PREVIEW / futures_5min / 2026-01-04

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-04.parquet
  size:    93 KB
  rows:    4,323

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
2026-01-04 18:00:00	ES	Futures	6963.58	6963.58	6957.03	6959.04	3247.0
2026-01-04 18:05:00	ES	Futures	6958.79	6959.3	6952.5	6956.53	2054.0
2026-01-04 18:10:00	ES	Futures	6956.53	6958.04	6951.49	6954.51	1462.0
2026-01-04 18:15:00	ES	Futures	6954.51	6958.54	6954.51	6956.27	1707.0
2026-01-04 18:20:00	ES	Futures	6956.27	6960.56	6956.27	6959.55	818.0
2026-01-04 18:25:00	ES	Futures	6959.55	6962.07	6959.04	6960.3	1333.0
2026-01-04 18:30:00	ES	Futures	6960.05	6960.05	6955.01	6958.79	1388.0
2026-01-04 18:35:00	ES	Futures	6958.79	6959.55	6957.28	6957.53	502.0
2026-01-04 18:40:00	ES	Futures	6957.53	6958.04	6955.01	6955.01	592.0
2026-01-04 18:45:00	ES	Futures	6955.27	6957.03	6952.5	6956.27	1202.0
2026-01-04 18:50:00	ES	Futures	6956.53	6958.79	6955.52	6957.78	824.0
2026-01-04 18:55:00	ES	Futures	6957.78	6959.8	6957.53	6959.04	415.0
2026-01-04 19:00:00	ES	Futures	6959.3	6961.81	6957.53	6961.06	1702.0
2026-01-04 19:05:00	ES	Futures	6960.81	6961.56	6957.28	6958.04	1089.0
2026-01-04 19:10:00	ES	Futures	6957.78	6958.29	6955.52	6956.78	974.0
2026-01-04 19:15:00	ES	Futures	6957.03	6962.57	6956.78	6960.81	1319.0
2026-01-04 19:20:00	ES	Futures	6960.56	6962.32	6959.8	6961.56	761.0
2026-01-04 19:25:00	ES	Futures	6961.56	6962.07	6959.8	6961.06	806.0
2026-01-04 19:30:00	ES	Futures	6961.06	6961.56	6959.3	6960.05	658.0
2026-01-04 19:35:00	ES	Futures	6960.05	6960.3	6954.51	6956.02	1195.0
2026-01-04 19:40:00	ES	Futures	6956.27	6957.78	6955.01	6957.28	649.0
2026-01-04 19:45:00	ES	Futures	6957.28	6959.55	6957.28	6958.54	752.0
2026-01-04 19:50:00	ES	Futures	6958.79	6960.3	6957.78	6959.55	418.0
2026-01-04 19:55:00	ES	Futures	6959.3	6961.06	6958.54	6960.05	390.0
2026-01-04 20:00:00	ES	Futures	6960.05	6964.33	6959.55	6959.8	3025.0
2026-01-04 20:05:00	ES	Futures	6960.05	6962.07	6958.04	6961.31	1529.0
2026-01-04 20:10:00	ES	Futures	6961.31	6961.56	6959.3	6961.31	1075.0
2026-01-04 20:15:00	ES	Futures	6961.31	6961.31	6959.04	6959.55	629.0
2026-01-04 20:20:00	ES	Futures	6959.3	6961.06	6958.04	6960.05	626.0
2026-01-04 20:25:00	ES	Futures	6960.3	6961.56	6959.3	6961.56	520.0
2026-01-04 20:30:00	ES	Futures	6961.31	6961.81	6960.56	6960.81	567.0
2026-01-04 20:35:00	ES	Futures	6960.81	6964.33	6960.81	6963.83	1145.0
2026-01-04 20:40:00	ES	Futures	6963.83	6964.08	6962.32	6962.57	558.0
2026-01-04 20:45:00	ES	Futures	6962.57	6963.33	6960.3	6961.06	911.0
2026-01-04 20:50:00	ES	Futures	6961.31	6962.32	6959.8	6961.81	647.0
2026-01-04 20:55:00	ES	Futures	6961.81	6962.07	6960.81	6960.81	438.0
2026-01-04 21:00:00	ES	Futures	6960.81	6964.84	6960.81	6964.08	1101.0
2026-01-04 21:05:00	ES	Futures	6964.08	6964.59	6963.07	6964.08	606.0
2026-01-04 21:10:00	ES	Futures	6963.83	6964.33	6962.32	6962.57	542.0
2026-01-04 21:15:00	ES	Futures	6962.82	6963.83	6962.57	6962.82	327.0
2026-01-04 21:20:00	ES	Futures	6962.57	6963.07	6961.81	6962.07	362.0
2026-01-04 21:25:00	ES	Futures	6962.32	6962.82	6961.31	6962.07	403.0
2026-01-04 21:30:00	ES	Futures	6962.32	6962.82	6961.31	6962.57	366.0
2026-01-04 21:35:00	ES	Futures	6962.57	6963.07	6961.06	6962.07	438.0
2026-01-04 21:40:00	ES	Futures	6961.81	6962.57	6960.56	6962.57	431.0
2026-01-04 21:45:00	ES	Futures	6962.32	6964.84	6962.32	6964.59	550.0
2026-01-04 21:50:00	ES	Futures	6964.33	6964.84	6963.58	6964.33	382.0
2026-01-04 21:55:00	ES	Futures	6964.33	6964.59	6963.07	6963.33	415.0
2026-01-04 22:00:00	ES	Futures	6963.07	6963.83	6962.32	6963.58	367.0
2026-01-04 22:05:00	ES	Futures	6963.58	6964.33	6963.33	6963.83	288.0

> showing 50 of 4,323 rows — these rows as CSV

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