PREVIEW / futures_5min / 2026-01-08

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-08.parquet
  size:    354 KB
  rows:    20,681

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
2026-01-08 00:00:00	ES	Futures	7006.9	7007.91	7006.9	7007.91	285.0
2026-01-08 00:05:00	ES	Futures	7007.91	7007.91	7005.64	7006.65	341.0
2026-01-08 00:10:00	ES	Futures	7006.9	7006.9	7003.12	7003.38	1059.0
2026-01-08 00:15:00	ES	Futures	7003.63	7004.64	7003.38	7004.13	497.0
2026-01-08 00:20:00	ES	Futures	7004.13	7005.39	7003.88	7005.14	456.0
2026-01-08 00:25:00	ES	Futures	7005.14	7005.14	7004.13	7004.38	227.0
2026-01-08 00:30:00	ES	Futures	7004.13	7004.13	7000.86	7000.86	981.0
2026-01-08 00:35:00	ES	Futures	7000.86	7002.62	7000.86	7001.61	476.0
2026-01-08 00:40:00	ES	Futures	7001.86	7001.86	6999.85	7000.1	551.0
2026-01-08 00:45:00	ES	Futures	7000.35	7001.11	6999.85	7000.86	301.0
2026-01-08 00:50:00	ES	Futures	7000.61	7000.61	6999.09	6999.6	443.0
2026-01-08 00:55:00	ES	Futures	6999.6	7000.1	6998.34	6998.34	522.0
2026-01-08 01:00:00	ES	Futures	6998.59	6999.09	6993.05	6993.05	1993.0
2026-01-08 01:05:00	ES	Futures	6993.05	6993.3	6990.78	6992.8	1974.0
2026-01-08 01:10:00	ES	Futures	6992.8	6993.05	6990.28	6991.54	1010.0
2026-01-08 01:15:00	ES	Futures	6991.54	6991.54	6989.02	6989.52	1139.0
2026-01-08 01:20:00	ES	Futures	6989.27	6991.54	6987.76	6989.02	1314.0
2026-01-08 01:25:00	ES	Futures	6989.02	6989.52	6987.51	6987.76	853.0
2026-01-08 01:30:00	ES	Futures	6988.01	6991.54	6987.76	6989.52	1628.0
2026-01-08 01:35:00	ES	Futures	6989.27	6991.79	6988.51	6991.29	868.0
2026-01-08 01:40:00	ES	Futures	6991.29	6992.54	6990.53	6992.29	629.0
2026-01-08 01:45:00	ES	Futures	6992.54	6993.8	6991.79	6993.55	634.0
2026-01-08 01:50:00	ES	Futures	6993.55	6993.8	6992.04	6993.55	568.0
2026-01-08 01:55:00	ES	Futures	6993.8	6994.56	6993.55	6993.8	570.0
2026-01-08 02:00:00	ES	Futures	6994.06	6994.31	6988.77	6991.79	1709.0
2026-01-08 02:05:00	ES	Futures	6992.04	6993.8	6991.29	6993.8	767.0
2026-01-08 02:10:00	ES	Futures	6994.06	6995.32	6993.55	6994.81	708.0
2026-01-08 02:15:00	ES	Futures	6995.06	6995.82	6994.81	6995.82	466.0
2026-01-08 02:20:00	ES	Futures	6995.57	7010.18	6993.8	7007.41	6557.0
2026-01-08 02:25:00	ES	Futures	7007.41	7008.92	7001.11	7001.86	1717.0
2026-01-08 02:30:00	ES	Futures	7001.61	7004.13	6999.09	7003.88	1148.0
2026-01-08 02:35:00	ES	Futures	7003.88	7006.15	7003.38	7004.89	967.0
2026-01-08 02:40:00	ES	Futures	7004.64	7004.89	7002.62	7004.64	603.0
2026-01-08 02:45:00	ES	Futures	7004.64	7004.64	7001.36	7003.12	702.0
2026-01-08 02:50:00	ES	Futures	7002.87	7003.38	7001.61	7002.12	303.0
2026-01-08 02:55:00	ES	Futures	7001.86	7002.12	6999.85	7000.35	511.0
2026-01-08 03:00:00	ES	Futures	7000.35	7003.88	7000.1	7002.62	1466.0
2026-01-08 03:05:00	ES	Futures	7002.87	7004.64	7002.37	7004.64	834.0
2026-01-08 03:10:00	ES	Futures	7004.38	7006.4	7003.88	7005.89	921.0
2026-01-08 03:15:00	ES	Futures	7005.89	7006.65	7004.64	7006.15	761.0
2026-01-08 03:20:00	ES	Futures	7006.15	7006.15	7004.38	7005.39	715.0
2026-01-08 03:25:00	ES	Futures	7005.39	7006.9	7005.14	7006.65	885.0
2026-01-08 03:30:00	ES	Futures	7006.65	7008.67	7004.13	7008.67	1162.0
2026-01-08 03:35:00	ES	Futures	7008.67	7009.42	7007.15	7007.66	1655.0
2026-01-08 03:40:00	ES	Futures	7007.91	7008.92	7007.15	7007.91	799.0
2026-01-08 03:45:00	ES	Futures	7008.16	7008.16	7005.64	7005.64	1442.0
2026-01-08 03:50:00	ES	Futures	7005.39	7006.4	7004.64	7005.39	595.0
2026-01-08 03:55:00	ES	Futures	7005.39	7005.89	7003.88	7004.13	630.0
2026-01-08 04:00:00	ES	Futures	7004.38	7007.91	7003.63	7006.65	907.0
2026-01-08 04:05:00	ES	Futures	7006.9	7006.9	7005.14	7005.39	633.0

> showing 50 of 20,681 rows — these rows as CSV

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