PREVIEW / futures_30min / 2024-09-01

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-09-01.parquet
  size:    26 KB
  rows:    718

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
2024-09-01 18:00:00	ES	Futures	5931.46	5935.92	5930.41	5930.67	2557.0
2024-09-01 18:30:00	ES	Futures	5930.41	5931.2	5927.0	5928.31	1920.0
2024-09-01 19:00:00	ES	Futures	5928.31	5930.15	5927.79	5929.36	1237.0
2024-09-01 19:30:00	ES	Futures	5929.36	5930.67	5927.0	5928.05	1123.0
2024-09-01 20:00:00	ES	Futures	5928.05	5930.67	5926.74	5929.89	1789.0
2024-09-01 20:30:00	ES	Futures	5929.89	5933.82	5929.36	5931.46	1614.0
2024-09-01 21:00:00	ES	Futures	5931.46	5935.39	5931.2	5934.61	1475.0
2024-09-01 21:30:00	ES	Futures	5934.61	5935.65	5933.82	5934.87	1472.0
2024-09-01 22:00:00	ES	Futures	5934.61	5934.61	5928.05	5928.58	2130.0
2024-09-01 22:30:00	ES	Futures	5928.58	5930.94	5928.31	5929.62	1356.0
2024-09-01 23:00:00	ES	Futures	5929.62	5929.89	5928.05	5929.62	914.0
2024-09-01 23:30:00	ES	Futures	5929.62	5929.62	5924.91	5928.31	1687.0
2024-09-01 18:00:00	NQ	Futures	20695.17	20725.79	20686.72	20686.72	1754.0
2024-09-01 18:30:00	NQ	Futures	20685.93	20692.8	20663.49	20683.56	1412.0
2024-09-01 19:00:00	NQ	Futures	20684.35	20698.34	20682.5	20693.06	758.0
2024-09-01 19:30:00	NQ	Futures	20692.53	20700.45	20678.28	20681.71	711.0
2024-09-01 20:00:00	NQ	Futures	20681.71	20701.51	20678.28	20693.59	1218.0
2024-09-01 20:30:00	NQ	Futures	20693.85	20717.87	20693.06	20705.47	793.0
2024-09-01 21:00:00	NQ	Futures	20706.26	20725.27	20705.73	20717.35	1000.0
2024-09-01 21:30:00	NQ	Futures	20717.35	20725.53	20710.75	20713.39	561.0
2024-09-01 22:00:00	NQ	Futures	20713.65	20713.65	20685.14	20688.04	1002.0
2024-09-01 22:30:00	NQ	Futures	20688.57	20706.26	20686.2	20693.32	873.0
2024-09-01 23:00:00	NQ	Futures	20693.06	20693.59	20680.92	20689.36	615.0
2024-09-01 23:30:00	NQ	Futures	20690.16	20691.48	20669.83	20686.2	891.0
2024-09-01 18:00:00	YM	Futures	43723.9	43756.5	43722.9	43737.6	307.0
2024-09-01 18:30:00	YM	Futures	43735.5	43745.0	43729.2	43730.2	183.0
2024-09-01 19:00:00	YM	Futures	43730.2	43741.8	43728.1	43739.7	215.0
2024-09-01 19:30:00	YM	Futures	43737.6	43749.2	43733.4	43736.5	224.0
2024-09-01 20:00:00	YM	Futures	43734.4	43742.8	43725.0	43737.6	225.0
2024-09-01 20:30:00	YM	Futures	43736.5	43747.1	43734.4	43734.4	201.0
2024-09-01 21:00:00	YM	Futures	43736.5	43764.9	43733.4	43758.6	356.0
2024-09-01 21:30:00	YM	Futures	43759.7	43764.9	43752.3	43757.6	249.0
2024-09-01 22:00:00	YM	Futures	43757.6	43757.6	43721.8	43729.2	281.0
2024-09-01 22:30:00	YM	Futures	43731.3	43738.6	43728.1	43737.6	154.0
2024-09-01 23:00:00	YM	Futures	43735.5	43742.8	43732.3	43741.8	77.0
2024-09-01 23:30:00	YM	Futures	43742.8	43743.9	43717.6	43731.3	201.0
2024-09-01 18:00:00	CL	Futures	65.12	65.23	64.8	64.85	1686.0
2024-09-01 18:30:00	CL	Futures	64.86	64.9	64.78	64.83	518.0
2024-09-01 19:00:00	CL	Futures	64.82	64.85	64.73	64.77	448.0
2024-09-01 19:30:00	CL	Futures	64.77	64.77	64.61	64.63	728.0
2024-09-01 20:00:00	CL	Futures	64.63	64.8	64.63	64.79	791.0
2024-09-01 20:30:00	CL	Futures	64.8	64.93	64.75	64.89	982.0
2024-09-01 21:00:00	CL	Futures	64.9	64.99	64.78	64.78	1704.0
2024-09-01 21:30:00	CL	Futures	64.77	64.85	64.65	64.71	1013.0
2024-09-01 22:00:00	CL	Futures	64.71	64.71	64.56	64.62	1176.0
2024-09-01 22:30:00	CL	Futures	64.61	64.68	64.55	64.65	686.0
2024-09-01 23:00:00	CL	Futures	64.67	64.68	64.57	64.6	644.0
2024-09-01 23:30:00	CL	Futures	64.6	64.69	64.58	64.67	517.0
2024-09-01 18:00:00	GC	Futures	2670.3	2671.2	2665.7	2670.3	1123.0
2024-09-01 18:30:00	GC	Futures	2670.2	2670.7	2669.4	2669.7	440.0

> showing 50 of 718 rows — these rows as CSV

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