PREVIEW / futures_30min / 2026-01-12

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-12.parquet
  size:    106 KB
  rows:    3,963

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
2026-01-12 00:00:00	ES	Futures	7018.74	7021.26	7012.44	7014.21	4732.0
2026-01-12 00:30:00	ES	Futures	7014.21	7014.96	7010.68	7014.96	3466.0
2026-01-12 01:00:00	ES	Futures	7014.96	7019.5	7013.95	7016.98	3580.0
2026-01-12 01:30:00	ES	Futures	7016.98	7018.99	7015.72	7017.23	2244.0
2026-01-12 02:00:00	ES	Futures	7016.98	7022.77	7016.47	7019.5	5031.0
2026-01-12 02:30:00	ES	Futures	7019.5	7020.0	7016.98	7020.0	3538.0
2026-01-12 03:00:00	ES	Futures	7020.0	7023.27	7008.41	7009.67	15997.0
2026-01-12 03:30:00	ES	Futures	7009.42	7009.42	7002.37	7005.39	14698.0
2026-01-12 04:00:00	ES	Futures	7005.64	7010.68	7004.89	7005.64	9134.0
2026-01-12 04:30:00	ES	Futures	7005.64	7011.44	7004.13	7010.18	5353.0
2026-01-12 05:00:00	ES	Futures	7010.43	7011.69	7007.91	7010.93	4764.0
2026-01-12 05:30:00	ES	Futures	7010.93	7014.21	7009.42	7011.18	5365.0
2026-01-12 06:00:00	ES	Futures	7011.18	7016.98	7009.92	7014.46	6105.0
2026-01-12 06:30:00	ES	Futures	7014.46	7015.21	7012.44	7013.45	3687.0
2026-01-12 07:00:00	ES	Futures	7013.2	7020.25	7012.95	7018.24	8015.0
2026-01-12 07:30:00	ES	Futures	7017.99	7023.02	7016.22	7021.01	8415.0
2026-01-12 08:00:00	ES	Futures	7021.26	7022.52	7016.98	7021.51	10715.0
2026-01-12 08:30:00	ES	Futures	7021.76	7022.02	7017.48	7019.24	11056.0
2026-01-12 09:00:00	ES	Futures	7019.24	7022.52	7016.98	7022.02	16639.0
2026-01-12 09:30:00	ES	Futures	7022.02	7055.52	7021.26	7052.49	154233.0
2026-01-12 10:00:00	ES	Futures	7052.75	7054.51	7046.45	7051.99	97779.0
2026-01-12 10:30:00	ES	Futures	7051.99	7057.28	7045.69	7055.52	63631.0
2026-01-12 11:00:00	ES	Futures	7055.52	7063.58	7053.0	7059.04	52804.0
2026-01-12 11:30:00	ES	Futures	7059.04	7065.34	7057.28	7062.32	39732.0
2026-01-12 12:00:00	ES	Futures	7062.57	7065.09	7059.29	7062.32	28932.0
2026-01-12 12:30:00	ES	Futures	7062.06	7064.33	7057.53	7063.32	23711.0
2026-01-12 13:00:00	ES	Futures	7063.58	7068.87	7062.57	7068.11	30042.0
2026-01-12 13:30:00	ES	Futures	7068.11	7070.88	7066.09	7069.12	23061.0
2026-01-12 14:00:00	ES	Futures	7069.12	7071.64	7066.35	7070.12	24648.0
2026-01-12 14:30:00	ES	Futures	7070.12	7077.43	7069.87	7076.93	36497.0
2026-01-12 15:00:00	ES	Futures	7076.93	7078.19	7068.87	7070.38	39999.0
2026-01-12 15:30:00	ES	Futures	7070.12	7074.66	7068.61	7068.87	108540.0
2026-01-12 16:00:00	ES	Futures	7068.61	7071.64	7067.35	7070.88	33668.0
2026-01-12 16:30:00	ES	Futures	7070.88	7070.88	7062.57	7064.33	16093.0
2026-01-12 18:00:00	ES	Futures	7066.85	7066.85	7059.55	7063.07	5196.0
2026-01-12 18:30:00	ES	Futures	7063.07	7064.08	7058.29	7058.79	3765.0
2026-01-12 19:00:00	ES	Futures	7058.54	7059.8	7056.02	7056.78	4360.0
2026-01-12 19:30:00	ES	Futures	7056.52	7058.03	7054.76	7055.01	3758.0
2026-01-12 20:00:00	ES	Futures	7055.01	7057.03	7054.51	7055.52	3078.0
2026-01-12 20:30:00	ES	Futures	7055.26	7061.31	7051.49	7058.54	6657.0
2026-01-12 21:00:00	ES	Futures	7058.79	7062.32	7057.78	7059.29	4005.0
2026-01-12 21:30:00	ES	Futures	7059.04	7061.81	7058.54	7060.05	1794.0
2026-01-12 22:00:00	ES	Futures	7060.05	7062.32	7058.54	7061.06	1794.0
2026-01-12 22:30:00	ES	Futures	7060.81	7061.06	7057.53	7059.8	1896.0
2026-01-12 23:00:00	ES	Futures	7060.05	7062.32	7058.79	7061.31	1745.0
2026-01-12 23:30:00	ES	Futures	7061.31	7061.81	7058.79	7061.56	1102.0
2026-01-12 00:00:00	NQ	Futures	25952.14	25967.77	25918.09	25927.67	2814.0
2026-01-12 00:30:00	NQ	Futures	25927.17	25927.17	25900.94	25923.64	3545.0
2026-01-12 01:00:00	NQ	Futures	25924.65	25951.13	25921.62	25936.0	2092.0
2026-01-12 01:30:00	NQ	Futures	25935.24	25946.59	25930.45	25941.8	1106.0

> showing 50 of 3,963 rows — these rows as CSV

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