PREVIEW / futures_30min / 2023-12-25

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-25.parquet
  size:    22 KB
  rows:    584

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
2023-12-25 18:00:00	ES	Futures	5157.21	5168.49	5157.21	5168.22	5598.0
2023-12-25 18:30:00	ES	Futures	5167.95	5169.56	5166.34	5167.68	4294.0
2023-12-25 19:00:00	ES	Futures	5167.68	5167.68	5164.19	5167.15	4045.0
2023-12-25 19:30:00	ES	Futures	5166.88	5167.41	5163.39	5164.73	3606.0
2023-12-25 20:00:00	ES	Futures	5164.46	5166.07	5163.39	5165.53	2243.0
2023-12-25 20:30:00	ES	Futures	5165.53	5166.61	5164.73	5166.34	1461.0
2023-12-25 21:00:00	ES	Futures	5166.61	5166.61	5164.46	5165.8	2172.0
2023-12-25 21:30:00	ES	Futures	5166.07	5166.07	5165.0	5165.53	1052.0
2023-12-25 22:00:00	ES	Futures	5165.53	5168.76	5165.53	5168.22	2136.0
2023-12-25 22:30:00	ES	Futures	5167.95	5169.03	5167.41	5167.41	1185.0
2023-12-25 23:00:00	ES	Futures	5167.41	5168.22	5167.15	5167.68	850.0
2023-12-25 23:30:00	ES	Futures	5167.68	5170.1	5167.41	5169.03	1518.0
2023-12-25 18:00:00	NQ	Futures	18403.47	18447.95	18403.47	18447.13	3652.0
2023-12-25 18:30:00	NQ	Futures	18446.32	18453.91	18442.52	18446.32	2236.0
2023-12-25 19:00:00	NQ	Futures	18445.78	18447.95	18433.57	18447.41	1919.0
2023-12-25 19:30:00	NQ	Futures	18447.41	18449.03	18432.22	18438.73	1936.0
2023-12-25 20:00:00	NQ	Futures	18438.18	18443.07	18432.76	18442.52	1182.0
2023-12-25 20:30:00	NQ	Futures	18442.25	18448.49	18440.35	18447.95	964.0
2023-12-25 21:00:00	NQ	Futures	18447.95	18450.39	18441.17	18449.03	1256.0
2023-12-25 21:30:00	NQ	Futures	18448.49	18450.39	18445.51	18448.22	658.0
2023-12-25 22:00:00	NQ	Futures	18448.22	18463.14	18448.22	18460.15	1655.0
2023-12-25 22:30:00	NQ	Futures	18459.88	18464.49	18458.8	18459.88	868.0
2023-12-25 23:00:00	NQ	Futures	18460.15	18460.97	18456.08	18457.17	568.0
2023-12-25 23:30:00	NQ	Futures	18457.17	18473.17	18456.63	18465.85	1111.0
2023-12-25 18:00:00	YM	Futures	40486.3	40586.2	40485.2	40585.1	976.0
2023-12-25 18:30:00	YM	Futures	40585.1	40593.7	40576.5	40590.5	731.0
2023-12-25 19:00:00	YM	Futures	40589.4	40589.4	40566.8	40588.3	524.0
2023-12-25 19:30:00	YM	Futures	40588.3	40590.5	40560.4	40571.1	597.0
2023-12-25 20:00:00	YM	Futures	40572.2	40578.7	40562.5	40573.3	237.0
2023-12-25 20:30:00	YM	Futures	40573.3	40581.9	40567.9	40579.7	177.0
2023-12-25 21:00:00	YM	Futures	40581.9	40581.9	40562.5	40569.0	297.0
2023-12-25 21:30:00	YM	Futures	40569.0	40573.3	40564.7	40566.8	190.0
2023-12-25 22:00:00	YM	Futures	40566.8	40583.0	40566.8	40583.0	296.0
2023-12-25 22:30:00	YM	Futures	40581.9	40585.1	40572.2	40575.4	130.0
2023-12-25 23:00:00	YM	Futures	40576.5	40580.8	40573.3	40574.4	138.0
2023-12-25 23:30:00	YM	Futures	40574.4	40585.1	40571.1	40580.8	233.0
2023-12-25 18:00:00	CL	Futures	61.5	61.82	61.41	61.74	1343.0
2023-12-25 18:30:00	CL	Futures	61.74	61.76	61.64	61.69	687.0
2023-12-25 19:00:00	CL	Futures	61.69	61.69	61.55	61.58	409.0
2023-12-25 19:30:00	CL	Futures	61.57	61.57	61.53	61.54	298.0
2023-12-25 20:00:00	CL	Futures	61.53	61.74	61.41	61.54	2858.0
2023-12-25 20:30:00	CL	Futures	61.52	61.63	61.47	61.61	704.0
2023-12-25 21:00:00	CL	Futures	61.61	61.71	61.57	61.63	891.0
2023-12-25 21:30:00	CL	Futures	61.62	61.63	61.5	61.53	471.0
2023-12-25 22:00:00	CL	Futures	61.54	61.59	61.5	61.57	369.0
2023-12-25 22:30:00	CL	Futures	61.57	61.6	61.55	61.57	172.0
2023-12-25 23:00:00	CL	Futures	61.57	61.57	61.51	61.51	243.0
2023-12-25 23:30:00	CL	Futures	61.51	61.69	61.51	61.68	573.0
2023-12-25 18:00:00	GC	Futures	2285.6	2287.5	2284.7	2286.4	1332.0
2023-12-25 18:30:00	GC	Futures	2286.5	2287.3	2286.1	2286.3	621.0

> showing 50 of 584 rows — these rows as CSV

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