PREVIEW / futures_30min / 2024-07-14

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-07-14.parquet
  size:    28 KB
  rows:    784

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
2024-07-14 18:00:00	ES	Futures	5957.41	5959.77	5941.16	5946.4	14968.0
2024-07-14 18:30:00	ES	Futures	5946.14	5947.71	5944.31	5945.88	2615.0
2024-07-14 19:00:00	ES	Futures	5945.88	5947.19	5942.73	5945.35	2198.0
2024-07-14 19:30:00	ES	Futures	5945.62	5948.24	5944.57	5947.98	1543.0
2024-07-14 20:00:00	ES	Futures	5948.24	5949.02	5945.09	5948.5	3286.0
2024-07-14 20:30:00	ES	Futures	5948.24	5951.65	5948.24	5950.6	3813.0
2024-07-14 21:00:00	ES	Futures	5950.6	5951.38	5949.55	5949.81	2324.0
2024-07-14 21:30:00	ES	Futures	5949.55	5951.91	5949.55	5951.12	2279.0
2024-07-14 22:00:00	ES	Futures	5951.12	5952.43	5948.76	5950.6	3965.0
2024-07-14 22:30:00	ES	Futures	5950.6	5951.38	5949.29	5950.6	1715.0
2024-07-14 23:00:00	ES	Futures	5950.34	5952.17	5949.81	5951.91	2138.0
2024-07-14 23:30:00	ES	Futures	5951.91	5952.17	5950.86	5951.38	856.0
2024-07-14 18:00:00	NQ	Futures	21731.04	21741.6	21655.01	21687.22	7882.0
2024-07-14 18:30:00	NQ	Futures	21685.63	21695.67	21676.66	21692.5	2394.0
2024-07-14 19:00:00	NQ	Futures	21692.23	21703.06	21677.45	21693.82	2749.0
2024-07-14 19:30:00	NQ	Futures	21694.61	21710.98	21690.39	21709.92	1282.0
2024-07-14 20:00:00	NQ	Futures	21710.71	21715.46	21698.04	21711.77	1762.0
2024-07-14 20:30:00	NQ	Futures	21712.03	21728.66	21710.18	21720.48	2037.0
2024-07-14 21:00:00	NQ	Futures	21720.74	21727.61	21717.84	21718.9	1500.0
2024-07-14 21:30:00	NQ	Futures	21718.37	21732.1	21718.1	21725.5	1403.0
2024-07-14 22:00:00	NQ	Futures	21725.76	21732.62	21709.92	21724.97	4725.0
2024-07-14 22:30:00	NQ	Futures	21724.7	21728.93	21717.31	21723.65	962.0
2024-07-14 23:00:00	NQ	Futures	21722.59	21728.93	21719.95	21728.66	841.0
2024-07-14 23:30:00	NQ	Futures	21728.93	21731.04	21723.65	21726.55	640.0
2024-07-14 18:00:00	YM	Futures	42438.9	42468.3	42384.3	42422.1	1873.0
2024-07-14 18:30:00	YM	Futures	42420.0	42426.3	42399.0	42407.4	281.0
2024-07-14 19:00:00	YM	Futures	42408.4	42411.6	42384.3	42393.7	418.0
2024-07-14 19:30:00	YM	Futures	42394.8	42413.7	42392.7	42410.5	235.0
2024-07-14 20:00:00	YM	Futures	42409.5	42412.6	42385.3	42408.4	407.0
2024-07-14 20:30:00	YM	Futures	42408.4	42428.4	42408.4	42415.8	352.0
2024-07-14 21:00:00	YM	Futures	42416.8	42422.1	42408.4	42413.7	404.0
2024-07-14 21:30:00	YM	Futures	42415.8	42422.1	42408.4	42420.0	333.0
2024-07-14 22:00:00	YM	Futures	42417.9	42426.3	42408.4	42417.9	403.0
2024-07-14 22:30:00	YM	Futures	42418.9	42426.3	42415.8	42417.9	293.0
2024-07-14 23:00:00	YM	Futures	42417.9	42428.4	42413.7	42421.0	287.0
2024-07-14 23:30:00	YM	Futures	42421.0	42422.1	42415.8	42416.8	108.0
2024-07-14 18:00:00	CL	Futures	70.28	70.62	70.17	70.54	484.0
2024-07-14 18:30:00	CL	Futures	70.54	70.54	70.41	70.46	136.0
2024-07-14 19:00:00	CL	Futures	70.45	70.49	70.4	70.41	131.0
2024-07-14 19:30:00	CL	Futures	70.39	70.39	70.35	70.35	146.0
2024-07-14 20:00:00	CL	Futures	70.35	70.35	70.22	70.24	398.0
2024-07-14 20:30:00	CL	Futures	70.24	70.27	69.95	69.96	837.0
2024-07-14 21:00:00	CL	Futures	69.95	70.04	69.83	69.99	770.0
2024-07-14 21:30:00	CL	Futures	70.0	70.49	69.99	70.43	811.0
2024-07-14 22:00:00	CL	Futures	70.43	70.46	70.34	70.41	236.0
2024-07-14 22:30:00	CL	Futures	70.41	70.44	70.34	70.41	368.0
2024-07-14 23:00:00	CL	Futures	70.41	70.44	70.38	70.41	91.0
2024-07-14 23:30:00	CL	Futures	70.42	70.47	70.42	70.46	102.0
2024-07-14 18:00:00	GC	Futures	2598.0	2598.7	2591.1	2593.1	2474.0
2024-07-14 18:30:00	GC	Futures	2593.0	2593.0	2589.4	2590.1	871.0

> showing 50 of 784 rows — these rows as CSV

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