PREVIEW / futures_30min / 2024-12-15

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-15.parquet
  size:    28 KB
  rows:    813

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
2024-12-15 18:00:00	ES	Futures	6281.76	6284.33	6278.17	6283.56	2069.0
2024-12-15 18:30:00	ES	Futures	6283.56	6285.87	6282.53	6283.81	1487.0
2024-12-15 19:00:00	ES	Futures	6283.81	6287.92	6283.81	6286.64	2088.0
2024-12-15 19:30:00	ES	Futures	6286.64	6288.17	6284.58	6286.12	1714.0
2024-12-15 20:00:00	ES	Futures	6285.87	6287.66	6284.58	6285.35	1241.0
2024-12-15 20:30:00	ES	Futures	6285.61	6288.17	6284.33	6288.17	1212.0
2024-12-15 21:00:00	ES	Futures	6288.17	6289.46	6287.15	6288.69	1081.0
2024-12-15 21:30:00	ES	Futures	6288.43	6290.22	6288.43	6288.94	783.0
2024-12-15 22:00:00	ES	Futures	6288.94	6289.46	6287.92	6289.2	707.0
2024-12-15 22:30:00	ES	Futures	6289.2	6289.46	6286.38	6286.64	1065.0
2024-12-15 23:00:00	ES	Futures	6286.64	6288.17	6286.64	6287.66	544.0
2024-12-15 23:30:00	ES	Futures	6287.4	6287.92	6285.35	6285.61	377.0
2024-12-15 18:00:00	NQ	Futures	22710.33	22731.17	22698.49	22721.4	825.0
2024-12-15 18:30:00	NQ	Futures	22721.65	22738.64	22718.31	22726.29	732.0
2024-12-15 19:00:00	NQ	Futures	22727.31	22746.87	22722.68	22744.56	703.0
2024-12-15 19:30:00	NQ	Futures	22743.78	22745.59	22734.52	22739.15	645.0
2024-12-15 20:00:00	NQ	Futures	22738.38	22747.9	22728.09	22730.4	472.0
2024-12-15 20:30:00	NQ	Futures	22732.46	22752.28	22720.11	22752.28	841.0
2024-12-15 21:00:00	NQ	Futures	22750.99	22756.91	22746.36	22749.7	533.0
2024-12-15 21:30:00	NQ	Futures	22749.45	22760.51	22749.45	22755.62	496.0
2024-12-15 22:00:00	NQ	Futures	22755.88	22758.71	22745.84	22757.42	547.0
2024-12-15 22:30:00	NQ	Futures	22757.94	22758.97	22742.24	22743.01	462.0
2024-12-15 23:00:00	NQ	Futures	22744.56	22754.08	22742.5	22750.48	414.0
2024-12-15 23:30:00	NQ	Futures	22749.45	22751.51	22736.58	22740.95	314.0
2024-12-15 18:00:00	YM	Futures	45634.9	45684.9	45633.9	45677.6	415.0
2024-12-15 18:30:00	YM	Futures	45678.6	45689.0	45663.0	45674.5	146.0
2024-12-15 19:00:00	YM	Futures	45675.5	45698.4	45673.4	45693.2	119.0
2024-12-15 19:30:00	YM	Futures	45694.2	45711.9	45688.0	45703.6	178.0
2024-12-15 20:00:00	YM	Futures	45702.6	45710.9	45689.0	45694.2	97.0
2024-12-15 20:30:00	YM	Futures	45695.3	45705.7	45689.0	45705.7	62.0
2024-12-15 21:00:00	YM	Futures	45703.6	45710.9	45697.4	45701.5	66.0
2024-12-15 21:30:00	YM	Futures	45704.6	45714.0	45703.6	45707.8	54.0
2024-12-15 22:00:00	YM	Futures	45709.8	45709.8	45697.4	45697.4	54.0
2024-12-15 22:30:00	YM	Futures	45699.4	45701.5	45690.1	45694.2	56.0
2024-12-15 23:00:00	YM	Futures	45698.4	45703.6	45697.4	45703.6	32.0
2024-12-15 23:30:00	YM	Futures	45701.5	45707.8	45692.1	45693.2	75.0
2024-12-15 18:00:00	CL	Futures	64.49	64.49	64.11	64.23	958.0
2024-12-15 18:30:00	CL	Futures	64.23	64.26	64.18	64.2	136.0
2024-12-15 19:00:00	CL	Futures	64.2	64.22	64.16	64.19	215.0
2024-12-15 19:30:00	CL	Futures	64.19	64.2	64.1	64.13	193.0
2024-12-15 20:00:00	CL	Futures	64.13	64.21	64.04	64.09	594.0
2024-12-15 20:30:00	CL	Futures	64.1	64.19	64.05	64.18	348.0
2024-12-15 21:00:00	CL	Futures	64.17	64.18	64.05	64.1	427.0
2024-12-15 21:30:00	CL	Futures	64.09	64.13	64.03	64.04	348.0
2024-12-15 22:00:00	CL	Futures	64.04	64.08	64.01	64.05	225.0
2024-12-15 22:30:00	CL	Futures	64.05	64.07	64.0	64.03	227.0
2024-12-15 23:00:00	CL	Futures	64.04	64.15	64.03	64.06	324.0
2024-12-15 23:30:00	CL	Futures	64.06	64.1	63.97	63.99	236.0
2024-12-15 18:00:00	GC	Futures	2783.8	2784.3	2781.9	2783.9	1404.0
2024-12-15 18:30:00	GC	Futures	2783.8	2786.7	2783.2	2785.2	1298.0

> showing 50 of 813 rows — these rows as CSV

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