PREVIEW / futures_30min / 2026-01-05

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-05.parquet
  size:    111 KB
  rows:    4,060

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
2026-01-05 00:00:00	ES	Futures	6963.83	6964.08	6959.55	6962.07	2719.0
2026-01-05 00:30:00	ES	Futures	6962.07	6964.59	6961.31	6964.33	2370.0
2026-01-05 01:00:00	ES	Futures	6964.33	6965.59	6960.05	6960.3	3125.0
2026-01-05 01:30:00	ES	Futures	6960.56	6967.61	6958.79	6967.1	3718.0
2026-01-05 02:00:00	ES	Futures	6967.36	6967.86	6958.79	6960.3	3485.0
2026-01-05 02:30:00	ES	Futures	6960.05	6963.33	6958.04	6961.81	3319.0
2026-01-05 03:00:00	ES	Futures	6961.81	6972.9	6960.3	6969.12	9472.0
2026-01-05 03:30:00	ES	Futures	6969.12	6972.65	6967.61	6968.36	6220.0
2026-01-05 04:00:00	ES	Futures	6968.11	6972.14	6964.08	6964.08	5193.0
2026-01-05 04:30:00	ES	Futures	6963.83	6969.37	6963.58	6966.1	3821.0
2026-01-05 05:00:00	ES	Futures	6966.1	6973.91	6965.85	6971.39	5136.0
2026-01-05 05:30:00	ES	Futures	6971.13	6973.15	6969.37	6972.39	3386.0
2026-01-05 06:00:00	ES	Futures	6972.39	6974.91	6970.63	6971.39	4224.0
2026-01-05 06:30:00	ES	Futures	6971.39	6976.68	6971.39	6974.41	5106.0
2026-01-05 07:00:00	ES	Futures	6974.16	6977.94	6971.64	6972.39	5385.0
2026-01-05 07:30:00	ES	Futures	6972.65	6975.92	6969.88	6973.15	5372.0
2026-01-05 08:00:00	ES	Futures	6973.15	6974.91	6964.33	6966.35	8690.0
2026-01-05 08:30:00	ES	Futures	6966.1	6977.94	6966.1	6975.16	10707.0
2026-01-05 09:00:00	ES	Futures	6975.16	6988.01	6974.66	6986.25	27333.0
2026-01-05 09:30:00	ES	Futures	6986.5	7000.1	6984.99	6991.29	194557.0
2026-01-05 10:00:00	ES	Futures	6992.04	7007.66	6987.26	7006.65	112694.0
2026-01-05 10:30:00	ES	Futures	7006.65	7009.92	7000.86	7004.64	82496.0
2026-01-05 11:00:00	ES	Futures	7004.38	7010.18	7001.36	7007.66	61199.0
2026-01-05 11:30:00	ES	Futures	7007.66	7015.97	7005.39	7010.18	62576.0
2026-01-05 12:00:00	ES	Futures	7010.43	7012.7	7003.12	7004.89	53777.0
2026-01-05 12:30:00	ES	Futures	7004.64	7009.17	7003.12	7006.9	45865.0
2026-01-05 13:00:00	ES	Futures	7007.15	7008.92	6997.33	7004.89	55711.0
2026-01-05 13:30:00	ES	Futures	7004.89	7009.17	7004.13	7006.9	31477.0
2026-01-05 14:00:00	ES	Futures	7006.9	7008.67	7002.37	7002.87	32556.0
2026-01-05 14:30:00	ES	Futures	7002.87	7004.13	6993.55	6997.08	55354.0
2026-01-05 15:00:00	ES	Futures	6996.83	7003.38	6995.82	7000.35	39368.0
2026-01-05 15:30:00	ES	Futures	7000.35	7002.12	6992.29	6998.59	161681.0
2026-01-05 16:00:00	ES	Futures	6998.59	6999.09	6994.81	6998.09	29633.0
2026-01-05 16:30:00	ES	Futures	6998.34	6998.59	6995.57	6995.82	5307.0
2026-01-05 18:00:00	ES	Futures	6997.83	7000.1	6996.32	6998.34	3688.0
2026-01-05 18:30:00	ES	Futures	6998.09	6998.59	6993.55	6994.06	3374.0
2026-01-05 19:00:00	ES	Futures	6994.06	6997.08	6992.54	6995.57	3328.0
2026-01-05 19:30:00	ES	Futures	6995.57	6995.82	6991.79	6993.55	2831.0
2026-01-05 20:00:00	ES	Futures	6993.8	7000.61	6992.54	6999.85	5159.0
2026-01-05 20:30:00	ES	Futures	6999.6	7001.11	6999.35	6999.85	3634.0
2026-01-05 21:00:00	ES	Futures	7000.1	7001.36	6998.59	7000.86	3004.0
2026-01-05 21:30:00	ES	Futures	7000.86	7003.88	6999.6	7003.63	2917.0
2026-01-05 22:00:00	ES	Futures	7003.63	7004.13	7002.37	7003.12	1898.0
2026-01-05 22:30:00	ES	Futures	7003.38	7004.38	7002.62	7003.38	1834.0
2026-01-05 23:00:00	ES	Futures	7003.12	7006.4	7003.12	7006.4	3699.0
2026-01-05 23:30:00	ES	Futures	7006.4	7007.15	7004.89	7006.4	2993.0
2026-01-05 00:00:00	NQ	Futures	25711.05	25711.55	25688.35	25701.97	1402.0
2026-01-05 00:30:00	NQ	Futures	25702.72	25720.12	25698.18	25718.36	1270.0
2026-01-05 01:00:00	NQ	Futures	25717.6	25727.44	25700.96	25702.22	1672.0
2026-01-05 01:30:00	NQ	Futures	25702.72	25730.46	25691.63	25729.46	1593.0

> showing 50 of 4,060 rows — these rows as CSV

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