PREVIEW / futures_30min / 2022-05-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-04.parquet
  size:    119 KB
  rows:    3,971

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
2022-05-04 00:00:00	ES	Futures	4730.05	4734.3	4729.77	4733.17	1989.0
2022-05-04 00:30:00	ES	Futures	4733.17	4736.85	4730.9	4731.47	1906.0
2022-05-04 01:00:00	ES	Futures	4731.47	4736.85	4730.62	4733.73	2092.0
2022-05-04 01:30:00	ES	Futures	4733.73	4737.42	4731.18	4736.57	2133.0
2022-05-04 02:00:00	ES	Futures	4736.57	4739.12	4730.05	4735.15	3556.0
2022-05-04 02:30:00	ES	Futures	4735.15	4738.27	4734.59	4737.42	2773.0
2022-05-04 03:00:00	ES	Futures	4737.14	4742.24	4725.23	4730.33	10776.0
2022-05-04 03:30:00	ES	Futures	4730.05	4738.55	4727.22	4737.42	5075.0
2022-05-04 04:00:00	ES	Futures	4737.42	4742.52	4736.29	4741.67	6150.0
2022-05-04 04:30:00	ES	Futures	4741.39	4741.95	4737.14	4739.97	3810.0
2022-05-04 05:00:00	ES	Futures	4739.97	4740.25	4734.02	4739.12	5265.0
2022-05-04 05:30:00	ES	Futures	4739.4	4747.06	4738.27	4746.77	6381.0
2022-05-04 06:00:00	ES	Futures	4746.49	4749.04	4742.52	4743.09	6777.0
2022-05-04 06:30:00	ES	Futures	4743.09	4747.91	4743.09	4745.36	7491.0
2022-05-04 07:00:00	ES	Futures	4745.07	4751.59	4742.52	4750.74	6715.0
2022-05-04 07:30:00	ES	Futures	4750.46	4751.59	4743.66	4744.79	7007.0
2022-05-04 08:00:00	ES	Futures	4745.07	4748.47	4741.1	4744.51	10402.0
2022-05-04 08:30:00	ES	Futures	4744.51	4744.79	4736.29	4736.57	10394.0
2022-05-04 09:00:00	ES	Futures	4736.29	4740.25	4734.02	4735.15	13791.0
2022-05-04 09:30:00	ES	Futures	4735.15	4739.4	4723.53	4723.81	117252.0
2022-05-04 10:00:00	ES	Futures	4723.53	4725.23	4705.67	4715.59	105640.0
2022-05-04 10:30:00	ES	Futures	4715.59	4719.56	4703.12	4712.19	73748.0
2022-05-04 11:00:00	ES	Futures	4712.48	4714.74	4700.57	4703.97	51154.0
2022-05-04 11:30:00	ES	Futures	4704.26	4720.13	4696.89	4714.18	58937.0
2022-05-04 12:00:00	ES	Futures	4714.18	4736.29	4711.06	4734.3	56442.0
2022-05-04 12:30:00	ES	Futures	4734.59	4747.62	4732.88	4746.21	56155.0
2022-05-04 13:00:00	ES	Futures	4746.21	4751.59	4733.45	4738.27	63319.0
2022-05-04 13:30:00	ES	Futures	4738.55	4756.41	4733.73	4746.49	46819.0
2022-05-04 14:00:00	ES	Futures	4746.49	4770.58	4719.56	4755.56	199861.0
2022-05-04 14:30:00	ES	Futures	4755.28	4817.07	4701.42	4810.83	281534.0
2022-05-04 15:00:00	ES	Futures	4810.83	4849.38	4803.74	4848.53	155726.0
2022-05-04 15:30:00	ES	Futures	4848.53	4878.57	4847.96	4871.49	238935.0
2022-05-04 16:00:00	ES	Futures	4871.49	4872.05	4860.72	4860.72	62048.0
2022-05-04 16:30:00	ES	Futures	4860.72	4861.0	4858.17	4859.58	9407.0
2022-05-04 18:00:00	ES	Futures	4863.55	4870.64	4861.0	4867.8	5397.0
2022-05-04 18:30:00	ES	Futures	4868.09	4868.37	4859.02	4860.43	3417.0
2022-05-04 19:00:00	ES	Futures	4860.15	4863.83	4860.15	4861.0	1964.0
2022-05-04 19:30:00	ES	Futures	4861.0	4862.13	4858.17	4861.0	3356.0
2022-05-04 20:00:00	ES	Futures	4861.28	4867.52	4859.58	4862.98	3217.0
2022-05-04 20:30:00	ES	Futures	4863.27	4867.24	4863.27	4866.38	2096.0
2022-05-04 21:00:00	ES	Futures	4866.67	4870.64	4863.83	4869.79	3074.0
2022-05-04 21:30:00	ES	Futures	4870.07	4872.34	4861.28	4863.55	4865.0
2022-05-04 22:00:00	ES	Futures	4863.55	4863.83	4859.58	4861.85	2648.0
2022-05-04 22:30:00	ES	Futures	4861.85	4862.98	4859.87	4860.72	1851.0
2022-05-04 23:00:00	ES	Futures	4861.0	4867.52	4861.0	4867.24	2034.0
2022-05-04 23:30:00	ES	Futures	4867.52	4867.52	4864.97	4866.38	1240.0
2022-05-04 00:00:00	NQ	Futures	15194.4	15214.41	15194.4	15204.84	1053.0
2022-05-04 00:30:00	NQ	Futures	15204.84	15228.91	15198.17	15204.84	1825.0
2022-05-04 01:00:00	NQ	Futures	15203.68	15229.2	15199.91	15214.7	1124.0
2022-05-04 01:30:00	NQ	Futures	15215.57	15223.11	15203.97	15220.5	1010.0

> showing 50 of 3,971 rows — these rows as CSV

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