PREVIEW / futures_5min / 2026-01-16

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-16.parquet
  size:    289 KB
  rows:    16,453

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
2026-01-16 00:00:00	ES	Futures	7055.77	7056.27	7055.52	7055.52	396.0
2026-01-16 00:05:00	ES	Futures	7055.52	7056.27	7054.76	7055.52	294.0
2026-01-16 00:10:00	ES	Futures	7055.26	7055.52	7054.0	7054.51	337.0
2026-01-16 00:15:00	ES	Futures	7054.26	7055.01	7054.0	7054.76	221.0
2026-01-16 00:20:00	ES	Futures	7054.76	7055.77	7054.76	7055.52	243.0
2026-01-16 00:25:00	ES	Futures	7055.77	7056.52	7055.52	7056.02	310.0
2026-01-16 00:30:00	ES	Futures	7056.27	7056.52	7055.26	7055.26	264.0
2026-01-16 00:35:00	ES	Futures	7055.52	7055.52	7054.51	7054.51	264.0
2026-01-16 00:40:00	ES	Futures	7054.51	7054.51	7053.5	7054.26	475.0
2026-01-16 00:45:00	ES	Futures	7054.26	7054.76	7053.75	7054.51	325.0
2026-01-16 00:50:00	ES	Futures	7054.51	7054.76	7054.0	7054.0	168.0
2026-01-16 00:55:00	ES	Futures	7054.0	7054.51	7053.5	7054.0	176.0
2026-01-16 01:00:00	ES	Futures	7054.26	7054.51	7053.25	7053.5	247.0
2026-01-16 01:05:00	ES	Futures	7053.25	7054.51	7053.0	7054.51	262.0
2026-01-16 01:10:00	ES	Futures	7054.26	7054.76	7053.75	7054.26	211.0
2026-01-16 01:15:00	ES	Futures	7054.0	7054.51	7053.25	7054.0	242.0
2026-01-16 01:20:00	ES	Futures	7054.0	7054.76	7053.75	7054.51	354.0
2026-01-16 01:25:00	ES	Futures	7054.51	7055.01	7053.5	7054.0	321.0
2026-01-16 01:30:00	ES	Futures	7054.26	7054.76	7053.75	7054.76	267.0
2026-01-16 01:35:00	ES	Futures	7054.51	7054.76	7053.5	7054.26	429.0
2026-01-16 01:40:00	ES	Futures	7054.26	7055.01	7054.0	7054.51	131.0
2026-01-16 01:45:00	ES	Futures	7054.76	7056.27	7054.76	7056.02	279.0
2026-01-16 01:50:00	ES	Futures	7055.77	7056.27	7055.26	7056.27	269.0
2026-01-16 01:55:00	ES	Futures	7056.27	7056.78	7056.02	7056.52	260.0
2026-01-16 02:00:00	ES	Futures	7056.52	7056.78	7055.01	7055.52	360.0
2026-01-16 02:05:00	ES	Futures	7055.52	7057.03	7055.52	7056.52	236.0
2026-01-16 02:10:00	ES	Futures	7056.78	7057.03	7056.02	7056.02	211.0
2026-01-16 02:15:00	ES	Futures	7056.02	7057.03	7055.52	7056.52	332.0
2026-01-16 02:20:00	ES	Futures	7056.52	7057.03	7055.52	7057.03	249.0
2026-01-16 02:25:00	ES	Futures	7057.03	7057.53	7056.52	7056.52	275.0
2026-01-16 02:30:00	ES	Futures	7056.27	7056.52	7053.75	7054.26	418.0
2026-01-16 02:35:00	ES	Futures	7054.26	7054.76	7053.25	7054.76	519.0
2026-01-16 02:40:00	ES	Futures	7055.01	7056.27	7054.76	7056.27	364.0
2026-01-16 02:45:00	ES	Futures	7056.27	7058.03	7056.02	7057.78	524.0
2026-01-16 02:50:00	ES	Futures	7058.03	7058.29	7057.28	7058.03	273.0
2026-01-16 02:55:00	ES	Futures	7057.78	7057.78	7055.52	7055.77	497.0
2026-01-16 03:00:00	ES	Futures	7055.77	7059.8	7055.77	7058.54	1369.0
2026-01-16 03:05:00	ES	Futures	7058.79	7059.04	7057.53	7057.53	809.0
2026-01-16 03:10:00	ES	Futures	7057.53	7058.29	7055.26	7055.77	945.0
2026-01-16 03:15:00	ES	Futures	7055.77	7057.53	7055.26	7055.77	885.0
2026-01-16 03:20:00	ES	Futures	7055.77	7056.02	7052.49	7053.5	997.0
2026-01-16 03:25:00	ES	Futures	7053.5	7054.76	7053.0	7054.0	735.0
2026-01-16 03:30:00	ES	Futures	7054.0	7054.26	7052.24	7052.24	661.0
2026-01-16 03:35:00	ES	Futures	7052.49	7052.49	7050.48	7050.48	975.0
2026-01-16 03:40:00	ES	Futures	7050.48	7052.24	7049.47	7051.74	1136.0
2026-01-16 03:45:00	ES	Futures	7051.49	7053.5	7050.73	7053.0	753.0
2026-01-16 03:50:00	ES	Futures	7052.75	7055.52	7052.49	7055.26	652.0
2026-01-16 03:55:00	ES	Futures	7055.26	7055.26	7052.24	7052.75	715.0
2026-01-16 04:00:00	ES	Futures	7052.75	7056.02	7052.75	7055.77	691.0
2026-01-16 04:05:00	ES	Futures	7055.77	7056.52	7054.26	7055.01	806.0

> showing 50 of 16,453 rows — these rows as CSV

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