PREVIEW / futures_30min / 2025-09-28

all futures 30-min files

  file:    by_date/futures_30min/2025/2025-09-28.parquet
  size:    28 KB
  rows:    800

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
2025-09-28 18:00:00	ES	Futures	6747.22	6754.02	6746.97	6751.5	3807.0
2025-09-28 18:30:00	ES	Futures	6751.25	6756.03	6749.99	6753.26	2691.0
2025-09-28 19:00:00	ES	Futures	6753.01	6757.29	6752.51	6754.78	1793.0
2025-09-28 19:30:00	ES	Futures	6754.78	6757.8	6753.26	6756.03	3043.0
2025-09-28 20:00:00	ES	Futures	6756.03	6761.83	6754.27	6760.06	5031.0
2025-09-28 20:30:00	ES	Futures	6759.81	6763.84	6759.06	6761.32	3571.0
2025-09-28 21:00:00	ES	Futures	6761.32	6761.58	6757.29	6759.81	3701.0
2025-09-28 21:30:00	ES	Futures	6759.81	6763.59	6759.31	6761.58	3301.0
2025-09-28 22:00:00	ES	Futures	6761.58	6764.09	6760.06	6763.34	2459.0
2025-09-28 22:30:00	ES	Futures	6763.34	6765.1	6762.33	6764.85	2107.0
2025-09-28 23:00:00	ES	Futures	6764.6	6766.11	6763.84	6766.11	1952.0
2025-09-28 23:30:00	ES	Futures	6765.86	6767.12	6765.35	6766.11	1788.0
2025-09-28 18:00:00	NQ	Futures	24942.63	24973.15	24937.84	24963.82	3351.0
2025-09-28 18:30:00	NQ	Futures	24962.55	24986.26	24956.75	24972.39	1984.0
2025-09-28 19:00:00	NQ	Futures	24971.63	24990.55	24971.63	24980.71	1692.0
2025-09-28 19:30:00	NQ	Futures	24980.96	24994.33	24974.66	24988.28	1959.0
2025-09-28 20:00:00	NQ	Futures	24989.03	25014.5	24981.47	25008.96	3062.0
2025-09-28 20:30:00	NQ	Futures	25008.7	25023.84	25003.91	25010.22	2338.0
2025-09-28 21:00:00	NQ	Futures	25009.97	25011.73	24991.56	25000.63	3015.0
2025-09-28 21:30:00	NQ	Futures	25000.89	25021.82	24998.11	25010.47	2096.0
2025-09-28 22:00:00	NQ	Futures	25009.71	25023.08	25002.9	25020.31	1211.0
2025-09-28 22:30:00	NQ	Futures	25020.56	25030.64	25017.78	25030.39	1802.0
2025-09-28 23:00:00	NQ	Futures	25029.89	25032.91	25021.57	25029.89	1006.0
2025-09-28 23:30:00	NQ	Futures	25030.14	25034.93	25027.37	25031.4	1011.0
2025-09-28 18:00:00	YM	Futures	47222.1	47253.6	47218.1	47234.3	240.0
2025-09-28 18:30:00	YM	Futures	47229.2	47265.7	47227.2	47249.5	138.0
2025-09-28 19:00:00	YM	Futures	47248.5	47273.8	47246.5	47262.7	109.0
2025-09-28 19:30:00	YM	Futures	47255.6	47279.9	47249.5	47266.8	126.0
2025-09-28 20:00:00	YM	Futures	47265.7	47276.9	47251.5	47272.8	691.0
2025-09-28 20:30:00	YM	Futures	47272.8	47302.2	47265.7	47289.1	359.0
2025-09-28 21:00:00	YM	Futures	47289.1	47300.2	47269.8	47292.1	292.0
2025-09-28 21:30:00	YM	Futures	47290.1	47311.4	47289.1	47308.3	230.0
2025-09-28 22:00:00	YM	Futures	47302.2	47323.5	47297.2	47319.5	174.0
2025-09-28 22:30:00	YM	Futures	47319.5	47324.6	47303.3	47319.5	159.0
2025-09-28 23:00:00	YM	Futures	47322.5	47333.7	47315.4	47333.7	201.0
2025-09-28 23:30:00	YM	Futures	47331.7	47342.8	47325.6	47329.6	296.0
2025-09-28 18:00:00	CL	Futures	63.39	63.42	63.2	63.38	1826.0
2025-09-28 18:30:00	CL	Futures	63.38	63.46	63.36	63.43	570.0
2025-09-28 19:00:00	CL	Futures	63.43	63.43	63.33	63.35	493.0
2025-09-28 19:30:00	CL	Futures	63.34	63.5	63.32	63.46	565.0
2025-09-28 20:00:00	CL	Futures	63.45	63.46	63.35	63.38	665.0
2025-09-28 20:30:00	CL	Futures	63.39	63.47	63.36	63.46	565.0
2025-09-28 21:00:00	CL	Futures	63.46	63.59	63.37	63.45	1248.0
2025-09-28 21:30:00	CL	Futures	63.44	63.48	63.38	63.42	618.0
2025-09-28 22:00:00	CL	Futures	63.42	63.6	63.36	63.55	850.0
2025-09-28 22:30:00	CL	Futures	63.56	63.65	63.54	63.6	852.0
2025-09-28 23:00:00	CL	Futures	63.6	63.65	63.58	63.61	672.0
2025-09-28 23:30:00	CL	Futures	63.6	63.61	63.51	63.56	441.0
2025-09-28 18:00:00	GC	Futures	3848.3	3860.2	3845.0	3856.4	3503.0
2025-09-28 18:30:00	GC	Futures	3856.5	3859.9	3854.7	3859.8	1227.0

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