PREVIEW / futures_5min / 2026-01-27

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-01-27.parquet
  size:    406 KB
  rows:    21,252

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
2026-01-27 00:00:00	ES	Futures	7053.25	7053.5	7051.99	7051.99	348.0
2026-01-27 00:05:00	ES	Futures	7051.74	7051.74	7049.97	7050.98	508.0
2026-01-27 00:10:00	ES	Futures	7050.73	7051.23	7049.72	7050.98	407.0
2026-01-27 00:15:00	ES	Futures	7050.98	7051.23	7050.23	7050.73	211.0
2026-01-27 00:20:00	ES	Futures	7050.48	7051.23	7049.97	7050.73	201.0
2026-01-27 00:25:00	ES	Futures	7050.98	7050.98	7050.48	7050.73	313.0
2026-01-27 00:30:00	ES	Futures	7050.98	7053.25	7050.98	7051.99	851.0
2026-01-27 00:35:00	ES	Futures	7051.99	7052.75	7051.99	7051.99	214.0
2026-01-27 00:40:00	ES	Futures	7051.99	7054.26	7051.99	7054.0	324.0
2026-01-27 00:45:00	ES	Futures	7054.0	7054.76	7053.75	7054.51	503.0
2026-01-27 00:50:00	ES	Futures	7054.76	7055.52	7054.51	7055.52	525.0
2026-01-27 00:55:00	ES	Futures	7055.52	7056.02	7055.26	7055.52	573.0
2026-01-27 01:00:00	ES	Futures	7055.52	7057.53	7055.52	7057.28	1124.0
2026-01-27 01:05:00	ES	Futures	7057.53	7059.29	7057.28	7058.54	1284.0
2026-01-27 01:10:00	ES	Futures	7058.29	7058.54	7056.78	7057.78	549.0
2026-01-27 01:15:00	ES	Futures	7057.78	7058.29	7057.78	7057.78	272.0
2026-01-27 01:20:00	ES	Futures	7057.53	7058.03	7056.52	7057.53	516.0
2026-01-27 01:25:00	ES	Futures	7057.53	7058.29	7057.03	7057.78	442.0
2026-01-27 01:30:00	ES	Futures	7057.78	7058.03	7056.02	7056.02	452.0
2026-01-27 01:35:00	ES	Futures	7056.27	7056.78	7054.76	7055.26	621.0
2026-01-27 01:40:00	ES	Futures	7055.01	7055.77	7053.75	7054.26	390.0
2026-01-27 01:45:00	ES	Futures	7054.51	7055.01	7053.75	7054.51	291.0
2026-01-27 01:50:00	ES	Futures	7054.26	7054.76	7053.0	7053.25	364.0
2026-01-27 01:55:00	ES	Futures	7053.5	7053.75	7053.0	7053.5	357.0
2026-01-27 02:00:00	ES	Futures	7053.5	7055.77	7053.5	7054.76	791.0
2026-01-27 02:05:00	ES	Futures	7055.01	7055.26	7053.5	7055.01	395.0
2026-01-27 02:10:00	ES	Futures	7054.76	7055.01	7054.26	7054.26	338.0
2026-01-27 02:15:00	ES	Futures	7054.51	7055.01	7053.75	7054.0	258.0
2026-01-27 02:20:00	ES	Futures	7054.0	7054.26	7052.24	7053.5	586.0
2026-01-27 02:25:00	ES	Futures	7053.25	7053.75	7053.25	7053.75	190.0
2026-01-27 02:30:00	ES	Futures	7053.5	7054.76	7053.0	7054.51	312.0
2026-01-27 02:35:00	ES	Futures	7054.76	7056.02	7054.26	7055.77	452.0
2026-01-27 02:40:00	ES	Futures	7056.02	7056.78	7055.52	7055.77	504.0
2026-01-27 02:45:00	ES	Futures	7055.52	7055.77	7051.74	7052.49	765.0
2026-01-27 02:50:00	ES	Futures	7052.75	7054.26	7052.24	7054.0	344.0
2026-01-27 02:55:00	ES	Futures	7053.75	7055.52	7053.5	7054.76	406.0
2026-01-27 03:00:00	ES	Futures	7054.76	7055.77	7053.5	7053.75	1405.0
2026-01-27 03:05:00	ES	Futures	7053.75	7055.01	7052.49	7054.0	711.0
2026-01-27 03:10:00	ES	Futures	7054.26	7054.76	7050.73	7052.75	1179.0
2026-01-27 03:15:00	ES	Futures	7053.0	7055.26	7051.74	7052.24	793.0
2026-01-27 03:20:00	ES	Futures	7052.24	7053.25	7049.22	7049.97	1005.0
2026-01-27 03:25:00	ES	Futures	7050.23	7051.23	7049.22	7049.72	738.0
2026-01-27 03:30:00	ES	Futures	7049.72	7050.73	7048.21	7048.21	1029.0
2026-01-27 03:35:00	ES	Futures	7048.21	7048.97	7046.95	7047.46	1071.0
2026-01-27 03:40:00	ES	Futures	7047.46	7050.23	7047.46	7048.97	823.0
2026-01-27 03:45:00	ES	Futures	7049.22	7050.73	7048.71	7049.72	524.0
2026-01-27 03:50:00	ES	Futures	7049.47	7051.74	7049.47	7050.48	705.0
2026-01-27 03:55:00	ES	Futures	7050.48	7050.73	7049.72	7049.97	738.0
2026-01-27 04:00:00	ES	Futures	7049.97	7051.23	7048.21	7050.98	997.0
2026-01-27 04:05:00	ES	Futures	7050.98	7051.99	7049.72	7050.98	882.0

> showing 50 of 21,252 rows — these rows as CSV

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