PREVIEW / futures_30min / 2022-05-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-12.parquet
  size:    122 KB
  rows:    4,007

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
2022-05-12 00:00:00	ES	Futures	4468.72	4470.99	4457.95	4459.65	3997.0
2022-05-12 00:30:00	ES	Futures	4459.65	4461.92	4454.55	4456.25	4471.0
2022-05-12 01:00:00	ES	Futures	4455.96	4462.48	4438.67	4446.04	10092.0
2022-05-12 01:30:00	ES	Futures	4446.04	4451.15	4434.99	4435.84	8196.0
2022-05-12 02:00:00	ES	Futures	4436.12	4452.28	4433.29	4443.78	12650.0
2022-05-12 02:30:00	ES	Futures	4443.78	4451.71	4433.29	4438.11	8868.0
2022-05-12 03:00:00	ES	Futures	4437.82	4443.21	4422.8	4436.97	27615.0
2022-05-12 03:30:00	ES	Futures	4436.69	4463.33	4427.05	4451.15	21663.0
2022-05-12 04:00:00	ES	Futures	4451.43	4454.26	4431.02	4436.41	17786.0
2022-05-12 04:30:00	ES	Futures	4436.97	4444.34	4418.83	4426.77	25376.0
2022-05-12 05:00:00	ES	Futures	4426.49	4431.59	4419.68	4422.8	16310.0
2022-05-12 05:30:00	ES	Futures	4422.8	4431.59	4412.03	4423.37	16003.0
2022-05-12 06:00:00	ES	Futures	4423.37	4436.41	4420.25	4435.84	13445.0
2022-05-12 06:30:00	ES	Futures	4435.84	4439.24	4422.52	4435.56	12336.0
2022-05-12 07:00:00	ES	Futures	4436.12	4450.01	4430.17	4440.94	17603.0
2022-05-12 07:30:00	ES	Futures	4440.94	4440.94	4404.38	4409.2	32257.0
2022-05-12 08:00:00	ES	Futures	4409.2	4423.65	4405.51	4416.0	28072.0
2022-05-12 08:30:00	ES	Futures	4416.0	4431.3	4409.76	4421.1	45331.0
2022-05-12 09:00:00	ES	Futures	4421.38	4434.42	4415.71	4418.55	36133.0
2022-05-12 09:30:00	ES	Futures	4418.27	4440.09	4390.77	4410.05	240112.0
2022-05-12 10:00:00	ES	Futures	4409.76	4468.15	4395.59	4448.03	202537.0
2022-05-12 10:30:00	ES	Futures	4448.31	4473.54	4433.57	4471.27	144325.0
2022-05-12 11:00:00	ES	Futures	4471.27	4491.68	4454.55	4459.65	126052.0
2022-05-12 11:30:00	ES	Futures	4459.65	4463.33	4410.61	4410.9	118273.0
2022-05-12 12:00:00	ES	Futures	4410.61	4434.99	4404.66	4431.02	112874.0
2022-05-12 12:30:00	ES	Futures	4431.02	4453.13	4423.37	4430.74	102042.0
2022-05-12 13:00:00	ES	Futures	4430.74	4438.39	4410.33	4417.98	79422.0
2022-05-12 13:30:00	ES	Futures	4417.98	4423.08	4383.97	4392.19	95435.0
2022-05-12 14:00:00	ES	Futures	4391.91	4402.39	4380.0	4391.06	83501.0
2022-05-12 14:30:00	ES	Futures	4391.34	4393.32	4370.65	4377.17	93391.0
2022-05-12 15:00:00	ES	Futures	4377.17	4429.32	4373.2	4404.66	156583.0
2022-05-12 15:30:00	ES	Futures	4404.38	4455.68	4403.81	4453.13	261636.0
2022-05-12 16:00:00	ES	Futures	4453.41	4455.68	4444.63	4449.73	61391.0
2022-05-12 16:30:00	ES	Futures	4450.01	4450.01	4427.34	4433.0	14022.0
2022-05-12 18:00:00	ES	Futures	4440.09	4450.01	4439.24	4449.73	5056.0
2022-05-12 18:30:00	ES	Futures	4449.73	4449.73	4444.06	4447.46	2886.0
2022-05-12 19:00:00	ES	Futures	4447.18	4462.77	4446.89	4459.65	6995.0
2022-05-12 19:30:00	ES	Futures	4459.65	4471.55	4458.8	4469.29	7505.0
2022-05-12 20:00:00	ES	Futures	4469.29	4475.8	4464.47	4475.8	10391.0
2022-05-12 20:30:00	ES	Futures	4475.8	4480.62	4475.52	4478.64	6243.0
2022-05-12 21:00:00	ES	Futures	4478.36	4489.13	4476.09	4487.14	5820.0
2022-05-12 21:30:00	ES	Futures	4487.14	4487.43	4478.92	4484.02	5503.0
2022-05-12 22:00:00	ES	Futures	4484.02	4487.71	4482.32	4483.17	4522.0
2022-05-12 22:30:00	ES	Futures	4483.46	4486.01	4482.04	4484.02	2781.0
2022-05-12 23:00:00	ES	Futures	4484.02	4499.9	4483.46	4499.61	7489.0
2022-05-12 23:30:00	ES	Futures	4499.61	4504.72	4496.21	4497.35	7051.0
2022-05-12 00:00:00	NQ	Futures	13939.1	13944.32	13889.8	13895.6	2768.0
2022-05-12 00:30:00	NQ	Futures	13895.02	13912.13	13872.41	13887.77	2865.0
2022-05-12 01:00:00	NQ	Futures	13887.77	13913.87	13817.89	13845.44	5163.0
2022-05-12 01:30:00	NQ	Futures	13845.15	13867.48	13805.13	13815.28	4486.0

> showing 50 of 4,007 rows — these rows as CSV

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