futures	39358.5	39363.9	39352.1	39359.6	158.0
2023-12-10 23:00:00	YM	Futures	39360.6	39367.1	39358.5	39361.7	209.0
2023-12-10 23:30:00	YM	Futures	39362.8	39362.8	39348.8	39354.2	155.0
2023-12-10 18:00:00	CL	Futures	59.73	59.8	59.54	59.72	1131.0
2023-12-10 18:30:00	CL	Futures	59.73	59.82	59.73	59.81	510.0
2023-12-10 19:00:00	CL	Futures	59.81	59.94	59.8	59.94	653.0
2023-12-10 19:30:00	CL	Futures	59.93	60.02	59.9	59.97	1414.0
2023-12-10 20:00:00	CL	Futures	59.98	60.04	59.8	59.82	2194.0
2023-12-10 20:30:00	CL	Futures	59.82	60.04	59.82	59.92	1308.0
2023-12-10 21:00:00	CL	Futures	59.92	60.04	59.88	60.03	656.0
2023-12-10 21:30:00	CL	Futures	60.03	60.03	59.94	59.96	565.0
2023-12-10 22:00:00	CL	Futures	59.97	60.07	59.95	60.06	809.0
2023-12-10 22:30:00	CL	Futures	60.06	60.17	60.04	60.14	1585.0
2023-12-10 23:00:00	CL	Futures	60.13	60.16	60.1	60.15	446.0
2023-12-10 23:30:00	CL	Futures	60.15	60.15	60.1	60.13	407.0
2023-12-10 18:00:00	GC	Futures	2234.7	2238.5	2233.7	2237.6	2411.0
2023-12-10 18:30:00	GC	Futures	2237.6	2238.3	2235.2	2238.2	1017.0

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