PREVIEW / futures_30min / 2026-01-14

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-14.parquet
  size:    109 KB
  rows:    4,028

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
2026-01-14 00:00:00	ES	Futures	7043.17	7044.18	7040.15	7041.16	2750.0
2026-01-14 00:30:00	ES	Futures	7040.91	7042.17	7038.14	7038.89	2961.0
2026-01-14 01:00:00	ES	Futures	7038.89	7039.4	7035.87	7037.38	4156.0
2026-01-14 01:30:00	ES	Futures	7037.63	7041.66	7036.37	7041.66	3804.0
2026-01-14 02:00:00	ES	Futures	7041.91	7042.92	7038.89	7040.91	2955.0
2026-01-14 02:30:00	ES	Futures	7040.91	7042.92	7040.15	7041.66	1887.0
2026-01-14 03:00:00	ES	Futures	7041.66	7044.94	7040.65	7042.67	5060.0
2026-01-14 03:30:00	ES	Futures	7042.67	7043.17	7038.39	7042.42	4050.0
2026-01-14 04:00:00	ES	Futures	7042.42	7046.7	7041.41	7044.43	3852.0
2026-01-14 04:30:00	ES	Futures	7044.68	7045.19	7039.4	7042.67	3829.0
2026-01-14 05:00:00	ES	Futures	7042.67	7042.92	7027.56	7029.57	10291.0
2026-01-14 05:30:00	ES	Futures	7029.57	7030.33	7019.75	7024.03	14297.0
2026-01-14 06:00:00	ES	Futures	7023.78	7029.32	7018.74	7028.31	9665.0
2026-01-14 06:30:00	ES	Futures	7028.31	7030.08	7023.78	7024.79	5767.0
2026-01-14 07:00:00	ES	Futures	7024.79	7032.34	7015.97	7030.83	12170.0
2026-01-14 07:30:00	ES	Futures	7030.58	7033.85	7027.3	7028.56	6612.0
2026-01-14 08:00:00	ES	Futures	7028.56	7031.84	7023.02	7031.08	13986.0
2026-01-14 08:30:00	ES	Futures	7031.33	7033.35	7019.5	7023.27	15154.0
2026-01-14 09:00:00	ES	Futures	7023.27	7027.56	7021.76	7025.04	18189.0
2026-01-14 09:30:00	ES	Futures	7024.79	7032.34	7000.61	7001.61	190555.0
2026-01-14 10:00:00	ES	Futures	7001.61	7023.78	6990.53	7002.12	178343.0
2026-01-14 10:30:00	ES	Futures	7001.86	7004.89	6978.69	6985.74	147862.0
2026-01-14 11:00:00	ES	Futures	6985.74	7008.16	6983.73	7006.15	91929.0
2026-01-14 11:30:00	ES	Futures	7006.4	7009.42	6975.42	6980.2	113716.0
2026-01-14 12:00:00	ES	Futures	6979.95	6987.76	6976.42	6985.24	75505.0
2026-01-14 12:30:00	ES	Futures	6985.24	6989.02	6975.92	6980.45	66979.0
2026-01-14 13:00:00	ES	Futures	6980.45	6990.78	6979.19	6990.28	57598.0
2026-01-14 13:30:00	ES	Futures	6990.28	6996.83	6976.93	6995.82	74338.0
2026-01-14 14:00:00	ES	Futures	6995.57	6997.83	6990.53	6996.07	53434.0
2026-01-14 14:30:00	ES	Futures	6996.07	7000.86	6992.29	6995.57	51610.0
2026-01-14 15:00:00	ES	Futures	6995.32	7012.44	6987.76	7006.9	134062.0
2026-01-14 15:30:00	ES	Futures	7006.9	7022.77	7001.86	7020.5	199613.0
2026-01-14 16:00:00	ES	Futures	7020.76	7023.27	7012.95	7013.95	45453.0
2026-01-14 16:30:00	ES	Futures	7013.95	7015.97	6997.33	7012.44	20290.0
2026-01-14 18:00:00	ES	Futures	7008.16	7013.45	7001.86	7010.18	6593.0
2026-01-14 18:30:00	ES	Futures	7010.18	7013.7	7008.16	7012.19	2964.0
2026-01-14 19:00:00	ES	Futures	7012.19	7012.44	7007.91	7009.67	3441.0
2026-01-14 19:30:00	ES	Futures	7009.67	7012.44	7008.41	7010.68	2605.0
2026-01-14 20:00:00	ES	Futures	7010.68	7017.73	7010.18	7013.2	5231.0
2026-01-14 20:30:00	ES	Futures	7012.95	7017.23	7004.89	7016.47	6111.0
2026-01-14 21:00:00	ES	Futures	7016.73	7017.23	7012.44	7012.7	2662.0
2026-01-14 21:30:00	ES	Futures	7012.95	7013.95	7010.43	7012.7	1858.0
2026-01-14 22:00:00	ES	Futures	7012.7	7015.72	7010.93	7011.18	2004.0
2026-01-14 22:30:00	ES	Futures	7011.18	7014.21	7008.67	7009.17	3014.0
2026-01-14 23:00:00	ES	Futures	7009.17	7012.7	7008.41	7010.93	2357.0
2026-01-14 23:30:00	ES	Futures	7011.18	7011.69	7007.91	7009.42	2111.0
2026-01-14 00:00:00	NQ	Futures	26107.99	26109.75	26086.55	26090.84	1534.0
2026-01-14 00:30:00	NQ	Futures	26090.84	26101.43	26078.99	26082.52	1379.0
2026-01-14 01:00:00	NQ	Futures	26082.77	26085.29	26065.12	26076.21	1587.0
2026-01-14 01:30:00	NQ	Futures	26077.47	26090.08	26061.59	26085.8	2037.0

> showing 50 of 4,028 rows — these rows as CSV

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