PREVIEW / futures_30min / 2024-08-25

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-25.parquet
  size:    29 KB
  rows:    812

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
2024-08-25 18:00:00	ES	Futures	5925.43	5934.61	5924.91	5929.1	5293.0
2024-08-25 18:30:00	ES	Futures	5929.36	5930.15	5917.04	5917.56	4988.0
2024-08-25 19:00:00	ES	Futures	5917.83	5919.92	5914.68	5917.56	4219.0
2024-08-25 19:30:00	ES	Futures	5917.83	5921.5	5916.52	5921.23	2428.0
2024-08-25 20:00:00	ES	Futures	5921.23	5925.43	5918.35	5922.28	4615.0
2024-08-25 20:30:00	ES	Futures	5922.55	5931.72	5921.5	5929.89	4010.0
2024-08-25 21:00:00	ES	Futures	5930.15	5934.87	5929.62	5931.72	3520.0
2024-08-25 21:30:00	ES	Futures	5931.72	5933.03	5927.26	5927.79	2428.0
2024-08-25 22:00:00	ES	Futures	5927.79	5928.84	5925.43	5926.22	1659.0
2024-08-25 22:30:00	ES	Futures	5926.22	5927.0	5924.12	5924.91	1429.0
2024-08-25 23:00:00	ES	Futures	5924.64	5927.79	5924.64	5926.48	1434.0
2024-08-25 23:30:00	ES	Futures	5926.22	5926.48	5918.88	5920.71	2525.0
2024-08-25 18:00:00	NQ	Futures	20894.48	20941.73	20882.6	20911.9	3144.0
2024-08-25 18:30:00	NQ	Futures	20911.37	20917.97	20835.08	20841.42	3205.0
2024-08-25 19:00:00	NQ	Futures	20841.68	20853.56	20818.98	20842.21	2610.0
2024-08-25 19:30:00	NQ	Futures	20841.68	20868.87	20834.82	20868.08	1595.0
2024-08-25 20:00:00	NQ	Futures	20869.4	20894.22	20855.67	20877.32	2599.0
2024-08-25 20:30:00	NQ	Futures	20877.85	20924.05	20875.74	20914.01	2400.0
2024-08-25 21:00:00	NQ	Futures	20915.07	20941.2	20912.96	20926.16	1986.0
2024-08-25 21:30:00	NQ	Futures	20925.63	20933.28	20907.41	20910.85	1702.0
2024-08-25 22:00:00	NQ	Futures	20910.32	20919.03	20896.33	20904.51	1358.0
2024-08-25 22:30:00	NQ	Futures	20904.77	20905.3	20888.41	20896.85	1035.0
2024-08-25 23:00:00	NQ	Futures	20896.85	20910.58	20895.27	20900.02	1100.0
2024-08-25 23:30:00	NQ	Futures	20898.7	20900.55	20859.11	20868.08	1843.0
2024-08-25 18:00:00	YM	Futures	43367.7	43422.4	43347.8	43375.1	711.0
2024-08-25 18:30:00	YM	Futures	43377.2	43379.3	43334.1	43335.2	386.0
2024-08-25 19:00:00	YM	Futures	43335.2	43343.6	43322.6	43337.3	407.0
2024-08-25 19:30:00	YM	Futures	43338.3	43347.8	43331.0	43341.5	224.0
2024-08-25 20:00:00	YM	Futures	43344.6	43353.0	43322.6	43339.4	392.0
2024-08-25 20:30:00	YM	Futures	43340.4	43379.3	43334.1	43371.9	454.0
2024-08-25 21:00:00	YM	Futures	43373.0	43390.9	43366.7	43376.1	426.0
2024-08-25 21:30:00	YM	Futures	43375.1	43387.7	43357.2	43358.3	400.0
2024-08-25 22:00:00	YM	Futures	43359.3	43362.5	43348.8	43353.0	210.0
2024-08-25 22:30:00	YM	Futures	43350.9	43356.2	43343.6	43345.7	140.0
2024-08-25 23:00:00	YM	Futures	43345.7	43360.4	43342.5	43354.1	136.0
2024-08-25 23:30:00	YM	Futures	43355.1	43355.1	43324.7	43329.9	287.0
2024-08-25 18:00:00	CL	Futures	66.51	66.78	66.51	66.6	3811.0
2024-08-25 18:30:00	CL	Futures	66.61	66.69	66.56	66.62	1157.0
2024-08-25 19:00:00	CL	Futures	66.61	66.71	66.46	66.71	1008.0
2024-08-25 19:30:00	CL	Futures	66.71	66.84	66.69	66.8	1746.0
2024-08-25 20:00:00	CL	Futures	66.8	66.81	66.69	66.77	948.0
2024-08-25 20:30:00	CL	Futures	66.78	66.8	66.72	66.76	752.0
2024-08-25 21:00:00	CL	Futures	66.76	66.88	66.74	66.81	1824.0
2024-08-25 21:30:00	CL	Futures	66.81	66.85	66.72	66.82	1524.0
2024-08-25 22:00:00	CL	Futures	66.82	66.82	66.72	66.77	776.0
2024-08-25 22:30:00	CL	Futures	66.78	66.81	66.71	66.72	843.0
2024-08-25 23:00:00	CL	Futures	66.72	66.75	66.7	66.71	508.0
2024-08-25 23:30:00	CL	Futures	66.7	66.83	66.7	66.74	1476.0
2024-08-25 18:00:00	GC	Futures	2679.9	2685.4	2679.4	2683.0	1687.0
2024-08-25 18:30:00	GC	Futures	2683.0	2684.1	2681.5	2683.4	771.0

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