PREVIEW / futures_30min / 2022-06-24

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-24.parquet
  size:    94 KB
  rows:    3,101

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
2022-06-24 00:00:00	ES	Futures	4323.57	4341.14	4322.72	4336.89	5821.0
2022-06-24 00:30:00	ES	Futures	4336.89	4340.0	4335.47	4338.02	2964.0
2022-06-24 01:00:00	ES	Futures	4337.74	4342.27	4334.34	4340.57	4911.0
2022-06-24 01:30:00	ES	Futures	4340.85	4344.53	4337.74	4339.15	5032.0
2022-06-24 02:00:00	ES	Futures	4339.44	4339.72	4333.2	4335.19	5333.0
2022-06-24 02:30:00	ES	Futures	4335.47	4337.17	4329.52	4329.8	4755.0
2022-06-24 03:00:00	ES	Futures	4330.09	4334.34	4324.71	4329.8	10081.0
2022-06-24 03:30:00	ES	Futures	4329.52	4338.59	4328.67	4334.62	9983.0
2022-06-24 04:00:00	ES	Futures	4334.62	4339.72	4325.27	4331.79	11612.0
2022-06-24 04:30:00	ES	Futures	4332.07	4336.32	4329.8	4334.34	5729.0
2022-06-24 05:00:00	ES	Futures	4334.62	4338.59	4331.79	4334.05	4092.0
2022-06-24 05:30:00	ES	Futures	4334.34	4340.29	4332.35	4339.72	5165.0
2022-06-24 06:00:00	ES	Futures	4339.72	4344.53	4337.74	4338.87	8942.0
2022-06-24 06:30:00	ES	Futures	4339.15	4343.12	4335.47	4338.02	5470.0
2022-06-24 07:00:00	ES	Futures	4337.74	4341.7	4335.75	4341.7	6293.0
2022-06-24 07:30:00	ES	Futures	4341.42	4344.53	4332.07	4334.9	11579.0
2022-06-24 08:00:00	ES	Futures	4335.19	4341.14	4332.64	4335.75	13970.0
2022-06-24 08:30:00	ES	Futures	4335.19	4339.44	4333.2	4334.62	12605.0
2022-06-24 09:00:00	ES	Futures	4334.62	4343.97	4333.77	4341.99	18586.0
2022-06-24 09:30:00	ES	Futures	4341.7	4372.58	4340.85	4368.9	171840.0
2022-06-24 10:00:00	ES	Futures	4368.9	4407.42	4368.9	4400.06	179446.0
2022-06-24 10:30:00	ES	Futures	4400.34	4404.02	4390.71	4399.77	91889.0
2022-06-24 11:00:00	ES	Futures	4399.77	4407.7	4393.82	4404.59	78826.0
2022-06-24 11:30:00	ES	Futures	4404.59	4408.55	4399.77	4405.72	60719.0
2022-06-24 12:00:00	ES	Futures	4405.72	4411.39	4403.17	4404.59	57027.0
2022-06-24 12:30:00	ES	Futures	4404.59	4409.69	4400.62	4408.55	42180.0
2022-06-24 13:00:00	ES	Futures	4408.55	4413.09	4406.85	4408.84	41667.0
2022-06-24 13:30:00	ES	Futures	4408.84	4411.39	4403.74	4405.72	46029.0
2022-06-24 14:00:00	ES	Futures	4406.0	4411.39	4403.46	4409.69	38998.0
2022-06-24 14:30:00	ES	Futures	4409.97	4416.49	4408.84	4415.92	50061.0
2022-06-24 15:00:00	ES	Futures	4415.92	4419.04	4413.37	4418.47	57555.0
2022-06-24 15:30:00	ES	Futures	4418.47	4441.13	4414.22	4440.56	236625.0
2022-06-24 16:00:00	ES	Futures	4440.85	4441.41	4424.98	4425.55	99640.0
2022-06-24 16:30:00	ES	Futures	4425.83	4436.88	4424.7	4435.75	12672.0
2022-06-24 00:00:00	NQ	Futures	13667.12	13727.86	13664.23	13712.53	4399.0
2022-06-24 00:30:00	NQ	Futures	13712.53	13724.39	13703.57	13713.11	2049.0
2022-06-24 01:00:00	NQ	Futures	13712.82	13731.91	13697.2	13718.03	3309.0
2022-06-24 01:30:00	NQ	Futures	13718.61	13739.72	13710.22	13715.72	2945.0
2022-06-24 02:00:00	NQ	Futures	13715.43	13717.45	13692.87	13700.39	2907.0
2022-06-24 02:30:00	NQ	Futures	13700.1	13707.33	13676.38	13682.16	2749.0
2022-06-24 03:00:00	NQ	Futures	13682.74	13700.68	13658.16	13687.66	6052.0
2022-06-24 03:30:00	NQ	Futures	13687.08	13725.84	13683.32	13707.91	5022.0
2022-06-24 04:00:00	NQ	Futures	13707.62	13726.42	13671.17	13691.71	5595.0
2022-06-24 04:30:00	NQ	Futures	13693.73	13706.17	13686.5	13698.65	3009.0
2022-06-24 05:00:00	NQ	Futures	13699.52	13713.4	13689.39	13693.73	2437.0
2022-06-24 05:30:00	NQ	Futures	13694.31	13715.43	13685.63	13712.82	2572.0
2022-06-24 06:00:00	NQ	Futures	13712.24	13727.29	13702.7	13707.91	4338.0
2022-06-24 06:30:00	NQ	Futures	13708.77	13720.92	13699.52	13700.68	2296.0
2022-06-24 07:00:00	NQ	Futures	13700.68	13711.09	13695.18	13711.09	2587.0
2022-06-24 07:30:00	NQ	Futures	13711.09	13718.9	13668.86	13678.4	5484.0

> showing 50 of 3,101 rows — these rows as CSV

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