The only I-beam shaped parallels I'm aware of are 'shop made'. You can see they are a relatively simple project for beginners. The I-beam shape and multiple holes allows for use of multiple metalworking machines and processes including heat treating and grinding. The holes allow for more utility when clamping the parallel is desired. The configuration also reduces the weight of the finished parallels which becomes important by the time one has a box full of tools.
When I read your original question, parallels didn't come to mind. If you had included some dimensions or a picture (including some common object for scale reference) your question would have been more clear.
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