PREVIEW / futures_30min / 2026-01-27

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-01-27.parquet
  size:    115 KB
  rows:    4,097

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
2026-01-27 00:00:00	ES	Futures	7053.25	7053.5	7049.72	7050.73	1988.0
2026-01-27 00:30:00	ES	Futures	7050.98	7056.02	7050.98	7055.52	2990.0
2026-01-27 01:00:00	ES	Futures	7055.52	7059.29	7055.52	7057.78	4187.0
2026-01-27 01:30:00	ES	Futures	7057.78	7058.03	7053.0	7053.5	2475.0
2026-01-27 02:00:00	ES	Futures	7053.5	7055.77	7052.24	7053.75	2558.0
2026-01-27 02:30:00	ES	Futures	7053.5	7056.78	7051.74	7054.76	2783.0
2026-01-27 03:00:00	ES	Futures	7054.76	7055.77	7049.22	7049.72	5831.0
2026-01-27 03:30:00	ES	Futures	7049.72	7051.74	7046.95	7049.97	4890.0
2026-01-27 04:00:00	ES	Futures	7049.97	7051.99	7048.21	7049.72	4306.0
2026-01-27 04:30:00	ES	Futures	7049.72	7051.23	7047.46	7048.21	4330.0
2026-01-27 05:00:00	ES	Futures	7047.96	7052.49	7047.71	7051.74	3556.0
2026-01-27 05:30:00	ES	Futures	7051.74	7053.25	7050.23	7051.74	3564.0
2026-01-27 06:00:00	ES	Futures	7051.74	7052.24	7049.72	7051.23	3644.0
2026-01-27 06:30:00	ES	Futures	7050.98	7056.27	7050.73	7055.01	6684.0
2026-01-27 07:00:00	ES	Futures	7054.76	7055.01	7047.71	7048.21	7100.0
2026-01-27 07:30:00	ES	Futures	7048.21	7052.24	7047.2	7049.97	6688.0
2026-01-27 08:00:00	ES	Futures	7049.72	7052.49	7049.22	7049.72	5836.0
2026-01-27 08:30:00	ES	Futures	7049.72	7051.49	7046.7	7047.71	8356.0
2026-01-27 09:00:00	ES	Futures	7047.71	7050.48	7044.68	7046.7	16292.0
2026-01-27 09:30:00	ES	Futures	7046.95	7060.55	7040.91	7057.78	120443.0
2026-01-27 10:00:00	ES	Futures	7058.03	7060.3	7050.73	7053.5	86258.0
2026-01-27 10:30:00	ES	Futures	7053.25	7067.61	7052.49	7066.09	70061.0
2026-01-27 11:00:00	ES	Futures	7066.09	7070.88	7065.84	7067.86	50735.0
2026-01-27 11:30:00	ES	Futures	7067.86	7071.38	7065.84	7065.84	42612.0
2026-01-27 12:00:00	ES	Futures	7065.84	7067.35	7059.29	7065.59	54977.0
2026-01-27 12:30:00	ES	Futures	7065.59	7066.6	7059.55	7059.8	35895.0
2026-01-27 13:00:00	ES	Futures	7059.8	7065.59	7054.26	7063.58	44402.0
2026-01-27 13:30:00	ES	Futures	7063.58	7068.11	7062.82	7066.09	28616.0
2026-01-27 14:00:00	ES	Futures	7066.35	7068.11	7063.32	7067.61	25155.0
2026-01-27 14:30:00	ES	Futures	7067.61	7069.87	7066.09	7066.6	25124.0
2026-01-27 15:00:00	ES	Futures	7066.85	7070.12	7065.34	7066.09	31371.0
2026-01-27 15:30:00	ES	Futures	7066.09	7068.11	7059.8	7061.56	124891.0
2026-01-27 16:00:00	ES	Futures	7061.81	7063.58	7058.29	7061.06	36260.0
2026-01-27 16:30:00	ES	Futures	7061.06	7064.84	7060.81	7062.32	5960.0
2026-01-27 18:00:00	ES	Futures	7063.07	7067.86	7062.06	7066.35	3674.0
2026-01-27 18:30:00	ES	Futures	7066.35	7066.6	7064.84	7065.59	1181.0
2026-01-27 19:00:00	ES	Futures	7065.59	7072.64	7065.34	7072.14	4120.0
2026-01-27 19:30:00	ES	Futures	7071.89	7079.44	7071.89	7077.43	7377.0
2026-01-27 20:00:00	ES	Futures	7077.68	7080.45	7077.43	7079.44	4390.0
2026-01-27 20:30:00	ES	Futures	7079.44	7079.7	7075.41	7076.42	4216.0
2026-01-27 21:00:00	ES	Futures	7076.42	7079.44	7075.92	7077.93	4210.0
2026-01-27 21:30:00	ES	Futures	7077.93	7080.2	7077.68	7078.94	2830.0
2026-01-27 22:00:00	ES	Futures	7078.69	7080.2	7076.93	7077.68	2501.0
2026-01-27 22:30:00	ES	Futures	7077.93	7079.19	7076.67	7077.18	2460.0
2026-01-27 23:00:00	ES	Futures	7077.18	7080.7	7077.18	7080.45	2416.0
2026-01-27 23:30:00	ES	Futures	7080.45	7080.7	7078.69	7079.7	1293.0
2026-01-27 00:00:00	NQ	Futures	26216.43	26217.44	26199.28	26208.11	1284.0
2026-01-27 00:30:00	NQ	Futures	26209.12	26237.36	26209.12	26235.85	1727.0
2026-01-27 01:00:00	NQ	Futures	26235.34	26256.02	26235.09	26252.24	2677.0
2026-01-27 01:30:00	NQ	Futures	26251.74	26252.49	26226.52	26228.79	1710.0

> showing 50 of 4,097 rows — these rows as CSV

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