PREVIEW / futures_30min / 2022-05-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-09.parquet
  size:    124 KB
  rows:    4,042

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
2022-05-09 00:00:00	ES	Futures	4626.03	4626.59	4622.34	4623.48	2388.0
2022-05-09 00:30:00	ES	Futures	4623.76	4624.04	4619.51	4620.64	2171.0
2022-05-09 01:00:00	ES	Futures	4620.93	4626.88	4618.09	4619.23	4606.0
2022-05-09 01:30:00	ES	Futures	4618.94	4622.91	4614.69	4614.97	4873.0
2022-05-09 02:00:00	ES	Futures	4614.97	4631.7	4614.69	4628.86	8244.0
2022-05-09 02:30:00	ES	Futures	4628.86	4633.4	4628.3	4629.15	5263.0
2022-05-09 03:00:00	ES	Futures	4628.86	4641.05	4620.08	4624.89	17659.0
2022-05-09 03:30:00	ES	Futures	4625.18	4635.38	4612.99	4615.26	10247.0
2022-05-09 04:00:00	ES	Futures	4615.26	4617.81	4605.34	4607.32	11944.0
2022-05-09 04:30:00	ES	Futures	4607.6	4611.57	4593.15	4607.32	16425.0
2022-05-09 05:00:00	ES	Futures	4607.04	4613.84	4599.67	4600.8	11540.0
2022-05-09 05:30:00	ES	Futures	4600.8	4603.35	4591.73	4598.25	18566.0
2022-05-09 06:00:00	ES	Futures	4598.53	4600.52	4588.61	4592.3	14935.0
2022-05-09 06:30:00	ES	Futures	4592.01	4592.58	4573.31	4578.41	28177.0
2022-05-09 07:00:00	ES	Futures	4578.69	4587.2	4570.76	4573.31	18688.0
2022-05-09 07:30:00	ES	Futures	4573.02	4595.13	4570.19	4592.3	19752.0
2022-05-09 08:00:00	ES	Futures	4592.01	4603.07	4585.78	4586.91	28474.0
2022-05-09 08:30:00	ES	Futures	4586.91	4605.05	4583.23	4597.97	27952.0
2022-05-09 09:00:00	ES	Futures	4597.97	4611.01	4594.57	4597.97	32519.0
2022-05-09 09:30:00	ES	Futures	4597.97	4613.27	4577.28	4599.38	220133.0
2022-05-09 10:00:00	ES	Futures	4599.38	4601.94	4565.65	4568.21	162104.0
2022-05-09 10:30:00	ES	Futures	4567.92	4575.86	4547.8	4551.2	142645.0
2022-05-09 11:00:00	ES	Futures	4550.92	4559.99	4538.16	4541.56	118416.0
2022-05-09 11:30:00	ES	Futures	4541.56	4568.49	4532.21	4561.69	122208.0
2022-05-09 12:00:00	ES	Futures	4561.97	4586.06	4547.51	4576.43	112880.0
2022-05-09 12:30:00	ES	Futures	4576.14	4584.36	4548.08	4548.65	70448.0
2022-05-09 13:00:00	ES	Futures	4548.36	4561.12	4541.28	4558.0	69802.0
2022-05-09 13:30:00	ES	Futures	4558.0	4562.54	4533.06	4546.38	77799.0
2022-05-09 14:00:00	ES	Futures	4546.1	4558.29	4535.89	4541.28	67007.0
2022-05-09 14:30:00	ES	Futures	4541.28	4558.85	4529.94	4555.17	94508.0
2022-05-09 15:00:00	ES	Futures	4555.17	4569.62	4531.64	4537.03	117188.0
2022-05-09 15:30:00	ES	Futures	4537.03	4537.03	4501.03	4520.59	241434.0
2022-05-09 16:00:00	ES	Futures	4520.87	4536.18	4518.6	4525.69	66598.0
2022-05-09 16:30:00	ES	Futures	4525.69	4527.96	4520.87	4523.14	7377.0
2022-05-09 18:00:00	ES	Futures	4527.39	4534.48	4526.26	4533.06	5829.0
2022-05-09 18:30:00	ES	Futures	4533.34	4537.31	4533.06	4535.61	4095.0
2022-05-09 19:00:00	ES	Futures	4535.33	4536.18	4524.84	4527.96	3208.0
2022-05-09 19:30:00	ES	Futures	4527.96	4535.89	4527.11	4534.19	3962.0
2022-05-09 20:00:00	ES	Futures	4534.19	4535.61	4491.68	4499.61	18937.0
2022-05-09 20:30:00	ES	Futures	4499.9	4507.27	4497.63	4504.72	12415.0
2022-05-09 21:00:00	ES	Futures	4504.72	4520.02	4499.33	4512.93	13105.0
2022-05-09 21:30:00	ES	Futures	4512.65	4532.21	4507.27	4528.81	12185.0
2022-05-09 22:00:00	ES	Futures	4529.09	4544.68	4525.12	4544.68	12225.0
2022-05-09 22:30:00	ES	Futures	4544.96	4545.53	4538.44	4540.15	6970.0
2022-05-09 23:00:00	ES	Futures	4540.43	4546.38	4534.19	4537.88	6741.0
2022-05-09 23:30:00	ES	Futures	4538.16	4546.38	4535.89	4546.1	5121.0
2022-05-09 00:00:00	NQ	Futures	14609.81	14609.81	14588.06	14595.31	1297.0
2022-05-09 00:30:00	NQ	Futures	14595.89	14596.76	14576.18	14584.29	1257.0
2022-05-09 01:00:00	NQ	Futures	14584.0	14602.85	14566.03	14569.22	2534.0
2022-05-09 01:30:00	NQ	Futures	14569.51	14582.85	14557.91	14561.97	2330.0

> showing 50 of 4,042 rows — these rows as CSV

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