PREVIEW / futures_30min / 2022-01-13

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-13.parquet
  size:    111 KB
  rows:    3,855

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
2022-01-13 00:00:00	ES	Futures	5327.14	5328.84	5322.62	5323.18	2542.0
2022-01-13 00:30:00	ES	Futures	5322.9	5325.16	5321.49	5322.62	2900.0
2022-01-13 01:00:00	ES	Futures	5322.62	5331.39	5321.49	5328.27	3988.0
2022-01-13 01:30:00	ES	Futures	5328.27	5330.82	5324.88	5325.73	2341.0
2022-01-13 02:00:00	ES	Futures	5325.73	5326.29	5320.92	5323.18	4476.0
2022-01-13 02:30:00	ES	Futures	5323.18	5325.45	5321.77	5325.45	3327.0
2022-01-13 03:00:00	ES	Futures	5325.45	5338.74	5323.47	5338.46	12976.0
2022-01-13 03:30:00	ES	Futures	5338.46	5341.0	5332.8	5333.36	6674.0
2022-01-13 04:00:00	ES	Futures	5333.65	5334.5	5329.12	5334.21	5430.0
2022-01-13 04:30:00	ES	Futures	5334.21	5336.19	5332.52	5335.91	4328.0
2022-01-13 05:00:00	ES	Futures	5335.63	5340.43	5335.06	5339.02	4456.0
2022-01-13 05:30:00	ES	Futures	5339.02	5341.85	5338.17	5339.3	4211.0
2022-01-13 06:00:00	ES	Futures	5339.3	5342.98	5335.91	5336.48	5685.0
2022-01-13 06:30:00	ES	Futures	5336.48	5338.46	5333.36	5333.93	4172.0
2022-01-13 07:00:00	ES	Futures	5333.93	5339.3	5333.36	5339.3	5467.0
2022-01-13 07:30:00	ES	Futures	5339.59	5341.28	5337.32	5339.59	5039.0
2022-01-13 08:00:00	ES	Futures	5339.59	5341.57	5336.19	5340.15	9090.0
2022-01-13 08:30:00	ES	Futures	5339.87	5349.77	5338.74	5347.79	26587.0
2022-01-13 09:00:00	ES	Futures	5348.07	5351.75	5347.22	5350.05	19060.0
2022-01-13 09:30:00	ES	Futures	5350.05	5357.69	5344.68	5351.46	149156.0
2022-01-13 10:00:00	ES	Futures	5351.46	5353.44	5330.54	5337.89	125454.0
2022-01-13 10:30:00	ES	Futures	5337.61	5341.0	5315.83	5324.6	137066.0
2022-01-13 11:00:00	ES	Futures	5324.32	5337.32	5318.66	5335.91	111555.0
2022-01-13 11:30:00	ES	Futures	5335.91	5340.43	5332.8	5335.06	61480.0
2022-01-13 12:00:00	ES	Futures	5335.34	5335.34	5293.21	5299.43	135549.0
2022-01-13 12:30:00	ES	Futures	5299.15	5308.76	5290.1	5298.3	117136.0
2022-01-13 13:00:00	ES	Futures	5298.01	5312.15	5290.66	5307.91	114567.0
2022-01-13 13:30:00	ES	Futures	5307.63	5310.74	5300.28	5309.61	55932.0
2022-01-13 14:00:00	ES	Futures	5309.61	5316.11	5295.47	5296.32	61786.0
2022-01-13 14:30:00	ES	Futures	5296.03	5298.01	5288.68	5294.9	78928.0
2022-01-13 15:00:00	ES	Futures	5294.9	5295.47	5274.82	5282.74	128065.0
2022-01-13 15:30:00	ES	Futures	5282.74	5286.14	5251.63	5263.51	243091.0
2022-01-13 16:00:00	ES	Futures	5263.8	5268.89	5255.88	5257.57	69485.0
2022-01-13 16:30:00	ES	Futures	5257.57	5263.23	5256.16	5262.95	6967.0
2022-01-13 18:00:00	ES	Futures	5265.78	5268.89	5263.23	5264.08	7357.0
2022-01-13 18:30:00	ES	Futures	5264.36	5267.75	5263.51	5266.62	3476.0
2022-01-13 19:00:00	ES	Futures	5266.34	5268.32	5253.61	5264.36	12190.0
2022-01-13 19:30:00	ES	Futures	5264.36	5268.04	5259.84	5265.21	5737.0
2022-01-13 20:00:00	ES	Futures	5265.49	5269.45	5260.12	5260.97	5642.0
2022-01-13 20:30:00	ES	Futures	5260.97	5264.36	5254.18	5257.29	7605.0
2022-01-13 21:00:00	ES	Futures	5257.01	5259.55	5246.54	5252.48	9568.0
2022-01-13 21:30:00	ES	Futures	5252.77	5260.12	5252.48	5259.55	5429.0
2022-01-13 22:00:00	ES	Futures	5259.55	5262.95	5256.44	5257.29	4549.0
2022-01-13 22:30:00	ES	Futures	5257.29	5258.42	5252.77	5256.16	3431.0
2022-01-13 23:00:00	ES	Futures	5256.16	5268.32	5256.16	5266.91	5831.0
2022-01-13 23:30:00	ES	Futures	5266.62	5267.47	5263.51	5264.64	2340.0
2022-01-13 00:00:00	NQ	Futures	18372.09	18379.04	18356.44	18360.5	2011.0
2022-01-13 00:30:00	NQ	Futures	18360.79	18368.32	18352.67	18355.57	1810.0
2022-01-13 01:00:00	NQ	Futures	18355.86	18391.8	18352.38	18381.36	2612.0
2022-01-13 01:30:00	NQ	Futures	18380.49	18397.59	18373.83	18379.04	1760.0

> showing 50 of 3,855 rows — these rows as CSV

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