PREVIEW / futures_30min / 2022-04-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-12.parquet
  size:    115 KB
  rows:    3,911

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
2022-04-12 00:00:00	ES	Futures	4974.66	4976.08	4969.84	4970.69	3036.0
2022-04-12 00:30:00	ES	Futures	4970.69	4972.11	4969.56	4970.69	1895.0
2022-04-12 01:00:00	ES	Futures	4970.41	4982.03	4968.99	4976.64	6644.0
2022-04-12 01:30:00	ES	Futures	4976.64	4981.18	4976.08	4977.78	5012.0
2022-04-12 02:00:00	ES	Futures	4977.78	4980.33	4972.96	4979.76	5523.0
2022-04-12 02:30:00	ES	Futures	4979.48	4986.56	4978.34	4984.01	6252.0
2022-04-12 03:00:00	ES	Futures	4983.73	4985.71	4970.41	4980.04	12093.0
2022-04-12 03:30:00	ES	Futures	4979.76	4981.18	4968.42	4979.48	8915.0
2022-04-12 04:00:00	ES	Futures	4979.19	4987.41	4977.49	4986.56	10155.0
2022-04-12 04:30:00	ES	Futures	4986.85	4999.6	4985.43	4995.92	13210.0
2022-04-12 05:00:00	ES	Futures	4995.92	4998.75	4990.82	4995.63	7545.0
2022-04-12 05:30:00	ES	Futures	4995.63	5002.72	4994.5	4998.75	6863.0
2022-04-12 06:00:00	ES	Futures	4998.75	5002.44	4994.78	4999.03	6740.0
2022-04-12 06:30:00	ES	Futures	4999.03	5004.99	4997.9	5000.45	8592.0
2022-04-12 07:00:00	ES	Futures	5000.45	5002.15	4994.22	5001.02	8555.0
2022-04-12 07:30:00	ES	Futures	5001.02	5005.55	4999.32	5004.99	14256.0
2022-04-12 08:00:00	ES	Futures	5004.99	5011.22	5002.72	5006.69	19536.0
2022-04-12 08:30:00	ES	Futures	5006.97	5059.69	5006.97	5053.17	114889.0
2022-04-12 09:00:00	ES	Futures	5053.17	5053.74	5033.33	5034.46	56426.0
2022-04-12 09:30:00	ES	Futures	5034.75	5064.23	5025.68	5056.57	194505.0
2022-04-12 10:00:00	ES	Futures	5056.29	5059.12	5039.57	5039.85	111997.0
2022-04-12 10:30:00	ES	Futures	5040.13	5042.97	5023.98	5028.51	103817.0
2022-04-12 11:00:00	ES	Futures	5028.8	5046.94	5023.98	5045.24	76821.0
2022-04-12 11:30:00	ES	Futures	5044.95	5050.62	5037.3	5040.7	64104.0
2022-04-12 12:00:00	ES	Futures	5040.98	5041.55	5017.46	5018.88	74769.0
2022-04-12 12:30:00	ES	Futures	5018.88	5025.96	5012.92	5021.99	70518.0
2022-04-12 13:00:00	ES	Futures	5021.71	5029.36	5012.07	5017.46	82594.0
2022-04-12 13:30:00	ES	Futures	5017.74	5020.86	4991.95	4994.5	87758.0
2022-04-12 14:00:00	ES	Futures	4994.22	5002.72	4981.18	4982.03	88518.0
2022-04-12 14:30:00	ES	Futures	4981.75	4990.82	4976.08	4985.43	95507.0
2022-04-12 15:00:00	ES	Futures	4985.43	4987.7	4960.77	4965.59	87792.0
2022-04-12 15:30:00	ES	Futures	4965.59	4985.43	4961.34	4978.63	150747.0
2022-04-12 16:00:00	ES	Futures	4978.91	4986.28	4974.66	4984.3	44203.0
2022-04-12 16:30:00	ES	Futures	4984.3	4985.43	4982.03	4982.31	4147.0
2022-04-12 18:00:00	ES	Futures	4984.86	4987.7	4980.89	4982.31	4012.0
2022-04-12 18:30:00	ES	Futures	4982.31	4989.4	4982.31	4989.11	2636.0
2022-04-12 19:00:00	ES	Futures	4989.11	4991.95	4988.83	4991.1	3027.0
2022-04-12 19:30:00	ES	Futures	4991.1	4995.63	4988.83	4995.63	3882.0
2022-04-12 20:00:00	ES	Futures	4995.35	4997.05	4993.08	4993.65	4872.0
2022-04-12 20:30:00	ES	Futures	4993.93	5000.17	4993.08	4999.32	3215.0
2022-04-12 21:00:00	ES	Futures	4999.6	5000.74	4998.18	4999.32	3323.0
2022-04-12 21:30:00	ES	Futures	4999.6	5002.72	4998.75	5000.17	5102.0
2022-04-12 22:00:00	ES	Futures	5000.45	5004.42	4999.32	5002.44	4219.0
2022-04-12 22:30:00	ES	Futures	5002.72	5004.7	5001.02	5002.44	2728.0
2022-04-12 23:00:00	ES	Futures	5002.72	5007.54	5002.72	5005.84	3363.0
2022-04-12 23:30:00	ES	Futures	5006.12	5006.69	5004.42	5005.84	1630.0
2022-04-12 00:00:00	NQ	Futures	16151.32	16157.7	16129.57	16131.6	1520.0
2022-04-12 00:30:00	NQ	Futures	16131.89	16137.69	16126.09	16131.6	1325.0
2022-04-12 01:00:00	NQ	Futures	16132.18	16178.87	16125.8	16164.37	3684.0
2022-04-12 01:30:00	NQ	Futures	16164.95	16194.53	16163.21	16182.93	3080.0

> showing 50 of 3,911 rows — these rows as CSV

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