PREVIEW / futures_5min / 2026-03-05

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-03-05.parquet
  size:    433 KB
  rows:    21,501

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
2026-03-05 00:00:00	ES	Futures	6920.25	6920.51	6916.73	6918.24	550.0
2026-03-05 00:05:00	ES	Futures	6918.24	6920.0	6917.23	6920.0	309.0
2026-03-05 00:10:00	ES	Futures	6920.0	6920.76	6917.48	6918.24	590.0
2026-03-05 00:15:00	ES	Futures	6918.24	6918.24	6914.21	6914.21	594.0
2026-03-05 00:20:00	ES	Futures	6914.46	6915.97	6913.71	6915.72	541.0
2026-03-05 00:25:00	ES	Futures	6916.22	6918.49	6915.47	6915.47	452.0
2026-03-05 00:30:00	ES	Futures	6915.72	6916.73	6913.71	6915.97	634.0
2026-03-05 00:35:00	ES	Futures	6915.97	6916.48	6911.69	6912.95	602.0
2026-03-05 00:40:00	ES	Futures	6913.2	6914.21	6910.68	6911.19	597.0
2026-03-05 00:45:00	ES	Futures	6911.19	6912.7	6910.18	6911.44	503.0
2026-03-05 00:50:00	ES	Futures	6911.69	6911.69	6909.17	6909.42	449.0
2026-03-05 00:55:00	ES	Futures	6909.42	6909.68	6905.64	6906.15	1103.0
2026-03-05 01:00:00	ES	Futures	6906.15	6907.16	6902.87	6906.65	1279.0
2026-03-05 01:05:00	ES	Futures	6906.65	6906.65	6897.08	6898.34	2159.0
2026-03-05 01:10:00	ES	Futures	6898.09	6900.86	6896.83	6898.09	1375.0
2026-03-05 01:15:00	ES	Futures	6898.09	6904.64	6896.83	6903.13	1222.0
2026-03-05 01:20:00	ES	Futures	6902.87	6904.89	6901.87	6903.88	745.0
2026-03-05 01:25:00	ES	Futures	6903.63	6904.13	6899.6	6901.36	855.0
2026-03-05 01:30:00	ES	Futures	6901.11	6901.61	6896.07	6898.34	1216.0
2026-03-05 01:35:00	ES	Futures	6898.34	6900.86	6897.58	6899.85	639.0
2026-03-05 01:40:00	ES	Futures	6899.6	6901.61	6897.33	6900.86	536.0
2026-03-05 01:45:00	ES	Futures	6901.11	6904.89	6899.6	6904.89	1176.0
2026-03-05 01:50:00	ES	Futures	6904.89	6915.47	6904.13	6911.94	3479.0
2026-03-05 01:55:00	ES	Futures	6912.19	6918.74	6911.69	6918.49	1664.0
2026-03-05 02:00:00	ES	Futures	6918.49	6920.0	6913.2	6913.2	1660.0
2026-03-05 02:05:00	ES	Futures	6913.2	6915.47	6910.93	6914.46	1228.0
2026-03-05 02:10:00	ES	Futures	6914.71	6918.24	6913.71	6914.21	894.0
2026-03-05 02:15:00	ES	Futures	6914.21	6914.96	6911.19	6913.96	2139.0
2026-03-05 02:20:00	ES	Futures	6914.21	6918.74	6909.93	6918.74	955.0
2026-03-05 02:25:00	ES	Futures	6918.74	6920.0	6916.73	6918.74	865.0
2026-03-05 02:30:00	ES	Futures	6918.49	6918.99	6910.93	6912.95	1073.0
2026-03-05 02:35:00	ES	Futures	6912.95	6914.46	6911.69	6913.96	686.0
2026-03-05 02:40:00	ES	Futures	6913.45	6916.22	6912.95	6913.71	675.0
2026-03-05 02:45:00	ES	Futures	6913.45	6914.21	6911.19	6913.2	739.0
2026-03-05 02:50:00	ES	Futures	6912.95	6912.95	6907.91	6909.42	1171.0
2026-03-05 02:55:00	ES	Futures	6909.17	6915.22	6907.16	6914.96	996.0
2026-03-05 03:00:00	ES	Futures	6914.96	6915.97	6902.87	6903.63	2669.0
2026-03-05 03:05:00	ES	Futures	6903.63	6903.88	6896.33	6898.34	3009.0
2026-03-05 03:10:00	ES	Futures	6898.34	6901.61	6897.08	6898.09	1824.0
2026-03-05 03:15:00	ES	Futures	6897.58	6907.91	6897.58	6900.86	2503.0
2026-03-05 03:20:00	ES	Futures	6900.86	6906.15	6900.1	6904.89	2093.0
2026-03-05 03:25:00	ES	Futures	6904.89	6906.15	6897.08	6897.33	1993.0
2026-03-05 03:30:00	ES	Futures	6897.33	6902.12	6892.04	6897.58	4058.0
2026-03-05 03:35:00	ES	Futures	6897.84	6902.37	6897.33	6899.35	1448.0
2026-03-05 03:40:00	ES	Futures	6899.35	6900.1	6894.06	6898.34	2522.0
2026-03-05 03:45:00	ES	Futures	6898.34	6905.39	6897.58	6899.6	1517.0
2026-03-05 03:50:00	ES	Futures	6899.85	6905.39	6896.83	6901.61	1257.0
2026-03-05 03:55:00	ES	Futures	6901.61	6909.93	6901.61	6909.68	1403.0
2026-03-05 04:00:00	ES	Futures	6909.42	6922.27	6907.91	6922.02	3756.0
2026-03-05 04:05:00	ES	Futures	6922.27	6938.14	6921.51	6936.37	9612.0

> showing 50 of 21,501 rows — these rows as CSV

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