PREVIEW / futures_30min / 2022-02-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-09.parquet
  size:    108 KB
  rows:    3,932

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
2022-02-09 00:00:00	ES	Futures	5130.31	5132.29	5128.9	5130.31	3042.0
2022-02-09 00:30:00	ES	Futures	5130.03	5131.44	5126.64	5126.64	2516.0
2022-02-09 01:00:00	ES	Futures	5126.92	5128.33	5124.66	5126.07	2462.0
2022-02-09 01:30:00	ES	Futures	5126.07	5129.46	5124.09	5124.09	2498.0
2022-02-09 02:00:00	ES	Futures	5124.37	5127.48	5118.44	5121.55	4671.0
2022-02-09 02:30:00	ES	Futures	5121.55	5123.24	5114.19	5119.57	4829.0
2022-02-09 03:00:00	ES	Futures	5119.28	5124.37	5116.17	5120.98	10492.0
2022-02-09 03:30:00	ES	Futures	5120.98	5140.78	5117.3	5136.25	15263.0
2022-02-09 04:00:00	ES	Futures	5135.97	5141.91	5134.84	5137.95	7993.0
2022-02-09 04:30:00	ES	Futures	5137.67	5141.34	5135.4	5135.69	3899.0
2022-02-09 05:00:00	ES	Futures	5135.97	5143.89	5134.55	5141.62	6201.0
2022-02-09 05:30:00	ES	Futures	5141.62	5143.32	5138.8	5141.34	3849.0
2022-02-09 06:00:00	ES	Futures	5141.34	5141.91	5137.1	5139.93	4322.0
2022-02-09 06:30:00	ES	Futures	5139.93	5145.87	5138.8	5144.17	4400.0
2022-02-09 07:00:00	ES	Futures	5144.17	5151.52	5142.19	5147.56	9774.0
2022-02-09 07:30:00	ES	Futures	5147.85	5151.24	5144.17	5148.98	7133.0
2022-02-09 08:00:00	ES	Futures	5148.98	5154.92	5145.58	5152.65	14764.0
2022-02-09 08:30:00	ES	Futures	5152.37	5153.79	5150.11	5151.24	11162.0
2022-02-09 09:00:00	ES	Futures	5151.24	5155.77	5150.67	5154.92	16070.0
2022-02-09 09:30:00	ES	Futures	5154.63	5168.21	5152.09	5156.61	146738.0
2022-02-09 10:00:00	ES	Futures	5156.9	5168.21	5153.79	5162.84	132367.0
2022-02-09 10:30:00	ES	Futures	5163.12	5172.73	5161.7	5172.45	84775.0
2022-02-09 11:00:00	ES	Futures	5172.73	5175.56	5160.86	5165.66	75734.0
2022-02-09 11:30:00	ES	Futures	5165.66	5169.62	5158.31	5162.55	58592.0
2022-02-09 12:00:00	ES	Futures	5162.55	5167.36	5156.33	5164.81	61243.0
2022-02-09 12:30:00	ES	Futures	5165.1	5171.6	5161.42	5171.04	43926.0
2022-02-09 13:00:00	ES	Futures	5171.04	5173.58	5164.81	5169.91	37928.0
2022-02-09 13:30:00	ES	Futures	5169.91	5172.73	5167.36	5172.17	30581.0
2022-02-09 14:00:00	ES	Futures	5172.45	5179.8	5172.17	5179.24	50159.0
2022-02-09 14:30:00	ES	Futures	5179.24	5181.78	5170.75	5171.32	58904.0
2022-02-09 15:00:00	ES	Futures	5171.32	5175.56	5160.86	5175.0	89397.0
2022-02-09 15:30:00	ES	Futures	5175.0	5183.76	5168.49	5180.37	205163.0
2022-02-09 16:00:00	ES	Futures	5180.37	5186.59	5175.28	5185.74	65029.0
2022-02-09 16:30:00	ES	Futures	5185.74	5186.02	5181.22	5182.35	6249.0
2022-02-09 18:00:00	ES	Futures	5183.48	5185.18	5179.24	5180.93	3829.0
2022-02-09 18:30:00	ES	Futures	5180.93	5181.22	5176.69	5180.09	3226.0
2022-02-09 19:00:00	ES	Futures	5180.09	5181.22	5174.43	5177.26	4288.0
2022-02-09 19:30:00	ES	Futures	5177.54	5178.39	5171.32	5171.88	3951.0
2022-02-09 20:00:00	ES	Futures	5171.88	5172.45	5167.36	5167.36	5015.0
2022-02-09 20:30:00	ES	Futures	5167.36	5168.21	5162.84	5166.23	5967.0
2022-02-09 21:00:00	ES	Futures	5166.23	5166.79	5161.99	5163.68	4608.0
2022-02-09 21:30:00	ES	Futures	5163.97	5168.21	5163.4	5164.81	3604.0
2022-02-09 22:00:00	ES	Futures	5164.81	5166.23	5162.84	5166.23	2756.0
2022-02-09 22:30:00	ES	Futures	5166.23	5168.21	5165.1	5167.36	1811.0
2022-02-09 23:00:00	ES	Futures	5167.08	5169.62	5165.95	5169.34	1700.0
2022-02-09 23:30:00	ES	Futures	5169.62	5169.62	5167.64	5168.49	1480.0
2022-02-09 00:00:00	NQ	Futures	17170.51	17178.33	17165.29	17169.64	1698.0
2022-02-09 00:30:00	NQ	Futures	17169.64	17172.25	17157.47	17158.04	1282.0
2022-02-09 01:00:00	NQ	Futures	17158.33	17165.29	17147.9	17160.07	1424.0
2022-02-09 01:30:00	NQ	Futures	17158.91	17175.14	17154.28	17154.86	1444.0

> showing 50 of 3,932 rows — these rows as CSV

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