PREVIEW / futures_5min / 2026-01-05

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-05.parquet
  size:    382 KB
  rows:    20,919

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
2026-01-05 00:00:00	ES	Futures	6963.83	6964.08	6962.57	6963.83	437.0
2026-01-05 00:05:00	ES	Futures	6963.58	6963.58	6960.56	6961.31	704.0
2026-01-05 00:10:00	ES	Futures	6961.31	6961.56	6960.56	6960.56	365.0
2026-01-05 00:15:00	ES	Futures	6960.81	6961.06	6959.55	6960.81	318.0
2026-01-05 00:20:00	ES	Futures	6960.56	6962.32	6960.56	6962.07	492.0
2026-01-05 00:25:00	ES	Futures	6961.81	6962.82	6961.81	6962.07	403.0
2026-01-05 00:30:00	ES	Futures	6962.07	6963.07	6961.81	6962.82	265.0
2026-01-05 00:35:00	ES	Futures	6962.82	6963.07	6961.31	6961.56	441.0
2026-01-05 00:40:00	ES	Futures	6961.56	6963.07	6961.56	6962.57	430.0
2026-01-05 00:45:00	ES	Futures	6962.57	6963.83	6962.07	6963.33	478.0
2026-01-05 00:50:00	ES	Futures	6963.33	6963.58	6962.82	6962.82	327.0
2026-01-05 00:55:00	ES	Futures	6963.07	6964.59	6963.07	6964.33	429.0
2026-01-05 01:00:00	ES	Futures	6964.33	6965.59	6963.83	6964.84	553.0
2026-01-05 01:05:00	ES	Futures	6964.84	6965.59	6964.08	6964.59	433.0
2026-01-05 01:10:00	ES	Futures	6964.59	6965.09	6963.83	6964.59	346.0
2026-01-05 01:15:00	ES	Futures	6964.59	6965.09	6964.08	6965.09	487.0
2026-01-05 01:20:00	ES	Futures	6965.09	6965.59	6963.33	6963.58	441.0
2026-01-05 01:25:00	ES	Futures	6963.58	6963.83	6960.05	6960.3	865.0
2026-01-05 01:30:00	ES	Futures	6960.56	6961.06	6958.79	6960.81	1275.0
2026-01-05 01:35:00	ES	Futures	6960.81	6962.57	6960.56	6962.57	479.0
2026-01-05 01:40:00	ES	Futures	6962.57	6964.08	6961.56	6963.83	343.0
2026-01-05 01:45:00	ES	Futures	6963.83	6966.1	6963.83	6965.85	812.0
2026-01-05 01:50:00	ES	Futures	6965.59	6966.6	6965.09	6965.09	385.0
2026-01-05 01:55:00	ES	Futures	6965.34	6967.61	6965.09	6967.1	424.0
2026-01-05 02:00:00	ES	Futures	6967.36	6967.36	6965.85	6966.6	574.0
2026-01-05 02:05:00	ES	Futures	6966.35	6967.86	6966.35	6966.6	299.0
2026-01-05 02:10:00	ES	Futures	6966.6	6966.85	6963.83	6964.84	474.0
2026-01-05 02:15:00	ES	Futures	6964.84	6964.84	6963.07	6963.33	312.0
2026-01-05 02:20:00	ES	Futures	6963.58	6964.08	6959.8	6960.56	947.0
2026-01-05 02:25:00	ES	Futures	6960.81	6961.06	6958.79	6960.3	879.0
2026-01-05 02:30:00	ES	Futures	6960.05	6963.33	6959.8	6961.31	850.0
2026-01-05 02:35:00	ES	Futures	6961.31	6961.31	6958.54	6959.55	379.0
2026-01-05 02:40:00	ES	Futures	6959.55	6960.56	6958.79	6959.55	460.0
2026-01-05 02:45:00	ES	Futures	6959.55	6959.55	6958.04	6959.3	496.0
2026-01-05 02:50:00	ES	Futures	6959.3	6962.07	6959.04	6961.56	483.0
2026-01-05 02:55:00	ES	Futures	6961.56	6962.82	6961.56	6961.81	651.0
2026-01-05 03:00:00	ES	Futures	6961.81	6963.33	6960.3	6962.32	1372.0
2026-01-05 03:05:00	ES	Futures	6962.07	6962.82	6960.81	6961.81	965.0
2026-01-05 03:10:00	ES	Futures	6962.07	6968.87	6961.81	6968.36	2162.0
2026-01-05 03:15:00	ES	Futures	6968.62	6970.13	6967.86	6970.13	1896.0
2026-01-05 03:20:00	ES	Futures	6970.13	6972.9	6970.13	6970.88	1826.0
2026-01-05 03:25:00	ES	Futures	6971.13	6971.13	6968.62	6969.12	1251.0
2026-01-05 03:30:00	ES	Futures	6969.12	6970.88	6968.87	6969.88	1023.0
2026-01-05 03:35:00	ES	Futures	6969.62	6972.65	6969.62	6970.63	1429.0
2026-01-05 03:40:00	ES	Futures	6970.63	6970.88	6968.11	6969.88	1014.0
2026-01-05 03:45:00	ES	Futures	6969.88	6970.63	6968.36	6970.13	962.0
2026-01-05 03:50:00	ES	Futures	6969.88	6970.13	6967.61	6968.62	977.0
2026-01-05 03:55:00	ES	Futures	6968.36	6969.37	6967.61	6968.36	815.0
2026-01-05 04:00:00	ES	Futures	6968.11	6971.39	6967.86	6971.39	1016.0
2026-01-05 04:05:00	ES	Futures	6971.39	6972.14	6969.62	6970.63	1047.0

> showing 50 of 20,919 rows — these rows as CSV

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