PREVIEW / futures_30min / 2022-07-01

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-01.parquet
  size:    99 KB
  rows:    3,131

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
2022-07-01 00:00:00	ES	Futures	4255.02	4259.84	4245.11	4248.22	8271.0
2022-07-01 00:30:00	ES	Futures	4247.94	4256.72	4247.66	4250.49	4313.0
2022-07-01 01:00:00	ES	Futures	4250.77	4255.02	4245.11	4252.75	5264.0
2022-07-01 01:30:00	ES	Futures	4252.47	4259.84	4247.09	4253.89	5986.0
2022-07-01 02:00:00	ES	Futures	4253.89	4264.37	4249.07	4262.67	9701.0
2022-07-01 02:30:00	ES	Futures	4262.67	4263.52	4253.04	4256.44	5354.0
2022-07-01 03:00:00	ES	Futures	4256.72	4262.95	4242.84	4259.27	16738.0
2022-07-01 03:30:00	ES	Futures	4259.55	4270.03	4258.14	4259.55	13604.0
2022-07-01 04:00:00	ES	Futures	4259.84	4277.68	4252.47	4277.12	14997.0
2022-07-01 04:30:00	ES	Futures	4276.83	4281.93	4274.0	4279.38	9180.0
2022-07-01 05:00:00	ES	Futures	4279.38	4289.3	4275.98	4283.35	11896.0
2022-07-01 05:30:00	ES	Futures	4283.35	4292.13	4280.8	4291.28	8485.0
2022-07-01 06:00:00	ES	Futures	4291.28	4292.98	4282.5	4286.46	7454.0
2022-07-01 06:30:00	ES	Futures	4286.75	4288.45	4273.43	4276.27	10587.0
2022-07-01 07:00:00	ES	Futures	4276.55	4283.63	4274.0	4280.52	10253.0
2022-07-01 07:30:00	ES	Futures	4280.52	4282.22	4264.09	4270.03	12112.0
2022-07-01 08:00:00	ES	Futures	4270.32	4279.38	4266.07	4274.28	13177.0
2022-07-01 08:30:00	ES	Futures	4274.28	4287.31	4273.15	4284.48	19323.0
2022-07-01 09:00:00	ES	Futures	4284.2	4290.15	4281.08	4284.48	31106.0
2022-07-01 09:30:00	ES	Futures	4284.2	4320.74	4275.7	4308.84	201851.0
2022-07-01 10:00:00	ES	Futures	4309.69	4324.71	4264.94	4266.92	184882.0
2022-07-01 10:30:00	ES	Futures	4267.2	4279.95	4253.04	4271.17	128339.0
2022-07-01 11:00:00	ES	Futures	4271.17	4295.53	4262.39	4281.37	109903.0
2022-07-01 11:30:00	ES	Futures	4281.37	4292.98	4267.2	4271.45	79063.0
2022-07-01 12:00:00	ES	Futures	4271.45	4290.15	4265.5	4287.6	61329.0
2022-07-01 12:30:00	ES	Futures	4287.88	4291.56	4274.28	4274.57	52926.0
2022-07-01 13:00:00	ES	Futures	4274.28	4287.88	4272.02	4287.03	50397.0
2022-07-01 13:30:00	ES	Futures	4287.31	4304.88	4286.18	4303.74	62407.0
2022-07-01 14:00:00	ES	Futures	4304.03	4318.47	4293.26	4312.53	71895.0
2022-07-01 14:30:00	ES	Futures	4312.81	4326.41	4312.53	4323.01	58860.0
2022-07-01 15:00:00	ES	Futures	4323.01	4331.79	4311.68	4326.41	88946.0
2022-07-01 15:30:00	ES	Futures	4326.41	4343.69	4326.12	4337.45	185838.0
2022-07-01 16:00:00	ES	Futures	4337.45	4340.0	4334.05	4335.75	45472.0
2022-07-01 16:30:00	ES	Futures	4335.75	4337.17	4334.05	4334.62	4995.0
2022-07-01 00:00:00	NQ	Futures	13213.31	13228.64	13168.19	13184.38	4914.0
2022-07-01 00:30:00	NQ	Futures	13184.67	13217.65	13182.36	13191.9	2598.0
2022-07-01 01:00:00	NQ	Futures	13192.19	13209.84	13169.63	13196.24	3413.0
2022-07-01 01:30:00	NQ	Futures	13196.82	13222.56	13176.86	13200.87	4107.0
2022-07-01 02:00:00	NQ	Futures	13200.29	13245.99	13184.96	13244.26	5507.0
2022-07-01 02:30:00	NQ	Futures	13244.83	13245.41	13211.57	13227.19	3063.0
2022-07-01 03:00:00	NQ	Futures	13226.9	13252.35	13176.86	13238.47	8146.0
2022-07-01 03:30:00	NQ	Futures	13238.76	13277.23	13228.35	13234.42	5696.0
2022-07-01 04:00:00	NQ	Futures	13235.29	13290.53	13203.76	13289.09	7328.0
2022-07-01 04:30:00	NQ	Futures	13288.22	13303.84	13275.78	13291.69	4577.0
2022-07-01 05:00:00	NQ	Futures	13291.11	13329.0	13279.25	13303.55	4992.0
2022-07-01 05:30:00	NQ	Futures	13303.55	13333.05	13287.64	13328.42	4090.0
2022-07-01 06:00:00	NQ	Futures	13329.58	13337.39	13296.32	13306.44	3664.0
2022-07-01 06:30:00	NQ	Futures	13306.73	13312.23	13257.27	13267.4	5014.0
2022-07-01 07:00:00	NQ	Futures	13268.26	13307.02	13261.61	13296.61	4871.0
2022-07-01 07:30:00	NQ	Futures	13298.34	13303.26	13223.43	13243.68	5762.0

> showing 50 of 3,131 rows — these rows as CSV

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