PREVIEW / futures_30min / 2022-12-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-21.parquet
  size:    107 KB
  rows:    3,820

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
2022-12-21 00:00:00	ES	Futures	4319.64	4324.95	4317.96	4323.84	2632.0
2022-12-21 00:30:00	ES	Futures	4324.12	4327.19	4323.0	4324.67	1925.0
2022-12-21 01:00:00	ES	Futures	4324.67	4326.91	4321.04	4324.95	2906.0
2022-12-21 01:30:00	ES	Futures	4324.95	4328.03	4324.12	4326.91	2060.0
2022-12-21 02:00:00	ES	Futures	4326.63	4328.31	4322.16	4326.63	4174.0
2022-12-21 02:30:00	ES	Futures	4326.35	4328.87	4324.39	4326.35	2982.0
2022-12-21 03:00:00	ES	Futures	4326.63	4326.63	4314.33	4318.8	9653.0
2022-12-21 03:30:00	ES	Futures	4319.08	4327.47	4315.45	4326.07	6390.0
2022-12-21 04:00:00	ES	Futures	4326.07	4334.74	4325.51	4333.34	7906.0
2022-12-21 04:30:00	ES	Futures	4333.34	4335.58	4329.71	4334.46	6525.0
2022-12-21 05:00:00	ES	Futures	4334.46	4335.3	4329.15	4333.34	4474.0
2022-12-21 05:30:00	ES	Futures	4333.34	4334.18	4325.23	4326.91	5303.0
2022-12-21 06:00:00	ES	Futures	4326.63	4329.71	4324.67	4326.07	7005.0
2022-12-21 06:30:00	ES	Futures	4326.07	4331.66	4323.84	4329.99	13167.0
2022-12-21 07:00:00	ES	Futures	4329.71	4331.39	4319.92	4323.56	16228.0
2022-12-21 07:30:00	ES	Futures	4323.28	4334.46	4322.44	4333.62	11094.0
2022-12-21 08:00:00	ES	Futures	4333.62	4342.01	4331.66	4337.82	18269.0
2022-12-21 08:30:00	ES	Futures	4337.54	4344.25	4335.86	4340.61	19901.0
2022-12-21 09:00:00	ES	Futures	4340.33	4341.17	4333.34	4335.86	23899.0
2022-12-21 09:30:00	ES	Futures	4335.86	4343.69	4328.87	4334.46	118970.0
2022-12-21 10:00:00	ES	Futures	4334.46	4357.11	4332.22	4356.83	114704.0
2022-12-21 10:30:00	ES	Futures	4356.55	4374.16	4354.87	4373.33	129377.0
2022-12-21 11:00:00	ES	Futures	4373.05	4381.43	4367.45	4371.93	99960.0
2022-12-21 11:30:00	ES	Futures	4371.93	4376.12	4362.14	4366.06	75152.0
2022-12-21 12:00:00	ES	Futures	4366.34	4367.17	4360.18	4362.7	60732.0
2022-12-21 12:30:00	ES	Futures	4362.42	4371.65	4362.42	4371.09	63127.0
2022-12-21 13:00:00	ES	Futures	4371.09	4376.12	4362.7	4363.82	73708.0
2022-12-21 13:30:00	ES	Futures	4364.1	4373.05	4363.54	4371.09	45495.0
2022-12-21 14:00:00	ES	Futures	4371.37	4382.83	4371.09	4371.93	71707.0
2022-12-21 14:30:00	ES	Futures	4372.21	4376.96	4363.82	4368.01	79854.0
2022-12-21 15:00:00	ES	Futures	4368.01	4372.21	4361.86	4362.14	79071.0
2022-12-21 15:30:00	ES	Futures	4362.14	4369.97	4357.95	4369.13	178127.0
2022-12-21 16:00:00	ES	Futures	4369.13	4378.08	4367.45	4377.52	47280.0
2022-12-21 16:30:00	ES	Futures	4377.52	4378.08	4375.28	4377.52	5374.0
2022-12-21 18:00:00	ES	Futures	4378.64	4379.48	4373.05	4373.89	3549.0
2022-12-21 18:30:00	ES	Futures	4373.89	4377.8	4373.33	4374.72	3275.0
2022-12-21 19:00:00	ES	Futures	4375.0	4375.0	4370.81	4373.61	4635.0
2022-12-21 19:30:00	ES	Futures	4373.05	4376.96	4369.97	4376.68	4236.0
2022-12-21 20:00:00	ES	Futures	4376.68	4380.88	4374.72	4379.2	5513.0
2022-12-21 20:30:00	ES	Futures	4378.92	4379.76	4376.96	4379.48	3142.0
2022-12-21 21:00:00	ES	Futures	4379.76	4383.95	4378.36	4382.83	4153.0
2022-12-21 21:30:00	ES	Futures	4382.55	4383.11	4380.04	4380.32	2644.0
2022-12-21 22:00:00	ES	Futures	4380.32	4381.16	4378.08	4378.36	1964.0
2022-12-21 22:30:00	ES	Futures	4378.64	4383.11	4378.64	4381.43	1785.0
2022-12-21 23:00:00	ES	Futures	4381.71	4383.39	4380.32	4381.43	1894.0
2022-12-21 23:30:00	ES	Futures	4381.71	4383.11	4380.6	4381.99	1331.0
2022-12-21 00:00:00	NQ	Futures	12758.42	12776.91	12753.02	12773.21	1470.0
2022-12-21 00:30:00	NQ	Futures	12772.93	12783.17	12767.52	12773.5	1326.0
2022-12-21 01:00:00	NQ	Futures	12774.07	12788.58	12766.39	12780.61	1734.0
2022-12-21 01:30:00	NQ	Futures	12780.04	12788.86	12778.34	12786.59	964.0

> showing 50 of 3,820 rows — these rows as CSV

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