PREVIEW / futures_30min / 2024-07-28

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-07-28.parquet
  size:    29 KB
  rows:    824

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
2024-07-28 18:00:00	ES	Futures	5763.94	5778.62	5763.67	5775.73	8044.0
2024-07-28 18:30:00	ES	Futures	5775.47	5779.93	5774.16	5778.88	2985.0
2024-07-28 19:00:00	ES	Futures	5778.62	5783.07	5777.57	5781.24	2555.0
2024-07-28 19:30:00	ES	Futures	5780.98	5783.07	5779.4	5780.98	2921.0
2024-07-28 20:00:00	ES	Futures	5780.98	5790.94	5779.4	5789.89	6738.0
2024-07-28 20:30:00	ES	Futures	5790.15	5799.07	5788.58	5793.56	6414.0
2024-07-28 21:00:00	ES	Futures	5793.56	5794.87	5789.89	5791.46	5231.0
2024-07-28 21:30:00	ES	Futures	5791.46	5796.18	5789.63	5790.94	4812.0
2024-07-28 22:00:00	ES	Futures	5791.2	5794.61	5789.89	5792.51	4065.0
2024-07-28 22:30:00	ES	Futures	5792.25	5792.25	5789.63	5790.15	1272.0
2024-07-28 23:00:00	ES	Futures	5790.15	5791.73	5789.89	5790.15	1348.0
2024-07-28 23:30:00	ES	Futures	5790.42	5794.09	5790.42	5791.99	1974.0
2024-07-28 18:00:00	NQ	Futures	20244.03	20318.47	20239.8	20294.18	4347.0
2024-07-28 18:30:00	NQ	Futures	20293.92	20313.45	20286.26	20308.44	2219.0
2024-07-28 19:00:00	NQ	Futures	20307.65	20326.12	20300.52	20318.47	1612.0
2024-07-28 19:30:00	NQ	Futures	20319.0	20330.61	20311.61	20317.15	1425.0
2024-07-28 20:00:00	NQ	Futures	20318.73	20372.85	20314.51	20365.19	4502.0
2024-07-28 20:30:00	NQ	Futures	20364.93	20411.13	20356.48	20379.45	5837.0
2024-07-28 21:00:00	NQ	Futures	20379.19	20389.48	20358.33	20369.42	5477.0
2024-07-28 21:30:00	NQ	Futures	20369.95	20398.19	20360.44	20372.59	5722.0
2024-07-28 22:00:00	NQ	Futures	20374.43	20395.82	20363.61	20382.35	2880.0
2024-07-28 22:30:00	NQ	Futures	20382.09	20382.09	20364.67	20365.46	1164.0
2024-07-28 23:00:00	NQ	Futures	20367.04	20378.66	20364.93	20375.23	647.0
2024-07-28 23:30:00	NQ	Futures	20376.02	20392.65	20376.02	20382.35	1115.0
2024-07-28 18:00:00	YM	Futures	42929.6	42990.5	42926.4	42975.8	914.0
2024-07-28 18:30:00	YM	Futures	42977.9	42995.8	42968.5	42990.5	277.0
2024-07-28 19:00:00	YM	Futures	42988.4	43014.7	42987.4	43007.3	245.0
2024-07-28 19:30:00	YM	Futures	43006.3	43015.7	42995.8	42998.9	341.0
2024-07-28 20:00:00	YM	Futures	43000.0	43051.5	42989.5	43049.4	678.0
2024-07-28 20:30:00	YM	Futures	43048.3	43110.3	43042.0	43081.9	969.0
2024-07-28 21:00:00	YM	Futures	43081.9	43093.5	43068.3	43075.6	587.0
2024-07-28 21:30:00	YM	Futures	43074.6	43094.6	43054.6	43067.2	454.0
2024-07-28 22:00:00	YM	Futures	43069.3	43078.8	43059.9	43072.5	400.0
2024-07-28 22:30:00	YM	Futures	43072.5	43072.5	43055.7	43062.0	172.0
2024-07-28 23:00:00	YM	Futures	43062.0	43065.1	43048.3	43051.5	272.0
2024-07-28 23:30:00	YM	Futures	43049.4	43072.5	43049.4	43059.9	224.0
2024-07-28 18:00:00	CL	Futures	67.11	67.29	66.99	67.22	3350.0
2024-07-28 18:30:00	CL	Futures	67.23	67.23	67.12	67.13	651.0
2024-07-28 19:00:00	CL	Futures	67.13	67.16	67.06	67.09	643.0
2024-07-28 19:30:00	CL	Futures	67.09	67.11	67.06	67.07	344.0
2024-07-28 20:00:00	CL	Futures	67.07	67.09	66.96	67.06	1476.0
2024-07-28 20:30:00	CL	Futures	67.06	67.23	67.05	67.17	843.0
2024-07-28 21:00:00	CL	Futures	67.17	67.21	66.88	66.91	1594.0
2024-07-28 21:30:00	CL	Futures	66.9	67.09	66.85	67.05	1256.0
2024-07-28 22:00:00	CL	Futures	67.04	67.06	66.92	67.0	623.0
2024-07-28 22:30:00	CL	Futures	66.99	67.03	66.91	66.99	505.0
2024-07-28 23:00:00	CL	Futures	66.98	67.05	66.95	67.04	449.0
2024-07-28 23:30:00	CL	Futures	67.04	67.17	67.04	67.16	700.0
2024-07-28 18:00:00	GC	Futures	2562.5	2579.0	2562.1	2572.7	3213.0
2024-07-28 18:30:00	GC	Futures	2572.5	2573.8	2570.2	2571.0	740.0

> showing 50 of 824 rows — these rows as CSV

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