PREVIEW / futures_30min / 2026-01-02

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-02.parquet
  size:    87 KB
  rows:    3,042

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
2026-01-02 00:00:00	ES	Futures	6974.41	6975.67	6972.39	6975.42	2357.0
2026-01-02 00:30:00	ES	Futures	6975.42	6976.93	6974.41	6976.68	1986.0
2026-01-02 01:00:00	ES	Futures	6976.42	6977.94	6976.17	6977.18	2989.0
2026-01-02 01:30:00	ES	Futures	6977.43	6977.94	6975.67	6975.67	1726.0
2026-01-02 02:00:00	ES	Futures	6975.67	6976.93	6972.65	6974.91	2708.0
2026-01-02 02:30:00	ES	Futures	6974.91	6975.42	6972.9	6973.91	2400.0
2026-01-02 03:00:00	ES	Futures	6973.91	6981.97	6973.65	6979.45	12339.0
2026-01-02 03:30:00	ES	Futures	6979.45	6984.74	6977.68	6983.48	8553.0
2026-01-02 04:00:00	ES	Futures	6983.23	6989.52	6982.72	6988.77	8581.0
2026-01-02 04:30:00	ES	Futures	6988.77	6990.03	6987.0	6989.27	4881.0
2026-01-02 05:00:00	ES	Futures	6989.52	6990.78	6984.99	6985.49	5652.0
2026-01-02 05:30:00	ES	Futures	6985.49	6989.27	6982.97	6988.01	3850.0
2026-01-02 06:00:00	ES	Futures	6988.01	6990.28	6984.48	6984.99	3689.0
2026-01-02 06:30:00	ES	Futures	6984.99	6987.26	6984.23	6985.49	3288.0
2026-01-02 07:00:00	ES	Futures	6985.24	6986.0	6980.2	6982.97	6419.0
2026-01-02 07:30:00	ES	Futures	6982.97	6985.49	6981.46	6983.48	4866.0
2026-01-02 08:00:00	ES	Futures	6983.48	6983.98	6979.95	6980.96	5412.0
2026-01-02 08:30:00	ES	Futures	6981.21	6982.47	6977.94	6980.71	10242.0
2026-01-02 09:00:00	ES	Futures	6980.45	6983.73	6975.92	6979.95	20667.0
2026-01-02 09:30:00	ES	Futures	6979.95	6991.54	6963.83	6984.99	159381.0
2026-01-02 10:00:00	ES	Futures	6984.99	6992.04	6937.13	6945.69	177754.0
2026-01-02 10:30:00	ES	Futures	6945.95	6967.86	6932.09	6935.87	160007.0
2026-01-02 11:00:00	ES	Futures	6935.87	6945.44	6924.79	6939.4	129985.0
2026-01-02 11:30:00	ES	Futures	6939.15	6947.71	6923.28	6932.09	94494.0
2026-01-02 12:00:00	ES	Futures	6931.84	6946.2	6926.8	6945.44	68783.0
2026-01-02 12:30:00	ES	Futures	6945.69	6949.22	6930.33	6932.6	68030.0
2026-01-02 13:00:00	ES	Futures	6932.34	6938.64	6926.8	6930.33	56162.0
2026-01-02 13:30:00	ES	Futures	6930.33	6934.11	6918.49	6925.54	56539.0
2026-01-02 14:00:00	ES	Futures	6925.54	6952.5	6923.78	6950.23	73544.0
2026-01-02 14:30:00	ES	Futures	6950.23	6960.81	6949.72	6952.24	64173.0
2026-01-02 15:00:00	ES	Futures	6952.5	6958.04	6949.47	6953.5	51858.0
2026-01-02 15:30:00	ES	Futures	6953.25	6955.27	6941.41	6952.24	150581.0
2026-01-02 16:00:00	ES	Futures	6952.5	6957.28	6951.99	6954.76	38547.0
2026-01-02 16:30:00	ES	Futures	6954.76	6955.52	6949.72	6952.5	5044.0
2026-01-02 00:00:00	NQ	Futures	25850.0	25857.57	25836.63	25854.54	1402.0
2026-01-02 00:30:00	NQ	Futures	25855.3	25868.41	25845.71	25863.37	1613.0
2026-01-02 01:00:00	NQ	Futures	25862.61	25868.41	25858.32	25863.87	959.0
2026-01-02 01:30:00	NQ	Futures	25863.87	25874.46	25858.83	25860.85	1295.0
2026-01-02 02:00:00	NQ	Futures	25860.59	25871.94	25848.99	25861.6	1704.0
2026-01-02 02:30:00	NQ	Futures	25861.6	25868.16	25851.26	25861.85	1194.0
2026-01-02 03:00:00	NQ	Futures	25862.11	25925.91	25861.35	25912.29	5647.0
2026-01-02 03:30:00	NQ	Futures	25912.54	25943.56	25900.69	25935.24	3102.0
2026-01-02 04:00:00	NQ	Futures	25933.98	25965.76	25930.2	25957.94	3952.0
2026-01-02 04:30:00	NQ	Futures	25958.95	25962.22	25946.84	25958.19	2287.0
2026-01-02 05:00:00	NQ	Futures	25959.2	25962.48	25937.26	25942.05	1951.0
2026-01-02 05:30:00	NQ	Futures	25941.55	25961.72	25932.47	25955.92	1750.0
2026-01-02 06:00:00	NQ	Futures	25955.42	25968.02	25939.02	25942.55	2123.0
2026-01-02 06:30:00	NQ	Futures	25942.3	25954.41	25941.55	25952.39	1493.0
2026-01-02 07:00:00	NQ	Futures	25951.38	25952.39	25904.73	25919.35	4304.0
2026-01-02 07:30:00	NQ	Futures	25920.11	25930.45	25912.29	25927.93	2143.0

> showing 50 of 3,042 rows — these rows as CSV

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