PREVIEW / futures_30min / 2026-03-27

all futures 30-min files

  file:    by_date/futures_30min/2026/2026-03-27.parquet
  size:    91 KB
  rows:    3,280

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
2026-03-27 00:00:00	ES	Futures	6551.5	6553.0	6548.0	6551.25	2770.0
2026-03-27 00:30:00	ES	Futures	6551.25	6556.75	6550.75	6555.5	2650.0
2026-03-27 01:00:00	ES	Futures	6555.5	6568.5	6555.5	6561.75	9139.0
2026-03-27 01:30:00	ES	Futures	6562.0	6563.75	6559.0	6559.5	3782.0
2026-03-27 02:00:00	ES	Futures	6559.75	6567.0	6556.25	6564.25	7507.0
2026-03-27 02:30:00	ES	Futures	6564.25	6564.75	6552.0	6554.5	4432.0
2026-03-27 03:00:00	ES	Futures	6554.5	6554.75	6542.5	6543.0	4791.0
2026-03-27 03:30:00	ES	Futures	6543.25	6550.0	6541.75	6546.75	5623.0
2026-03-27 04:00:00	ES	Futures	6546.5	6551.75	6527.5	6528.75	16776.0
2026-03-27 04:30:00	ES	Futures	6528.75	6534.75	6522.25	6523.5	12741.0
2026-03-27 05:00:00	ES	Futures	6523.5	6529.25	6508.75	6526.75	19470.0
2026-03-27 05:30:00	ES	Futures	6526.75	6532.0	6513.5	6515.25	10075.0
2026-03-27 06:00:00	ES	Futures	6515.5	6522.5	6511.75	6514.25	9199.0
2026-03-27 06:30:00	ES	Futures	6514.25	6516.75	6494.5	6497.75	18033.0
2026-03-27 07:00:00	ES	Futures	6498.0	6499.75	6489.25	6499.5	16545.0
2026-03-27 07:30:00	ES	Futures	6499.5	6508.5	6495.25	6502.0	14929.0
2026-03-27 08:00:00	ES	Futures	6501.75	6503.5	6490.5	6498.5	15835.0
2026-03-27 08:30:00	ES	Futures	6498.5	6500.0	6486.75	6490.5	21269.0
2026-03-27 09:00:00	ES	Futures	6490.75	6496.75	6479.5	6494.5	39050.0
2026-03-27 09:30:00	ES	Futures	6494.75	6495.75	6454.0	6458.5	172718.0
2026-03-27 10:00:00	ES	Futures	6458.5	6477.0	6454.75	6459.5	139225.0
2026-03-27 10:30:00	ES	Futures	6459.5	6474.25	6451.75	6470.5	93428.0
2026-03-27 11:00:00	ES	Futures	6470.5	6483.75	6457.75	6478.25	117265.0
2026-03-27 11:30:00	ES	Futures	6478.25	6490.25	6469.5	6471.25	87902.0
2026-03-27 12:00:00	ES	Futures	6471.5	6473.0	6454.0	6457.5	74461.0
2026-03-27 12:30:00	ES	Futures	6457.25	6464.75	6448.75	6455.5	74888.0
2026-03-27 13:00:00	ES	Futures	6455.5	6468.0	6434.0	6434.25	92491.0
2026-03-27 13:30:00	ES	Futures	6434.25	6440.5	6427.5	6429.5	65405.0
2026-03-27 14:00:00	ES	Futures	6429.5	6431.5	6419.25	6425.75	90583.0
2026-03-27 14:30:00	ES	Futures	6425.5	6435.25	6419.75	6421.5	78729.0
2026-03-27 15:00:00	ES	Futures	6421.5	6424.75	6412.5	6416.0	83793.0
2026-03-27 15:30:00	ES	Futures	6416.0	6421.0	6398.25	6407.25	237854.0
2026-03-27 16:00:00	ES	Futures	6407.25	6412.25	6389.0	6397.5	81954.0
2026-03-27 16:30:00	ES	Futures	6397.25	6401.0	6393.75	6398.0	17057.0
2026-03-27 00:00:00	NQ	Futures	23895.75	23902.75	23882.0	23893.75	1561.0
2026-03-27 00:30:00	NQ	Futures	23893.0	23921.0	23890.5	23917.75	1879.0
2026-03-27 01:00:00	NQ	Futures	23916.25	23976.0	23914.5	23940.5	5411.0
2026-03-27 01:30:00	NQ	Futures	23941.0	23946.25	23924.5	23927.25	2326.0
2026-03-27 02:00:00	NQ	Futures	23926.5	23955.25	23910.5	23945.75	3167.0
2026-03-27 02:30:00	NQ	Futures	23946.0	23946.75	23894.75	23905.25	3164.0
2026-03-27 03:00:00	NQ	Futures	23905.0	23906.75	23856.75	23857.5	3105.0
2026-03-27 03:30:00	NQ	Futures	23859.75	23893.75	23853.75	23872.0	3354.0
2026-03-27 04:00:00	NQ	Futures	23872.0	23897.5	23792.5	23797.0	9027.0
2026-03-27 04:30:00	NQ	Futures	23797.5	23823.0	23770.5	23779.25	6557.0
2026-03-27 05:00:00	NQ	Futures	23779.5	23798.25	23710.0	23789.25	8820.0
2026-03-27 05:30:00	NQ	Futures	23790.75	23812.5	23731.25	23738.75	5043.0
2026-03-27 06:00:00	NQ	Futures	23739.5	23769.25	23720.5	23731.0	4329.0
2026-03-27 06:30:00	NQ	Futures	23731.5	23742.5	23633.0	23649.5	8741.0
2026-03-27 07:00:00	NQ	Futures	23649.5	23659.75	23608.25	23653.25	9349.0
2026-03-27 07:30:00	NQ	Futures	23653.5	23690.0	23638.75	23664.0	6075.0

> showing 50 of 3,280 rows — these rows as CSV

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