PREVIEW / futures_30min / 2024-05-05

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-05-05.parquet
  size:    29 KB
  rows:    823

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
2024-05-05 18:00:00	ES	Futures	5482.87	5486.05	5478.09	5480.21	4918.0
2024-05-05 18:30:00	ES	Futures	5480.21	5480.74	5478.89	5479.42	1294.0
2024-05-05 19:00:00	ES	Futures	5479.42	5480.74	5477.83	5479.15	1621.0
2024-05-05 19:30:00	ES	Futures	5478.89	5479.15	5474.38	5474.91	2958.0
2024-05-05 20:00:00	ES	Futures	5475.17	5477.03	5471.72	5472.79	7818.0
2024-05-05 20:30:00	ES	Futures	5472.79	5475.17	5471.46	5474.91	2438.0
2024-05-05 21:00:00	ES	Futures	5474.64	5476.5	5474.38	5475.44	2017.0
2024-05-05 21:30:00	ES	Futures	5475.44	5476.5	5473.58	5476.5	2639.0
2024-05-05 22:00:00	ES	Futures	5476.5	5476.76	5475.17	5476.5	1966.0
2024-05-05 22:30:00	ES	Futures	5476.5	5476.5	5474.11	5474.64	1293.0
2024-05-05 23:00:00	ES	Futures	5474.38	5475.17	5473.32	5473.85	1586.0
2024-05-05 23:30:00	ES	Futures	5473.85	5476.23	5473.05	5475.44	1932.0
2024-05-05 18:00:00	NQ	Futures	19311.12	19328.5	19288.11	19300.95	3413.0
2024-05-05 18:30:00	NQ	Futures	19300.42	19302.56	19294.26	19294.53	744.0
2024-05-05 19:00:00	NQ	Futures	19294.53	19296.4	19280.35	19285.97	1448.0
2024-05-05 19:30:00	NQ	Futures	19285.44	19287.31	19261.09	19265.64	2421.0
2024-05-05 20:00:00	NQ	Futures	19265.64	19275.81	19255.47	19259.76	2611.0
2024-05-05 20:30:00	NQ	Futures	19260.02	19268.32	19254.94	19266.71	1329.0
2024-05-05 21:00:00	NQ	Futures	19266.71	19273.13	19264.57	19268.58	1144.0
2024-05-05 21:30:00	NQ	Futures	19268.58	19273.13	19259.49	19272.06	1360.0
2024-05-05 22:00:00	NQ	Futures	19272.6	19275.81	19267.78	19272.6	938.0
2024-05-05 22:30:00	NQ	Futures	19272.06	19272.33	19264.84	19266.18	562.0
2024-05-05 23:00:00	NQ	Futures	19265.91	19268.32	19260.02	19261.09	677.0
2024-05-05 23:30:00	NQ	Futures	19262.43	19268.58	19258.69	19266.18	669.0
2024-05-05 18:00:00	YM	Futures	41321.5	41322.5	41281.1	41299.2	496.0
2024-05-05 18:30:00	YM	Futures	41296.0	41301.3	41291.7	41298.1	161.0
2024-05-05 19:00:00	YM	Futures	41298.1	41305.5	41288.5	41298.1	241.0
2024-05-05 19:30:00	YM	Futures	41299.2	41300.2	41268.4	41271.6	273.0
2024-05-05 20:00:00	YM	Futures	41274.7	41285.4	41245.0	41254.6	667.0
2024-05-05 20:30:00	YM	Futures	41254.6	41267.3	41246.1	41260.9	312.0
2024-05-05 21:00:00	YM	Futures	41260.9	41273.7	41259.9	41268.4	266.0
2024-05-05 21:30:00	YM	Futures	41267.3	41271.6	41255.6	41268.4	279.0
2024-05-05 22:00:00	YM	Futures	41268.4	41276.9	41265.2	41274.7	199.0
2024-05-05 22:30:00	YM	Futures	41273.7	41274.7	41265.2	41267.3	161.0
2024-05-05 23:00:00	YM	Futures	41264.1	41267.3	41257.8	41259.9	99.0
2024-05-05 23:30:00	YM	Futures	41260.9	41273.7	41256.7	41269.4	180.0
2024-05-05 18:00:00	CL	Futures	66.12	66.44	66.0	66.38	2998.0
2024-05-05 18:30:00	CL	Futures	66.4	66.48	66.38	66.41	631.0
2024-05-05 19:00:00	CL	Futures	66.41	66.45	66.34	66.43	610.0
2024-05-05 19:30:00	CL	Futures	66.43	66.44	66.29	66.3	593.0
2024-05-05 20:00:00	CL	Futures	66.29	66.32	66.04	66.07	1420.0
2024-05-05 20:30:00	CL	Futures	66.08	66.28	66.01	66.21	1775.0
2024-05-05 21:00:00	CL	Futures	66.2	66.49	66.16	66.31	4625.0
2024-05-05 21:30:00	CL	Futures	66.31	66.41	66.23	66.32	1469.0
2024-05-05 22:00:00	CL	Futures	66.32	66.41	66.25	66.39	940.0
2024-05-05 22:30:00	CL	Futures	66.39	66.42	66.25	66.27	784.0
2024-05-05 23:00:00	CL	Futures	66.26	66.35	66.22	66.25	730.0
2024-05-05 23:30:00	CL	Futures	66.25	66.33	66.25	66.31	415.0
2024-05-05 18:00:00	GC	Futures	2509.8	2511.7	2505.8	2506.5	1220.0
2024-05-05 18:30:00	GC	Futures	2506.5	2508.4	2506.5	2507.4	402.0

> showing 50 of 823 rows — these rows as CSV

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