PREVIEW / futures_30min / 2022-01-24

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-24.parquet
  size:    118 KB
  rows:    3,966

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
2022-01-24 00:00:00	ES	Futures	5001.64	5005.6	5000.51	5004.75	3323.0
2022-01-24 00:30:00	ES	Futures	5004.75	5005.6	4999.94	5001.64	3271.0
2022-01-24 01:00:00	ES	Futures	5001.36	5003.9	4996.26	5002.77	2969.0
2022-01-24 01:30:00	ES	Futures	5003.05	5005.03	4996.26	4997.4	2876.0
2022-01-24 02:00:00	ES	Futures	4997.68	4997.68	4984.1	4992.02	21990.0
2022-01-24 02:30:00	ES	Futures	4992.31	4993.44	4986.37	4990.04	11068.0
2022-01-24 03:00:00	ES	Futures	4990.04	5005.6	4985.8	5001.36	17070.0
2022-01-24 03:30:00	ES	Futures	5001.64	5003.33	4981.84	4982.97	14234.0
2022-01-24 04:00:00	ES	Futures	4983.26	4988.63	4973.07	4978.73	21742.0
2022-01-24 04:30:00	ES	Futures	4979.01	4982.97	4972.79	4977.88	13278.0
2022-01-24 05:00:00	ES	Futures	4977.88	4978.45	4944.51	4945.64	27632.0
2022-01-24 05:30:00	ES	Futures	4945.64	4953.0	4933.48	4948.47	24812.0
2022-01-24 06:00:00	ES	Futures	4948.47	4962.61	4945.64	4947.34	23230.0
2022-01-24 06:30:00	ES	Futures	4947.34	4962.05	4945.93	4960.07	17277.0
2022-01-24 07:00:00	ES	Futures	4959.78	4962.33	4942.25	4947.91	16428.0
2022-01-24 07:30:00	ES	Futures	4948.19	4953.0	4934.61	4937.16	22759.0
2022-01-24 08:00:00	ES	Futures	4937.44	4937.44	4914.53	4917.93	53489.0
2022-01-24 08:30:00	ES	Futures	4918.21	4918.21	4893.04	4893.61	53806.0
2022-01-24 09:00:00	ES	Futures	4893.32	4900.11	4877.2	4893.89	92000.0
2022-01-24 09:30:00	ES	Futures	4893.89	4910.01	4852.88	4860.52	346615.0
2022-01-24 10:00:00	ES	Futures	4860.52	4874.38	4822.34	4855.43	304370.0
2022-01-24 10:30:00	ES	Futures	4855.15	4881.16	4845.53	4856.84	222042.0
2022-01-24 11:00:00	ES	Futures	4856.84	4857.13	4830.26	4844.68	161978.0
2022-01-24 11:30:00	ES	Futures	4844.97	4848.36	4789.82	4822.91	201491.0
2022-01-24 12:00:00	ES	Futures	4822.91	4822.91	4765.5	4786.43	209293.0
2022-01-24 12:30:00	ES	Futures	4786.14	4828.85	4772.29	4816.97	210178.0
2022-01-24 13:00:00	ES	Futures	4816.69	4861.09	4810.46	4828.0	202477.0
2022-01-24 13:30:00	ES	Futures	4828.28	4885.41	4826.87	4884.56	169169.0
2022-01-24 14:00:00	ES	Futures	4884.56	4904.92	4845.25	4852.88	215588.0
2022-01-24 14:30:00	ES	Futures	4853.17	4877.2	4825.17	4873.53	183711.0
2022-01-24 15:00:00	ES	Futures	4873.53	4915.95	4869.29	4904.92	186657.0
2022-01-24 15:30:00	ES	Futures	4904.92	4988.63	4894.74	4982.69	415988.0
2022-01-24 16:00:00	ES	Futures	4982.41	4990.04	4967.7	4980.14	95031.0
2022-01-24 16:30:00	ES	Futures	4980.14	4990.33	4976.47	4985.8	11423.0
2022-01-24 18:00:00	ES	Futures	4980.43	4984.95	4966.29	4966.57	12787.0
2022-01-24 18:30:00	ES	Futures	4966.57	4980.43	4958.37	4979.3	10800.0
2022-01-24 19:00:00	ES	Futures	4979.58	4982.41	4959.78	4964.03	11996.0
2022-01-24 19:30:00	ES	Futures	4964.03	4973.92	4938.29	4939.99	15639.0
2022-01-24 20:00:00	ES	Futures	4939.99	4947.91	4926.7	4943.95	18338.0
2022-01-24 20:30:00	ES	Futures	4943.95	4946.77	4929.52	4941.97	12993.0
2022-01-24 21:00:00	ES	Futures	4941.97	4941.97	4926.41	4930.65	8115.0
2022-01-24 21:30:00	ES	Futures	4930.94	4942.82	4928.11	4941.4	7836.0
2022-01-24 22:00:00	ES	Futures	4941.4	4941.4	4920.76	4925.56	10268.0
2022-01-24 22:30:00	ES	Futures	4925.56	4932.92	4919.63	4921.6	8920.0
2022-01-24 23:00:00	ES	Futures	4921.89	4927.26	4919.06	4922.74	7039.0
2022-01-24 23:30:00	ES	Futures	4922.74	4924.15	4908.03	4914.53	7901.0
2022-01-24 00:00:00	NQ	Futures	16852.0	16874.6	16847.36	16867.65	2606.0
2022-01-24 00:30:00	NQ	Futures	16867.65	16876.05	16858.66	16866.78	2173.0
2022-01-24 01:00:00	NQ	Futures	16865.33	16872.58	16845.62	16865.91	2424.0
2022-01-24 01:30:00	NQ	Futures	16865.91	16877.5	16845.33	16852.58	2344.0

> showing 50 of 3,966 rows — these rows as CSV

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