PREVIEW / futures_30min / 2025-01-19

all futures 30-min files

  file:    by_date/futures_30min/2025/2025-01-19.parquet
  size:    28 KB
  rows:    767

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
2025-01-19 18:00:00	ES	Futures	6186.14	6192.54	6175.11	6177.67	6777.0
2025-01-19 18:30:00	ES	Futures	6177.67	6178.19	6173.57	6177.16	3348.0
2025-01-19 19:00:00	ES	Futures	6177.16	6180.49	6176.14	6177.67	3197.0
2025-01-19 19:30:00	ES	Futures	6177.67	6181.01	6175.88	6180.75	1833.0
2025-01-19 20:00:00	ES	Futures	6180.75	6184.08	6177.16	6178.96	3366.0
2025-01-19 20:30:00	ES	Futures	6178.7	6183.31	6177.67	6181.52	2063.0
2025-01-19 21:00:00	ES	Futures	6181.26	6182.29	6179.98	6181.01	1757.0
2025-01-19 21:30:00	ES	Futures	6181.26	6182.03	6178.96	6181.01	1164.0
2025-01-19 22:00:00	ES	Futures	6181.26	6184.6	6179.21	6182.03	1782.0
2025-01-19 22:30:00	ES	Futures	6182.29	6184.34	6181.26	6183.57	1496.0
2025-01-19 23:00:00	ES	Futures	6183.57	6185.62	6182.8	6183.31	1605.0
2025-01-19 23:30:00	ES	Futures	6183.57	6185.88	6182.8	6185.88	913.0
2025-01-19 18:00:00	NQ	Futures	22234.75	22253.28	22174.02	22187.92	4968.0
2025-01-19 18:30:00	NQ	Futures	22187.14	22189.46	22159.09	22178.14	2829.0
2025-01-19 19:00:00	NQ	Futures	22179.17	22193.32	22173.5	22180.2	1927.0
2025-01-19 19:30:00	NQ	Futures	22180.45	22191.52	22168.61	22190.49	1613.0
2025-01-19 20:00:00	NQ	Futures	22190.49	22211.08	22173.25	22179.94	2725.0
2025-01-19 20:30:00	NQ	Futures	22179.42	22205.93	22176.34	22197.7	2147.0
2025-01-19 21:00:00	NQ	Futures	22198.21	22204.9	22190.49	22200.01	1128.0
2025-01-19 21:30:00	NQ	Futures	22200.01	22203.87	22183.28	22194.86	1158.0
2025-01-19 22:00:00	NQ	Futures	22194.86	22208.5	22178.65	22191.52	1798.0
2025-01-19 22:30:00	NQ	Futures	22191.0	22198.21	22184.06	22194.35	1215.0
2025-01-19 23:00:00	NQ	Futures	22194.86	22201.3	22188.43	22190.49	976.0
2025-01-19 23:30:00	NQ	Futures	22190.23	22200.01	22187.4	22198.72	615.0
2025-01-19 18:00:00	YM	Futures	44959.4	45000.5	44915.1	44933.6	542.0
2025-01-19 18:30:00	YM	Futures	44936.7	44936.7	44901.7	44927.5	463.0
2025-01-19 19:00:00	YM	Futures	44931.6	44941.9	44917.2	44922.3	452.0
2025-01-19 19:30:00	YM	Futures	44922.3	44938.8	44911.0	44938.8	368.0
2025-01-19 20:00:00	YM	Futures	44937.8	44951.1	44918.2	44923.3	439.0
2025-01-19 20:30:00	YM	Futures	44923.3	44945.0	44918.2	44937.8	174.0
2025-01-19 21:00:00	YM	Futures	44934.7	44937.8	44922.3	44927.5	200.0
2025-01-19 21:30:00	YM	Futures	44928.5	44935.7	44923.3	44934.7	95.0
2025-01-19 22:00:00	YM	Futures	44933.6	44964.5	44931.6	44949.1	242.0
2025-01-19 22:30:00	YM	Futures	44950.1	44963.5	44947.0	44961.4	179.0
2025-01-19 23:00:00	YM	Futures	44962.5	44971.7	44955.3	44960.4	206.0
2025-01-19 23:30:00	YM	Futures	44960.4	44986.1	44956.3	44986.1	195.0
2025-01-19 18:00:00	CL	Futures	71.83	72.0	71.56	71.79	1759.0
2025-01-19 18:30:00	CL	Futures	71.79	71.92	71.79	71.92	468.0
2025-01-19 19:00:00	CL	Futures	71.91	72.05	71.9	72.04	627.0
2025-01-19 19:30:00	CL	Futures	72.04	72.1	71.9	71.94	609.0
2025-01-19 20:00:00	CL	Futures	71.96	72.02	71.75	71.82	1057.0
2025-01-19 20:30:00	CL	Futures	71.82	71.84	71.6	71.76	1039.0
2025-01-19 21:00:00	CL	Futures	71.76	71.77	71.59	71.68	1025.0
2025-01-19 21:30:00	CL	Futures	71.67	71.71	71.53	71.63	808.0
2025-01-19 22:00:00	CL	Futures	71.63	71.77	71.57	71.76	776.0
2025-01-19 22:30:00	CL	Futures	71.75	71.8	71.61	71.71	741.0
2025-01-19 23:00:00	CL	Futures	71.7	71.73	71.65	71.7	323.0
2025-01-19 23:30:00	CL	Futures	71.71	71.72	71.61	71.64	441.0
2025-01-19 18:00:00	GC	Futures	2858.5	2860.1	2849.6	2850.8	1925.0
2025-01-19 18:30:00	GC	Futures	2850.8	2856.2	2850.7	2855.1	1168.0

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