PREVIEW / futures_5min / 2026-03-11

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-03-11.parquet
  size:    374 KB
  rows:    19,161

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
2026-03-11 00:00:00	ES	Futures	6873.15	6873.4	6871.14	6872.14	497.0
2026-03-11 00:05:00	ES	Futures	6872.14	6872.9	6871.14	6871.39	348.0
2026-03-11 00:10:00	ES	Futures	6871.14	6871.89	6869.88	6871.64	438.0
2026-03-11 00:15:00	ES	Futures	6871.64	6872.14	6871.39	6871.39	225.0
2026-03-11 00:20:00	ES	Futures	6871.39	6872.14	6871.14	6871.89	156.0
2026-03-11 00:25:00	ES	Futures	6871.89	6872.65	6871.89	6872.4	244.0
2026-03-11 00:30:00	ES	Futures	6872.4	6872.4	6869.63	6870.38	373.0
2026-03-11 00:35:00	ES	Futures	6870.38	6870.63	6868.11	6869.12	732.0
2026-03-11 00:40:00	ES	Futures	6869.12	6869.63	6867.61	6867.86	470.0
2026-03-11 00:45:00	ES	Futures	6867.61	6869.12	6866.6	6869.12	429.0
2026-03-11 00:50:00	ES	Futures	6869.37	6869.37	6867.61	6867.86	294.0
2026-03-11 00:55:00	ES	Futures	6868.11	6868.37	6865.6	6866.6	467.0
2026-03-11 01:00:00	ES	Futures	6866.85	6867.61	6865.85	6866.35	442.0
2026-03-11 01:05:00	ES	Futures	6866.1	6866.6	6860.05	6860.31	1025.0
2026-03-11 01:10:00	ES	Futures	6860.56	6863.33	6859.3	6860.81	729.0
2026-03-11 01:15:00	ES	Futures	6860.56	6862.32	6860.31	6861.31	440.0
2026-03-11 01:20:00	ES	Futures	6861.31	6863.08	6860.05	6862.57	436.0
2026-03-11 01:25:00	ES	Futures	6862.32	6864.59	6862.07	6862.07	366.0
2026-03-11 01:30:00	ES	Futures	6862.32	6862.32	6860.56	6860.81	424.0
2026-03-11 01:35:00	ES	Futures	6860.81	6861.06	6859.3	6859.3	515.0
2026-03-11 01:40:00	ES	Futures	6859.3	6860.81	6857.28	6857.54	869.0
2026-03-11 01:45:00	ES	Futures	6857.79	6858.04	6853.76	6856.28	1150.0
2026-03-11 01:50:00	ES	Futures	6856.02	6857.28	6853.25	6855.02	655.0
2026-03-11 01:55:00	ES	Futures	6855.02	6855.77	6853.5	6854.26	539.0
2026-03-11 02:00:00	ES	Futures	6854.26	6854.51	6850.48	6854.51	1312.0
2026-03-11 02:05:00	ES	Futures	6854.51	6855.27	6852.5	6852.5	610.0
2026-03-11 02:10:00	ES	Futures	6852.5	6856.53	6852.25	6856.53	791.0
2026-03-11 02:15:00	ES	Futures	6856.53	6857.28	6852.75	6853.5	700.0
2026-03-11 02:20:00	ES	Futures	6853.25	6854.51	6850.73	6851.24	505.0
2026-03-11 02:25:00	ES	Futures	6850.99	6852.75	6849.73	6852.75	698.0
2026-03-11 02:30:00	ES	Futures	6852.75	6857.54	6852.75	6857.54	703.0
2026-03-11 02:35:00	ES	Futures	6857.54	6859.8	6855.77	6858.79	549.0
2026-03-11 02:40:00	ES	Futures	6858.54	6859.3	6857.03	6858.79	1164.0
2026-03-11 02:45:00	ES	Futures	6858.54	6858.54	6854.51	6855.52	354.0
2026-03-11 02:50:00	ES	Futures	6855.52	6856.78	6853.76	6854.51	329.0
2026-03-11 02:55:00	ES	Futures	6854.51	6857.79	6854.51	6857.28	375.0
2026-03-11 03:00:00	ES	Futures	6857.28	6858.79	6854.26	6854.76	913.0
2026-03-11 03:05:00	ES	Futures	6854.76	6856.53	6850.23	6854.26	1339.0
2026-03-11 03:10:00	ES	Futures	6854.51	6857.79	6854.26	6856.53	676.0
2026-03-11 03:15:00	ES	Futures	6856.78	6856.78	6852.75	6854.76	1189.0
2026-03-11 03:20:00	ES	Futures	6854.76	6855.52	6849.47	6850.48	1080.0
2026-03-11 03:25:00	ES	Futures	6850.73	6851.99	6847.46	6848.47	1327.0
2026-03-11 03:30:00	ES	Futures	6848.47	6849.73	6845.19	6845.44	1479.0
2026-03-11 03:35:00	ES	Futures	6845.7	6845.95	6836.88	6837.64	2443.0
2026-03-11 03:40:00	ES	Futures	6837.89	6838.9	6834.87	6838.39	2175.0
2026-03-11 03:45:00	ES	Futures	6838.14	6841.67	6836.12	6841.41	1543.0
2026-03-11 03:50:00	ES	Futures	6841.16	6846.96	6840.41	6842.93	1353.0
2026-03-11 03:55:00	ES	Futures	6842.93	6846.45	6842.42	6845.95	986.0
2026-03-11 04:00:00	ES	Futures	6846.2	6850.48	6843.18	6846.96	3097.0
2026-03-11 04:05:00	ES	Futures	6846.7	6849.98	6844.69	6847.21	1615.0

> showing 50 of 19,161 rows — these rows as CSV

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