PREVIEW / futures_30min / 2024-12-08

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-08.parquet
  size:    29 KB
  rows:    835

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
2024-12-08 18:00:00	ES	Futures	6328.48	6332.89	6327.44	6332.37	4868.0
2024-12-08 18:30:00	ES	Futures	6332.11	6335.49	6332.11	6333.93	2959.0
2024-12-08 19:00:00	ES	Futures	6333.67	6334.19	6329.52	6330.04	2787.0
2024-12-08 19:30:00	ES	Futures	6329.78	6331.59	6329.26	6330.04	1755.0
2024-12-08 20:00:00	ES	Futures	6330.04	6330.55	6326.14	6328.74	3495.0
2024-12-08 20:30:00	ES	Futures	6328.74	6330.81	6328.48	6330.29	1762.0
2024-12-08 21:00:00	ES	Futures	6330.29	6331.33	6329.26	6330.04	1708.0
2024-12-08 21:30:00	ES	Futures	6330.04	6330.04	6327.96	6329.26	1551.0
2024-12-08 22:00:00	ES	Futures	6329.52	6330.29	6327.18	6327.96	1701.0
2024-12-08 22:30:00	ES	Futures	6327.96	6329.26	6326.92	6327.18	1307.0
2024-12-08 23:00:00	ES	Futures	6327.18	6328.22	6326.4	6327.18	952.0
2024-12-08 23:30:00	ES	Futures	6326.92	6327.18	6325.36	6326.4	1686.0
2024-12-08 18:00:00	NQ	Futures	22593.96	22607.53	22570.74	22604.4	3364.0
2024-12-08 18:30:00	NQ	Futures	22604.66	22616.66	22602.05	22602.83	2416.0
2024-12-08 19:00:00	NQ	Futures	22602.57	22607.79	22581.44	22584.57	2397.0
2024-12-08 19:30:00	NQ	Futures	22584.57	22599.44	22583.53	22587.96	1907.0
2024-12-08 20:00:00	NQ	Futures	22587.96	22590.83	22571.52	22584.83	2301.0
2024-12-08 20:30:00	NQ	Futures	22585.61	22598.92	22585.61	22597.09	1533.0
2024-12-08 21:00:00	NQ	Futures	22597.09	22603.1	22591.88	22596.05	1459.0
2024-12-08 21:30:00	NQ	Futures	22596.31	22596.83	22585.35	22594.75	1174.0
2024-12-08 22:00:00	NQ	Futures	22594.49	22600.49	22586.4	22590.83	1249.0
2024-12-08 22:30:00	NQ	Futures	22590.83	22595.79	22587.7	22587.96	817.0
2024-12-08 23:00:00	NQ	Futures	22588.22	22594.22	22585.88	22586.4	716.0
2024-12-08 23:30:00	NQ	Futures	22586.14	22587.18	22579.35	22583.27	1161.0
2024-12-08 18:00:00	YM	Futures	46531.0	46539.3	46503.9	46531.0	727.0
2024-12-08 18:30:00	YM	Futures	46532.0	46568.5	46530.0	46557.0	489.0
2024-12-08 19:00:00	YM	Futures	46554.9	46554.9	46522.7	46525.8	443.0
2024-12-08 19:30:00	YM	Futures	46523.7	46534.1	46513.3	46530.0	320.0
2024-12-08 20:00:00	YM	Futures	46530.0	46536.2	46505.0	46509.1	375.0
2024-12-08 20:30:00	YM	Futures	46510.2	46517.5	46505.0	46507.1	187.0
2024-12-08 21:00:00	YM	Futures	46510.2	46523.7	46508.1	46509.1	341.0
2024-12-08 21:30:00	YM	Futures	46507.1	46508.1	46491.4	46501.9	288.0
2024-12-08 22:00:00	YM	Futures	46503.9	46511.2	46486.2	46493.5	309.0
2024-12-08 22:30:00	YM	Futures	46493.5	46501.9	46481.0	46483.1	222.0
2024-12-08 23:00:00	YM	Futures	46483.1	46490.4	46477.9	46483.1	177.0
2024-12-08 23:30:00	YM	Futures	46482.1	46497.7	46471.7	46490.4	369.0
2024-12-08 18:00:00	CL	Futures	60.91	61.03	60.85	61.01	1948.0
2024-12-08 18:30:00	CL	Futures	61.01	61.09	61.0	61.08	448.0
2024-12-08 19:00:00	CL	Futures	61.08	61.09	60.98	61.01	682.0
2024-12-08 19:30:00	CL	Futures	61.01	61.01	60.91	60.94	570.0
2024-12-08 20:00:00	CL	Futures	60.94	61.21	60.92	61.17	1311.0
2024-12-08 20:30:00	CL	Futures	61.17	61.27	61.12	61.26	806.0
2024-12-08 21:00:00	CL	Futures	61.25	61.31	61.23	61.3	728.0
2024-12-08 21:30:00	CL	Futures	61.28	61.3	61.13	61.21	876.0
2024-12-08 22:00:00	CL	Futures	61.21	61.23	61.12	61.12	509.0
2024-12-08 22:30:00	CL	Futures	61.11	61.25	61.11	61.22	524.0
2024-12-08 23:00:00	CL	Futures	61.22	61.25	61.19	61.22	321.0
2024-12-08 23:30:00	CL	Futures	61.23	61.25	61.19	61.22	401.0
2024-12-08 18:00:00	GC	Futures	2780.7	2788.7	2774.3	2775.7	5910.0
2024-12-08 18:30:00	GC	Futures	2775.5	2778.0	2773.9	2778.0	1843.0

> showing 50 of 835 rows — these rows as CSV

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