PREVIEW / futures_30min / 2022-05-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-27.parquet
  size:    91 KB
  rows:    3,065

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
2022-05-27 00:00:00	ES	Futures	4590.03	4594.57	4589.18	4594.0	1502.0
2022-05-27 00:30:00	ES	Futures	4594.0	4596.83	4593.43	4594.28	1359.0
2022-05-27 01:00:00	ES	Futures	4594.0	4597.68	4592.58	4594.85	1892.0
2022-05-27 01:30:00	ES	Futures	4594.85	4595.42	4586.63	4591.73	3660.0
2022-05-27 02:00:00	ES	Futures	4591.73	4592.3	4586.35	4590.88	5416.0
2022-05-27 02:30:00	ES	Futures	4590.88	4599.1	4588.61	4598.25	4425.0
2022-05-27 03:00:00	ES	Futures	4597.97	4602.5	4590.88	4595.13	12303.0
2022-05-27 03:30:00	ES	Futures	4595.13	4599.38	4592.58	4595.7	5915.0
2022-05-27 04:00:00	ES	Futures	4595.7	4609.87	4593.43	4609.59	12631.0
2022-05-27 04:30:00	ES	Futures	4609.3	4615.26	4606.47	4612.42	10693.0
2022-05-27 05:00:00	ES	Futures	4612.42	4612.99	4604.49	4610.15	6158.0
2022-05-27 05:30:00	ES	Futures	4610.15	4622.06	4608.17	4618.94	10087.0
2022-05-27 06:00:00	ES	Futures	4619.23	4619.23	4608.74	4612.42	8286.0
2022-05-27 06:30:00	ES	Futures	4612.14	4616.67	4607.89	4615.82	7003.0
2022-05-27 07:00:00	ES	Futures	4615.54	4615.54	4605.05	4608.74	17529.0
2022-05-27 07:30:00	ES	Futures	4608.74	4610.72	4599.1	4600.52	17627.0
2022-05-27 08:00:00	ES	Futures	4600.52	4611.29	4598.53	4606.19	20255.0
2022-05-27 08:30:00	ES	Futures	4605.9	4633.68	4600.8	4631.13	45729.0
2022-05-27 09:00:00	ES	Futures	4631.41	4633.96	4623.48	4627.16	25588.0
2022-05-27 09:30:00	ES	Futures	4627.44	4669.68	4625.18	4663.44	197403.0
2022-05-27 10:00:00	ES	Futures	4663.16	4677.9	4658.91	4670.81	127610.0
2022-05-27 10:30:00	ES	Futures	4671.09	4675.35	4661.17	4662.59	78176.0
2022-05-27 11:00:00	ES	Futures	4662.59	4675.91	4657.49	4672.23	81496.0
2022-05-27 11:30:00	ES	Futures	4672.51	4681.87	4669.96	4680.45	72141.0
2022-05-27 12:00:00	ES	Futures	4680.45	4684.7	4673.93	4678.75	58844.0
2022-05-27 12:30:00	ES	Futures	4678.75	4681.3	4672.23	4679.31	44205.0
2022-05-27 13:00:00	ES	Futures	4679.31	4683.85	4676.48	4678.75	58215.0
2022-05-27 13:30:00	ES	Futures	4679.03	4681.58	4673.36	4677.61	39494.0
2022-05-27 14:00:00	ES	Futures	4677.61	4682.43	4673.93	4680.16	36651.0
2022-05-27 14:30:00	ES	Futures	4680.16	4688.38	4678.75	4687.25	56828.0
2022-05-27 15:00:00	ES	Futures	4687.25	4702.84	4685.83	4701.14	90242.0
2022-05-27 15:30:00	ES	Futures	4701.42	4713.33	4692.92	4712.19	191799.0
2022-05-27 16:00:00	ES	Futures	4712.19	4722.96	4708.79	4722.68	76521.0
2022-05-27 16:30:00	ES	Futures	4722.68	4725.8	4721.83	4725.52	13063.0
2022-05-27 00:00:00	NQ	Futures	14211.97	14228.79	14209.07	14225.6	994.0
2022-05-27 00:30:00	NQ	Futures	14225.6	14240.38	14224.15	14226.76	1478.0
2022-05-27 01:00:00	NQ	Futures	14225.89	14247.05	14219.22	14235.16	2336.0
2022-05-27 01:30:00	NQ	Futures	14234.87	14236.32	14201.53	14220.09	1975.0
2022-05-27 02:00:00	NQ	Futures	14220.09	14220.67	14189.64	14209.07	3430.0
2022-05-27 02:30:00	NQ	Futures	14208.49	14236.61	14195.44	14233.72	2908.0
2022-05-27 03:00:00	NQ	Futures	14231.4	14246.47	14192.54	14215.16	8079.0
2022-05-27 03:30:00	NQ	Futures	14214.87	14230.53	14203.85	14212.55	3563.0
2022-05-27 04:00:00	NQ	Futures	14212.26	14298.38	14201.82	14294.61	8523.0
2022-05-27 04:30:00	NQ	Futures	14295.48	14321.29	14283.01	14309.98	6930.0
2022-05-27 05:00:00	NQ	Futures	14309.98	14311.72	14275.18	14296.93	3707.0
2022-05-27 05:30:00	NQ	Futures	14296.35	14352.31	14287.65	14339.56	6372.0
2022-05-27 06:00:00	NQ	Futures	14339.85	14340.14	14293.16	14312.01	5295.0
2022-05-27 06:30:00	NQ	Futures	14312.88	14330.28	14291.13	14328.25	4297.0
2022-05-27 07:00:00	NQ	Futures	14327.67	14327.67	14278.95	14296.64	5992.0
2022-05-27 07:30:00	NQ	Futures	14295.19	14305.63	14256.04	14262.42	6240.0

> showing 50 of 3,065 rows — these rows as CSV

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