PREVIEW / futures_5min / 2026-01-14

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-14.parquet
  size:    367 KB
  rows:    20,891

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
2026-01-14 00:00:00	ES	Futures	7043.17	7043.93	7041.41	7043.68	746.0
2026-01-14 00:05:00	ES	Futures	7043.68	7043.93	7042.17	7042.92	349.0
2026-01-14 00:10:00	ES	Futures	7042.67	7044.18	7042.17	7042.92	401.0
2026-01-14 00:15:00	ES	Futures	7042.92	7043.17	7042.17	7042.92	301.0
2026-01-14 00:20:00	ES	Futures	7043.17	7043.17	7041.41	7041.91	323.0
2026-01-14 00:25:00	ES	Futures	7041.91	7041.91	7040.15	7041.16	630.0
2026-01-14 00:30:00	ES	Futures	7040.91	7041.41	7040.15	7040.91	559.0
2026-01-14 00:35:00	ES	Futures	7040.91	7042.17	7040.65	7040.65	455.0
2026-01-14 00:40:00	ES	Futures	7040.91	7041.66	7040.15	7040.15	307.0
2026-01-14 00:45:00	ES	Futures	7040.15	7040.15	7038.14	7038.14	751.0
2026-01-14 00:50:00	ES	Futures	7038.14	7039.65	7038.14	7038.89	463.0
2026-01-14 00:55:00	ES	Futures	7038.89	7039.65	7038.39	7038.89	426.0
2026-01-14 01:00:00	ES	Futures	7038.89	7039.4	7037.13	7037.63	700.0
2026-01-14 01:05:00	ES	Futures	7037.88	7038.64	7035.87	7037.63	837.0
2026-01-14 01:10:00	ES	Futures	7037.63	7039.4	7037.63	7038.64	731.0
2026-01-14 01:15:00	ES	Futures	7038.64	7038.89	7037.13	7037.63	451.0
2026-01-14 01:20:00	ES	Futures	7037.38	7038.14	7036.62	7036.88	681.0
2026-01-14 01:25:00	ES	Futures	7036.62	7038.64	7036.62	7037.38	756.0
2026-01-14 01:30:00	ES	Futures	7037.63	7040.65	7037.63	7039.65	777.0
2026-01-14 01:35:00	ES	Futures	7039.4	7039.65	7036.37	7037.63	586.0
2026-01-14 01:40:00	ES	Futures	7037.63	7039.9	7037.38	7039.65	293.0
2026-01-14 01:45:00	ES	Futures	7039.9	7040.15	7037.38	7038.39	1169.0
2026-01-14 01:50:00	ES	Futures	7038.64	7039.4	7038.14	7038.89	436.0
2026-01-14 01:55:00	ES	Futures	7038.89	7041.66	7038.89	7041.66	543.0
2026-01-14 02:00:00	ES	Futures	7041.91	7042.67	7040.65	7040.65	769.0
2026-01-14 02:05:00	ES	Futures	7041.16	7042.92	7040.91	7041.16	366.0
2026-01-14 02:10:00	ES	Futures	7041.16	7042.17	7041.16	7041.66	253.0
2026-01-14 02:15:00	ES	Futures	7041.66	7042.42	7040.15	7040.4	623.0
2026-01-14 02:20:00	ES	Futures	7040.4	7042.42	7038.89	7040.91	613.0
2026-01-14 02:25:00	ES	Futures	7041.16	7041.91	7040.65	7040.91	331.0
2026-01-14 02:30:00	ES	Futures	7040.91	7042.67	7040.91	7041.91	263.0
2026-01-14 02:35:00	ES	Futures	7041.91	7042.17	7041.41	7041.91	217.0
2026-01-14 02:40:00	ES	Futures	7041.91	7042.92	7041.66	7042.17	274.0
2026-01-14 02:45:00	ES	Futures	7042.17	7042.42	7041.16	7041.16	324.0
2026-01-14 02:50:00	ES	Futures	7040.91	7041.91	7040.65	7040.91	382.0
2026-01-14 02:55:00	ES	Futures	7040.91	7041.91	7040.15	7041.66	427.0
2026-01-14 03:00:00	ES	Futures	7041.66	7044.94	7041.16	7043.68	1499.0
2026-01-14 03:05:00	ES	Futures	7043.93	7044.18	7042.42	7043.43	645.0
2026-01-14 03:10:00	ES	Futures	7043.68	7043.68	7042.17	7042.92	488.0
2026-01-14 03:15:00	ES	Futures	7042.92	7043.93	7040.65	7040.91	1119.0
2026-01-14 03:20:00	ES	Futures	7041.16	7043.43	7040.65	7043.17	777.0
2026-01-14 03:25:00	ES	Futures	7043.17	7044.18	7041.66	7042.67	532.0
2026-01-14 03:30:00	ES	Futures	7042.67	7042.92	7038.89	7039.9	1104.0
2026-01-14 03:35:00	ES	Futures	7040.15	7041.66	7039.65	7041.16	449.0
2026-01-14 03:40:00	ES	Futures	7040.91	7041.66	7038.39	7041.16	767.0
2026-01-14 03:45:00	ES	Futures	7041.16	7041.16	7039.4	7039.4	644.0
2026-01-14 03:50:00	ES	Futures	7039.4	7040.4	7038.89	7039.4	564.0
2026-01-14 03:55:00	ES	Futures	7039.65	7043.17	7039.65	7042.42	522.0
2026-01-14 04:00:00	ES	Futures	7042.42	7044.18	7041.41	7043.43	714.0
2026-01-14 04:05:00	ES	Futures	7043.43	7044.94	7042.92	7044.94	606.0

> showing 50 of 20,891 rows — these rows as CSV

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