PREVIEW / futures_30min / 2024-06-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-09.parquet
  size:    27 KB
  rows:    782

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
2024-06-09 18:00:00	ES	Futures	5678.92	5688.47	5675.47	5686.35	7281.0
2024-06-09 18:30:00	ES	Futures	5686.35	5686.61	5681.84	5684.49	2442.0
2024-06-09 19:00:00	ES	Futures	5684.49	5684.49	5681.31	5682.9	1516.0
2024-06-09 19:30:00	ES	Futures	5682.9	5682.9	5679.98	5680.78	1928.0
2024-06-09 20:00:00	ES	Futures	5681.04	5684.76	5679.19	5679.98	4135.0
2024-06-09 20:30:00	ES	Futures	5680.25	5682.9	5679.45	5682.1	1843.0
2024-06-09 21:00:00	ES	Futures	5682.37	5682.9	5680.78	5681.84	1297.0
2024-06-09 21:30:00	ES	Futures	5682.1	5683.16	5681.31	5683.16	1463.0
2024-06-09 22:00:00	ES	Futures	5682.9	5683.16	5681.84	5682.1	1045.0
2024-06-09 22:30:00	ES	Futures	5682.1	5683.43	5681.31	5682.63	1090.0
2024-06-09 23:00:00	ES	Futures	5682.9	5686.88	5682.9	5686.35	2225.0
2024-06-09 23:30:00	ES	Futures	5686.08	5686.35	5682.9	5683.7	1735.0
2024-06-09 18:00:00	NQ	Futures	20357.06	20394.24	20339.94	20381.13	3401.0
2024-06-09 18:30:00	NQ	Futures	20382.2	20383.54	20364.28	20376.05	1605.0
2024-06-09 19:00:00	NQ	Futures	20376.58	20376.85	20360.27	20367.49	1120.0
2024-06-09 19:30:00	NQ	Futures	20368.29	20368.83	20356.25	20359.2	1031.0
2024-06-09 20:00:00	NQ	Futures	20359.73	20373.11	20346.36	20350.1	2341.0
2024-06-09 20:30:00	NQ	Futures	20350.37	20367.49	20349.57	20365.35	1265.0
2024-06-09 21:00:00	NQ	Futures	20365.08	20369.09	20359.73	20364.28	887.0
2024-06-09 21:30:00	NQ	Futures	20365.08	20373.11	20362.41	20372.04	993.0
2024-06-09 22:00:00	NQ	Futures	20371.5	20373.11	20366.69	20368.29	791.0
2024-06-09 22:30:00	NQ	Futures	20368.29	20374.44	20364.81	20370.16	959.0
2024-06-09 23:00:00	NQ	Futures	20370.16	20384.88	20369.63	20382.74	1278.0
2024-06-09 23:30:00	NQ	Futures	20382.47	20383.0	20371.23	20375.78	855.0
2024-06-09 18:00:00	YM	Futures	41249.3	41296.0	41218.5	41284.3	752.0
2024-06-09 18:30:00	YM	Futures	41284.3	41287.5	41259.9	41269.4	298.0
2024-06-09 19:00:00	YM	Futures	41269.4	41270.5	41255.6	41265.2	378.0
2024-06-09 19:30:00	YM	Futures	41265.2	41265.2	41248.2	41250.3	261.0
2024-06-09 20:00:00	YM	Futures	41250.3	41270.5	41239.7	41244.0	589.0
2024-06-09 20:30:00	YM	Futures	41244.0	41252.4	41235.5	41250.3	351.0
2024-06-09 21:00:00	YM	Futures	41249.3	41253.5	41238.6	41244.0	191.0
2024-06-09 21:30:00	YM	Futures	41245.0	41252.4	41240.8	41246.1	223.0
2024-06-09 22:00:00	YM	Futures	41247.1	41247.1	41236.5	41237.6	140.0
2024-06-09 22:30:00	YM	Futures	41237.6	41249.3	41234.4	41244.0	187.0
2024-06-09 23:00:00	YM	Futures	41246.1	41272.6	41246.1	41268.4	400.0
2024-06-09 23:30:00	YM	Futures	41268.4	41268.4	41242.9	41244.0	253.0
2024-06-09 18:00:00	CL	Futures	64.15	64.29	64.05	64.21	802.0
2024-06-09 18:30:00	CL	Futures	64.2	64.25	64.12	64.15	501.0
2024-06-09 19:00:00	CL	Futures	64.15	64.16	64.11	64.14	307.0
2024-06-09 19:30:00	CL	Futures	64.14	64.17	64.13	64.16	261.0
2024-06-09 20:00:00	CL	Futures	64.16	64.28	64.12	64.27	616.0
2024-06-09 20:30:00	CL	Futures	64.27	64.37	64.25	64.36	1062.0
2024-06-09 21:00:00	CL	Futures	64.36	64.4	64.31	64.4	652.0
2024-06-09 21:30:00	CL	Futures	64.39	64.45	64.39	64.44	487.0
2024-06-09 22:00:00	CL	Futures	64.44	64.46	64.41	64.44	281.0
2024-06-09 22:30:00	CL	Futures	64.44	64.49	64.44	64.48	398.0
2024-06-09 23:00:00	CL	Futures	64.48	64.62	64.48	64.5	1365.0
2024-06-09 23:30:00	CL	Futures	64.5	64.53	64.48	64.5	451.0
2024-06-09 18:00:00	GC	Futures	2481.7	2483.5	2476.2	2480.9	2762.0
2024-06-09 18:30:00	GC	Futures	2481.0	2486.6	2480.7	2485.1	1895.0

> showing 50 of 782 rows — these rows as CSV

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