PREVIEW / futures_30min / 2022-01-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-28.parquet
  size:    97 KB
  rows:    3,147

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
2022-01-28 00:00:00	ES	Futures	4901.53	4920.76	4898.13	4919.06	12047.0
2022-01-28 00:30:00	ES	Futures	4919.06	4920.47	4910.01	4917.08	5224.0
2022-01-28 01:00:00	ES	Futures	4916.8	4922.17	4908.6	4916.8	6184.0
2022-01-28 01:30:00	ES	Futures	4917.36	4921.04	4912.56	4913.69	4764.0
2022-01-28 02:00:00	ES	Futures	4913.12	4917.36	4904.64	4910.58	6587.0
2022-01-28 02:30:00	ES	Futures	4910.58	4920.76	4905.49	4915.1	8989.0
2022-01-28 03:00:00	ES	Futures	4915.1	4915.38	4875.79	4882.86	26668.0
2022-01-28 03:30:00	ES	Futures	4882.58	4897.57	4877.77	4894.74	15649.0
2022-01-28 04:00:00	ES	Futures	4894.74	4902.66	4882.3	4891.35	13697.0
2022-01-28 04:30:00	ES	Futures	4891.35	4897.57	4883.99	4888.23	10006.0
2022-01-28 05:00:00	ES	Futures	4887.95	4888.52	4871.55	4878.05	13657.0
2022-01-28 05:30:00	ES	Futures	4878.05	4881.16	4868.72	4876.36	12593.0
2022-01-28 06:00:00	ES	Futures	4876.64	4880.03	4855.43	4869.29	19478.0
2022-01-28 06:30:00	ES	Futures	4869.29	4874.09	4857.69	4868.72	14102.0
2022-01-28 07:00:00	ES	Futures	4868.44	4873.25	4839.31	4847.51	23968.0
2022-01-28 07:30:00	ES	Futures	4847.79	4852.04	4826.02	4838.74	33884.0
2022-01-28 08:00:00	ES	Futures	4839.03	4851.47	4834.22	4841.85	33056.0
2022-01-28 08:30:00	ES	Futures	4841.57	4889.37	4841.57	4879.75	73485.0
2022-01-28 09:00:00	ES	Futures	4879.75	4901.24	4868.16	4900.39	38510.0
2022-01-28 09:30:00	ES	Futures	4900.39	4905.49	4845.53	4852.6	202516.0
2022-01-28 10:00:00	ES	Futures	4852.32	4896.15	4844.97	4877.77	150992.0
2022-01-28 10:30:00	ES	Futures	4878.05	4909.44	4858.82	4908.03	135498.0
2022-01-28 11:00:00	ES	Futures	4908.31	4934.9	4893.04	4926.7	124405.0
2022-01-28 11:30:00	ES	Futures	4926.7	4949.89	4917.36	4948.19	125032.0
2022-01-28 12:00:00	ES	Futures	4948.47	4955.26	4929.52	4932.35	90762.0
2022-01-28 12:30:00	ES	Futures	4932.63	4939.42	4917.08	4921.32	79944.0
2022-01-28 13:00:00	ES	Futures	4921.89	4943.95	4920.19	4933.48	70017.0
2022-01-28 13:30:00	ES	Futures	4933.77	4948.19	4933.48	4940.27	70806.0
2022-01-28 14:00:00	ES	Futures	4939.99	4950.73	4896.72	4898.98	108668.0
2022-01-28 14:30:00	ES	Futures	4898.98	4941.12	4889.93	4938.29	105659.0
2022-01-28 15:00:00	ES	Futures	4938.29	4958.65	4932.92	4951.86	99084.0
2022-01-28 15:30:00	ES	Futures	4951.86	5005.6	4937.44	5004.47	258158.0
2022-01-28 16:00:00	ES	Futures	5004.47	5006.73	4991.46	5000.79	83609.0
2022-01-28 16:30:00	ES	Futures	5000.22	5003.33	4997.96	4999.66	8942.0
2022-01-28 00:00:00	NQ	Futures	16341.34	16411.77	16328.3	16401.33	5737.0
2022-01-28 00:30:00	NQ	Futures	16402.78	16413.79	16371.19	16402.49	3317.0
2022-01-28 01:00:00	NQ	Futures	16401.62	16419.88	16375.83	16409.74	3673.0
2022-01-28 01:30:00	NQ	Futures	16411.19	16426.26	16390.03	16397.27	2699.0
2022-01-28 02:00:00	NQ	Futures	16394.96	16406.26	16345.69	16374.09	5133.0
2022-01-28 02:30:00	NQ	Futures	16373.51	16419.01	16350.32	16397.85	5122.0
2022-01-28 03:00:00	NQ	Futures	16398.43	16398.43	16242.51	16264.54	14526.0
2022-01-28 03:30:00	NQ	Futures	16264.54	16327.72	16246.57	16319.31	9551.0
2022-01-28 04:00:00	NQ	Futures	16319.6	16361.92	16272.65	16317.58	7414.0
2022-01-28 04:30:00	NQ	Futures	16317.58	16345.11	16281.35	16298.45	5570.0
2022-01-28 05:00:00	NQ	Futures	16299.03	16299.32	16247.15	16275.84	6365.0
2022-01-28 05:30:00	NQ	Futures	16276.42	16286.85	16225.12	16265.7	7794.0
2022-01-28 06:00:00	NQ	Futures	16266.28	16279.61	16169.19	16227.73	9610.0
2022-01-28 06:30:00	NQ	Futures	16225.99	16234.11	16178.75	16218.17	7026.0
2022-01-28 07:00:00	NQ	Futures	16217.01	16251.21	16115.86	16155.57	14355.0
2022-01-28 07:30:00	NQ	Futures	16156.15	16169.19	16033.84	16086.59	19274.0

> showing 50 of 3,147 rows — these rows as CSV

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