PREVIEW / futures_5min / 2026-03-12

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-03-12.parquet
  size:    373 KB
  rows:    20,109

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
2026-03-12 00:00:00	ES	Futures	6763.33	6767.36	6762.32	6766.86	829.0
2026-03-12 00:05:00	ES	Futures	6767.11	6768.37	6765.09	6765.35	764.0
2026-03-12 00:10:00	ES	Futures	6765.35	6768.12	6764.84	6767.36	551.0
2026-03-12 00:15:00	ES	Futures	6767.36	6770.13	6766.1	6769.88	571.0
2026-03-12 00:20:00	ES	Futures	6769.63	6770.64	6768.12	6768.37	561.0
2026-03-12 00:25:00	ES	Futures	6768.12	6769.38	6766.86	6768.87	421.0
2026-03-12 00:30:00	ES	Futures	6768.62	6769.12	6764.84	6765.35	654.0
2026-03-12 00:35:00	ES	Futures	6765.6	6765.6	6760.56	6762.83	1009.0
2026-03-12 00:40:00	ES	Futures	6762.57	6763.08	6760.56	6760.56	322.0
2026-03-12 00:45:00	ES	Futures	6760.56	6762.57	6759.8	6760.31	452.0
2026-03-12 00:50:00	ES	Futures	6760.31	6763.08	6759.8	6762.57	383.0
2026-03-12 00:55:00	ES	Futures	6762.83	6763.08	6760.81	6760.81	523.0
2026-03-12 01:00:00	ES	Futures	6761.06	6773.41	6760.81	6769.88	2126.0
2026-03-12 01:05:00	ES	Futures	6770.13	6773.91	6768.37	6769.88	1035.0
2026-03-12 01:10:00	ES	Futures	6770.13	6773.66	6768.37	6770.64	1020.0
2026-03-12 01:15:00	ES	Futures	6770.89	6771.39	6769.12	6769.88	612.0
2026-03-12 01:20:00	ES	Futures	6769.88	6771.89	6768.62	6769.38	747.0
2026-03-12 01:25:00	ES	Futures	6769.12	6771.14	6767.11	6768.87	804.0
2026-03-12 01:30:00	ES	Futures	6768.87	6771.64	6768.87	6770.13	638.0
2026-03-12 01:35:00	ES	Futures	6770.13	6770.38	6766.61	6770.13	752.0
2026-03-12 01:40:00	ES	Futures	6770.38	6772.9	6769.88	6771.64	1159.0
2026-03-12 01:45:00	ES	Futures	6771.89	6772.9	6765.35	6766.61	1637.0
2026-03-12 01:50:00	ES	Futures	6766.35	6767.86	6763.83	6767.11	599.0
2026-03-12 01:55:00	ES	Futures	6767.36	6771.64	6766.35	6771.39	699.0
2026-03-12 02:00:00	ES	Futures	6771.39	6771.39	6767.61	6770.64	743.0
2026-03-12 02:05:00	ES	Futures	6770.64	6770.89	6767.86	6768.37	455.0
2026-03-12 02:10:00	ES	Futures	6768.37	6769.12	6766.35	6767.86	730.0
2026-03-12 02:15:00	ES	Futures	6768.12	6771.39	6768.12	6768.87	547.0
2026-03-12 02:20:00	ES	Futures	6768.62	6773.66	6768.12	6773.41	1024.0
2026-03-12 02:25:00	ES	Futures	6773.41	6775.92	6769.88	6775.17	3592.0
2026-03-12 02:30:00	ES	Futures	6775.17	6777.44	6774.16	6776.93	764.0
2026-03-12 02:35:00	ES	Futures	6776.68	6777.94	6775.67	6776.43	652.0
2026-03-12 02:40:00	ES	Futures	6776.18	6778.7	6775.17	6778.44	543.0
2026-03-12 02:45:00	ES	Futures	6778.19	6780.96	6777.44	6778.95	940.0
2026-03-12 02:50:00	ES	Futures	6779.2	6782.22	6779.2	6781.72	783.0
2026-03-12 02:55:00	ES	Futures	6781.72	6782.47	6779.7	6780.96	657.0
2026-03-12 03:00:00	ES	Futures	6781.47	6785.24	6780.96	6783.48	1304.0
2026-03-12 03:05:00	ES	Futures	6783.73	6784.99	6781.97	6782.22	1235.0
2026-03-12 03:10:00	ES	Futures	6781.97	6785.75	6781.47	6784.99	1038.0
2026-03-12 03:15:00	ES	Futures	6784.99	6787.01	6783.73	6784.99	1426.0
2026-03-12 03:20:00	ES	Futures	6785.24	6787.51	6783.48	6786.0	1372.0
2026-03-12 03:25:00	ES	Futures	6786.0	6788.77	6785.24	6787.76	1424.0
2026-03-12 03:30:00	ES	Futures	6787.76	6788.02	6782.47	6783.73	1380.0
2026-03-12 03:35:00	ES	Futures	6783.48	6788.02	6781.97	6786.5	1505.0
2026-03-12 03:40:00	ES	Futures	6786.5	6788.27	6786.25	6787.51	1416.0
2026-03-12 03:45:00	ES	Futures	6787.51	6788.52	6786.76	6787.51	908.0
2026-03-12 03:50:00	ES	Futures	6787.26	6792.3	6783.23	6792.05	1785.0
2026-03-12 03:55:00	ES	Futures	6792.05	6797.33	6791.79	6797.08	2131.0
2026-03-12 04:00:00	ES	Futures	6796.83	6805.9	6796.33	6804.64	6086.0
2026-03-12 04:05:00	ES	Futures	6804.64	6807.41	6802.88	6806.91	3093.0

> showing 50 of 20,109 rows — these rows as CSV

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