PREVIEW / futures_5min / 2026-01-12

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-12.parquet
  size:    351 KB
  rows:    20,450

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
2026-01-12 00:00:00	ES	Futures	7018.74	7019.5	7017.99	7018.99	404.0
2026-01-12 00:05:00	ES	Futures	7018.74	7019.5	7017.99	7019.5	417.0
2026-01-12 00:10:00	ES	Futures	7019.5	7021.26	7016.98	7016.98	1134.0
2026-01-12 00:15:00	ES	Futures	7016.98	7017.48	7015.97	7016.98	828.0
2026-01-12 00:20:00	ES	Futures	7016.98	7017.48	7015.72	7015.97	457.0
2026-01-12 00:25:00	ES	Futures	7015.72	7015.97	7012.44	7014.21	1492.0
2026-01-12 00:30:00	ES	Futures	7014.21	7014.46	7012.44	7013.45	578.0
2026-01-12 00:35:00	ES	Futures	7013.45	7013.7	7012.95	7012.95	331.0
2026-01-12 00:40:00	ES	Futures	7012.95	7013.7	7012.44	7012.95	414.0
2026-01-12 00:45:00	ES	Futures	7012.95	7013.2	7010.68	7011.18	966.0
2026-01-12 00:50:00	ES	Futures	7011.44	7014.21	7011.44	7013.95	654.0
2026-01-12 00:55:00	ES	Futures	7013.95	7014.96	7013.95	7014.96	523.0
2026-01-12 01:00:00	ES	Futures	7014.96	7016.73	7013.95	7015.97	806.0
2026-01-12 01:05:00	ES	Futures	7016.22	7017.73	7015.97	7017.73	514.0
2026-01-12 01:10:00	ES	Futures	7017.48	7019.5	7017.23	7018.24	558.0
2026-01-12 01:15:00	ES	Futures	7018.24	7018.24	7016.47	7016.47	419.0
2026-01-12 01:20:00	ES	Futures	7016.47	7016.98	7014.96	7016.73	710.0
2026-01-12 01:25:00	ES	Futures	7016.98	7018.24	7016.47	7016.98	573.0
2026-01-12 01:30:00	ES	Futures	7016.98	7017.23	7015.72	7015.72	443.0
2026-01-12 01:35:00	ES	Futures	7015.72	7017.48	7015.72	7015.97	430.0
2026-01-12 01:40:00	ES	Futures	7015.97	7017.99	7015.97	7017.48	324.0
2026-01-12 01:45:00	ES	Futures	7017.48	7018.99	7017.48	7018.49	381.0
2026-01-12 01:50:00	ES	Futures	7018.49	7018.49	7016.73	7016.73	427.0
2026-01-12 01:55:00	ES	Futures	7016.73	7017.73	7016.47	7017.23	239.0
2026-01-12 02:00:00	ES	Futures	7016.98	7019.75	7016.47	7019.24	606.0
2026-01-12 02:05:00	ES	Futures	7019.5	7021.76	7018.74	7020.76	1148.0
2026-01-12 02:10:00	ES	Futures	7021.01	7022.77	7019.24	7020.5	1186.0
2026-01-12 02:15:00	ES	Futures	7020.5	7020.76	7017.73	7017.99	605.0
2026-01-12 02:20:00	ES	Futures	7017.99	7019.5	7017.73	7018.99	608.0
2026-01-12 02:25:00	ES	Futures	7018.74	7020.76	7018.49	7019.5	878.0
2026-01-12 02:30:00	ES	Futures	7019.5	7019.75	7017.73	7018.24	529.0
2026-01-12 02:35:00	ES	Futures	7018.24	7019.24	7017.48	7017.73	613.0
2026-01-12 02:40:00	ES	Futures	7017.73	7018.74	7016.98	7017.48	435.0
2026-01-12 02:45:00	ES	Futures	7017.48	7019.24	7016.98	7018.99	584.0
2026-01-12 02:50:00	ES	Futures	7018.74	7018.99	7017.73	7018.24	508.0
2026-01-12 02:55:00	ES	Futures	7017.99	7020.0	7017.99	7020.0	869.0
2026-01-12 03:00:00	ES	Futures	7020.0	7023.27	7018.49	7021.76	2277.0
2026-01-12 03:05:00	ES	Futures	7021.51	7023.02	7020.76	7021.26	2531.0
2026-01-12 03:10:00	ES	Futures	7021.26	7022.27	7017.48	7017.99	2109.0
2026-01-12 03:15:00	ES	Futures	7017.99	7018.74	7012.95	7012.95	3276.0
2026-01-12 03:20:00	ES	Futures	7012.95	7013.2	7008.41	7009.67	3265.0
2026-01-12 03:25:00	ES	Futures	7009.67	7012.19	7008.92	7009.67	2539.0
2026-01-12 03:30:00	ES	Futures	7009.42	7009.42	7004.38	7006.65	4735.0
2026-01-12 03:35:00	ES	Futures	7006.65	7007.91	7003.38	7003.63	1662.0
2026-01-12 03:40:00	ES	Futures	7003.63	7006.15	7002.37	7005.89	3516.0
2026-01-12 03:45:00	ES	Futures	7005.89	7007.15	7003.38	7003.63	1781.0
2026-01-12 03:50:00	ES	Futures	7003.63	7007.15	7002.87	7006.4	1596.0
2026-01-12 03:55:00	ES	Futures	7006.4	7007.91	7005.39	7005.39	1408.0
2026-01-12 04:00:00	ES	Futures	7005.64	7008.67	7004.89	7007.41	2213.0
2026-01-12 04:05:00	ES	Futures	7007.66	7010.68	7006.9	7009.67	1469.0

> showing 50 of 20,450 rows — these rows as CSV

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