PREVIEW / futures_5min / 2026-01-06

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-06.parquet
  size:    361 KB
  rows:    20,777

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
2026-01-06 00:00:00	ES	Futures	7006.65	7006.9	7005.89	7006.15	266.0
2026-01-06 00:05:00	ES	Futures	7005.89	7006.15	7005.39	7005.64	166.0
2026-01-06 00:10:00	ES	Futures	7005.64	7007.15	7005.64	7006.9	224.0
2026-01-06 00:15:00	ES	Futures	7007.15	7007.41	7006.9	7006.9	295.0
2026-01-06 00:20:00	ES	Futures	7006.9	7007.41	7006.65	7006.65	249.0
2026-01-06 00:25:00	ES	Futures	7006.65	7006.9	7005.89	7006.15	333.0
2026-01-06 00:30:00	ES	Futures	7006.15	7006.65	7005.89	7005.89	341.0
2026-01-06 00:35:00	ES	Futures	7006.15	7006.15	7005.64	7006.15	200.0
2026-01-06 00:40:00	ES	Futures	7006.15	7006.15	7005.39	7005.39	241.0
2026-01-06 00:45:00	ES	Futures	7005.39	7005.89	7004.89	7005.64	472.0
2026-01-06 00:50:00	ES	Futures	7005.64	7005.89	7005.14	7005.39	181.0
2026-01-06 00:55:00	ES	Futures	7005.39	7005.64	7005.14	7005.39	202.0
2026-01-06 01:00:00	ES	Futures	7005.14	7006.9	7005.14	7006.65	403.0
2026-01-06 01:05:00	ES	Futures	7006.9	7007.41	7006.4	7007.15	338.0
2026-01-06 01:10:00	ES	Futures	7007.41	7007.41	7006.4	7006.9	123.0
2026-01-06 01:15:00	ES	Futures	7006.9	7007.91	7006.65	7007.41	689.0
2026-01-06 01:20:00	ES	Futures	7007.41	7008.67	7007.15	7008.41	1326.0
2026-01-06 01:25:00	ES	Futures	7008.41	7008.67	7007.15	7007.41	719.0
2026-01-06 01:30:00	ES	Futures	7007.41	7010.18	7007.41	7010.18	1121.0
2026-01-06 01:35:00	ES	Futures	7010.18	7010.18	7008.92	7010.18	372.0
2026-01-06 01:40:00	ES	Futures	7010.18	7011.18	7009.92	7011.18	391.0
2026-01-06 01:45:00	ES	Futures	7010.93	7011.18	7009.17	7009.67	426.0
2026-01-06 01:50:00	ES	Futures	7009.67	7009.92	7009.17	7009.67	234.0
2026-01-06 01:55:00	ES	Futures	7009.42	7010.18	7009.42	7009.42	107.0
2026-01-06 02:00:00	ES	Futures	7009.42	7009.42	7006.65	7007.66	532.0
2026-01-06 02:05:00	ES	Futures	7007.91	7008.41	7007.66	7008.16	216.0
2026-01-06 02:10:00	ES	Futures	7008.41	7008.41	7007.66	7007.91	228.0
2026-01-06 02:15:00	ES	Futures	7007.91	7007.91	7005.64	7005.89	303.0
2026-01-06 02:20:00	ES	Futures	7005.89	7006.9	7005.64	7005.89	359.0
2026-01-06 02:25:00	ES	Futures	7006.15	7006.65	7006.15	7006.65	171.0
2026-01-06 02:30:00	ES	Futures	7006.65	7007.41	7006.65	7007.41	187.0
2026-01-06 02:35:00	ES	Futures	7007.41	7007.41	7005.39	7005.89	302.0
2026-01-06 02:40:00	ES	Futures	7006.15	7006.15	7004.89	7005.39	344.0
2026-01-06 02:45:00	ES	Futures	7005.14	7005.39	7004.13	7005.14	412.0
2026-01-06 02:50:00	ES	Futures	7005.14	7005.39	7004.38	7004.89	321.0
2026-01-06 02:55:00	ES	Futures	7004.89	7005.89	7004.89	7005.64	337.0
2026-01-06 03:00:00	ES	Futures	7005.64	7005.89	6999.09	7000.1	2759.0
2026-01-06 03:05:00	ES	Futures	7000.1	7002.12	6998.59	6999.09	1215.0
2026-01-06 03:10:00	ES	Futures	6999.09	6999.09	6992.8	6993.05	1793.0
2026-01-06 03:15:00	ES	Futures	6993.05	6994.31	6990.78	6992.8	2139.0
2026-01-06 03:20:00	ES	Futures	6993.05	6993.8	6988.51	6988.77	1783.0
2026-01-06 03:25:00	ES	Futures	6988.77	6989.77	6987.26	6988.01	2242.0
2026-01-06 03:30:00	ES	Futures	6987.76	6988.77	6983.23	6984.48	3231.0
2026-01-06 03:35:00	ES	Futures	6984.74	6988.77	6984.48	6986.25	1537.0
2026-01-06 03:40:00	ES	Futures	6986.25	6988.26	6985.49	6987.26	1087.0
2026-01-06 03:45:00	ES	Futures	6987.26	6988.77	6986.25	6987.26	846.0
2026-01-06 03:50:00	ES	Futures	6987.26	6989.77	6986.25	6989.77	1007.0
2026-01-06 03:55:00	ES	Futures	6989.77	6990.28	6989.02	6989.02	956.0
2026-01-06 04:00:00	ES	Futures	6989.27	6991.03	6988.26	6989.52	1595.0
2026-01-06 04:05:00	ES	Futures	6989.77	6991.03	6988.01	6990.28	1168.0

> showing 50 of 20,777 rows — these rows as CSV

> unlock the full archive -- $79 one-time