PREVIEW / futures_5min / 2026-01-23

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-23.parquet
  size:    328 KB
  rows:    17,071

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
2026-01-23 00:00:00	ES	Futures	7010.68	7011.94	7009.42	7010.18	595.0
2026-01-23 00:05:00	ES	Futures	7010.18	7011.44	7009.67	7011.44	297.0
2026-01-23 00:10:00	ES	Futures	7011.44	7012.95	7011.18	7011.94	439.0
2026-01-23 00:15:00	ES	Futures	7011.94	7012.44	7011.69	7012.44	249.0
2026-01-23 00:20:00	ES	Futures	7012.19	7012.7	7011.44	7011.69	207.0
2026-01-23 00:25:00	ES	Futures	7011.69	7011.94	7010.93	7011.44	192.0
2026-01-23 00:30:00	ES	Futures	7011.18	7011.69	7010.43	7010.93	231.0
2026-01-23 00:35:00	ES	Futures	7010.93	7012.19	7010.93	7012.19	116.0
2026-01-23 00:40:00	ES	Futures	7011.94	7012.44	7010.43	7010.68	269.0
2026-01-23 00:45:00	ES	Futures	7010.93	7011.94	7010.68	7011.44	157.0
2026-01-23 00:50:00	ES	Futures	7011.44	7012.7	7011.18	7012.7	226.0
2026-01-23 00:55:00	ES	Futures	7012.7	7013.2	7012.19	7012.95	249.0
2026-01-23 01:00:00	ES	Futures	7012.95	7014.96	7012.7	7014.71	618.0
2026-01-23 01:05:00	ES	Futures	7014.71	7015.72	7013.7	7013.7	1050.0
2026-01-23 01:10:00	ES	Futures	7013.7	7014.46	7012.7	7014.21	312.0
2026-01-23 01:15:00	ES	Futures	7013.95	7015.47	7013.7	7015.47	197.0
2026-01-23 01:20:00	ES	Futures	7015.47	7015.47	7014.71	7015.21	210.0
2026-01-23 01:25:00	ES	Futures	7015.47	7015.47	7012.7	7013.45	505.0
2026-01-23 01:30:00	ES	Futures	7013.2	7014.21	7012.95	7013.45	277.0
2026-01-23 01:35:00	ES	Futures	7013.45	7013.7	7009.92	7010.43	463.0
2026-01-23 01:40:00	ES	Futures	7010.43	7010.93	7009.92	7010.43	282.0
2026-01-23 01:45:00	ES	Futures	7010.18	7011.18	7009.67	7009.92	263.0
2026-01-23 01:50:00	ES	Futures	7009.92	7010.68	7009.67	7009.92	114.0
2026-01-23 01:55:00	ES	Futures	7009.92	7010.43	7009.67	7009.92	136.0
2026-01-23 02:00:00	ES	Futures	7009.92	7009.92	7007.91	7009.17	489.0
2026-01-23 02:05:00	ES	Futures	7009.42	7010.68	7008.92	7008.92	713.0
2026-01-23 02:10:00	ES	Futures	7009.17	7009.92	7008.16	7008.67	338.0
2026-01-23 02:15:00	ES	Futures	7008.67	7011.44	7008.67	7011.44	420.0
2026-01-23 02:20:00	ES	Futures	7011.69	7012.7	7011.69	7012.7	483.0
2026-01-23 02:25:00	ES	Futures	7012.7	7013.2	7010.93	7011.44	393.0
2026-01-23 02:30:00	ES	Futures	7011.44	7011.44	7009.42	7009.67	392.0
2026-01-23 02:35:00	ES	Futures	7009.67	7010.18	7008.67	7008.92	343.0
2026-01-23 02:40:00	ES	Futures	7008.92	7009.92	7008.41	7009.17	528.0
2026-01-23 02:45:00	ES	Futures	7009.42	7009.42	7005.64	7007.66	1273.0
2026-01-23 02:50:00	ES	Futures	7007.66	7008.16	7006.4	7006.9	369.0
2026-01-23 02:55:00	ES	Futures	7006.9	7007.91	7005.89	7007.41	619.0
2026-01-23 03:00:00	ES	Futures	7007.15	7007.15	7003.63	7005.89	1668.0
2026-01-23 03:05:00	ES	Futures	7005.89	7007.15	7005.14	7006.9	1186.0
2026-01-23 03:10:00	ES	Futures	7006.9	7007.41	7001.11	7001.11	1236.0
2026-01-23 03:15:00	ES	Futures	7001.11	7004.64	7000.61	7001.61	1577.0
2026-01-23 03:20:00	ES	Futures	7001.61	7001.86	6998.59	6999.85	1357.0
2026-01-23 03:25:00	ES	Futures	6999.85	7000.1	6995.32	6996.83	1919.0
2026-01-23 03:30:00	ES	Futures	6997.08	6998.34	6991.79	6992.54	2205.0
2026-01-23 03:35:00	ES	Futures	6992.54	6994.56	6992.04	6994.56	1777.0
2026-01-23 03:40:00	ES	Futures	6994.81	6997.08	6993.3	6993.55	1110.0
2026-01-23 03:45:00	ES	Futures	6993.8	6996.57	6992.54	6993.3	1052.0
2026-01-23 03:50:00	ES	Futures	6993.05	6994.31	6989.02	6990.28	1747.0
2026-01-23 03:55:00	ES	Futures	6990.28	6991.79	6987.51	6990.53	1509.0
2026-01-23 04:00:00	ES	Futures	6990.53	6994.56	6989.27	6992.8	1518.0
2026-01-23 04:05:00	ES	Futures	6993.05	6995.06	6992.54	6994.56	1079.0

> showing 50 of 17,071 rows — these rows as CSV

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