PREVIEW / futures_30min / 2023-12-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-17.parquet
  size:    29 KB
  rows:    818

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
2023-12-17 18:00:00	ES	Futures	5125.25	5128.47	5124.17	5124.71	6250.0
2023-12-17 18:30:00	ES	Futures	5124.98	5129.27	5124.98	5129.27	2785.0
2023-12-17 19:00:00	ES	Futures	5129.27	5133.3	5128.47	5133.03	5702.0
2023-12-17 19:30:00	ES	Futures	5132.77	5133.84	5130.35	5131.69	3712.0
2023-12-17 20:00:00	ES	Futures	5131.69	5132.5	5129.54	5131.96	4408.0
2023-12-17 20:30:00	ES	Futures	5131.96	5133.03	5129.81	5131.15	2733.0
2023-12-17 21:00:00	ES	Futures	5131.15	5132.5	5130.35	5132.23	1944.0
2023-12-17 21:30:00	ES	Futures	5131.96	5133.03	5131.69	5132.5	2373.0
2023-12-17 22:00:00	ES	Futures	5132.23	5133.57	5131.69	5132.5	2532.0
2023-12-17 22:30:00	ES	Futures	5132.77	5134.92	5131.96	5133.84	2655.0
2023-12-17 23:00:00	ES	Futures	5134.11	5136.26	5133.3	5135.18	2647.0
2023-12-17 23:30:00	ES	Futures	5135.18	5136.8	5134.11	5136.53	2567.0
2023-12-17 18:00:00	NQ	Futures	18246.99	18274.92	18227.46	18232.34	4136.0
2023-12-17 18:30:00	NQ	Futures	18232.34	18251.87	18232.34	18250.51	2057.0
2023-12-17 19:00:00	NQ	Futures	18250.51	18263.53	18248.07	18261.63	3313.0
2023-12-17 19:30:00	NQ	Futures	18261.63	18266.78	18251.05	18252.68	2038.0
2023-12-17 20:00:00	NQ	Futures	18252.95	18257.29	18246.17	18254.85	1897.0
2023-12-17 20:30:00	NQ	Futures	18254.58	18259.73	18250.24	18255.93	1366.0
2023-12-17 21:00:00	NQ	Futures	18255.93	18262.99	18254.04	18261.9	1084.0
2023-12-17 21:30:00	NQ	Futures	18262.44	18272.21	18260.55	18268.68	1745.0
2023-12-17 22:00:00	NQ	Futures	18268.41	18271.94	18263.8	18266.51	1209.0
2023-12-17 22:30:00	NQ	Futures	18266.24	18274.65	18263.8	18270.58	1295.0
2023-12-17 23:00:00	NQ	Futures	18270.31	18278.99	18267.05	18275.19	1340.0
2023-12-17 23:30:00	NQ	Futures	18275.19	18282.78	18272.75	18281.97	1114.0
2023-12-17 18:00:00	YM	Futures	40449.8	40486.3	40449.8	40462.7	1053.0
2023-12-17 18:30:00	YM	Futures	40463.7	40488.4	40463.7	40487.4	393.0
2023-12-17 19:00:00	YM	Futures	40487.4	40521.7	40485.2	40517.4	795.0
2023-12-17 19:30:00	YM	Futures	40516.4	40523.9	40505.6	40513.1	465.0
2023-12-17 20:00:00	YM	Futures	40513.1	40520.7	40498.1	40514.2	679.0
2023-12-17 20:30:00	YM	Futures	40514.2	40518.5	40494.9	40501.3	359.0
2023-12-17 21:00:00	YM	Futures	40501.3	40508.8	40498.1	40503.5	188.0
2023-12-17 21:30:00	YM	Futures	40504.5	40509.9	40500.2	40505.6	152.0
2023-12-17 22:00:00	YM	Futures	40505.6	40519.6	40501.3	40514.2	212.0
2023-12-17 22:30:00	YM	Futures	40513.1	40527.1	40506.7	40523.9	260.0
2023-12-17 23:00:00	YM	Futures	40522.8	40536.8	40518.5	40530.3	322.0
2023-12-17 23:30:00	YM	Futures	40531.4	40535.7	40523.9	40535.7	220.0
2023-12-17 18:00:00	CL	Futures	60.24	60.56	60.24	60.53	1689.0
2023-12-17 18:30:00	CL	Futures	60.52	60.64	60.52	60.63	678.0
2023-12-17 19:00:00	CL	Futures	60.62	60.74	60.57	60.58	1122.0
2023-12-17 19:30:00	CL	Futures	60.57	60.61	60.39	60.4	1002.0
2023-12-17 20:00:00	CL	Futures	60.39	60.46	60.23	60.26	2092.0
2023-12-17 20:30:00	CL	Futures	60.26	60.31	60.16	60.27	1415.0
2023-12-17 21:00:00	CL	Futures	60.27	60.38	60.27	60.3	1039.0
2023-12-17 21:30:00	CL	Futures	60.29	60.35	60.25	60.26	667.0
2023-12-17 22:00:00	CL	Futures	60.27	60.33	60.21	60.3	1049.0
2023-12-17 22:30:00	CL	Futures	60.31	60.33	60.26	60.27	491.0
2023-12-17 23:00:00	CL	Futures	60.28	60.31	60.28	60.29	527.0
2023-12-17 23:30:00	CL	Futures	60.29	60.31	60.26	60.31	534.0
2023-12-17 18:00:00	GC	Futures	2249.5	2251.2	2246.4	2247.2	1547.0
2023-12-17 18:30:00	GC	Futures	2247.2	2248.1	2245.2	2246.9	1639.0

> showing 50 of 818 rows — these rows as CSV

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