PREVIEW / futures_5min / 2026-03-20

all futures 5-min files

  file:    by_date/futures_5min/2026/2026-03-20.parquet
  size:    359 KB
  rows:    17,411

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
2026-03-20 00:00:00	ES	Futures	6671.5	6673.5	6670.75	6673.5	454.0
2026-03-20 00:05:00	ES	Futures	6673.5	6673.75	6671.25	6671.5	189.0
2026-03-20 00:10:00	ES	Futures	6671.5	6671.75	6670.5	6671.0	340.0
2026-03-20 00:15:00	ES	Futures	6671.0	6671.0	6668.0	6668.25	348.0
2026-03-20 00:20:00	ES	Futures	6668.5	6669.25	6666.75	6667.75	286.0
2026-03-20 00:25:00	ES	Futures	6668.0	6669.75	6668.0	6669.75	292.0
2026-03-20 00:30:00	ES	Futures	6669.75	6670.5	6668.25	6669.25	242.0
2026-03-20 00:35:00	ES	Futures	6669.5	6669.75	6668.75	6669.0	196.0
2026-03-20 00:40:00	ES	Futures	6669.0	6669.5	6667.0	6667.75	204.0
2026-03-20 00:45:00	ES	Futures	6667.75	6667.75	6665.75	6667.5	505.0
2026-03-20 00:50:00	ES	Futures	6667.25	6667.5	6666.5	6666.75	188.0
2026-03-20 00:55:00	ES	Futures	6666.75	6667.5	6665.75	6666.25	266.0
2026-03-20 01:00:00	ES	Futures	6665.75	6665.75	6662.0	6662.5	949.0
2026-03-20 01:05:00	ES	Futures	6662.5	6663.25	6662.0	6663.0	426.0
2026-03-20 01:10:00	ES	Futures	6662.75	6663.25	6660.75	6663.25	560.0
2026-03-20 01:15:00	ES	Futures	6663.25	6665.0	6663.0	6664.5	322.0
2026-03-20 01:20:00	ES	Futures	6664.5	6666.75	6664.25	6666.0	324.0
2026-03-20 01:25:00	ES	Futures	6666.0	6669.0	6665.75	6668.0	399.0
2026-03-20 01:30:00	ES	Futures	6668.25	6669.0	6665.25	6666.0	324.0
2026-03-20 01:35:00	ES	Futures	6665.75	6667.25	6665.25	6666.25	246.0
2026-03-20 01:40:00	ES	Futures	6666.0	6669.25	6665.75	6668.25	286.0
2026-03-20 01:45:00	ES	Futures	6668.5	6670.0	6668.0	6668.5	251.0
2026-03-20 01:50:00	ES	Futures	6668.75	6669.5	6668.0	6668.25	175.0
2026-03-20 01:55:00	ES	Futures	6668.25	6668.5	6666.5	6667.5	247.0
2026-03-20 02:00:00	ES	Futures	6667.25	6669.5	6664.75	6668.5	510.0
2026-03-20 02:05:00	ES	Futures	6668.0	6669.75	6667.5	6667.5	262.0
2026-03-20 02:10:00	ES	Futures	6667.5	6667.5	6665.0	6666.25	277.0
2026-03-20 02:15:00	ES	Futures	6666.25	6666.25	6663.0	6663.75	337.0
2026-03-20 02:20:00	ES	Futures	6663.75	6664.0	6660.75	6662.0	404.0
2026-03-20 02:25:00	ES	Futures	6661.75	6662.25	6658.0	6659.75	797.0
2026-03-20 02:30:00	ES	Futures	6660.0	6662.5	6659.5	6660.75	526.0
2026-03-20 02:35:00	ES	Futures	6661.0	6661.5	6657.5	6658.25	319.0
2026-03-20 02:40:00	ES	Futures	6658.25	6658.25	6654.25	6657.5	689.0
2026-03-20 02:45:00	ES	Futures	6657.5	6657.5	6655.0	6655.75	367.0
2026-03-20 02:50:00	ES	Futures	6655.75	6655.75	6651.5	6652.25	540.0
2026-03-20 02:55:00	ES	Futures	6652.25	6654.25	6651.5	6653.75	424.0
2026-03-20 03:00:00	ES	Futures	6653.5	6653.5	6643.25	6646.25	2649.0
2026-03-20 03:05:00	ES	Futures	6646.25	6650.25	6645.75	6649.75	735.0
2026-03-20 03:10:00	ES	Futures	6650.0	6653.0	6648.5	6653.0	661.0
2026-03-20 03:15:00	ES	Futures	6653.0	6658.25	6652.25	6656.75	1109.0
2026-03-20 03:20:00	ES	Futures	6656.75	6662.75	6656.0	6660.25	930.0
2026-03-20 03:25:00	ES	Futures	6660.5	6662.25	6659.0	6661.25	632.0
2026-03-20 03:30:00	ES	Futures	6661.0	6666.5	6660.75	6666.0	876.0
2026-03-20 03:35:00	ES	Futures	6665.75	6667.75	6665.0	6665.5	764.0
2026-03-20 03:40:00	ES	Futures	6665.5	6671.25	6665.5	6671.25	1204.0
2026-03-20 03:45:00	ES	Futures	6671.25	6672.75	6669.25	6671.25	895.0
2026-03-20 03:50:00	ES	Futures	6671.5	6672.5	6669.75	6671.5	706.0
2026-03-20 03:55:00	ES	Futures	6671.25	6672.25	6670.0	6670.25	634.0
2026-03-20 04:00:00	ES	Futures	6670.25	6670.75	6666.0	6667.75	1834.0
2026-03-20 04:05:00	ES	Futures	6667.5	6674.25	6667.25	6673.5	1549.0

> showing 50 of 17,411 rows — these rows as CSV

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