PREVIEW / futures_30min / 2026-01-20

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-20.parquet
  size:    114 KB
  rows:    4,126

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
2026-01-20 00:00:00	ES	Futures	6955.27	6961.56	6953.75	6960.3	3846.0
2026-01-20 00:30:00	ES	Futures	6960.3	6961.31	6955.77	6956.78	3459.0
2026-01-20 01:00:00	ES	Futures	6956.78	6957.53	6937.38	6939.15	9601.0
2026-01-20 01:30:00	ES	Futures	6938.89	6940.91	6930.58	6939.65	12455.0
2026-01-20 02:00:00	ES	Futures	6939.9	6941.41	6929.07	6935.87	8313.0
2026-01-20 02:30:00	ES	Futures	6935.62	6937.13	6929.83	6934.36	7061.0
2026-01-20 03:00:00	ES	Futures	6934.36	6935.62	6920.25	6922.77	18230.0
2026-01-20 03:30:00	ES	Futures	6922.52	6922.52	6908.67	6916.22	20938.0
2026-01-20 04:00:00	ES	Futures	6916.22	6920.25	6905.14	6906.4	18563.0
2026-01-20 04:30:00	ES	Futures	6906.15	6907.16	6898.34	6903.88	17791.0
2026-01-20 05:00:00	ES	Futures	6903.88	6919.75	6899.1	6918.24	14333.0
2026-01-20 05:30:00	ES	Futures	6918.24	6919.75	6912.19	6914.21	8042.0
2026-01-20 06:00:00	ES	Futures	6914.21	6926.3	6913.45	6920.0	11931.0
2026-01-20 06:30:00	ES	Futures	6919.75	6925.54	6915.72	6921.51	10851.0
2026-01-20 07:00:00	ES	Futures	6921.26	6931.34	6918.24	6926.8	18591.0
2026-01-20 07:30:00	ES	Futures	6926.8	6939.15	6925.29	6932.85	17461.0
2026-01-20 08:00:00	ES	Futures	6933.1	6937.13	6925.8	6929.57	18993.0
2026-01-20 08:30:00	ES	Futures	6929.32	6930.08	6912.19	6919.25	48920.0
2026-01-20 09:00:00	ES	Futures	6918.99	6925.04	6916.98	6923.53	33794.0
2026-01-20 09:30:00	ES	Futures	6923.53	6942.17	6922.77	6930.33	239163.0
2026-01-20 10:00:00	ES	Futures	6930.33	6948.97	6917.48	6947.46	159697.0
2026-01-20 10:30:00	ES	Futures	6947.46	6956.78	6938.14	6946.95	126124.0
2026-01-20 11:00:00	ES	Futures	6946.95	6954.76	6934.36	6947.46	106115.0
2026-01-20 11:30:00	ES	Futures	6947.46	6953.0	6932.09	6945.95	102328.0
2026-01-20 12:00:00	ES	Futures	6945.95	6948.21	6929.83	6932.85	86647.0
2026-01-20 12:30:00	ES	Futures	6932.6	6932.6	6912.95	6918.99	111585.0
2026-01-20 13:00:00	ES	Futures	6918.99	6923.28	6910.43	6911.19	61169.0
2026-01-20 13:30:00	ES	Futures	6910.93	6912.45	6888.01	6895.07	109679.0
2026-01-20 14:00:00	ES	Futures	6895.32	6901.36	6884.74	6888.26	76113.0
2026-01-20 14:30:00	ES	Futures	6888.26	6892.8	6880.46	6886.25	94639.0
2026-01-20 15:00:00	ES	Futures	6886.25	6889.52	6877.18	6881.72	107482.0
2026-01-20 15:30:00	ES	Futures	6881.97	6885.49	6873.66	6885.24	213937.0
2026-01-20 16:00:00	ES	Futures	6884.99	6892.04	6880.2	6889.02	50481.0
2026-01-20 16:30:00	ES	Futures	6888.77	6889.78	6883.98	6889.02	8970.0
2026-01-20 18:00:00	ES	Futures	6890.53	6895.07	6887.76	6889.78	5504.0
2026-01-20 18:30:00	ES	Futures	6890.03	6892.3	6880.71	6883.73	6932.0
2026-01-20 19:00:00	ES	Futures	6883.73	6892.3	6883.73	6891.79	5795.0
2026-01-20 19:30:00	ES	Futures	6891.79	6896.58	6891.29	6895.32	4734.0
2026-01-20 20:00:00	ES	Futures	6895.57	6902.37	6895.07	6900.61	7229.0
2026-01-20 20:30:00	ES	Futures	6900.86	6903.13	6898.84	6900.61	4948.0
2026-01-20 21:00:00	ES	Futures	6900.86	6901.36	6896.83	6897.08	4004.0
2026-01-20 21:30:00	ES	Futures	6897.08	6898.34	6894.31	6896.33	4436.0
2026-01-20 22:00:00	ES	Futures	6896.33	6906.4	6896.07	6905.9	6443.0
2026-01-20 22:30:00	ES	Futures	6906.15	6906.4	6899.1	6900.36	5816.0
2026-01-20 23:00:00	ES	Futures	6900.1	6903.88	6897.58	6902.37	4688.0
2026-01-20 23:30:00	ES	Futures	6902.12	6903.13	6900.61	6901.11	2389.0
2026-01-20 00:00:00	NQ	Futures	25601.85	25634.38	25589.24	25628.83	2160.0
2026-01-20 00:30:00	NQ	Futures	25630.35	25634.88	25602.35	25605.63	1841.0
2026-01-20 01:00:00	NQ	Futures	25604.62	25612.69	25515.1	25524.17	5073.0
2026-01-20 01:30:00	NQ	Futures	25524.93	25537.04	25481.05	25531.99	6302.0

> showing 50 of 4,126 rows — these rows as CSV

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