PREVIEW / futures_5min / 2026-02-27

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-02-27.parquet
  size:    315 KB
  rows:    16,866

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
2026-02-27 00:00:00	ES	Futures	6950.98	6954.01	6950.98	6953.75	600.0
2026-02-27 00:05:00	ES	Futures	6953.75	6955.27	6953.5	6953.5	476.0
2026-02-27 00:10:00	ES	Futures	6953.5	6956.02	6952.5	6955.77	522.0
2026-02-27 00:15:00	ES	Futures	6955.77	6957.03	6955.52	6957.03	450.0
2026-02-27 00:20:00	ES	Futures	6957.03	6958.04	6956.27	6956.53	546.0
2026-02-27 00:25:00	ES	Futures	6956.53	6958.29	6956.53	6957.78	281.0
2026-02-27 00:30:00	ES	Futures	6958.04	6959.04	6957.53	6958.29	450.0
2026-02-27 00:35:00	ES	Futures	6958.29	6958.29	6955.77	6956.78	631.0
2026-02-27 00:40:00	ES	Futures	6957.03	6957.28	6955.77	6957.03	297.0
2026-02-27 00:45:00	ES	Futures	6957.28	6958.29	6956.53	6957.03	398.0
2026-02-27 00:50:00	ES	Futures	6956.78	6957.03	6954.51	6955.52	368.0
2026-02-27 00:55:00	ES	Futures	6955.77	6956.02	6953.0	6953.25	522.0
2026-02-27 01:00:00	ES	Futures	6953.5	6954.51	6953.0	6954.01	504.0
2026-02-27 01:05:00	ES	Futures	6953.75	6955.27	6953.0	6954.01	850.0
2026-02-27 01:10:00	ES	Futures	6954.01	6954.01	6948.21	6948.97	629.0
2026-02-27 01:15:00	ES	Futures	6948.97	6949.72	6946.2	6946.95	555.0
2026-02-27 01:20:00	ES	Futures	6946.7	6947.21	6944.43	6945.44	634.0
2026-02-27 01:25:00	ES	Futures	6945.44	6947.96	6944.43	6947.96	568.0
2026-02-27 01:30:00	ES	Futures	6947.71	6951.99	6947.46	6951.24	627.0
2026-02-27 01:35:00	ES	Futures	6951.49	6954.51	6951.49	6952.75	843.0
2026-02-27 01:40:00	ES	Futures	6952.75	6953.75	6952.5	6953.0	193.0
2026-02-27 01:45:00	ES	Futures	6953.25	6954.26	6953.0	6954.01	182.0
2026-02-27 01:50:00	ES	Futures	6954.01	6954.01	6952.24	6952.5	269.0
2026-02-27 01:55:00	ES	Futures	6952.5	6953.0	6951.74	6952.5	481.0
2026-02-27 02:00:00	ES	Futures	6952.5	6956.27	6952.5	6954.51	718.0
2026-02-27 02:05:00	ES	Futures	6954.51	6956.02	6953.75	6955.27	475.0
2026-02-27 02:10:00	ES	Futures	6955.27	6956.02	6954.26	6954.76	349.0
2026-02-27 02:15:00	ES	Futures	6954.51	6957.03	6954.51	6957.03	445.0
2026-02-27 02:20:00	ES	Futures	6956.78	6958.54	6956.27	6958.29	536.0
2026-02-27 02:25:00	ES	Futures	6958.04	6960.05	6958.04	6959.8	807.0
2026-02-27 02:30:00	ES	Futures	6959.8	6959.8	6958.04	6959.04	545.0
2026-02-27 02:35:00	ES	Futures	6959.04	6960.05	6958.54	6959.04	479.0
2026-02-27 02:40:00	ES	Futures	6958.79	6959.04	6957.28	6958.79	620.0
2026-02-27 02:45:00	ES	Futures	6958.79	6960.05	6958.79	6959.3	502.0
2026-02-27 02:50:00	ES	Futures	6959.55	6960.3	6958.54	6959.04	458.0
2026-02-27 02:55:00	ES	Futures	6959.04	6959.8	6957.53	6959.04	864.0
2026-02-27 03:00:00	ES	Futures	6959.04	6963.33	6957.78	6960.05	2381.0
2026-02-27 03:05:00	ES	Futures	6960.3	6962.57	6957.28	6958.79	862.0
2026-02-27 03:10:00	ES	Futures	6959.04	6959.55	6953.5	6953.75	967.0
2026-02-27 03:15:00	ES	Futures	6953.75	6959.04	6951.74	6958.29	1121.0
2026-02-27 03:20:00	ES	Futures	6958.29	6959.55	6957.03	6957.28	750.0
2026-02-27 03:25:00	ES	Futures	6957.03	6960.05	6955.77	6958.04	1045.0
2026-02-27 03:30:00	ES	Futures	6958.04	6961.56	6955.52	6955.77	877.0
2026-02-27 03:35:00	ES	Futures	6955.52	6957.28	6955.01	6957.28	565.0
2026-02-27 03:40:00	ES	Futures	6957.28	6957.53	6956.02	6956.53	612.0
2026-02-27 03:45:00	ES	Futures	6956.53	6957.53	6955.77	6957.03	548.0
2026-02-27 03:50:00	ES	Futures	6957.28	6958.79	6956.78	6957.03	675.0
2026-02-27 03:55:00	ES	Futures	6957.03	6959.8	6957.03	6959.55	912.0
2026-02-27 04:00:00	ES	Futures	6959.55	6960.56	6957.78	6960.05	1554.0
2026-02-27 04:05:00	ES	Futures	6960.05	6963.83	6960.05	6960.56	907.0

> showing 50 of 16,866 rows — these rows as CSV

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