PREVIEW / futures_30min / 2024-03-03

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-03-03.parquet
  size:    27 KB
  rows:    795

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
2024-03-03 18:00:00	ES	Futures	5524.37	5528.67	5523.83	5525.71	6588.0
2024-03-03 18:30:00	ES	Futures	5525.71	5526.79	5522.49	5524.1	2806.0
2024-03-03 19:00:00	ES	Futures	5524.1	5524.37	5520.88	5524.1	6309.0
2024-03-03 19:30:00	ES	Futures	5524.1	5525.71	5523.3	5524.37	2688.0
2024-03-03 20:00:00	ES	Futures	5524.37	5525.18	5523.3	5524.64	2913.0
2024-03-03 20:30:00	ES	Futures	5524.37	5525.45	5523.03	5523.83	2449.0
2024-03-03 21:00:00	ES	Futures	5523.83	5524.64	5522.49	5524.37	3093.0
2024-03-03 21:30:00	ES	Futures	5524.37	5525.45	5523.83	5524.37	1943.0
2024-03-03 22:00:00	ES	Futures	5524.64	5524.64	5523.03	5523.83	1292.0
2024-03-03 22:30:00	ES	Futures	5523.57	5523.83	5522.49	5523.3	1198.0
2024-03-03 23:00:00	ES	Futures	5523.3	5524.64	5523.3	5523.83	2002.0
2024-03-03 23:30:00	ES	Futures	5523.83	5523.83	5522.22	5523.3	1326.0
2024-03-03 18:00:00	NQ	Futures	19891.3	19923.31	19888.05	19903.78	5372.0
2024-03-03 18:30:00	NQ	Futures	19903.78	19911.1	19882.35	19898.9	3279.0
2024-03-03 19:00:00	NQ	Futures	19900.53	19900.8	19881.0	19895.37	2719.0
2024-03-03 19:30:00	NQ	Futures	19895.64	19902.97	19891.58	19895.92	1929.0
2024-03-03 20:00:00	NQ	Futures	19896.46	19903.51	19891.03	19901.07	1748.0
2024-03-03 20:30:00	NQ	Futures	19901.88	19907.03	19896.19	19903.24	1665.0
2024-03-03 21:00:00	NQ	Futures	19903.24	19909.2	19898.08	19908.66	1828.0
2024-03-03 21:30:00	NQ	Futures	19908.93	19919.24	19905.14	19913.54	1802.0
2024-03-03 22:00:00	NQ	Futures	19913.81	19914.9	19908.93	19912.19	1051.0
2024-03-03 22:30:00	NQ	Futures	19911.92	19911.92	19904.32	19908.93	1143.0
2024-03-03 23:00:00	NQ	Futures	19909.75	19911.92	19905.41	19905.95	1050.0
2024-03-03 23:30:00	NQ	Futures	19905.95	19908.66	19899.71	19905.14	977.0
2024-03-03 18:00:00	YM	Futures	42011.5	42017.9	41986.8	41998.6	1048.0
2024-03-03 18:30:00	YM	Futures	41997.5	42004.0	41988.9	41995.4	278.0
2024-03-03 19:00:00	YM	Futures	41996.4	41998.6	41978.2	41996.4	476.0
2024-03-03 19:30:00	YM	Futures	41995.4	42006.1	41992.1	41994.3	261.0
2024-03-03 20:00:00	YM	Futures	41995.4	41997.5	41986.8	41995.4	435.0
2024-03-03 20:30:00	YM	Futures	41995.4	41997.5	41986.8	41988.9	298.0
2024-03-03 21:00:00	YM	Futures	41987.8	41990.0	41976.0	41987.8	345.0
2024-03-03 21:30:00	YM	Futures	41987.8	41991.1	41978.2	41981.4	237.0
2024-03-03 22:00:00	YM	Futures	41982.5	41983.5	41970.7	41972.8	219.0
2024-03-03 22:30:00	YM	Futures	41972.8	41973.9	41965.3	41968.5	190.0
2024-03-03 23:00:00	YM	Futures	41971.7	41982.5	41970.7	41977.1	170.0
2024-03-03 23:30:00	YM	Futures	41977.1	41981.4	41972.8	41978.2	100.0
2024-03-03 18:00:00	CL	Futures	67.07	67.27	66.81	66.96	4350.0
2024-03-03 18:30:00	CL	Futures	66.97	66.98	66.88	66.9	724.0
2024-03-03 19:00:00	CL	Futures	66.9	67.03	66.9	67.02	1009.0
2024-03-03 19:30:00	CL	Futures	67.02	67.16	67.01	67.07	1329.0
2024-03-03 20:00:00	CL	Futures	67.06	67.15	66.95	67.15	1884.0
2024-03-03 20:30:00	CL	Futures	67.15	67.21	66.98	67.03	2424.0
2024-03-03 21:00:00	CL	Futures	67.04	67.04	66.92	67.0	1021.0
2024-03-03 21:30:00	CL	Futures	67.0	67.0	66.92	66.97	1601.0
2024-03-03 22:00:00	CL	Futures	66.97	66.97	66.85	66.91	1089.0
2024-03-03 22:30:00	CL	Futures	66.91	66.93	66.89	66.91	233.0
2024-03-03 23:00:00	CL	Futures	66.91	66.97	66.9	66.94	412.0
2024-03-03 23:30:00	CL	Futures	66.94	66.95	66.87	66.89	330.0
2024-03-03 18:00:00	GC	Futures	2292.5	2296.3	2291.9	2295.7	4875.0
2024-03-03 18:30:00	GC	Futures	2295.6	2295.8	2292.5	2293.2	1596.0

> showing 50 of 795 rows — these rows as CSV

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