PREVIEW / futures_5min / 2026-01-22

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-22.parquet
  size:    370 KB
  rows:    20,989

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
2026-01-22 00:00:00	ES	Futures	6981.71	6982.47	6980.71	6981.71	333.0
2026-01-22 00:05:00	ES	Futures	6981.46	6981.97	6980.96	6980.96	280.0
2026-01-22 00:10:00	ES	Futures	6981.21	6981.21	6979.7	6980.2	423.0
2026-01-22 00:15:00	ES	Futures	6979.95	6980.2	6979.19	6979.19	347.0
2026-01-22 00:20:00	ES	Futures	6979.45	6980.2	6978.94	6979.7	314.0
2026-01-22 00:25:00	ES	Futures	6979.7	6980.2	6979.19	6979.7	378.0
2026-01-22 00:30:00	ES	Futures	6979.7	6979.95	6979.19	6979.19	264.0
2026-01-22 00:35:00	ES	Futures	6979.19	6979.19	6977.68	6978.19	630.0
2026-01-22 00:40:00	ES	Futures	6978.19	6978.44	6973.4	6974.91	1684.0
2026-01-22 00:45:00	ES	Futures	6975.16	6976.42	6973.4	6973.65	605.0
2026-01-22 00:50:00	ES	Futures	6973.91	6974.41	6971.64	6972.9	632.0
2026-01-22 00:55:00	ES	Futures	6972.9	6973.91	6972.14	6973.15	451.0
2026-01-22 01:00:00	ES	Futures	6972.65	6975.67	6972.65	6974.66	684.0
2026-01-22 01:05:00	ES	Futures	6974.41	6974.66	6970.13	6970.63	848.0
2026-01-22 01:10:00	ES	Futures	6970.38	6970.63	6964.84	6965.09	1632.0
2026-01-22 01:15:00	ES	Futures	6965.09	6967.86	6964.84	6967.36	606.0
2026-01-22 01:20:00	ES	Futures	6967.1	6969.12	6964.59	6965.59	1101.0
2026-01-22 01:25:00	ES	Futures	6965.34	6965.34	6963.33	6964.08	1002.0
2026-01-22 01:30:00	ES	Futures	6964.33	6968.11	6963.83	6966.85	1288.0
2026-01-22 01:35:00	ES	Futures	6966.85	6970.63	6966.85	6969.37	737.0
2026-01-22 01:40:00	ES	Futures	6969.37	6971.64	6968.87	6971.64	493.0
2026-01-22 01:45:00	ES	Futures	6971.39	6971.89	6970.13	6971.64	387.0
2026-01-22 01:50:00	ES	Futures	6971.64	6977.94	6971.39	6972.9	1775.0
2026-01-22 01:55:00	ES	Futures	6972.9	6974.41	6972.14	6974.16	350.0
2026-01-22 02:00:00	ES	Futures	6974.16	6976.42	6971.64	6971.64	898.0
2026-01-22 02:05:00	ES	Futures	6971.64	6972.65	6968.36	6968.87	889.0
2026-01-22 02:10:00	ES	Futures	6968.87	6970.13	6966.85	6970.13	687.0
2026-01-22 02:15:00	ES	Futures	6969.88	6970.13	6968.36	6968.62	557.0
2026-01-22 02:20:00	ES	Futures	6968.62	6970.13	6968.36	6970.13	628.0
2026-01-22 02:25:00	ES	Futures	6969.88	6973.65	6969.88	6973.65	788.0
2026-01-22 02:30:00	ES	Futures	6973.65	6977.18	6973.4	6977.18	1363.0
2026-01-22 02:35:00	ES	Futures	6976.93	6976.93	6975.67	6976.68	417.0
2026-01-22 02:40:00	ES	Futures	6976.42	6984.23	6976.42	6982.97	2001.0
2026-01-22 02:45:00	ES	Futures	6982.97	6982.97	6977.68	6980.2	881.0
2026-01-22 02:50:00	ES	Futures	6979.95	6980.2	6977.94	6979.19	528.0
2026-01-22 02:55:00	ES	Futures	6979.19	6982.47	6978.69	6982.22	776.0
2026-01-22 03:00:00	ES	Futures	6981.97	6987.26	6980.96	6986.25	2278.0
2026-01-22 03:05:00	ES	Futures	6986.25	6990.03	6986.25	6987.51	2588.0
2026-01-22 03:10:00	ES	Futures	6987.76	6989.77	6986.5	6988.51	1465.0
2026-01-22 03:15:00	ES	Futures	6988.51	6992.54	6987.26	6988.77	2723.0
2026-01-22 03:20:00	ES	Futures	6988.77	6992.8	6988.26	6992.54	1637.0
2026-01-22 03:25:00	ES	Futures	6992.54	6997.83	6991.79	6994.31	4066.0
2026-01-22 03:30:00	ES	Futures	6994.31	6995.57	6992.29	6995.32	2056.0
2026-01-22 03:35:00	ES	Futures	6995.32	6998.09	6994.31	6998.09	2409.0
2026-01-22 03:40:00	ES	Futures	6998.34	7000.1	6997.08	6998.84	2350.0
2026-01-22 03:45:00	ES	Futures	6998.59	6999.85	6996.57	6999.35	1703.0
2026-01-22 03:50:00	ES	Futures	6999.35	7004.64	6999.09	7002.12	2694.0
2026-01-22 03:55:00	ES	Futures	7002.12	7002.37	6998.84	6999.6	1284.0
2026-01-22 04:00:00	ES	Futures	6999.35	7004.38	6998.84	7004.13	1634.0
2026-01-22 04:05:00	ES	Futures	7004.13	7005.14	7002.62	7003.63	1251.0

> showing 50 of 20,989 rows — these rows as CSV

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