PREVIEW / futures_5min / 2026-01-21

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-21.parquet
  size:    417 KB
  rows:    21,435

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
2026-01-21 00:00:00	ES	Futures	6900.86	6901.36	6900.36	6901.11	384.0
2026-01-21 00:05:00	ES	Futures	6901.36	6903.38	6898.34	6903.13	2453.0
2026-01-21 00:10:00	ES	Futures	6902.87	6905.14	6902.87	6904.64	657.0
2026-01-21 00:15:00	ES	Futures	6904.89	6904.89	6902.87	6902.87	450.0
2026-01-21 00:20:00	ES	Futures	6902.87	6904.39	6901.87	6901.87	524.0
2026-01-21 00:25:00	ES	Futures	6901.87	6902.87	6900.61	6902.37	587.0
2026-01-21 00:30:00	ES	Futures	6902.37	6904.39	6902.37	6903.88	559.0
2026-01-21 00:35:00	ES	Futures	6903.88	6905.14	6903.63	6904.64	361.0
2026-01-21 00:40:00	ES	Futures	6904.39	6905.39	6904.39	6905.39	428.0
2026-01-21 00:45:00	ES	Futures	6905.14	6905.39	6903.88	6904.39	382.0
2026-01-21 00:50:00	ES	Futures	6904.13	6905.39	6903.88	6904.13	416.0
2026-01-21 00:55:00	ES	Futures	6904.13	6905.14	6903.88	6904.39	313.0
2026-01-21 01:00:00	ES	Futures	6904.39	6904.89	6903.88	6904.89	658.0
2026-01-21 01:05:00	ES	Futures	6904.64	6905.14	6902.87	6904.64	664.0
2026-01-21 01:10:00	ES	Futures	6904.64	6906.15	6904.39	6905.39	653.0
2026-01-21 01:15:00	ES	Futures	6905.64	6906.15	6904.64	6905.9	517.0
2026-01-21 01:20:00	ES	Futures	6905.9	6906.15	6904.13	6904.64	489.0
2026-01-21 01:25:00	ES	Futures	6904.39	6904.64	6902.87	6904.39	660.0
2026-01-21 01:30:00	ES	Futures	6904.64	6907.16	6904.13	6905.9	1900.0
2026-01-21 01:35:00	ES	Futures	6906.15	6906.15	6903.63	6903.88	911.0
2026-01-21 01:40:00	ES	Futures	6903.63	6904.39	6902.87	6903.88	721.0
2026-01-21 01:45:00	ES	Futures	6903.63	6903.63	6899.85	6899.85	1104.0
2026-01-21 01:50:00	ES	Futures	6899.85	6900.86	6898.84	6899.6	461.0
2026-01-21 01:55:00	ES	Futures	6899.6	6900.1	6898.84	6898.84	375.0
2026-01-21 02:00:00	ES	Futures	6898.84	6901.11	6898.09	6900.86	1162.0
2026-01-21 02:05:00	ES	Futures	6900.61	6904.64	6900.61	6903.13	1672.0
2026-01-21 02:10:00	ES	Futures	6903.13	6906.9	6903.13	6906.65	1019.0
2026-01-21 02:15:00	ES	Futures	6906.9	6908.16	6906.65	6907.91	1338.0
2026-01-21 02:20:00	ES	Futures	6908.16	6908.42	6906.9	6907.91	912.0
2026-01-21 02:25:00	ES	Futures	6907.66	6908.42	6907.16	6908.42	516.0
2026-01-21 02:30:00	ES	Futures	6908.42	6908.67	6907.16	6908.42	719.0
2026-01-21 02:35:00	ES	Futures	6908.67	6909.17	6907.41	6907.91	908.0
2026-01-21 02:40:00	ES	Futures	6907.91	6908.42	6907.16	6907.16	795.0
2026-01-21 02:45:00	ES	Futures	6907.16	6907.41	6905.39	6906.15	865.0
2026-01-21 02:50:00	ES	Futures	6906.15	6907.41	6904.39	6904.89	868.0
2026-01-21 02:55:00	ES	Futures	6904.64	6905.14	6902.87	6904.39	947.0
2026-01-21 03:00:00	ES	Futures	6904.39	6906.4	6902.37	6902.62	2792.0
2026-01-21 03:05:00	ES	Futures	6902.62	6904.39	6902.37	6903.13	807.0
2026-01-21 03:10:00	ES	Futures	6903.13	6903.38	6900.36	6900.86	1297.0
2026-01-21 03:15:00	ES	Futures	6900.86	6905.64	6900.86	6904.64	1207.0
2026-01-21 03:20:00	ES	Futures	6904.64	6904.89	6901.61	6903.88	1032.0
2026-01-21 03:25:00	ES	Futures	6903.63	6908.16	6903.63	6905.9	2474.0
2026-01-21 03:30:00	ES	Futures	6905.9	6907.41	6904.64	6905.64	1871.0
2026-01-21 03:35:00	ES	Futures	6905.9	6907.41	6903.63	6906.9	2143.0
2026-01-21 03:40:00	ES	Futures	6906.9	6907.41	6906.15	6907.16	813.0
2026-01-21 03:45:00	ES	Futures	6907.16	6908.42	6906.9	6907.66	1104.0
2026-01-21 03:50:00	ES	Futures	6907.41	6907.66	6905.14	6906.15	1458.0
2026-01-21 03:55:00	ES	Futures	6906.15	6907.16	6903.88	6904.13	2683.0
2026-01-21 04:00:00	ES	Futures	6904.13	6906.65	6903.13	6906.4	1917.0
2026-01-21 04:05:00	ES	Futures	6906.65	6906.9	6901.36	6901.87	1187.0

> showing 50 of 21,435 rows — these rows as CSV

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