PREVIEW / futures_30min / 2026-01-21

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-21.parquet
  size:    116 KB
  rows:    4,098

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
2026-01-21 00:00:00	ES	Futures	6900.86	6905.14	6898.34	6902.37	5055.0
2026-01-21 00:30:00	ES	Futures	6902.37	6905.39	6902.37	6904.39	2459.0
2026-01-21 01:00:00	ES	Futures	6904.39	6906.15	6902.87	6904.39	3641.0
2026-01-21 01:30:00	ES	Futures	6904.64	6907.16	6898.84	6898.84	5472.0
2026-01-21 02:00:00	ES	Futures	6898.84	6908.42	6898.09	6908.42	6619.0
2026-01-21 02:30:00	ES	Futures	6908.42	6909.17	6902.87	6904.39	5102.0
2026-01-21 03:00:00	ES	Futures	6904.39	6908.16	6900.36	6905.9	9609.0
2026-01-21 03:30:00	ES	Futures	6905.9	6908.42	6903.63	6904.13	10072.0
2026-01-21 04:00:00	ES	Futures	6904.13	6906.9	6899.1	6901.36	6888.0
2026-01-21 04:30:00	ES	Futures	6901.11	6901.36	6888.26	6888.26	11612.0
2026-01-21 05:00:00	ES	Futures	6888.52	6898.09	6886.5	6898.09	9000.0
2026-01-21 05:30:00	ES	Futures	6898.09	6900.86	6893.3	6893.81	5485.0
2026-01-21 06:00:00	ES	Futures	6893.55	6894.06	6890.03	6890.78	6615.0
2026-01-21 06:30:00	ES	Futures	6890.53	6893.05	6870.13	6870.88	15518.0
2026-01-21 07:00:00	ES	Futures	6870.88	6880.2	6867.61	6876.43	16908.0
2026-01-21 07:30:00	ES	Futures	6876.43	6877.94	6865.85	6877.18	12900.0
2026-01-21 08:00:00	ES	Futures	6877.18	6880.96	6872.4	6872.65	12198.0
2026-01-21 08:30:00	ES	Futures	6872.9	6883.73	6867.11	6876.17	29097.0
2026-01-21 09:00:00	ES	Futures	6876.17	6917.48	6873.15	6904.64	113368.0
2026-01-21 09:30:00	ES	Futures	6904.39	6935.12	6897.08	6933.1	169802.0
2026-01-21 10:00:00	ES	Futures	6933.35	6942.92	6924.79	6938.89	134553.0
2026-01-21 10:30:00	ES	Futures	6938.64	6960.81	6937.89	6956.78	114810.0
2026-01-21 11:00:00	ES	Futures	6956.53	6957.78	6947.21	6951.74	87980.0
2026-01-21 11:30:00	ES	Futures	6951.74	6952.5	6907.16	6908.42	164989.0
2026-01-21 12:00:00	ES	Futures	6908.67	6915.47	6888.77	6906.4	140982.0
2026-01-21 12:30:00	ES	Futures	6906.65	6917.99	6897.84	6914.46	98959.0
2026-01-21 13:00:00	ES	Futures	6914.21	6915.97	6894.06	6913.71	80481.0
2026-01-21 13:30:00	ES	Futures	6913.71	6923.53	6905.14	6918.24	71378.0
2026-01-21 14:00:00	ES	Futures	6918.24	6959.55	6906.9	6953.25	110591.0
2026-01-21 14:30:00	ES	Futures	6953.25	6997.33	6952.5	6994.56	234414.0
2026-01-21 15:00:00	ES	Futures	6994.81	6997.58	6962.32	6962.57	135557.0
2026-01-21 15:30:00	ES	Futures	6962.57	6970.88	6955.27	6963.07	193662.0
2026-01-21 16:00:00	ES	Futures	6962.82	6971.64	6962.07	6968.36	35436.0
2026-01-21 16:30:00	ES	Futures	6968.36	6968.62	6965.09	6967.86	6835.0
2026-01-21 18:00:00	ES	Futures	6972.14	6980.45	6971.13	6978.44	5517.0
2026-01-21 18:30:00	ES	Futures	6978.69	6978.69	6971.39	6976.42	2964.0
2026-01-21 19:00:00	ES	Futures	6976.42	6981.97	6974.16	6979.19	4534.0
2026-01-21 19:30:00	ES	Futures	6979.45	6981.46	6975.42	6979.19	3445.0
2026-01-21 20:00:00	ES	Futures	6979.19	6984.99	6977.68	6984.74	4962.0
2026-01-21 20:30:00	ES	Futures	6984.48	6986.5	6982.72	6985.49	4747.0
2026-01-21 21:00:00	ES	Futures	6985.24	6987.0	6983.23	6983.98	3792.0
2026-01-21 21:30:00	ES	Futures	6983.73	6983.73	6980.45	6981.71	3007.0
2026-01-21 22:00:00	ES	Futures	6981.71	6986.0	6981.71	6984.74	2866.0
2026-01-21 22:30:00	ES	Futures	6984.74	6985.24	6982.72	6984.48	2826.0
2026-01-21 23:00:00	ES	Futures	6984.48	6984.48	6980.71	6982.22	3281.0
2026-01-21 23:30:00	ES	Futures	6982.22	6982.72	6979.7	6981.71	2058.0
2026-01-21 00:00:00	NQ	Futures	25417.75	25440.7	25405.14	25431.12	2318.0
2026-01-21 00:30:00	NQ	Futures	25430.61	25446.25	25430.61	25440.95	1622.0
2026-01-21 01:00:00	NQ	Futures	25440.45	25451.04	25429.86	25439.94	2568.0
2026-01-21 01:30:00	NQ	Futures	25440.95	25452.3	25412.2	25416.74	2604.0

> showing 50 of 4,098 rows — these rows as CSV

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