PREVIEW / futures_30min / 2022-10-05

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-05.parquet
  size:    119 KB
  rows:    3,987

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
2022-10-05 00:00:00	ES	Futures	4268.71	4269.28	4264.49	4265.9	3268.0
2022-10-05 00:30:00	ES	Futures	4265.9	4268.15	4264.77	4265.33	2244.0
2022-10-05 01:00:00	ES	Futures	4265.33	4269.84	4265.33	4268.43	4345.0
2022-10-05 01:30:00	ES	Futures	4268.71	4271.82	4268.15	4271.25	4147.0
2022-10-05 02:00:00	ES	Futures	4271.25	4272.1	4265.9	4267.02	6580.0
2022-10-05 02:30:00	ES	Futures	4267.02	4271.53	4265.05	4266.46	9092.0
2022-10-05 03:00:00	ES	Futures	4266.46	4269.0	4258.28	4259.41	19778.0
2022-10-05 03:30:00	ES	Futures	4259.41	4270.41	4258.57	4259.69	11821.0
2022-10-05 04:00:00	ES	Futures	4259.41	4262.79	4246.45	4248.7	22287.0
2022-10-05 04:30:00	ES	Futures	4248.42	4260.54	4245.32	4256.31	15368.0
2022-10-05 05:00:00	ES	Futures	4256.31	4259.13	4250.67	4256.59	9680.0
2022-10-05 05:30:00	ES	Futures	4256.88	4257.44	4243.34	4246.73	11176.0
2022-10-05 06:00:00	ES	Futures	4247.01	4254.34	4245.6	4254.34	10827.0
2022-10-05 06:30:00	ES	Futures	4254.62	4260.54	4252.65	4260.26	9199.0
2022-10-05 07:00:00	ES	Futures	4260.54	4261.1	4249.55	4256.03	16950.0
2022-10-05 07:30:00	ES	Futures	4255.75	4261.39	4246.73	4250.96	19081.0
2022-10-05 08:00:00	ES	Futures	4250.96	4254.06	4242.5	4247.57	25785.0
2022-10-05 08:30:00	ES	Futures	4247.29	4252.93	4241.93	4245.6	30950.0
2022-10-05 09:00:00	ES	Futures	4245.32	4248.7	4236.3	4238.27	39054.0
2022-10-05 09:30:00	ES	Futures	4238.55	4259.13	4237.71	4246.73	192927.0
2022-10-05 10:00:00	ES	Futures	4246.73	4249.26	4216.56	4217.41	209554.0
2022-10-05 10:30:00	ES	Futures	4217.13	4225.87	4210.36	4215.44	139179.0
2022-10-05 11:00:00	ES	Futures	4215.44	4232.07	4213.75	4229.25	100897.0
2022-10-05 11:30:00	ES	Futures	4228.97	4239.12	4225.58	4234.32	84254.0
2022-10-05 12:00:00	ES	Futures	4234.61	4259.13	4225.3	4250.96	114278.0
2022-10-05 12:30:00	ES	Futures	4250.96	4268.43	4247.57	4259.98	84159.0
2022-10-05 13:00:00	ES	Futures	4259.98	4285.91	4258.28	4275.76	109515.0
2022-10-05 13:30:00	ES	Futures	4275.48	4279.71	4265.9	4266.18	82321.0
2022-10-05 14:00:00	ES	Futures	4266.18	4282.25	4264.77	4279.43	81503.0
2022-10-05 14:30:00	ES	Futures	4279.71	4288.17	4273.51	4287.04	78985.0
2022-10-05 15:00:00	ES	Futures	4287.32	4307.33	4287.32	4296.9	137469.0
2022-10-05 15:30:00	ES	Futures	4296.9	4300.85	4273.51	4281.4	206710.0
2022-10-05 16:00:00	ES	Futures	4281.4	4288.73	4280.27	4281.4	54308.0
2022-10-05 16:30:00	ES	Futures	4281.4	4283.94	4279.14	4279.99	6952.0
2022-10-05 18:00:00	ES	Futures	4279.99	4281.96	4274.92	4279.71	4921.0
2022-10-05 18:30:00	ES	Futures	4279.71	4286.19	4278.02	4284.78	3304.0
2022-10-05 19:00:00	ES	Futures	4284.5	4288.73	4281.68	4286.47	3257.0
2022-10-05 19:30:00	ES	Futures	4286.19	4299.72	4285.35	4297.47	6711.0
2022-10-05 20:00:00	ES	Futures	4297.75	4306.77	4294.09	4305.64	10450.0
2022-10-05 20:30:00	ES	Futures	4305.64	4306.49	4300.29	4301.13	6176.0
2022-10-05 21:00:00	ES	Futures	4301.41	4303.39	4293.24	4293.8	7111.0
2022-10-05 21:30:00	ES	Futures	4293.52	4303.67	4290.42	4298.03	7602.0
2022-10-05 22:00:00	ES	Futures	4297.75	4300.85	4293.8	4295.78	4393.0
2022-10-05 22:30:00	ES	Futures	4295.49	4301.7	4293.8	4298.31	2877.0
2022-10-05 23:00:00	ES	Futures	4298.6	4305.64	4298.6	4304.52	3601.0
2022-10-05 23:30:00	ES	Futures	4304.52	4304.52	4297.47	4298.88	3257.0
2022-10-05 00:00:00	NQ	Futures	13315.83	13318.42	13298.3	13306.35	1625.0
2022-10-05 00:30:00	NQ	Futures	13306.06	13312.67	13300.6	13301.75	1053.0
2022-10-05 01:00:00	NQ	Futures	13301.75	13321.0	13301.75	13316.69	2370.0
2022-10-05 01:30:00	NQ	Futures	13316.98	13326.17	13311.81	13323.88	1945.0

> showing 50 of 3,987 rows — these rows as CSV

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