PREVIEW / futures_30min / 2022-05-13

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-13.parquet
  size:    97 KB
  rows:    3,133

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
2022-05-13 00:00:00	ES	Futures	4497.35	4497.35	4489.69	4491.96	3510.0
2022-05-13 00:30:00	ES	Futures	4491.96	4499.05	4490.83	4497.06	3027.0
2022-05-13 01:00:00	ES	Futures	4497.06	4502.16	4492.24	4496.78	4065.0
2022-05-13 01:30:00	ES	Futures	4497.06	4501.31	4495.08	4497.06	4721.0
2022-05-13 02:00:00	ES	Futures	4497.06	4498.48	4482.89	4486.01	9043.0
2022-05-13 02:30:00	ES	Futures	4486.29	4495.36	4484.31	4491.68	6668.0
2022-05-13 03:00:00	ES	Futures	4491.68	4497.91	4479.49	4496.5	15270.0
2022-05-13 03:30:00	ES	Futures	4496.21	4506.7	4493.38	4496.21	15827.0
2022-05-13 04:00:00	ES	Futures	4496.21	4506.7	4495.65	4504.72	11004.0
2022-05-13 04:30:00	ES	Futures	4504.72	4506.13	4493.94	4499.9	8647.0
2022-05-13 05:00:00	ES	Futures	4500.18	4508.68	4499.9	4502.73	10973.0
2022-05-13 05:30:00	ES	Futures	4502.45	4503.01	4491.96	4494.79	8847.0
2022-05-13 06:00:00	ES	Futures	4494.79	4500.18	4491.11	4497.91	5224.0
2022-05-13 06:30:00	ES	Futures	4497.91	4505.0	4496.78	4503.58	6193.0
2022-05-13 07:00:00	ES	Futures	4503.3	4505.28	4498.48	4501.31	6503.0
2022-05-13 07:30:00	ES	Futures	4501.03	4521.44	4499.33	4518.32	21764.0
2022-05-13 08:00:00	ES	Futures	4518.6	4520.87	4511.23	4512.93	16674.0
2022-05-13 08:30:00	ES	Futures	4512.93	4520.3	4512.65	4513.79	16054.0
2022-05-13 09:00:00	ES	Futures	4513.5	4514.92	4498.48	4501.88	29395.0
2022-05-13 09:30:00	ES	Futures	4501.88	4528.81	4489.13	4523.71	203126.0
2022-05-13 10:00:00	ES	Futures	4523.42	4556.58	4521.44	4550.63	157756.0
2022-05-13 10:30:00	ES	Futures	4550.63	4556.02	4531.93	4549.78	106065.0
2022-05-13 11:00:00	ES	Futures	4549.78	4558.29	4542.41	4557.44	87448.0
2022-05-13 11:30:00	ES	Futures	4557.44	4559.99	4548.36	4557.44	71101.0
2022-05-13 12:00:00	ES	Futures	4557.44	4575.86	4555.73	4565.09	80450.0
2022-05-13 12:30:00	ES	Futures	4565.09	4571.32	4547.51	4559.99	73014.0
2022-05-13 13:00:00	ES	Futures	4559.99	4564.52	4546.38	4549.5	65269.0
2022-05-13 13:30:00	ES	Futures	4549.78	4554.88	4529.66	4531.93	78003.0
2022-05-13 14:00:00	ES	Futures	4532.21	4532.21	4507.55	4518.04	112553.0
2022-05-13 14:30:00	ES	Futures	4518.04	4546.38	4517.47	4545.81	109182.0
2022-05-13 15:00:00	ES	Futures	4545.81	4567.07	4543.26	4566.22	85541.0
2022-05-13 15:30:00	ES	Futures	4566.22	4568.49	4537.88	4558.0	223996.0
2022-05-13 16:00:00	ES	Futures	4558.0	4558.57	4546.66	4557.15	52800.0
2022-05-13 16:30:00	ES	Futures	4557.44	4558.85	4549.5	4550.92	7552.0
2022-05-13 00:00:00	NQ	Futures	14050.16	14052.19	14025.51	14036.53	2219.0
2022-05-13 00:30:00	NQ	Futures	14035.95	14070.75	14030.44	14060.02	2088.0
2022-05-13 01:00:00	NQ	Futures	14060.31	14082.06	14034.21	14056.83	2998.0
2022-05-13 01:30:00	NQ	Futures	14055.38	14078.87	14046.68	14056.25	2758.0
2022-05-13 02:00:00	NQ	Futures	14057.7	14062.34	13998.26	14015.65	4269.0
2022-05-13 02:30:00	NQ	Futures	14016.23	14060.02	14012.17	14051.61	4517.0
2022-05-13 03:00:00	NQ	Futures	14051.03	14077.13	13998.55	14069.88	7297.0
2022-05-13 03:30:00	NQ	Futures	14072.49	14127.87	14066.69	14080.61	8142.0
2022-05-13 04:00:00	NQ	Futures	14080.61	14121.78	14075.97	14105.84	5919.0
2022-05-13 04:30:00	NQ	Futures	14106.42	14113.09	14064.95	14089.31	4603.0
2022-05-13 05:00:00	NQ	Futures	14089.6	14121.2	14085.54	14091.05	4406.0
2022-05-13 05:30:00	NQ	Futures	14090.47	14108.45	14059.15	14079.16	5929.0
2022-05-13 06:00:00	NQ	Futures	14078.29	14090.76	14050.45	14079.16	3779.0
2022-05-13 06:30:00	NQ	Futures	14078.87	14107.29	14073.94	14099.17	2784.0
2022-05-13 07:00:00	NQ	Futures	14098.3	14106.13	14076.55	14085.83	3387.0
2022-05-13 07:30:00	NQ	Futures	14087.86	14159.48	14079.45	14149.62	9385.0

> showing 50 of 3,133 rows — these rows as CSV

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