PREVIEW / futures_5min / 2026-01-19

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-19.parquet
  size:    283 KB
  rows:    16,703

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
2026-01-19 00:00:00	ES	Futures	6967.36	6968.87	6966.85	6968.11	451.0
2026-01-19 00:05:00	ES	Futures	6968.11	6968.11	6965.09	6966.35	842.0
2026-01-19 00:10:00	ES	Futures	6966.35	6967.61	6966.35	6966.85	277.0
2026-01-19 00:15:00	ES	Futures	6967.1	6967.36	6964.59	6966.35	391.0
2026-01-19 00:20:00	ES	Futures	6966.35	6969.62	6966.1	6969.62	620.0
2026-01-19 00:25:00	ES	Futures	6969.62	6972.14	6969.62	6972.14	670.0
2026-01-19 00:30:00	ES	Futures	6972.14	6973.15	6969.62	6970.13	739.0
2026-01-19 00:35:00	ES	Futures	6970.38	6971.39	6969.88	6971.13	301.0
2026-01-19 00:40:00	ES	Futures	6971.13	6971.13	6970.38	6970.63	179.0
2026-01-19 00:45:00	ES	Futures	6970.63	6971.13	6969.62	6970.63	380.0
2026-01-19 00:50:00	ES	Futures	6970.63	6971.64	6967.86	6968.62	824.0
2026-01-19 00:55:00	ES	Futures	6968.87	6969.62	6968.36	6968.87	263.0
2026-01-19 01:00:00	ES	Futures	6968.87	6969.62	6968.36	6969.12	236.0
2026-01-19 01:05:00	ES	Futures	6968.87	6971.64	6968.87	6971.64	391.0
2026-01-19 01:10:00	ES	Futures	6971.39	6972.14	6970.88	6971.89	390.0
2026-01-19 01:15:00	ES	Futures	6971.89	6971.89	6970.63	6971.13	225.0
2026-01-19 01:20:00	ES	Futures	6971.13	6972.39	6969.37	6970.13	546.0
2026-01-19 01:25:00	ES	Futures	6970.13	6971.39	6969.62	6970.63	283.0
2026-01-19 01:30:00	ES	Futures	6970.63	6972.9	6970.63	6972.39	907.0
2026-01-19 01:35:00	ES	Futures	6972.39	6972.39	6970.63	6971.13	250.0
2026-01-19 01:40:00	ES	Futures	6971.13	6972.14	6969.62	6972.14	559.0
2026-01-19 01:45:00	ES	Futures	6971.89	6974.16	6971.39	6973.65	474.0
2026-01-19 01:50:00	ES	Futures	6973.65	6973.65	6969.62	6969.62	318.0
2026-01-19 01:55:00	ES	Futures	6969.62	6969.88	6967.36	6967.86	804.0
2026-01-19 02:00:00	ES	Futures	6968.11	6969.12	6964.84	6965.59	1011.0
2026-01-19 02:05:00	ES	Futures	6965.34	6967.1	6963.33	6963.58	1348.0
2026-01-19 02:10:00	ES	Futures	6963.33	6967.61	6960.56	6967.36	1721.0
2026-01-19 02:15:00	ES	Futures	6967.61	6968.11	6964.84	6965.34	1115.0
2026-01-19 02:20:00	ES	Futures	6965.09	6967.61	6964.84	6967.36	798.0
2026-01-19 02:25:00	ES	Futures	6967.36	6968.87	6964.59	6964.84	744.0
2026-01-19 02:30:00	ES	Futures	6964.84	6965.59	6961.56	6962.32	1591.0
2026-01-19 02:35:00	ES	Futures	6962.32	6962.32	6959.3	6959.8	1121.0
2026-01-19 02:40:00	ES	Futures	6959.55	6961.06	6957.28	6958.04	1326.0
2026-01-19 02:45:00	ES	Futures	6957.78	6961.56	6957.28	6960.81	1012.0
2026-01-19 02:50:00	ES	Futures	6961.06	6961.31	6957.53	6959.3	1067.0
2026-01-19 02:55:00	ES	Futures	6959.3	6960.3	6956.27	6960.3	1966.0
2026-01-19 03:00:00	ES	Futures	6960.3	6967.36	6960.3	6962.82	2305.0
2026-01-19 03:05:00	ES	Futures	6962.82	6964.33	6960.56	6963.58	1658.0
2026-01-19 03:10:00	ES	Futures	6963.33	6967.61	6963.07	6964.33	1805.0
2026-01-19 03:15:00	ES	Futures	6964.08	6970.38	6962.82	6969.62	2164.0
2026-01-19 03:20:00	ES	Futures	6969.37	6975.67	6969.12	6974.41	1984.0
2026-01-19 03:25:00	ES	Futures	6974.16	6974.41	6969.62	6969.88	2210.0
2026-01-19 03:30:00	ES	Futures	6969.88	6972.39	6969.12	6972.39	985.0
2026-01-19 03:35:00	ES	Futures	6972.14	6976.68	6972.14	6976.17	1267.0
2026-01-19 03:40:00	ES	Futures	6976.17	6976.17	6969.37	6969.62	1326.0
2026-01-19 03:45:00	ES	Futures	6969.37	6971.13	6968.36	6970.13	841.0
2026-01-19 03:50:00	ES	Futures	6970.13	6972.39	6970.13	6972.39	770.0
2026-01-19 03:55:00	ES	Futures	6972.65	6973.15	6971.13	6973.15	642.0
2026-01-19 04:00:00	ES	Futures	6973.15	6974.16	6968.11	6968.11	1086.0
2026-01-19 04:05:00	ES	Futures	6968.36	6968.36	6964.59	6965.09	1314.0

> showing 50 of 16,703 rows — these rows as CSV

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