PREVIEW / futures_30min / 2022-10-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-04.parquet
  size:    118 KB
  rows:    4,009

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
2022-10-04 00:00:00	ES	Futures	4196.55	4198.52	4192.04	4195.42	4554.0
2022-10-04 00:30:00	ES	Futures	4195.42	4205.29	4195.14	4199.93	8118.0
2022-10-04 01:00:00	ES	Futures	4199.93	4205.29	4198.52	4199.37	6145.0
2022-10-04 01:30:00	ES	Futures	4199.37	4205.57	4196.83	4202.47	6055.0
2022-10-04 02:00:00	ES	Futures	4202.75	4205.57	4198.81	4203.88	9368.0
2022-10-04 02:30:00	ES	Futures	4203.88	4210.08	4203.03	4208.95	12188.0
2022-10-04 03:00:00	ES	Futures	4208.95	4220.51	4202.75	4214.59	28255.0
2022-10-04 03:30:00	ES	Futures	4214.31	4223.89	4212.9	4221.92	17605.0
2022-10-04 04:00:00	ES	Futures	4221.92	4224.46	4217.13	4219.95	16418.0
2022-10-04 04:30:00	ES	Futures	4220.23	4224.46	4217.13	4223.05	11400.0
2022-10-04 05:00:00	ES	Futures	4223.33	4225.02	4211.49	4222.48	18682.0
2022-10-04 05:30:00	ES	Futures	4222.48	4228.4	4214.03	4226.43	17754.0
2022-10-04 06:00:00	ES	Futures	4226.43	4238.55	4223.33	4237.14	24503.0
2022-10-04 06:30:00	ES	Futures	4237.42	4241.37	4230.1	4232.07	20434.0
2022-10-04 07:00:00	ES	Futures	4232.07	4232.35	4224.46	4225.58	18767.0
2022-10-04 07:30:00	ES	Futures	4225.3	4232.35	4225.3	4231.22	15626.0
2022-10-04 08:00:00	ES	Futures	4231.5	4234.04	4224.46	4227.56	24906.0
2022-10-04 08:30:00	ES	Futures	4227.28	4229.25	4219.1	4228.69	31735.0
2022-10-04 09:00:00	ES	Futures	4228.69	4229.25	4221.92	4227.56	40309.0
2022-10-04 09:30:00	ES	Futures	4227.56	4270.12	4226.71	4269.0	274771.0
2022-10-04 10:00:00	ES	Futures	4269.0	4282.81	4268.71	4269.56	233879.0
2022-10-04 10:30:00	ES	Futures	4269.56	4284.78	4267.31	4282.81	159047.0
2022-10-04 11:00:00	ES	Futures	4282.81	4285.63	4273.51	4284.22	109289.0
2022-10-04 11:30:00	ES	Futures	4284.22	4287.6	4273.51	4280.55	98757.0
2022-10-04 12:00:00	ES	Futures	4280.55	4287.04	4276.33	4283.66	81392.0
2022-10-04 12:30:00	ES	Futures	4283.66	4287.04	4267.31	4270.97	83629.0
2022-10-04 13:00:00	ES	Futures	4270.97	4272.38	4247.01	4261.67	124823.0
2022-10-04 13:30:00	ES	Futures	4261.95	4277.74	4258.85	4272.38	83833.0
2022-10-04 14:00:00	ES	Futures	4272.38	4276.33	4263.64	4264.2	81299.0
2022-10-04 14:30:00	ES	Futures	4263.92	4285.06	4262.79	4281.68	108030.0
2022-10-04 15:00:00	ES	Futures	4281.4	4283.09	4262.79	4275.48	125917.0
2022-10-04 15:30:00	ES	Futures	4275.48	4291.27	4269.56	4290.42	244094.0
2022-10-04 16:00:00	ES	Futures	4290.42	4294.65	4285.63	4287.88	71306.0
2022-10-04 16:30:00	ES	Futures	4288.17	4290.7	4286.47	4288.73	7544.0
2022-10-04 18:00:00	ES	Futures	4285.91	4289.86	4279.43	4281.68	5166.0
2022-10-04 18:30:00	ES	Futures	4281.68	4282.25	4279.14	4281.4	4241.0
2022-10-04 19:00:00	ES	Futures	4281.4	4282.25	4276.33	4276.89	4545.0
2022-10-04 19:30:00	ES	Futures	4276.89	4281.68	4276.89	4280.55	3532.0
2022-10-04 20:00:00	ES	Futures	4280.27	4280.55	4273.51	4273.79	9084.0
2022-10-04 20:30:00	ES	Futures	4273.79	4277.45	4267.87	4271.25	7726.0
2022-10-04 21:00:00	ES	Futures	4271.25	4278.58	4269.84	4276.33	8479.0
2022-10-04 21:30:00	ES	Futures	4276.61	4276.61	4262.51	4265.9	10996.0
2022-10-04 22:00:00	ES	Futures	4266.18	4272.94	4265.33	4270.69	6507.0
2022-10-04 22:30:00	ES	Futures	4270.12	4270.69	4262.79	4267.02	6199.0
2022-10-04 23:00:00	ES	Futures	4266.74	4269.84	4265.33	4269.28	4042.0
2022-10-04 23:30:00	ES	Futures	4269.56	4270.12	4266.74	4269.0	3147.0
2022-10-04 00:00:00	NQ	Futures	13100.34	13110.97	13085.4	13098.33	2724.0
2022-10-04 00:30:00	NQ	Futures	13098.61	13133.67	13095.45	13117.29	4051.0
2022-10-04 01:00:00	NQ	Futures	13117.58	13143.72	13113.55	13117.58	3751.0
2022-10-04 01:30:00	NQ	Futures	13117.86	13139.7	13110.11	13125.05	3236.0

> showing 50 of 4,009 rows — these rows as CSV

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