PREVIEW / futures_30min / 2024-10-06

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-06.parquet
  size:    30 KB
  rows:    845

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
2024-10-06 18:00:00	ES	Futures	6023.02	6028.99	6020.42	6028.73	8899.0
2024-10-06 18:30:00	ES	Futures	6028.73	6029.25	6023.54	6025.87	3791.0
2024-10-06 19:00:00	ES	Futures	6025.87	6028.99	6024.06	6025.35	2659.0
2024-10-06 19:30:00	ES	Futures	6025.1	6025.87	6022.5	6023.02	2074.0
2024-10-06 20:00:00	ES	Futures	6023.02	6024.06	6016.53	6016.79	5615.0
2024-10-06 20:30:00	ES	Futures	6017.05	6019.39	6016.01	6018.35	2606.0
2024-10-06 21:00:00	ES	Futures	6018.35	6025.61	6017.57	6021.72	4699.0
2024-10-06 21:30:00	ES	Futures	6021.98	6026.91	6016.53	6018.61	7260.0
2024-10-06 22:00:00	ES	Futures	6018.87	6022.5	6017.05	6017.57	4223.0
2024-10-06 22:30:00	ES	Futures	6017.83	6019.9	6016.53	6017.31	2760.0
2024-10-06 23:00:00	ES	Futures	6017.31	6019.39	6014.97	6015.75	2661.0
2024-10-06 23:30:00	ES	Futures	6015.75	6017.57	6014.2	6016.79	2473.0
2024-10-06 18:00:00	NQ	Futures	21102.59	21141.73	21090.06	21140.42	3818.0
2024-10-06 18:30:00	NQ	Futures	21141.2	21151.9	21117.2	21130.77	2419.0
2024-10-06 19:00:00	NQ	Futures	21131.03	21149.03	21121.37	21129.98	1794.0
2024-10-06 19:30:00	NQ	Futures	21129.46	21132.33	21110.68	21114.07	1607.0
2024-10-06 20:00:00	NQ	Futures	21113.02	21119.55	21083.02	21088.76	3319.0
2024-10-06 20:30:00	NQ	Futures	21089.02	21104.15	21085.89	21100.5	1824.0
2024-10-06 21:00:00	NQ	Futures	21099.46	21139.12	21095.54	21119.03	2692.0
2024-10-06 21:30:00	NQ	Futures	21119.03	21148.25	21085.11	21097.89	4220.0
2024-10-06 22:00:00	NQ	Futures	21097.89	21120.07	21094.76	21098.41	1946.0
2024-10-06 22:30:00	NQ	Futures	21098.67	21110.68	21093.46	21100.5	1333.0
2024-10-06 23:00:00	NQ	Futures	21099.46	21111.72	21089.02	21095.8	1335.0
2024-10-06 23:30:00	NQ	Futures	21095.8	21104.15	21087.98	21102.07	1152.0
2024-10-06 18:00:00	YM	Futures	44377.7	44439.1	44377.7	44423.5	819.0
2024-10-06 18:30:00	YM	Futures	44426.6	44428.7	44405.8	44426.6	436.0
2024-10-06 19:00:00	YM	Futures	44427.6	44444.3	44414.1	44420.3	224.0
2024-10-06 19:30:00	YM	Futures	44421.4	44427.6	44408.9	44411.0	170.0
2024-10-06 20:00:00	YM	Futures	44411.0	44417.2	44377.7	44382.9	546.0
2024-10-06 20:30:00	YM	Futures	44381.8	44393.3	44375.6	44387.0	405.0
2024-10-06 21:00:00	YM	Futures	44389.1	44426.6	44381.8	44405.8	506.0
2024-10-06 21:30:00	YM	Futures	44407.9	44430.8	44372.5	44390.2	483.0
2024-10-06 22:00:00	YM	Futures	44390.2	44413.1	44376.6	44379.8	246.0
2024-10-06 22:30:00	YM	Futures	44379.8	44388.1	44369.4	44374.6	164.0
2024-10-06 23:00:00	YM	Futures	44374.6	44383.9	44358.9	44362.1	255.0
2024-10-06 23:30:00	YM	Futures	44363.1	44372.5	44353.7	44371.4	147.0
2024-10-06 18:00:00	CL	Futures	66.73	66.79	66.03	66.2	7110.0
2024-10-06 18:30:00	CL	Futures	66.2	66.45	66.2	66.43	2027.0
2024-10-06 19:00:00	CL	Futures	66.43	66.43	66.32	66.35	544.0
2024-10-06 19:30:00	CL	Futures	66.36	66.4	66.26	66.28	682.0
2024-10-06 20:00:00	CL	Futures	66.28	66.46	66.15	66.35	1235.0
2024-10-06 20:30:00	CL	Futures	66.34	66.5	66.34	66.45	998.0
2024-10-06 21:00:00	CL	Futures	66.46	66.54	66.33	66.38	1317.0
2024-10-06 21:30:00	CL	Futures	66.38	66.55	66.33	66.4	1099.0
2024-10-06 22:00:00	CL	Futures	66.39	66.58	66.37	66.52	905.0
2024-10-06 22:30:00	CL	Futures	66.52	66.54	66.44	66.45	598.0
2024-10-06 23:00:00	CL	Futures	66.45	66.59	66.44	66.51	559.0
2024-10-06 23:30:00	CL	Futures	66.52	66.57	66.44	66.51	883.0
2024-10-06 18:00:00	GC	Futures	2813.2	2814.2	2809.2	2812.5	1589.0
2024-10-06 18:30:00	GC	Futures	2812.3	2812.7	2811.3	2811.6	284.0

> showing 50 of 845 rows — these rows as CSV

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