PREVIEW / futures_5min / 2026-01-20

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-20.parquet
  size:    404 KB
  rows:    21,604

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
2026-01-20 00:00:00	ES	Futures	6955.27	6956.02	6953.75	6956.02	689.0
2026-01-20 00:05:00	ES	Futures	6956.02	6958.79	6956.02	6956.53	850.0
2026-01-20 00:10:00	ES	Futures	6956.53	6958.04	6955.77	6956.27	382.0
2026-01-20 00:15:00	ES	Futures	6956.27	6957.28	6954.26	6957.28	533.0
2026-01-20 00:20:00	ES	Futures	6957.28	6958.04	6956.53	6957.78	350.0
2026-01-20 00:25:00	ES	Futures	6958.04	6961.56	6957.28	6960.3	1042.0
2026-01-20 00:30:00	ES	Futures	6960.3	6961.06	6960.05	6961.06	395.0
2026-01-20 00:35:00	ES	Futures	6961.06	6961.31	6957.78	6957.78	629.0
2026-01-20 00:40:00	ES	Futures	6957.53	6958.04	6956.02	6957.28	596.0
2026-01-20 00:45:00	ES	Futures	6957.03	6958.79	6955.77	6957.78	832.0
2026-01-20 00:50:00	ES	Futures	6957.53	6960.56	6957.53	6959.55	484.0
2026-01-20 00:55:00	ES	Futures	6959.3	6959.8	6956.27	6956.78	523.0
2026-01-20 01:00:00	ES	Futures	6956.78	6957.53	6954.76	6955.52	740.0
2026-01-20 01:05:00	ES	Futures	6955.27	6955.77	6950.48	6951.74	1280.0
2026-01-20 01:10:00	ES	Futures	6951.49	6951.49	6949.98	6951.24	813.0
2026-01-20 01:15:00	ES	Futures	6950.98	6950.98	6943.93	6944.43	2983.0
2026-01-20 01:20:00	ES	Futures	6944.18	6944.69	6942.17	6943.18	1405.0
2026-01-20 01:25:00	ES	Futures	6943.18	6943.68	6937.38	6939.15	2380.0
2026-01-20 01:30:00	ES	Futures	6938.89	6940.91	6931.09	6931.84	4575.0
2026-01-20 01:35:00	ES	Futures	6931.84	6936.88	6930.58	6934.11	3031.0
2026-01-20 01:40:00	ES	Futures	6934.11	6936.88	6933.6	6936.12	966.0
2026-01-20 01:45:00	ES	Futures	6936.37	6937.89	6931.09	6934.36	1732.0
2026-01-20 01:50:00	ES	Futures	6934.36	6936.88	6933.35	6936.12	1029.0
2026-01-20 01:55:00	ES	Futures	6936.12	6940.4	6936.12	6939.65	1122.0
2026-01-20 02:00:00	ES	Futures	6939.9	6941.41	6939.15	6940.4	1246.0
2026-01-20 02:05:00	ES	Futures	6940.15	6940.91	6935.62	6940.66	1493.0
2026-01-20 02:10:00	ES	Futures	6940.4	6941.41	6935.62	6935.62	951.0
2026-01-20 02:15:00	ES	Futures	6935.37	6936.63	6931.34	6933.35	1476.0
2026-01-20 02:20:00	ES	Futures	6933.1	6936.37	6929.07	6935.37	2125.0
2026-01-20 02:25:00	ES	Futures	6935.37	6937.63	6933.6	6935.87	1022.0
2026-01-20 02:30:00	ES	Futures	6935.62	6936.88	6932.6	6933.35	834.0
2026-01-20 02:35:00	ES	Futures	6933.35	6935.12	6932.34	6933.6	644.0
2026-01-20 02:40:00	ES	Futures	6933.86	6935.62	6932.09	6932.6	859.0
2026-01-20 02:45:00	ES	Futures	6932.6	6934.61	6929.83	6934.11	2283.0
2026-01-20 02:50:00	ES	Futures	6934.36	6935.37	6931.84	6933.86	1057.0
2026-01-20 02:55:00	ES	Futures	6933.86	6937.13	6932.34	6934.36	1384.0
2026-01-20 03:00:00	ES	Futures	6934.36	6935.62	6929.07	6929.83	3040.0
2026-01-20 03:05:00	ES	Futures	6929.83	6930.33	6924.03	6929.32	4839.0
2026-01-20 03:10:00	ES	Futures	6929.32	6933.6	6928.57	6930.33	1570.0
2026-01-20 03:15:00	ES	Futures	6930.33	6931.09	6921.77	6922.77	2919.0
2026-01-20 03:20:00	ES	Futures	6923.02	6927.06	6920.25	6925.8	4012.0
2026-01-20 03:25:00	ES	Futures	6926.05	6926.3	6922.52	6922.77	1850.0
2026-01-20 03:30:00	ES	Futures	6922.52	6922.52	6916.98	6916.98	3159.0
2026-01-20 03:35:00	ES	Futures	6916.98	6916.98	6908.67	6910.93	6601.0
2026-01-20 03:40:00	ES	Futures	6910.93	6917.99	6909.17	6917.23	4456.0
2026-01-20 03:45:00	ES	Futures	6917.48	6920.76	6915.47	6920.25	2686.0
2026-01-20 03:50:00	ES	Futures	6920.25	6921.26	6917.74	6918.99	2010.0
2026-01-20 03:55:00	ES	Futures	6918.99	6921.01	6915.22	6916.22	2026.0
2026-01-20 04:00:00	ES	Futures	6916.22	6920.25	6913.45	6913.96	3271.0
2026-01-20 04:05:00	ES	Futures	6913.71	6913.96	6908.16	6911.69	4468.0

> showing 50 of 21,604 rows — these rows as CSV

> unlock the full archive -- $79 one-time