PREVIEW / futures_30min / 2022-01-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-06.parquet
  size:    108 KB
  rows:    3,897

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
2022-01-06 00:00:00	ES	Futures	5281.89	5290.38	5280.48	5290.38	7384.0
2022-01-06 00:30:00	ES	Futures	5290.1	5290.1	5284.44	5288.12	5142.0
2022-01-06 01:00:00	ES	Futures	5288.12	5288.96	5281.05	5286.14	5360.0
2022-01-06 01:30:00	ES	Futures	5286.42	5291.79	5285.57	5290.1	4358.0
2022-01-06 02:00:00	ES	Futures	5289.81	5309.89	5288.68	5309.33	10472.0
2022-01-06 02:30:00	ES	Futures	5309.61	5313.0	5301.41	5302.26	12753.0
2022-01-06 03:00:00	ES	Futures	5302.54	5311.87	5294.34	5298.3	20907.0
2022-01-06 03:30:00	ES	Futures	5298.3	5310.17	5293.21	5307.63	13922.0
2022-01-06 04:00:00	ES	Futures	5307.63	5309.61	5299.15	5303.39	10922.0
2022-01-06 04:30:00	ES	Futures	5303.39	5305.93	5298.3	5305.37	7307.0
2022-01-06 05:00:00	ES	Futures	5305.65	5314.98	5303.67	5313.29	11486.0
2022-01-06 05:30:00	ES	Futures	5313.57	5319.51	5309.04	5311.31	12947.0
2022-01-06 06:00:00	ES	Futures	5311.59	5316.4	5306.22	5307.91	7375.0
2022-01-06 06:30:00	ES	Futures	5307.91	5311.59	5303.1	5306.22	8143.0
2022-01-06 07:00:00	ES	Futures	5305.93	5313.57	5301.69	5303.1	12728.0
2022-01-06 07:30:00	ES	Futures	5303.1	5309.33	5301.69	5306.5	10806.0
2022-01-06 08:00:00	ES	Futures	5306.22	5314.13	5304.24	5311.31	16342.0
2022-01-06 08:30:00	ES	Futures	5311.59	5312.44	5304.8	5308.76	16432.0
2022-01-06 09:00:00	ES	Futures	5308.48	5312.15	5300.84	5301.97	29111.0
2022-01-06 09:30:00	ES	Futures	5302.26	5330.25	5289.25	5292.08	242128.0
2022-01-06 10:00:00	ES	Futures	5291.79	5310.74	5273.69	5298.86	225860.0
2022-01-06 10:30:00	ES	Futures	5298.86	5322.34	5298.86	5311.02	155417.0
2022-01-06 11:00:00	ES	Futures	5311.02	5325.16	5303.67	5309.33	103031.0
2022-01-06 11:30:00	ES	Futures	5309.61	5318.38	5303.1	5316.4	80862.0
2022-01-06 12:00:00	ES	Futures	5316.68	5322.34	5310.17	5320.92	64946.0
2022-01-06 12:30:00	ES	Futures	5320.92	5334.5	5317.25	5320.07	74880.0
2022-01-06 13:00:00	ES	Futures	5320.36	5325.16	5308.76	5309.61	55950.0
2022-01-06 13:30:00	ES	Futures	5309.89	5315.83	5307.35	5314.7	48605.0
2022-01-06 14:00:00	ES	Futures	5314.7	5321.2	5305.65	5311.02	64282.0
2022-01-06 14:30:00	ES	Futures	5311.02	5321.77	5309.04	5318.66	60555.0
2022-01-06 15:00:00	ES	Futures	5318.38	5327.43	5306.5	5313.29	69771.0
2022-01-06 15:30:00	ES	Futures	5313.29	5315.27	5292.64	5301.97	184727.0
2022-01-06 16:00:00	ES	Futures	5302.26	5309.61	5300.84	5308.2	46482.0
2022-01-06 16:30:00	ES	Futures	5308.48	5311.02	5305.37	5309.61	5722.0
2022-01-06 18:00:00	ES	Futures	5311.02	5316.11	5311.02	5314.7	4064.0
2022-01-06 18:30:00	ES	Futures	5314.98	5316.68	5313.57	5315.83	2871.0
2022-01-06 19:00:00	ES	Futures	5315.83	5321.2	5314.7	5320.36	5019.0
2022-01-06 19:30:00	ES	Futures	5320.36	5322.05	5319.51	5320.92	2684.0
2022-01-06 20:00:00	ES	Futures	5320.92	5323.18	5318.94	5320.07	3687.0
2022-01-06 20:30:00	ES	Futures	5320.36	5322.34	5316.4	5319.79	6367.0
2022-01-06 21:00:00	ES	Futures	5319.79	5319.79	5309.61	5313.29	5635.0
2022-01-06 21:30:00	ES	Futures	5313.0	5316.4	5309.89	5315.27	2671.0
2022-01-06 22:00:00	ES	Futures	5315.55	5320.92	5313.85	5319.22	3409.0
2022-01-06 22:30:00	ES	Futures	5319.51	5319.51	5312.72	5314.42	2450.0
2022-01-06 23:00:00	ES	Futures	5314.42	5315.27	5310.74	5312.72	2380.0
2022-01-06 23:30:00	ES	Futures	5313.0	5315.27	5311.02	5314.42	2421.0
2022-01-06 00:00:00	NQ	Futures	18132.41	18174.72	18125.74	18173.27	4359.0
2022-01-06 00:30:00	NQ	Futures	18172.98	18190.08	18164.29	18177.04	4366.0
2022-01-06 01:00:00	NQ	Futures	18176.17	18180.52	18134.44	18171.83	3538.0
2022-01-06 01:30:00	NQ	Futures	18171.83	18186.9	18164.58	18180.23	2370.0

> showing 50 of 3,897 rows — these rows as CSV

> unlock the full archive -- $79 one-time