PREVIEW / futures_30min / 2024-03-31
file: by_date/futures_30min/2024/2024-03-31.parquet size: 26 KB rows: 719
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-31 18:00:00 | ES | Futures | 5639.39 | 5652.66 | 5637.0 | 5649.74 | 11132.0 |
| 2024-03-31 18:30:00 | ES | Futures | 5650.0 | 5652.13 | 5649.74 | 5651.86 | 2644.0 |
| 2024-03-31 19:00:00 | ES | Futures | 5651.86 | 5655.84 | 5651.59 | 5655.31 | 3865.0 |
| 2024-03-31 19:30:00 | ES | Futures | 5655.31 | 5659.82 | 5655.04 | 5658.76 | 6028.0 |
| 2024-03-31 20:00:00 | ES | Futures | 5658.49 | 5658.76 | 5653.19 | 5654.25 | 7909.0 |
| 2024-03-31 20:30:00 | ES | Futures | 5654.51 | 5656.1 | 5653.72 | 5655.04 | 3230.0 |
| 2024-03-31 21:00:00 | ES | Futures | 5654.78 | 5655.84 | 5654.25 | 5654.78 | 2260.0 |
| 2024-03-31 21:30:00 | ES | Futures | 5654.78 | 5655.57 | 5652.66 | 5652.92 | 2825.0 |
| 2024-03-31 22:00:00 | ES | Futures | 5653.19 | 5653.19 | 5651.86 | 5652.66 | 3173.0 |
| 2024-03-31 22:30:00 | ES | Futures | 5652.39 | 5652.92 | 5650.8 | 5652.66 | 2363.0 |
| 2024-03-31 23:00:00 | ES | Futures | 5652.39 | 5652.92 | 5651.06 | 5651.86 | 1423.0 |
| 2024-03-31 23:30:00 | ES | Futures | 5652.13 | 5654.51 | 5651.86 | 5654.25 | 1989.0 |
| 2024-03-31 18:00:00 | NQ | Futures | 19798.51 | 19887.59 | 19795.83 | 19870.2 | 8101.0 |
| 2024-03-31 18:30:00 | NQ | Futures | 19871.27 | 19875.01 | 19864.05 | 19872.34 | 1682.0 |
| 2024-03-31 19:00:00 | NQ | Futures | 19872.07 | 19899.36 | 19871.54 | 19898.02 | 3019.0 |
| 2024-03-31 19:30:00 | NQ | Futures | 19897.75 | 19915.14 | 19897.22 | 19911.39 | 3568.0 |
| 2024-03-31 20:00:00 | NQ | Futures | 19911.66 | 19914.07 | 19891.33 | 19898.02 | 3677.0 |
| 2024-03-31 20:30:00 | NQ | Futures | 19898.02 | 19906.58 | 19894.81 | 19895.88 | 1949.0 |
| 2024-03-31 21:00:00 | NQ | Futures | 19897.48 | 19898.82 | 19891.06 | 19892.67 | 1859.0 |
| 2024-03-31 21:30:00 | NQ | Futures | 19892.67 | 19896.68 | 19885.45 | 19886.78 | 1978.0 |
| 2024-03-31 22:00:00 | NQ | Futures | 19887.32 | 19888.39 | 19876.89 | 19880.9 | 2178.0 |
| 2024-03-31 22:30:00 | NQ | Futures | 19879.56 | 19880.36 | 19866.72 | 19873.41 | 2337.0 |
| 2024-03-31 23:00:00 | NQ | Futures | 19873.41 | 19874.48 | 19862.98 | 19871.27 | 1812.0 |
| 2024-03-31 23:30:00 | NQ | Futures | 19871.8 | 19887.05 | 19871.54 | 19885.71 | 2384.0 |
| 2024-03-31 18:00:00 | YM | Futures | 42635.8 | 42763.2 | 42635.8 | 42741.0 | 1559.0 |
| 2024-03-31 18:30:00 | YM | Futures | 42743.1 | 42770.7 | 42741.0 | 42769.6 | 634.0 |
| 2024-03-31 19:00:00 | YM | Futures | 42770.7 | 42794.0 | 42770.7 | 42789.8 | 855.0 |
| 2024-03-31 19:30:00 | YM | Futures | 42789.8 | 42848.2 | 42788.7 | 42835.4 | 1402.0 |
| 2024-03-31 20:00:00 | YM | Futures | 42834.4 | 42836.5 | 42790.9 | 42802.5 | 1010.0 |
| 2024-03-31 20:30:00 | YM | Futures | 42800.4 | 42807.8 | 42795.1 | 42804.7 | 435.0 |
| 2024-03-31 21:00:00 | YM | Futures | 42802.5 | 42805.7 | 42791.9 | 42795.1 | 281.0 |
| 2024-03-31 21:30:00 | YM | Futures | 42795.1 | 42800.4 | 42778.1 | 42780.2 | 297.0 |
| 2024-03-31 22:00:00 | YM | Futures | 42780.2 | 42781.3 | 42771.7 | 42778.1 | 264.0 |
| 2024-03-31 22:30:00 | YM | Futures | 42778.1 | 42781.3 | 42769.6 | 42779.2 | 239.0 |
| 2024-03-31 23:00:00 | YM | Futures | 42779.2 | 42784.5 | 42773.9 | 42773.9 | 238.0 |
| 2024-03-31 23:30:00 | YM | Futures | 42774.9 | 42803.6 | 42772.8 | 42803.6 | 403.0 |
| 2024-03-31 18:00:00 | CL | Futures | 69.95 | 70.14 | 69.94 | 70.0 | 2110.0 |
| 2024-03-31 18:30:00 | CL | Futures | 70.0 | 70.01 | 69.89 | 69.94 | 915.0 |
| 2024-03-31 19:00:00 | CL | Futures | 69.94 | 69.95 | 69.89 | 69.92 | 528.0 |
| 2024-03-31 19:30:00 | CL | Futures | 69.92 | 70.0 | 69.91 | 69.99 | 478.0 |
| 2024-03-31 20:00:00 | CL | Futures | 69.99 | 70.0 | 69.87 | 69.89 | 788.0 |
| 2024-03-31 20:30:00 | CL | Futures | 69.89 | 69.89 | 69.81 | 69.81 | 836.0 |
| 2024-03-31 21:00:00 | CL | Futures | 69.82 | 70.05 | 69.82 | 70.02 | 2149.0 |
| 2024-03-31 21:30:00 | CL | Futures | 70.02 | 70.24 | 69.99 | 70.21 | 1812.0 |
| 2024-03-31 22:00:00 | CL | Futures | 70.21 | 70.24 | 70.16 | 70.16 | 901.0 |
| 2024-03-31 22:30:00 | CL | Futures | 70.16 | 70.29 | 70.15 | 70.26 | 1507.0 |
| 2024-03-31 23:00:00 | CL | Futures | 70.25 | 70.27 | 70.23 | 70.24 | 585.0 |
| 2024-03-31 23:30:00 | CL | Futures | 70.24 | 70.27 | 70.23 | 70.25 | 455.0 |
| 2024-03-31 18:00:00 | GC | Futures | 2451.6 | 2459.0 | 2447.6 | 2454.8 | 7038.0 |
| 2024-03-31 18:30:00 | GC | Futures | 2455.0 | 2455.3 | 2448.4 | 2449.5 | 2424.0 |
> showing 50 of 719 rows — these rows as CSV