PREVIEW / futures_30min / 2022-01-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-21.parquet
  size:    93 KB
  rows:    3,094

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
2022-01-21 00:00:00	ES	Futures	5024.54	5031.33	5023.7	5025.68	6320.0
2022-01-21 00:30:00	ES	Futures	5025.68	5041.8	5025.68	5037.84	7570.0
2022-01-21 01:00:00	ES	Futures	5037.84	5041.23	5030.77	5037.55	5016.0
2022-01-21 01:30:00	ES	Futures	5037.84	5048.3	5036.71	5040.95	8001.0
2022-01-21 02:00:00	ES	Futures	5040.95	5058.2	5033.59	5057.63	12669.0
2022-01-21 02:30:00	ES	Futures	5057.35	5059.05	5047.45	5053.67	9462.0
2022-01-21 03:00:00	ES	Futures	5053.39	5059.61	5038.68	5049.71	19960.0
2022-01-21 03:30:00	ES	Futures	5049.71	5056.22	5039.82	5054.24	11986.0
2022-01-21 04:00:00	ES	Futures	5054.24	5055.37	5043.21	5055.37	11564.0
2022-01-21 04:30:00	ES	Futures	5055.37	5061.03	5049.15	5058.76	10889.0
2022-01-21 05:00:00	ES	Futures	5058.76	5065.27	5053.11	5061.31	11521.0
2022-01-21 05:30:00	ES	Futures	5061.31	5063.29	5056.78	5061.87	7733.0
2022-01-21 06:00:00	ES	Futures	5061.87	5061.87	5035.01	5039.82	15938.0
2022-01-21 06:30:00	ES	Futures	5039.82	5046.89	5034.73	5045.47	16285.0
2022-01-21 07:00:00	ES	Futures	5045.19	5046.32	5026.52	5035.86	24847.0
2022-01-21 07:30:00	ES	Futures	5035.86	5040.38	5027.66	5033.88	19568.0
2022-01-21 08:00:00	ES	Futures	5034.16	5040.38	5027.94	5037.27	27748.0
2022-01-21 08:30:00	ES	Futures	5037.55	5042.08	5031.05	5036.42	23273.0
2022-01-21 09:00:00	ES	Futures	5036.42	5047.73	5023.13	5047.73	64231.0
2022-01-21 09:30:00	ES	Futures	5047.73	5059.61	5020.02	5025.68	273826.0
2022-01-21 10:00:00	ES	Futures	5025.39	5033.59	4991.46	5016.06	286484.0
2022-01-21 10:30:00	ES	Futures	5016.34	5065.27	5010.69	5053.11	266835.0
2022-01-21 11:00:00	ES	Futures	5053.11	5075.73	5042.08	5068.66	164804.0
2022-01-21 11:30:00	ES	Futures	5068.66	5068.66	5024.26	5035.01	143558.0
2022-01-21 12:00:00	ES	Futures	5035.01	5040.95	5016.63	5024.83	138196.0
2022-01-21 12:30:00	ES	Futures	5024.83	5033.59	5007.86	5016.63	108218.0
2022-01-21 13:00:00	ES	Futures	5016.34	5032.18	5001.36	5007.29	103921.0
2022-01-21 13:30:00	ES	Futures	5007.29	5027.94	5004.18	5008.99	107191.0
2022-01-21 14:00:00	ES	Futures	5008.99	5021.72	4996.26	4998.24	113195.0
2022-01-21 14:30:00	ES	Futures	4998.24	5010.12	4982.69	4984.1	113828.0
2022-01-21 15:00:00	ES	Futures	4983.82	4989.48	4961.48	4967.42	173191.0
2022-01-21 15:30:00	ES	Futures	4967.42	4998.53	4960.63	4960.91	333983.0
2022-01-21 16:00:00	ES	Futures	4960.91	4969.4	4957.24	4958.09	103649.0
2022-01-21 16:30:00	ES	Futures	4958.37	4960.35	4956.11	4956.39	11714.0
2022-01-21 00:00:00	NQ	Futures	16975.46	17002.12	16970.24	16979.81	3558.0
2022-01-21 00:30:00	NQ	Futures	16980.39	17060.09	16980.39	17040.09	4975.0
2022-01-21 01:00:00	NQ	Futures	17040.09	17050.23	17007.63	17033.42	3056.0
2022-01-21 01:30:00	NQ	Futures	17034.58	17077.48	17021.54	17044.73	4352.0
2022-01-21 02:00:00	NQ	Futures	17044.44	17131.96	17019.22	17127.9	7758.0
2022-01-21 02:30:00	NQ	Futures	17127.03	17135.44	17080.08	17116.6	7037.0
2022-01-21 03:00:00	NQ	Futures	17115.73	17147.61	17052.84	17099.79	13575.0
2022-01-21 03:30:00	NQ	Futures	17099.21	17127.61	17046.18	17111.67	7575.0
2022-01-21 04:00:00	NQ	Futures	17112.54	17131.09	17073.13	17129.64	7149.0
2022-01-21 04:30:00	NQ	Futures	17129.06	17150.22	17102.11	17136.89	6219.0
2022-01-21 05:00:00	NQ	Futures	17136.89	17176.3	17117.47	17164.13	6277.0
2022-01-21 05:30:00	NQ	Futures	17163.55	17165.0	17126.17	17155.73	4383.0
2022-01-21 06:00:00	NQ	Futures	17154.57	17154.57	17039.8	17062.41	9702.0
2022-01-21 06:30:00	NQ	Futures	17063.27	17106.75	17038.64	17097.76	9873.0
2022-01-21 07:00:00	NQ	Futures	17096.31	17099.21	17018.06	17056.9	10523.0
2022-01-21 07:30:00	NQ	Futures	17055.74	17073.71	17027.63	17050.23	7035.0

> showing 50 of 3,094 rows — these rows as CSV

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