PREVIEW / futures_30min / 2022-08-05

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-05.parquet
  size:    95 KB
  rows:    3,120

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
2022-08-05 00:00:00	ES	Futures	4717.32	4718.45	4715.62	4715.62	958.0
2022-08-05 00:30:00	ES	Futures	4715.9	4718.17	4715.62	4717.6	820.0
2022-08-05 01:00:00	ES	Futures	4717.6	4717.89	4714.77	4715.05	964.0
2022-08-05 01:30:00	ES	Futures	4715.05	4717.32	4713.92	4717.32	1970.0
2022-08-05 02:00:00	ES	Futures	4717.32	4717.32	4713.07	4714.77	2572.0
2022-08-05 02:30:00	ES	Futures	4714.77	4715.34	4711.09	4711.09	3286.0
2022-08-05 03:00:00	ES	Futures	4711.37	4713.92	4709.67	4713.07	6121.0
2022-08-05 03:30:00	ES	Futures	4712.79	4715.05	4708.54	4712.5	5316.0
2022-08-05 04:00:00	ES	Futures	4712.5	4713.35	4706.56	4706.84	4349.0
2022-08-05 04:30:00	ES	Futures	4706.84	4708.26	4702.31	4705.14	4020.0
2022-08-05 05:00:00	ES	Futures	4705.42	4708.26	4702.59	4706.56	2934.0
2022-08-05 05:30:00	ES	Futures	4706.84	4707.69	4702.31	4706.84	4550.0
2022-08-05 06:00:00	ES	Futures	4706.84	4707.12	4702.31	4704.29	3568.0
2022-08-05 06:30:00	ES	Futures	4704.29	4705.14	4699.76	4702.31	4366.0
2022-08-05 07:00:00	ES	Futures	4702.31	4704.57	4698.06	4703.72	5606.0
2022-08-05 07:30:00	ES	Futures	4703.44	4711.37	4702.87	4710.52	6755.0
2022-08-05 08:00:00	ES	Futures	4710.52	4715.9	4708.82	4713.07	11859.0
2022-08-05 08:30:00	ES	Futures	4713.07	4713.07	4649.9	4655.85	116842.0
2022-08-05 09:00:00	ES	Futures	4655.57	4660.38	4651.6	4654.43	53474.0
2022-08-05 09:30:00	ES	Futures	4654.72	4683.89	4653.87	4681.91	192285.0
2022-08-05 10:00:00	ES	Futures	4681.91	4705.99	4679.08	4698.06	173043.0
2022-08-05 10:30:00	ES	Futures	4698.06	4699.19	4687.29	4693.24	90918.0
2022-08-05 11:00:00	ES	Futures	4693.24	4693.81	4660.67	4660.95	125229.0
2022-08-05 11:30:00	ES	Futures	4660.95	4672.28	4659.25	4666.05	110595.0
2022-08-05 12:00:00	ES	Futures	4665.76	4680.21	4665.48	4677.66	89489.0
2022-08-05 12:30:00	ES	Futures	4677.38	4687.86	4669.73	4687.01	73930.0
2022-08-05 13:00:00	ES	Futures	4686.73	4697.21	4683.89	4689.56	82564.0
2022-08-05 13:30:00	ES	Futures	4689.56	4698.06	4684.74	4687.29	61846.0
2022-08-05 14:00:00	ES	Futures	4687.29	4688.99	4677.1	4677.1	58514.0
2022-08-05 14:30:00	ES	Futures	4677.1	4684.18	4674.83	4681.63	70590.0
2022-08-05 15:00:00	ES	Futures	4681.34	4688.43	4679.08	4687.29	83559.0
2022-08-05 15:30:00	ES	Futures	4687.01	4701.17	4685.88	4697.77	143058.0
2022-08-05 16:00:00	ES	Futures	4697.77	4698.06	4690.98	4694.66	40440.0
2022-08-05 16:30:00	ES	Futures	4694.38	4694.66	4691.26	4692.96	5717.0
2022-08-05 00:00:00	NQ	Futures	15469.95	15472.84	15462.43	15465.9	669.0
2022-08-05 00:30:00	NQ	Futures	15464.45	15474.0	15463.88	15471.98	554.0
2022-08-05 01:00:00	NQ	Futures	15470.24	15471.98	15455.2	15456.93	975.0
2022-08-05 01:30:00	NQ	Futures	15457.22	15465.9	15449.41	15463.59	1055.0
2022-08-05 02:00:00	NQ	Futures	15463.3	15464.17	15448.84	15456.07	1050.0
2022-08-05 02:30:00	NQ	Futures	15456.07	15457.51	15436.69	15436.69	1386.0
2022-08-05 03:00:00	NQ	Futures	15436.4	15453.17	15430.04	15449.13	2818.0
2022-08-05 03:30:00	NQ	Futures	15449.7	15459.54	15435.53	15451.15	2639.0
2022-08-05 04:00:00	NQ	Futures	15451.44	15456.65	15426.85	15426.85	2348.0
2022-08-05 04:30:00	NQ	Futures	15426.85	15431.77	15402.56	15416.15	2909.0
2022-08-05 05:00:00	NQ	Futures	15416.44	15427.14	15406.9	15420.2	1716.0
2022-08-05 05:30:00	NQ	Futures	15420.78	15424.25	15395.91	15413.26	2583.0
2022-08-05 06:00:00	NQ	Futures	15413.55	15413.55	15387.81	15398.51	2866.0
2022-08-05 06:30:00	NQ	Futures	15398.22	15405.45	15381.73	15392.43	2752.0
2022-08-05 07:00:00	NQ	Futures	15393.3	15406.61	15376.24	15402.85	3563.0
2022-08-05 07:30:00	NQ	Futures	15402.56	15432.06	15399.38	15428.01	3230.0

> showing 50 of 3,120 rows — these rows as CSV

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