PREVIEW / futures_30min / 2022-07-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-21.parquet
  size:    116 KB
  rows:    3,877

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
2022-07-21 00:00:00	ES	Futures	4483.05	4485.6	4479.37	4480.22	1865.0
2022-07-21 00:30:00	ES	Futures	4480.22	4489.85	4479.94	4486.74	3543.0
2022-07-21 01:00:00	ES	Futures	4486.45	4491.27	4484.47	4488.15	3089.0
2022-07-21 01:30:00	ES	Futures	4488.44	4503.73	4487.59	4499.77	7638.0
2022-07-21 02:00:00	ES	Futures	4500.33	4502.32	4493.54	4493.54	7519.0
2022-07-21 02:30:00	ES	Futures	4493.25	4494.1	4487.59	4489.0	5033.0
2022-07-21 03:00:00	ES	Futures	4489.29	4495.8	4483.05	4484.19	9728.0
2022-07-21 03:30:00	ES	Futures	4484.47	4485.89	4478.81	4480.51	7245.0
2022-07-21 04:00:00	ES	Futures	4480.79	4482.2	4470.59	4473.71	8453.0
2022-07-21 04:30:00	ES	Futures	4473.99	4480.22	4471.44	4479.66	9155.0
2022-07-21 05:00:00	ES	Futures	4479.94	4482.49	4475.69	4479.37	5607.0
2022-07-21 05:30:00	ES	Futures	4479.37	4485.32	4476.82	4484.75	4753.0
2022-07-21 06:00:00	ES	Futures	4485.04	4491.27	4482.49	4489.29	6320.0
2022-07-21 06:30:00	ES	Futures	4489.29	4490.42	4479.37	4482.2	5455.0
2022-07-21 07:00:00	ES	Futures	4482.2	4486.45	4479.66	4481.35	6864.0
2022-07-21 07:30:00	ES	Futures	4481.07	4483.9	4475.69	4481.07	10133.0
2022-07-21 08:00:00	ES	Futures	4480.79	4498.63	4472.86	4488.15	28272.0
2022-07-21 08:30:00	ES	Futures	4488.44	4508.55	4485.04	4499.48	37716.0
2022-07-21 09:00:00	ES	Futures	4499.48	4500.33	4478.52	4481.07	41683.0
2022-07-21 09:30:00	ES	Futures	4481.07	4497.5	4466.06	4490.42	198688.0
2022-07-21 10:00:00	ES	Futures	4490.7	4500.33	4453.31	4458.13	202739.0
2022-07-21 10:30:00	ES	Futures	4458.41	4486.17	4455.58	4484.75	124698.0
2022-07-21 11:00:00	ES	Futures	4484.75	4490.99	4479.37	4489.57	127549.0
2022-07-21 11:30:00	ES	Futures	4489.57	4502.88	4485.89	4497.22	89190.0
2022-07-21 12:00:00	ES	Futures	4497.22	4519.31	4495.8	4518.46	97295.0
2022-07-21 12:30:00	ES	Futures	4518.46	4522.15	4513.36	4518.46	59776.0
2022-07-21 13:00:00	ES	Futures	4518.46	4521.58	4506.0	4509.97	64986.0
2022-07-21 13:30:00	ES	Futures	4509.97	4513.65	4499.48	4508.83	120070.0
2022-07-21 14:00:00	ES	Futures	4508.83	4519.31	4506.0	4517.33	79334.0
2022-07-21 14:30:00	ES	Futures	4517.33	4517.61	4507.13	4513.93	73908.0
2022-07-21 15:00:00	ES	Futures	4514.21	4525.55	4513.36	4520.73	58963.0
2022-07-21 15:30:00	ES	Futures	4520.73	4535.74	4518.18	4535.46	151586.0
2022-07-21 16:00:00	ES	Futures	4535.18	4537.73	4516.76	4520.16	65583.0
2022-07-21 16:30:00	ES	Futures	4520.45	4523.85	4519.31	4522.43	8590.0
2022-07-21 18:00:00	ES	Futures	4518.75	4521.01	4512.8	4519.03	5652.0
2022-07-21 18:30:00	ES	Futures	4518.75	4521.01	4515.91	4516.76	2445.0
2022-07-21 19:00:00	ES	Futures	4516.76	4517.9	4514.21	4517.33	1344.0
2022-07-21 19:30:00	ES	Futures	4517.33	4518.75	4513.65	4514.5	2407.0
2022-07-21 20:00:00	ES	Futures	4514.5	4516.48	4510.25	4514.21	4450.0
2022-07-21 20:30:00	ES	Futures	4514.21	4518.18	4513.36	4517.61	1769.0
2022-07-21 21:00:00	ES	Futures	4517.61	4517.9	4511.1	4514.78	2536.0
2022-07-21 21:30:00	ES	Futures	4515.06	4523.0	4515.06	4518.75	3627.0
2022-07-21 22:00:00	ES	Futures	4519.03	4520.16	4513.65	4514.5	2605.0
2022-07-21 22:30:00	ES	Futures	4514.21	4515.91	4511.95	4513.65	2330.0
2022-07-21 23:00:00	ES	Futures	4513.65	4516.48	4512.23	4515.06	1484.0
2022-07-21 23:30:00	ES	Futures	4515.35	4517.33	4515.06	4517.05	994.0
2022-07-21 00:00:00	NQ	Futures	14383.57	14393.69	14373.16	14375.76	1132.0
2022-07-21 00:30:00	NQ	Futures	14376.34	14413.07	14375.76	14397.74	2445.0
2022-07-21 01:00:00	NQ	Futures	14397.16	14415.96	14387.91	14404.39	1868.0
2022-07-21 01:30:00	NQ	Futures	14404.68	14448.94	14396.3	14441.71	4013.0

> showing 50 of 3,877 rows — these rows as CSV

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