PREVIEW / futures_30min / 2026-01-16

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-16.parquet
  size:    87 KB
  rows:    3,146

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
2026-01-16 00:00:00	ES	Futures	7055.77	7056.52	7054.0	7056.02	1801.0
2026-01-16 00:30:00	ES	Futures	7056.27	7056.52	7053.5	7054.0	1672.0
2026-01-16 01:00:00	ES	Futures	7054.26	7055.01	7053.0	7054.0	1637.0
2026-01-16 01:30:00	ES	Futures	7054.26	7056.78	7053.5	7056.52	1635.0
2026-01-16 02:00:00	ES	Futures	7056.52	7057.53	7055.01	7056.52	1663.0
2026-01-16 02:30:00	ES	Futures	7056.27	7058.29	7053.25	7055.77	2595.0
2026-01-16 03:00:00	ES	Futures	7055.77	7059.8	7052.49	7054.0	5740.0
2026-01-16 03:30:00	ES	Futures	7054.0	7055.52	7049.47	7052.75	4892.0
2026-01-16 04:00:00	ES	Futures	7052.75	7056.78	7051.23	7056.52	4532.0
2026-01-16 04:30:00	ES	Futures	7056.52	7056.78	7050.73	7050.73	3623.0
2026-01-16 05:00:00	ES	Futures	7050.73	7054.76	7050.23	7054.26	3451.0
2026-01-16 05:30:00	ES	Futures	7054.26	7056.52	7053.75	7054.51	4266.0
2026-01-16 06:00:00	ES	Futures	7054.51	7056.78	7052.49	7056.27	3828.0
2026-01-16 06:30:00	ES	Futures	7056.27	7057.03	7044.18	7045.94	8428.0
2026-01-16 07:00:00	ES	Futures	7045.69	7048.46	7042.67	7045.44	6509.0
2026-01-16 07:30:00	ES	Futures	7045.44	7050.23	7039.9	7044.68	8988.0
2026-01-16 08:00:00	ES	Futures	7044.43	7046.2	7041.41	7045.19	9825.0
2026-01-16 08:30:00	ES	Futures	7045.19	7048.21	7041.41	7043.43	11573.0
2026-01-16 09:00:00	ES	Futures	7043.43	7051.99	7042.92	7049.22	38375.0
2026-01-16 09:30:00	ES	Futures	7049.22	7055.01	7031.33	7031.59	145917.0
2026-01-16 10:00:00	ES	Futures	7031.59	7040.4	7027.05	7028.56	119816.0
2026-01-16 10:30:00	ES	Futures	7028.56	7031.08	7012.95	7030.83	130272.0
2026-01-16 11:00:00	ES	Futures	7030.58	7041.16	7027.81	7039.9	94884.0
2026-01-16 11:30:00	ES	Futures	7040.15	7047.71	7034.11	7039.65	71043.0
2026-01-16 12:00:00	ES	Futures	7039.4	7042.67	7036.88	7038.14	39209.0
2026-01-16 12:30:00	ES	Futures	7038.14	7041.91	7031.33	7031.84	39334.0
2026-01-16 13:00:00	ES	Futures	7032.09	7044.68	7030.58	7042.67	37325.0
2026-01-16 13:30:00	ES	Futures	7042.92	7045.44	7038.64	7039.4	25494.0
2026-01-16 14:00:00	ES	Futures	7039.4	7050.23	7032.59	7033.35	71623.0
2026-01-16 14:30:00	ES	Futures	7033.35	7043.17	7033.1	7039.9	38607.0
2026-01-16 15:00:00	ES	Futures	7039.9	7041.91	7034.61	7034.61	36213.0
2026-01-16 15:30:00	ES	Futures	7034.86	7038.14	7027.56	7029.07	151978.0
2026-01-16 16:00:00	ES	Futures	7028.82	7032.85	7026.05	7030.83	39543.0
2026-01-16 16:30:00	ES	Futures	7030.58	7031.08	7028.56	7030.33	6493.0
2026-01-16 00:00:00	NQ	Futures	26035.86	26046.2	26028.8	26044.19	1307.0
2026-01-16 00:30:00	NQ	Futures	26044.19	26046.2	26030.06	26033.59	1092.0
2026-01-16 01:00:00	NQ	Futures	26033.85	26046.96	26029.05	26038.64	1206.0
2026-01-16 01:30:00	NQ	Futures	26038.39	26053.01	26035.36	26048.98	1213.0
2026-01-16 02:00:00	NQ	Futures	26049.73	26055.79	26041.16	26048.47	1189.0
2026-01-16 02:30:00	NQ	Futures	26048.72	26064.11	26033.34	26050.49	1840.0
2026-01-16 03:00:00	NQ	Futures	26049.48	26071.42	26039.14	26043.18	2580.0
2026-01-16 03:30:00	NQ	Futures	26043.43	26060.33	26021.24	26043.18	3002.0
2026-01-16 04:00:00	NQ	Futures	26042.17	26066.88	26035.86	26065.62	2178.0
2026-01-16 04:30:00	NQ	Futures	26065.87	26068.65	26039.65	26041.41	1507.0
2026-01-16 05:00:00	NQ	Futures	26041.41	26067.89	26036.12	26062.85	1921.0
2026-01-16 05:30:00	NQ	Futures	26063.6	26090.59	26063.1	26081.26	2669.0
2026-01-16 06:00:00	NQ	Futures	26081.76	26099.67	26073.19	26093.87	2096.0
2026-01-16 06:30:00	NQ	Futures	26094.12	26094.88	26051.75	26059.32	2369.0
2026-01-16 07:00:00	NQ	Futures	26058.81	26069.91	26046.71	26060.07	2435.0
2026-01-16 07:30:00	NQ	Futures	26060.07	26079.24	26031.58	26057.05	4600.0

> showing 50 of 3,146 rows — these rows as CSV

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