PREVIEW / futures_30min / 2024-01-28

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-01-28.parquet
  size:    29 KB
  rows:    836

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
2024-01-28 18:00:00	ES	Futures	5273.78	5275.39	5266.26	5270.55	11331.0
2024-01-28 18:30:00	ES	Futures	5270.28	5270.82	5268.4	5268.94	2553.0
2024-01-28 19:00:00	ES	Futures	5268.94	5269.75	5268.4	5268.4	2784.0
2024-01-28 19:30:00	ES	Futures	5268.4	5271.63	5268.14	5271.09	3024.0
2024-01-28 20:00:00	ES	Futures	5271.36	5277.0	5271.09	5276.19	5806.0
2024-01-28 20:30:00	ES	Futures	5276.19	5277.81	5275.66	5277.27	4013.0
2024-01-28 21:00:00	ES	Futures	5277.54	5277.81	5274.58	5275.66	2517.0
2024-01-28 21:30:00	ES	Futures	5275.66	5276.46	5274.58	5276.19	1614.0
2024-01-28 22:00:00	ES	Futures	5276.46	5278.61	5274.85	5275.66	2996.0
2024-01-28 22:30:00	ES	Futures	5275.66	5277.54	5274.58	5277.27	1864.0
2024-01-28 23:00:00	ES	Futures	5277.27	5277.54	5276.19	5276.73	1671.0
2024-01-28 23:30:00	ES	Futures	5276.73	5277.54	5276.19	5276.73	843.0
2024-01-28 18:00:00	NQ	Futures	18986.56	18986.56	18938.29	18972.19	6189.0
2024-01-28 18:30:00	NQ	Futures	18971.65	18973.27	18956.46	18962.43	1785.0
2024-01-28 19:00:00	NQ	Futures	18962.7	18973.27	18961.88	18963.24	1973.0
2024-01-28 19:30:00	NQ	Futures	18963.24	18982.77	18962.15	18980.32	2693.0
2024-01-28 20:00:00	NQ	Futures	18980.32	19019.92	18980.32	19013.95	4811.0
2024-01-28 20:30:00	NQ	Futures	19013.41	19025.62	19013.41	19024.26	3180.0
2024-01-28 21:00:00	NQ	Futures	19024.26	19028.6	19010.43	19017.21	2453.0
2024-01-28 21:30:00	NQ	Futures	19016.94	19023.72	19012.6	19021.82	1929.0
2024-01-28 22:00:00	NQ	Futures	19022.09	19035.65	19011.78	19015.31	3410.0
2024-01-28 22:30:00	NQ	Futures	19015.31	19028.33	19010.43	19027.24	2202.0
2024-01-28 23:00:00	NQ	Futures	19026.97	19028.6	19016.94	19021.82	1484.0
2024-01-28 23:30:00	NQ	Futures	19022.09	19024.53	19016.94	19017.75	913.0
2024-01-28 18:00:00	YM	Futures	41039.4	41052.3	40983.6	41004.0	1688.0
2024-01-28 18:30:00	YM	Futures	41000.8	41007.2	40994.3	40998.6	405.0
2024-01-28 19:00:00	YM	Futures	40999.7	41000.8	40991.1	40995.4	473.0
2024-01-28 19:30:00	YM	Futures	40994.3	41002.9	40991.1	41000.8	393.0
2024-01-28 20:00:00	YM	Futures	40999.7	41024.4	40996.5	41019.0	498.0
2024-01-28 20:30:00	YM	Futures	41019.0	41030.8	41015.8	41025.5	504.0
2024-01-28 21:00:00	YM	Futures	41025.5	41026.5	41009.4	41014.7	225.0
2024-01-28 21:30:00	YM	Futures	41015.8	41016.9	41009.4	41015.8	198.0
2024-01-28 22:00:00	YM	Futures	41018.0	41025.5	41010.4	41013.7	318.0
2024-01-28 22:30:00	YM	Futures	41014.7	41024.4	41011.5	41023.3	144.0
2024-01-28 23:00:00	YM	Futures	41022.2	41025.5	41019.0	41022.2	186.0
2024-01-28 23:30:00	YM	Futures	41022.2	41027.6	41021.2	41023.3	75.0
2024-01-28 18:00:00	CL	Futures	65.99	66.32	65.84	66.13	7930.0
2024-01-28 18:30:00	CL	Futures	66.13	66.13	65.88	65.98	2219.0
2024-01-28 19:00:00	CL	Futures	65.98	66.01	65.78	65.78	1749.0
2024-01-28 19:30:00	CL	Futures	65.78	65.81	65.53	65.57	2933.0
2024-01-28 20:00:00	CL	Futures	65.57	65.57	65.28	65.42	5530.0
2024-01-28 20:30:00	CL	Futures	65.42	65.73	65.42	65.5	2949.0
2024-01-28 21:00:00	CL	Futures	65.51	65.61	65.4	65.57	1571.0
2024-01-28 21:30:00	CL	Futures	65.57	65.57	65.41	65.53	992.0
2024-01-28 22:00:00	CL	Futures	65.53	65.57	65.45	65.47	694.0
2024-01-28 22:30:00	CL	Futures	65.47	65.63	65.47	65.58	729.0
2024-01-28 23:00:00	CL	Futures	65.58	65.65	65.57	65.65	397.0
2024-01-28 23:30:00	CL	Futures	65.64	65.68	65.62	65.66	378.0
2024-01-28 18:00:00	GC	Futures	2239.2	2244.5	2237.7	2242.9	3658.0
2024-01-28 18:30:00	GC	Futures	2242.7	2242.7	2236.0	2236.4	1112.0

> showing 50 of 836 rows — these rows as CSV

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