PREVIEW / futures_5min / 2026-01-26

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-26.parquet
  size:    372 KB
  rows:    21,014

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
2026-01-26 00:00:00	ES	Futures	6978.94	6979.95	6978.44	6979.19	271.0
2026-01-26 00:05:00	ES	Futures	6979.19	6979.7	6977.94	6978.44	254.0
2026-01-26 00:10:00	ES	Futures	6978.19	6979.19	6977.68	6977.94	241.0
2026-01-26 00:15:00	ES	Futures	6977.94	6981.21	6977.94	6980.96	381.0
2026-01-26 00:20:00	ES	Futures	6980.96	6982.22	6980.2	6980.71	365.0
2026-01-26 00:25:00	ES	Futures	6980.96	6984.74	6979.19	6983.73	864.0
2026-01-26 00:30:00	ES	Futures	6983.48	6986.25	6982.47	6985.74	533.0
2026-01-26 00:35:00	ES	Futures	6985.74	6986.25	6983.48	6984.23	576.0
2026-01-26 00:40:00	ES	Futures	6984.23	6984.99	6983.48	6984.23	275.0
2026-01-26 00:45:00	ES	Futures	6984.23	6984.23	6982.72	6983.98	256.0
2026-01-26 00:50:00	ES	Futures	6983.98	6985.74	6983.98	6985.24	319.0
2026-01-26 00:55:00	ES	Futures	6985.24	6986.0	6984.23	6985.49	339.0
2026-01-26 01:00:00	ES	Futures	6985.74	6988.77	6985.49	6988.01	1052.0
2026-01-26 01:05:00	ES	Futures	6988.01	6988.77	6986.75	6987.26	494.0
2026-01-26 01:10:00	ES	Futures	6987.51	6988.77	6986.25	6988.51	302.0
2026-01-26 01:15:00	ES	Futures	6988.51	6991.03	6988.51	6989.77	639.0
2026-01-26 01:20:00	ES	Futures	6990.03	6990.53	6989.27	6990.03	290.0
2026-01-26 01:25:00	ES	Futures	6990.03	6991.29	6989.77	6989.77	371.0
2026-01-26 01:30:00	ES	Futures	6990.03	6990.28	6986.5	6987.0	523.0
2026-01-26 01:35:00	ES	Futures	6986.75	6987.76	6985.74	6986.5	364.0
2026-01-26 01:40:00	ES	Futures	6986.75	6986.75	6984.99	6986.0	489.0
2026-01-26 01:45:00	ES	Futures	6986.0	6988.26	6985.49	6987.26	499.0
2026-01-26 01:50:00	ES	Futures	6987.0	6990.53	6987.0	6987.76	559.0
2026-01-26 01:55:00	ES	Futures	6988.01	6989.27	6985.74	6986.25	812.0
2026-01-26 02:00:00	ES	Futures	6986.25	6989.02	6985.49	6987.26	755.0
2026-01-26 02:05:00	ES	Futures	6987.26	6988.51	6987.26	6988.26	261.0
2026-01-26 02:10:00	ES	Futures	6988.26	6989.77	6987.76	6989.77	327.0
2026-01-26 02:15:00	ES	Futures	6989.77	6990.78	6988.01	6988.77	476.0
2026-01-26 02:20:00	ES	Futures	6988.51	6991.54	6988.01	6991.03	391.0
2026-01-26 02:25:00	ES	Futures	6991.29	6992.04	6990.78	6991.29	361.0
2026-01-26 02:30:00	ES	Futures	6991.54	6991.54	6988.51	6989.52	408.0
2026-01-26 02:35:00	ES	Futures	6989.77	6991.54	6989.77	6990.78	205.0
2026-01-26 02:40:00	ES	Futures	6991.03	6992.8	6990.78	6991.54	789.0
2026-01-26 02:45:00	ES	Futures	6991.54	6993.3	6990.28	6991.03	662.0
2026-01-26 02:50:00	ES	Futures	6991.03	6994.56	6990.78	6993.8	1415.0
2026-01-26 02:55:00	ES	Futures	6993.55	6995.32	6992.54	6993.05	1160.0
2026-01-26 03:00:00	ES	Futures	6993.3	6996.07	6993.05	6995.57	1076.0
2026-01-26 03:05:00	ES	Futures	6995.82	6997.08	6995.32	6996.07	1045.0
2026-01-26 03:10:00	ES	Futures	6996.07	6996.57	6993.55	6995.82	978.0
2026-01-26 03:15:00	ES	Futures	6995.82	6996.32	6994.06	6995.57	876.0
2026-01-26 03:20:00	ES	Futures	6995.57	7001.11	6995.06	7000.86	1488.0
2026-01-26 03:25:00	ES	Futures	7000.86	7001.61	6999.09	6999.35	1294.0
2026-01-26 03:30:00	ES	Futures	6999.09	7001.61	6998.34	6998.59	1034.0
2026-01-26 03:35:00	ES	Futures	6998.84	7001.11	6997.58	7000.35	841.0
2026-01-26 03:40:00	ES	Futures	7000.1	7000.35	6998.09	6999.35	637.0
2026-01-26 03:45:00	ES	Futures	6999.35	6999.85	6997.83	6998.34	632.0
2026-01-26 03:50:00	ES	Futures	6998.34	7000.61	6998.34	7000.1	570.0
2026-01-26 03:55:00	ES	Futures	7000.1	7001.36	6999.09	7000.35	570.0
2026-01-26 04:00:00	ES	Futures	7000.35	7000.61	6998.09	6999.6	946.0
2026-01-26 04:05:00	ES	Futures	6999.6	7002.62	6999.6	7001.86	893.0

> showing 50 of 21,014 rows — these rows as CSV

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