PREVIEW / futures_30min / 2026-01-06
file: by_date/futures_30min/2026/2026-01-06.parquet size: 107 KB rows: 4,018
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 |
|---|---|---|---|---|---|---|---|
| 2026-01-06 00:00:00 | ES | Futures | 7006.65 | 7007.41 | 7005.39 | 7006.15 | 1533.0 |
| 2026-01-06 00:30:00 | ES | Futures | 7006.15 | 7006.65 | 7004.89 | 7005.39 | 1637.0 |
| 2026-01-06 01:00:00 | ES | Futures | 7005.14 | 7008.67 | 7005.14 | 7007.41 | 3598.0 |
| 2026-01-06 01:30:00 | ES | Futures | 7007.41 | 7011.18 | 7007.41 | 7009.42 | 2651.0 |
| 2026-01-06 02:00:00 | ES | Futures | 7009.42 | 7009.42 | 7005.64 | 7006.65 | 1809.0 |
| 2026-01-06 02:30:00 | ES | Futures | 7006.65 | 7007.41 | 7004.13 | 7005.64 | 1903.0 |
| 2026-01-06 03:00:00 | ES | Futures | 7005.64 | 7005.89 | 6987.26 | 6988.01 | 11931.0 |
| 2026-01-06 03:30:00 | ES | Futures | 6987.76 | 6990.28 | 6983.23 | 6989.02 | 8664.0 |
| 2026-01-06 04:00:00 | ES | Futures | 6989.27 | 6993.55 | 6988.01 | 6989.77 | 6217.0 |
| 2026-01-06 04:30:00 | ES | Futures | 6989.52 | 6996.83 | 6988.26 | 6991.54 | 9964.0 |
| 2026-01-06 05:00:00 | ES | Futures | 6991.54 | 6994.06 | 6990.53 | 6991.79 | 4000.0 |
| 2026-01-06 05:30:00 | ES | Futures | 6991.54 | 6994.31 | 6991.29 | 6992.8 | 2891.0 |
| 2026-01-06 06:00:00 | ES | Futures | 6992.8 | 6995.06 | 6992.29 | 6993.05 | 2866.0 |
| 2026-01-06 06:30:00 | ES | Futures | 6993.3 | 6994.81 | 6991.29 | 6992.29 | 3182.0 |
| 2026-01-06 07:00:00 | ES | Futures | 6992.04 | 6996.57 | 6991.54 | 6996.07 | 4167.0 |
| 2026-01-06 07:30:00 | ES | Futures | 6996.07 | 7001.61 | 6994.81 | 7000.35 | 6939.0 |
| 2026-01-06 08:00:00 | ES | Futures | 7000.1 | 7001.61 | 6996.07 | 6997.08 | 6950.0 |
| 2026-01-06 08:30:00 | ES | Futures | 6997.08 | 6999.35 | 6991.29 | 6996.07 | 11771.0 |
| 2026-01-06 09:00:00 | ES | Futures | 6996.07 | 6999.35 | 6992.04 | 6999.09 | 14680.0 |
| 2026-01-06 09:30:00 | ES | Futures | 6999.09 | 7022.52 | 6997.83 | 7021.51 | 147754.0 |
| 2026-01-06 10:00:00 | ES | Futures | 7021.76 | 7029.82 | 7020.76 | 7027.81 | 100618.0 |
| 2026-01-06 10:30:00 | ES | Futures | 7027.81 | 7027.81 | 7007.15 | 7011.44 | 110959.0 |
| 2026-01-06 11:00:00 | ES | Futures | 7011.18 | 7015.21 | 7002.87 | 7010.68 | 83685.0 |
| 2026-01-06 11:30:00 | ES | Futures | 7010.43 | 7015.21 | 7006.15 | 7014.46 | 65348.0 |
| 2026-01-06 12:00:00 | ES | Futures | 7014.21 | 7026.55 | 7011.44 | 7024.28 | 53417.0 |
| 2026-01-06 12:30:00 | ES | Futures | 7024.28 | 7031.59 | 7023.78 | 7030.33 | 50288.0 |
| 2026-01-06 13:00:00 | ES | Futures | 7030.33 | 7032.85 | 7026.05 | 7029.57 | 40800.0 |
| 2026-01-06 13:30:00 | ES | Futures | 7029.57 | 7038.14 | 7027.05 | 7038.14 | 47083.0 |
| 2026-01-06 14:00:00 | ES | Futures | 7038.14 | 7042.42 | 7037.38 | 7040.4 | 39736.0 |
| 2026-01-06 14:30:00 | ES | Futures | 7040.15 | 7042.67 | 7038.89 | 7039.4 | 34472.0 |
| 2026-01-06 15:00:00 | ES | Futures | 7039.4 | 7043.17 | 7038.89 | 7040.65 | 34122.0 |
| 2026-01-06 15:30:00 | ES | Futures | 7040.65 | 7044.18 | 7038.89 | 7038.89 | 133379.0 |
| 2026-01-06 16:00:00 | ES | Futures | 7038.89 | 7041.66 | 7038.64 | 7039.9 | 38175.0 |
| 2026-01-06 16:30:00 | ES | Futures | 7039.65 | 7041.66 | 7038.89 | 7041.16 | 8066.0 |
| 2026-01-06 18:00:00 | ES | Futures | 7041.16 | 7044.18 | 7039.65 | 7040.65 | 3841.0 |
| 2026-01-06 18:30:00 | ES | Futures | 7040.91 | 7041.16 | 7038.89 | 7039.65 | 2016.0 |
| 2026-01-06 19:00:00 | ES | Futures | 7039.65 | 7042.92 | 7039.14 | 7041.66 | 2913.0 |
| 2026-01-06 19:30:00 | ES | Futures | 7041.66 | 7042.92 | 7039.4 | 7041.41 | 3041.0 |
| 2026-01-06 20:00:00 | ES | Futures | 7041.41 | 7042.17 | 7038.89 | 7039.65 | 3178.0 |
| 2026-01-06 20:30:00 | ES | Futures | 7039.9 | 7041.91 | 7039.65 | 7040.91 | 3314.0 |
| 2026-01-06 21:00:00 | ES | Futures | 7040.65 | 7043.68 | 7039.9 | 7039.9 | 2811.0 |
| 2026-01-06 21:30:00 | ES | Futures | 7039.9 | 7041.41 | 7038.89 | 7039.65 | 1835.0 |
| 2026-01-06 22:00:00 | ES | Futures | 7039.9 | 7041.91 | 7039.9 | 7040.91 | 1761.0 |
| 2026-01-06 22:30:00 | ES | Futures | 7040.91 | 7041.16 | 7038.64 | 7038.89 | 1614.0 |
| 2026-01-06 23:00:00 | ES | Futures | 7039.14 | 7039.4 | 7036.62 | 7036.88 | 2978.0 |
| 2026-01-06 23:30:00 | ES | Futures | 7036.88 | 7038.89 | 7036.62 | 7037.63 | 1517.0 |
| 2026-01-06 00:00:00 | NQ | Futures | 25871.44 | 25877.74 | 25864.88 | 25871.94 | 984.0 |
| 2026-01-06 00:30:00 | NQ | Futures | 25872.19 | 25874.97 | 25862.86 | 25867.15 | 744.0 |
| 2026-01-06 01:00:00 | NQ | Futures | 25867.4 | 25892.62 | 25866.14 | 25885.56 | 1520.0 |
| 2026-01-06 01:30:00 | NQ | Futures | 25886.32 | 25898.93 | 25885.06 | 25892.87 | 1067.0 |
> showing 50 of 4,018 rows — these rows as CSV