PREVIEW / futures_30min / 2022-12-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-22.parquet
  size:    110 KB
  rows:    3,803

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
2022-12-22 00:00:00	ES	Futures	4381.71	4381.99	4379.76	4381.16	1487.0
2022-12-22 00:30:00	ES	Futures	4381.16	4382.55	4380.04	4380.6	1633.0
2022-12-22 01:00:00	ES	Futures	4380.88	4381.71	4379.2	4379.48	2211.0
2022-12-22 01:30:00	ES	Futures	4379.48	4379.76	4376.68	4378.36	2308.0
2022-12-22 02:00:00	ES	Futures	4378.36	4378.64	4373.05	4377.52	5147.0
2022-12-22 02:30:00	ES	Futures	4377.52	4377.8	4374.72	4374.72	3111.0
2022-12-22 03:00:00	ES	Futures	4374.72	4383.67	4373.05	4378.08	8877.0
2022-12-22 03:30:00	ES	Futures	4378.64	4378.92	4374.44	4376.12	5312.0
2022-12-22 04:00:00	ES	Futures	4376.4	4377.24	4370.25	4371.37	4691.0
2022-12-22 04:30:00	ES	Futures	4371.37	4377.52	4368.29	4368.85	5696.0
2022-12-22 05:00:00	ES	Futures	4368.85	4369.13	4362.98	4366.34	6690.0
2022-12-22 05:30:00	ES	Futures	4366.34	4368.01	4363.26	4365.5	7269.0
2022-12-22 06:00:00	ES	Futures	4365.5	4365.78	4356.27	4357.67	6485.0
2022-12-22 06:30:00	ES	Futures	4357.95	4362.42	4357.11	4361.3	5547.0
2022-12-22 07:00:00	ES	Futures	4361.3	4364.66	4352.91	4357.95	9450.0
2022-12-22 07:30:00	ES	Futures	4357.67	4358.51	4354.31	4357.67	6888.0
2022-12-22 08:00:00	ES	Futures	4357.95	4360.46	4353.19	4354.59	10302.0
2022-12-22 08:30:00	ES	Futures	4354.03	4354.59	4328.31	4332.22	46024.0
2022-12-22 09:00:00	ES	Futures	4332.22	4334.46	4328.87	4330.83	26116.0
2022-12-22 09:30:00	ES	Futures	4331.11	4334.46	4307.06	4314.33	159178.0
2022-12-22 10:00:00	ES	Futures	4314.05	4314.33	4288.88	4290.56	140899.0
2022-12-22 10:30:00	ES	Futures	4290.56	4294.2	4284.13	4286.09	111625.0
2022-12-22 11:00:00	ES	Futures	4286.09	4291.96	4280.78	4286.65	70588.0
2022-12-22 11:30:00	ES	Futures	4286.65	4288.61	4276.02	4281.34	71482.0
2022-12-22 12:00:00	ES	Futures	4281.34	4281.89	4256.73	4258.97	93913.0
2022-12-22 12:30:00	ES	Futures	4259.25	4261.48	4252.26	4257.01	81462.0
2022-12-22 13:00:00	ES	Futures	4257.29	4257.29	4242.19	4245.27	81765.0
2022-12-22 13:30:00	ES	Futures	4245.27	4249.74	4237.16	4245.55	78907.0
2022-12-22 14:00:00	ES	Futures	4245.27	4265.96	4244.99	4264.84	94738.0
2022-12-22 14:30:00	ES	Futures	4264.56	4280.5	4259.53	4279.1	108121.0
2022-12-22 15:00:00	ES	Futures	4279.1	4300.91	4275.74	4299.79	145720.0
2022-12-22 15:30:00	ES	Futures	4299.79	4306.78	4284.69	4305.94	241584.0
2022-12-22 16:00:00	ES	Futures	4305.94	4313.49	4298.67	4299.23	63041.0
2022-12-22 16:30:00	ES	Futures	4299.23	4303.7	4299.23	4303.42	6574.0
2022-12-22 18:00:00	ES	Futures	4305.94	4305.94	4300.63	4302.59	4740.0
2022-12-22 18:30:00	ES	Futures	4302.31	4305.66	4301.75	4304.26	2727.0
2022-12-22 19:00:00	ES	Futures	4304.26	4305.94	4299.51	4299.79	3369.0
2022-12-22 19:30:00	ES	Futures	4299.79	4302.31	4293.08	4294.2	5033.0
2022-12-22 20:00:00	ES	Futures	4294.2	4303.7	4292.24	4302.03	5918.0
2022-12-22 20:30:00	ES	Futures	4302.31	4310.97	4302.03	4309.86	7213.0
2022-12-22 21:00:00	ES	Futures	4309.58	4313.21	4306.5	4311.81	5370.0
2022-12-22 21:30:00	ES	Futures	4311.81	4313.49	4307.34	4307.62	3432.0
2022-12-22 22:00:00	ES	Futures	4307.62	4313.21	4307.62	4311.53	2795.0
2022-12-22 22:30:00	ES	Futures	4311.81	4316.01	4310.41	4314.61	3223.0
2022-12-22 23:00:00	ES	Futures	4314.61	4314.89	4312.09	4312.37	1674.0
2022-12-22 23:30:00	ES	Futures	4312.37	4312.65	4308.74	4309.3	2045.0
2022-12-22 00:00:00	NQ	Futures	12938.79	12940.5	12931.68	12937.65	642.0
2022-12-22 00:30:00	NQ	Futures	12937.08	12946.19	12933.1	12941.35	879.0
2022-12-22 01:00:00	NQ	Futures	12941.07	12943.63	12933.38	12934.52	1113.0
2022-12-22 01:30:00	NQ	Futures	12935.38	12935.95	12925.13	12931.39	839.0

> showing 50 of 3,803 rows — these rows as CSV

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