PREVIEW / futures_30min / 2024-08-11

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-11.parquet
  size:    28 KB
  rows:    791

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
2024-08-11 18:00:00	ES	Futures	5625.25	5637.05	5610.57	5618.17	11741.0
2024-08-11 18:30:00	ES	Futures	5618.17	5629.45	5616.86	5626.56	4455.0
2024-08-11 19:00:00	ES	Futures	5626.3	5630.76	5625.78	5627.87	1987.0
2024-08-11 19:30:00	ES	Futures	5627.35	5634.43	5622.89	5631.81	3320.0
2024-08-11 20:00:00	ES	Futures	5631.54	5632.07	5624.2	5625.51	3416.0
2024-08-11 20:30:00	ES	Futures	5625.78	5629.45	5623.94	5625.78	1812.0
2024-08-11 21:00:00	ES	Futures	5625.51	5629.97	5620.8	5628.66	2510.0
2024-08-11 21:30:00	ES	Futures	5628.92	5631.54	5624.47	5627.09	2885.0
2024-08-11 22:00:00	ES	Futures	5627.09	5634.17	5626.3	5633.64	2766.0
2024-08-11 22:30:00	ES	Futures	5633.64	5639.15	5632.85	5635.48	2190.0
2024-08-11 23:00:00	ES	Futures	5636.0	5637.31	5633.38	5633.38	1191.0
2024-08-11 23:30:00	ES	Futures	5633.38	5633.64	5625.51	5630.23	2987.0
2024-08-11 18:00:00	NQ	Futures	19629.74	19702.6	19550.54	19596.21	5921.0
2024-08-11 18:30:00	NQ	Futures	19595.95	19650.07	19585.92	19636.34	2118.0
2024-08-11 19:00:00	NQ	Futures	19637.13	19665.64	19635.55	19648.22	1763.0
2024-08-11 19:30:00	NQ	Futures	19648.22	19686.23	19621.82	19668.54	2255.0
2024-08-11 20:00:00	NQ	Futures	19670.92	19675.41	19628.42	19643.99	2411.0
2024-08-11 20:30:00	NQ	Futures	19644.26	19661.68	19638.19	19647.16	1275.0
2024-08-11 21:00:00	NQ	Futures	19645.31	19659.57	19621.82	19654.29	1384.0
2024-08-11 21:30:00	NQ	Futures	19655.61	19668.54	19634.23	19649.27	1883.0
2024-08-11 22:00:00	NQ	Futures	19649.27	19681.48	19648.22	19679.63	1281.0
2024-08-11 22:30:00	NQ	Futures	19678.05	19711.05	19675.14	19695.73	1421.0
2024-08-11 23:00:00	NQ	Futures	19696.0	19706.82	19685.7	19685.97	932.0
2024-08-11 23:30:00	NQ	Futures	19686.76	19689.93	19652.71	19679.63	1522.0
2024-08-11 18:00:00	YM	Futures	41627.7	41669.8	41539.5	41566.8	1218.0
2024-08-11 18:30:00	YM	Futures	41562.6	41619.3	41558.4	41599.4	760.0
2024-08-11 19:00:00	YM	Futures	41597.3	41620.4	41594.1	41606.7	354.0
2024-08-11 19:30:00	YM	Futures	41603.6	41633.0	41578.4	41621.4	573.0
2024-08-11 20:00:00	YM	Futures	41620.4	41625.6	41586.8	41597.3	611.0
2024-08-11 20:30:00	YM	Futures	41597.3	41625.6	41584.7	41601.5	296.0
2024-08-11 21:00:00	YM	Futures	41593.1	41625.6	41576.2	41616.2	334.0
2024-08-11 21:30:00	YM	Futures	41618.3	41629.8	41595.2	41609.9	478.0
2024-08-11 22:00:00	YM	Futures	41608.8	41644.5	41606.7	41644.5	425.0
2024-08-11 22:30:00	YM	Futures	41644.5	41660.3	41635.1	41649.8	256.0
2024-08-11 23:00:00	YM	Futures	41649.8	41656.1	41631.9	41637.2	168.0
2024-08-11 23:30:00	YM	Futures	41636.1	41637.2	41592.0	41616.2	429.0
2024-08-11 18:00:00	CL	Futures	66.84	66.92	66.59	66.66	1713.0
2024-08-11 18:30:00	CL	Futures	66.66	66.85	66.63	66.83	798.0
2024-08-11 19:00:00	CL	Futures	66.82	66.85	66.73	66.76	299.0
2024-08-11 19:30:00	CL	Futures	66.75	66.75	66.66	66.66	389.0
2024-08-11 20:00:00	CL	Futures	66.66	66.76	66.59	66.71	624.0
2024-08-11 20:30:00	CL	Futures	66.72	66.9	66.72	66.84	749.0
2024-08-11 21:00:00	CL	Futures	66.83	66.88	66.64	66.86	1933.0
2024-08-11 21:30:00	CL	Futures	66.86	66.94	66.85	66.92	1036.0
2024-08-11 22:00:00	CL	Futures	66.92	66.97	66.86	66.96	684.0
2024-08-11 22:30:00	CL	Futures	66.97	67.02	66.94	66.97	960.0
2024-08-11 23:00:00	CL	Futures	66.97	66.98	66.91	66.92	474.0
2024-08-11 23:30:00	CL	Futures	66.92	66.95	66.86	66.91	710.0
2024-08-11 18:00:00	GC	Futures	2600.9	2603.2	2596.6	2602.4	1803.0
2024-08-11 18:30:00	GC	Futures	2602.3	2602.3	2599.1	2600.1	491.0

> showing 50 of 791 rows — these rows as CSV

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