PREVIEW / futures_30min / 2022-07-05

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-05.parquet
  size:    118 KB
  rows:    3,828

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
2022-07-05 00:00:00	ES	Futures	4347.08	4351.9	4347.08	4351.9	1993.0
2022-07-05 00:30:00	ES	Futures	4351.9	4354.45	4351.33	4354.45	1832.0
2022-07-05 01:00:00	ES	Futures	4354.45	4358.7	4352.75	4355.02	2925.0
2022-07-05 01:30:00	ES	Futures	4355.02	4356.72	4351.05	4355.02	2810.0
2022-07-05 02:00:00	ES	Futures	4354.73	4358.42	4353.32	4356.72	4943.0
2022-07-05 02:30:00	ES	Futures	4356.72	4362.1	4354.45	4356.43	4427.0
2022-07-05 03:00:00	ES	Futures	4356.15	4356.43	4343.12	4346.8	10741.0
2022-07-05 03:30:00	ES	Futures	4347.08	4350.48	4340.29	4340.57	8280.0
2022-07-05 04:00:00	ES	Futures	4340.57	4346.52	4320.17	4322.72	16768.0
2022-07-05 04:30:00	ES	Futures	4322.44	4326.12	4310.26	4311.68	14591.0
2022-07-05 05:00:00	ES	Futures	4311.96	4316.77	4306.58	4309.13	11055.0
2022-07-05 05:30:00	ES	Futures	4309.41	4316.49	4305.73	4315.64	11503.0
2022-07-05 06:00:00	ES	Futures	4315.07	4321.87	4313.66	4315.92	8139.0
2022-07-05 06:30:00	ES	Futures	4315.92	4322.16	4314.51	4317.34	5947.0
2022-07-05 07:00:00	ES	Futures	4317.34	4319.32	4309.41	4314.22	7050.0
2022-07-05 07:30:00	ES	Futures	4314.22	4314.79	4298.08	4299.78	15671.0
2022-07-05 08:00:00	ES	Futures	4300.06	4300.63	4284.2	4290.71	34961.0
2022-07-05 08:30:00	ES	Futures	4290.43	4291.85	4276.83	4278.53	27202.0
2022-07-05 09:00:00	ES	Futures	4278.53	4284.2	4275.42	4276.55	32222.0
2022-07-05 09:30:00	ES	Futures	4276.83	4281.65	4246.24	4253.04	221373.0
2022-07-05 10:00:00	ES	Futures	4252.75	4267.49	4242.27	4260.12	176873.0
2022-07-05 10:30:00	ES	Futures	4260.12	4280.52	4251.62	4256.15	142574.0
2022-07-05 11:00:00	ES	Futures	4256.15	4257.29	4243.97	4251.62	97287.0
2022-07-05 11:30:00	ES	Futures	4251.62	4275.13	4248.22	4268.9	103547.0
2022-07-05 12:00:00	ES	Futures	4269.18	4290.43	4264.65	4285.05	103997.0
2022-07-05 12:30:00	ES	Futures	4285.33	4288.45	4268.62	4271.17	64857.0
2022-07-05 13:00:00	ES	Futures	4271.17	4294.11	4270.03	4289.3	67594.0
2022-07-05 13:30:00	ES	Futures	4289.3	4301.19	4285.61	4294.4	62950.0
2022-07-05 14:00:00	ES	Futures	4294.68	4313.66	4291.85	4311.39	67223.0
2022-07-05 14:30:00	ES	Futures	4311.39	4329.24	4311.39	4322.16	100130.0
2022-07-05 15:00:00	ES	Futures	4322.16	4339.72	4315.07	4336.04	106843.0
2022-07-05 15:30:00	ES	Futures	4336.04	4346.23	4330.37	4345.95	166096.0
2022-07-05 16:00:00	ES	Futures	4345.67	4346.23	4338.02	4343.69	49337.0
2022-07-05 16:30:00	ES	Futures	4343.69	4344.53	4341.99	4343.97	5846.0
2022-07-05 18:00:00	ES	Futures	4348.78	4354.17	4344.53	4346.23	5752.0
2022-07-05 18:30:00	ES	Futures	4345.95	4348.5	4341.7	4344.53	3044.0
2022-07-05 19:00:00	ES	Futures	4344.25	4347.08	4340.29	4340.29	2431.0
2022-07-05 19:30:00	ES	Futures	4340.29	4340.57	4332.07	4334.62	4802.0
2022-07-05 20:00:00	ES	Futures	4334.62	4345.1	4334.62	4340.85	5856.0
2022-07-05 20:30:00	ES	Futures	4341.14	4356.72	4340.0	4353.88	8202.0
2022-07-05 21:00:00	ES	Futures	4354.17	4360.96	4347.65	4348.78	8714.0
2022-07-05 21:30:00	ES	Futures	4348.78	4350.48	4334.34	4339.44	7644.0
2022-07-05 22:00:00	ES	Futures	4339.72	4344.82	4334.9	4339.15	4885.0
2022-07-05 22:30:00	ES	Futures	4338.87	4341.7	4330.37	4334.62	4897.0
2022-07-05 23:00:00	ES	Futures	4334.62	4338.87	4331.79	4335.19	4035.0
2022-07-05 23:30:00	ES	Futures	4335.47	4347.93	4334.34	4345.95	3653.0
2022-07-05 00:00:00	NQ	Futures	13483.46	13501.97	13482.01	13500.81	1433.0
2022-07-05 00:30:00	NQ	Futures	13500.52	13508.62	13496.18	13507.46	1318.0
2022-07-05 01:00:00	NQ	Futures	13505.73	13522.21	13499.08	13506.02	1874.0
2022-07-05 01:30:00	NQ	Futures	13506.89	13514.98	13493.87	13508.33	1637.0

> showing 50 of 3,828 rows — these rows as CSV

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