PREVIEW / futures_30min / 2022-07-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-18.parquet
  size:    112 KB
  rows:    3,875

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
2022-07-18 00:00:00	ES	Futures	4397.22	4398.92	4394.11	4395.81	1780.0
2022-07-18 00:30:00	ES	Futures	4396.09	4399.77	4395.24	4399.21	1181.0
2022-07-18 01:00:00	ES	Futures	4399.21	4399.77	4395.52	4399.21	1617.0
2022-07-18 01:30:00	ES	Futures	4399.21	4404.59	4398.36	4403.74	3650.0
2022-07-18 02:00:00	ES	Futures	4403.74	4407.14	4398.92	4401.47	5313.0
2022-07-18 02:30:00	ES	Futures	4401.47	4408.55	4399.49	4408.27	7010.0
2022-07-18 03:00:00	ES	Futures	4407.99	4414.5	4402.04	4413.09	13093.0
2022-07-18 03:30:00	ES	Futures	4413.09	4421.02	4412.52	4415.92	10359.0
2022-07-18 04:00:00	ES	Futures	4415.92	4427.82	4413.65	4426.4	12448.0
2022-07-18 04:30:00	ES	Futures	4426.12	4429.8	4423.57	4428.95	8513.0
2022-07-18 05:00:00	ES	Futures	4428.38	4429.23	4423.0	4423.28	6191.0
2022-07-18 05:30:00	ES	Futures	4423.28	4424.7	4419.04	4421.58	6117.0
2022-07-18 06:00:00	ES	Futures	4421.3	4425.27	4419.04	4423.57	5905.0
2022-07-18 06:30:00	ES	Futures	4423.57	4424.13	4419.04	4421.02	4435.0
2022-07-18 07:00:00	ES	Futures	4421.02	4428.1	4417.62	4426.12	9146.0
2022-07-18 07:30:00	ES	Futures	4425.83	4426.97	4421.02	4422.15	8167.0
2022-07-18 08:00:00	ES	Futures	4422.15	4424.98	4407.7	4408.55	21502.0
2022-07-18 08:30:00	ES	Futures	4408.84	4415.64	4407.7	4415.07	17035.0
2022-07-18 09:00:00	ES	Futures	4414.79	4417.9	4410.54	4416.49	18929.0
2022-07-18 09:30:00	ES	Futures	4416.77	4424.98	4408.84	4416.2	154438.0
2022-07-18 10:00:00	ES	Futures	4416.2	4420.73	4403.74	4409.69	108194.0
2022-07-18 10:30:00	ES	Futures	4409.97	4415.92	4404.31	4411.95	66738.0
2022-07-18 11:00:00	ES	Futures	4411.95	4413.37	4404.87	4408.55	49378.0
2022-07-18 11:30:00	ES	Futures	4408.27	4417.9	4406.0	4416.77	52712.0
2022-07-18 12:00:00	ES	Futures	4416.77	4417.34	4410.54	4411.1	39171.0
2022-07-18 12:30:00	ES	Futures	4411.1	4414.22	4401.47	4402.89	42629.0
2022-07-18 13:00:00	ES	Futures	4402.89	4405.15	4395.52	4402.32	50194.0
2022-07-18 13:30:00	ES	Futures	4402.04	4402.89	4370.88	4372.86	114650.0
2022-07-18 14:00:00	ES	Futures	4372.86	4379.94	4366.06	4366.91	84931.0
2022-07-18 14:30:00	ES	Futures	4366.91	4375.98	4355.3	4357.0	97569.0
2022-07-18 15:00:00	ES	Futures	4357.0	4366.63	4351.62	4352.18	85342.0
2022-07-18 15:30:00	ES	Futures	4352.47	4352.75	4328.67	4344.25	191321.0
2022-07-18 16:00:00	ES	Futures	4344.53	4350.2	4341.99	4348.78	43913.0
2022-07-18 16:30:00	ES	Futures	4348.78	4349.92	4347.37	4349.07	4329.0
2022-07-18 18:00:00	ES	Futures	4349.35	4350.48	4344.25	4348.5	3580.0
2022-07-18 18:30:00	ES	Futures	4348.5	4352.75	4347.65	4350.48	2504.0
2022-07-18 19:00:00	ES	Futures	4350.48	4351.33	4346.52	4349.92	2028.0
2022-07-18 19:30:00	ES	Futures	4349.92	4356.43	4349.92	4355.58	4194.0
2022-07-18 20:00:00	ES	Futures	4355.87	4357.28	4348.5	4351.9	4458.0
2022-07-18 20:30:00	ES	Futures	4352.18	4352.18	4345.95	4349.63	2505.0
2022-07-18 21:00:00	ES	Futures	4349.63	4353.88	4348.22	4353.32	2794.0
2022-07-18 21:30:00	ES	Futures	4353.32	4356.15	4349.92	4350.2	3741.0
2022-07-18 22:00:00	ES	Futures	4350.48	4358.13	4350.48	4356.43	2922.0
2022-07-18 22:30:00	ES	Futures	4356.15	4357.0	4353.88	4355.87	2022.0
2022-07-18 23:00:00	ES	Futures	4355.87	4358.42	4355.3	4355.58	1806.0
2022-07-18 23:30:00	ES	Futures	4355.87	4355.87	4349.35	4351.9	2799.0
2022-07-18 00:00:00	NQ	Futures	13998.88	14008.14	13989.63	13997.15	1381.0
2022-07-18 00:30:00	NQ	Futures	13997.15	14004.67	13993.39	14002.35	840.0
2022-07-18 01:00:00	NQ	Futures	14002.06	14004.38	13987.02	13998.01	1287.0
2022-07-18 01:30:00	NQ	Futures	13998.3	14023.47	13995.41	14016.24	2598.0

> showing 50 of 3,875 rows — these rows as CSV

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