PREVIEW / futures_5min / 2026-01-15

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-15.parquet
  size:    353 KB
  rows:    20,659

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
2026-01-15 00:00:00	ES	Futures	7009.17	7011.44	7009.17	7010.93	400.0
2026-01-15 00:05:00	ES	Futures	7010.93	7013.7	7010.93	7013.7	518.0
2026-01-15 00:10:00	ES	Futures	7013.7	7015.21	7013.2	7014.46	1010.0
2026-01-15 00:15:00	ES	Futures	7014.46	7016.47	7014.46	7016.22	478.0
2026-01-15 00:20:00	ES	Futures	7016.22	7016.22	7014.46	7014.71	356.0
2026-01-15 00:25:00	ES	Futures	7014.96	7015.72	7014.21	7015.21	616.0
2026-01-15 00:30:00	ES	Futures	7015.47	7018.74	7014.71	7015.21	2412.0
2026-01-15 00:35:00	ES	Futures	7015.21	7017.23	7013.95	7015.72	672.0
2026-01-15 00:40:00	ES	Futures	7015.97	7018.74	7015.47	7018.74	458.0
2026-01-15 00:45:00	ES	Futures	7018.74	7020.76	7018.74	7020.5	767.0
2026-01-15 00:50:00	ES	Futures	7020.25	7020.25	7017.48	7017.73	631.0
2026-01-15 00:55:00	ES	Futures	7017.73	7018.99	7015.21	7015.72	638.0
2026-01-15 01:00:00	ES	Futures	7015.72	7016.98	7013.7	7016.98	772.0
2026-01-15 01:05:00	ES	Futures	7016.98	7017.99	7015.97	7016.47	338.0
2026-01-15 01:10:00	ES	Futures	7016.47	7021.76	7016.47	7020.0	1651.0
2026-01-15 01:15:00	ES	Futures	7020.0	7029.07	7020.0	7028.31	3393.0
2026-01-15 01:20:00	ES	Futures	7028.06	7029.32	7026.05	7028.82	2115.0
2026-01-15 01:25:00	ES	Futures	7029.07	7030.33	7025.54	7025.79	906.0
2026-01-15 01:30:00	ES	Futures	7026.05	7026.55	7023.53	7024.28	820.0
2026-01-15 01:35:00	ES	Futures	7024.28	7025.29	7023.02	7025.29	927.0
2026-01-15 01:40:00	ES	Futures	7025.29	7029.57	7025.29	7029.57	790.0
2026-01-15 01:45:00	ES	Futures	7029.57	7029.57	7026.55	7029.07	678.0
2026-01-15 01:50:00	ES	Futures	7029.07	7029.32	7027.56	7028.31	405.0
2026-01-15 01:55:00	ES	Futures	7028.31	7028.82	7026.3	7026.3	422.0
2026-01-15 02:00:00	ES	Futures	7026.3	7027.81	7025.29	7025.54	932.0
2026-01-15 02:05:00	ES	Futures	7025.54	7026.3	7023.53	7025.29	505.0
2026-01-15 02:10:00	ES	Futures	7025.54	7026.3	7024.28	7024.28	329.0
2026-01-15 02:15:00	ES	Futures	7024.53	7025.29	7022.02	7023.27	556.0
2026-01-15 02:20:00	ES	Futures	7023.27	7024.79	7022.27	7024.28	487.0
2026-01-15 02:25:00	ES	Futures	7024.28	7025.04	7022.27	7022.52	724.0
2026-01-15 02:30:00	ES	Futures	7022.52	7024.79	7021.76	7024.03	593.0
2026-01-15 02:35:00	ES	Futures	7024.03	7025.54	7022.77	7023.53	550.0
2026-01-15 02:40:00	ES	Futures	7023.53	7024.79	7022.52	7023.53	782.0
2026-01-15 02:45:00	ES	Futures	7023.53	7023.78	7022.27	7023.27	738.0
2026-01-15 02:50:00	ES	Futures	7023.53	7025.04	7023.02	7023.27	803.0
2026-01-15 02:55:00	ES	Futures	7023.27	7025.54	7022.02	7024.28	1337.0
2026-01-15 03:00:00	ES	Futures	7024.28	7025.04	7020.76	7022.27	2043.0
2026-01-15 03:05:00	ES	Futures	7022.27	7028.31	7022.27	7028.31	1510.0
2026-01-15 03:10:00	ES	Futures	7028.31	7032.34	7026.8	7027.56	3074.0
2026-01-15 03:15:00	ES	Futures	7027.81	7029.82	7026.05	7026.8	1397.0
2026-01-15 03:20:00	ES	Futures	7026.8	7030.08	7026.8	7028.06	1316.0
2026-01-15 03:25:00	ES	Futures	7028.06	7028.06	7025.79	7026.3	833.0
2026-01-15 03:30:00	ES	Futures	7026.05	7028.56	7026.05	7028.31	678.0
2026-01-15 03:35:00	ES	Futures	7028.06	7029.32	7026.8	7028.31	599.0
2026-01-15 03:40:00	ES	Futures	7028.56	7030.58	7028.31	7030.33	773.0
2026-01-15 03:45:00	ES	Futures	7030.33	7030.58	7027.3	7027.81	652.0
2026-01-15 03:50:00	ES	Futures	7027.81	7030.08	7027.3	7029.07	737.0
2026-01-15 03:55:00	ES	Futures	7029.57	7031.33	7028.82	7030.58	888.0
2026-01-15 04:00:00	ES	Futures	7030.83	7033.35	7029.82	7031.84	1891.0
2026-01-15 04:05:00	ES	Futures	7032.09	7034.61	7031.84	7034.36	950.0

> showing 50 of 20,659 rows — these rows as CSV

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