PREVIEW / futures_5min / 2025-01-01

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-01.parquet
  size:    85 KB
  rows:    3,992

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
2025-01-01 18:00:00	ES	Futures	6101.02	6106.4	6094.86	6106.15	3185.0
2025-01-01 18:05:00	ES	Futures	6106.4	6107.43	6102.81	6104.86	1119.0
2025-01-01 18:10:00	ES	Futures	6104.86	6105.12	6101.79	6102.04	526.0
2025-01-01 18:15:00	ES	Futures	6102.3	6104.09	6101.02	6102.04	443.0
2025-01-01 18:20:00	ES	Futures	6101.79	6102.04	6098.97	6100.5	1170.0
2025-01-01 18:25:00	ES	Futures	6100.5	6101.02	6097.94	6099.74	1604.0
2025-01-01 18:30:00	ES	Futures	6099.74	6101.53	6097.94	6098.2	1018.0
2025-01-01 18:35:00	ES	Futures	6097.94	6098.2	6087.69	6092.3	2313.0
2025-01-01 18:40:00	ES	Futures	6092.04	6092.04	6088.97	6088.97	1193.0
2025-01-01 18:45:00	ES	Futures	6088.97	6089.74	6084.87	6086.4	1589.0
2025-01-01 18:50:00	ES	Futures	6086.4	6091.02	6086.4	6090.51	838.0
2025-01-01 18:55:00	ES	Futures	6090.76	6091.53	6090.25	6090.76	387.0
2025-01-01 19:00:00	ES	Futures	6090.76	6091.02	6078.71	6078.71	2222.0
2025-01-01 19:05:00	ES	Futures	6078.71	6083.58	6078.2	6082.56	1780.0
2025-01-01 19:10:00	ES	Futures	6082.56	6082.56	6076.66	6079.23	1309.0
2025-01-01 19:15:00	ES	Futures	6079.23	6080.76	6061.54	6066.41	5191.0
2025-01-01 19:20:00	ES	Futures	6066.66	6068.46	6064.87	6068.46	1217.0
2025-01-01 19:25:00	ES	Futures	6068.46	6070.25	6065.38	6067.69	1060.0
2025-01-01 19:30:00	ES	Futures	6067.43	6073.59	6065.12	6073.07	1359.0
2025-01-01 19:35:00	ES	Futures	6072.82	6077.17	6069.74	6076.15	1562.0
2025-01-01 19:40:00	ES	Futures	6076.15	6083.58	6075.38	6083.33	1588.0
2025-01-01 19:45:00	ES	Futures	6083.58	6087.94	6082.81	6086.4	1827.0
2025-01-01 19:50:00	ES	Futures	6086.15	6088.46	6084.61	6087.43	1050.0
2025-01-01 19:55:00	ES	Futures	6087.17	6089.48	6084.61	6086.15	768.0
2025-01-01 20:00:00	ES	Futures	6086.15	6094.86	6086.15	6091.79	2507.0
2025-01-01 20:05:00	ES	Futures	6092.04	6095.63	6090.51	6091.28	1273.0
2025-01-01 20:10:00	ES	Futures	6091.28	6094.35	6091.02	6094.1	565.0
2025-01-01 20:15:00	ES	Futures	6094.1	6096.4	6092.56	6092.56	994.0
2025-01-01 20:20:00	ES	Futures	6092.81	6097.94	6092.04	6097.17	895.0
2025-01-01 20:25:00	ES	Futures	6097.68	6098.45	6095.38	6095.89	629.0
2025-01-01 20:30:00	ES	Futures	6095.63	6096.4	6092.3	6093.07	953.0
2025-01-01 20:35:00	ES	Futures	6093.07	6101.79	6092.3	6100.76	1924.0
2025-01-01 20:40:00	ES	Futures	6101.02	6101.53	6098.97	6099.74	775.0
2025-01-01 20:45:00	ES	Futures	6099.74	6100.76	6097.17	6098.2	716.0
2025-01-01 20:50:00	ES	Futures	6098.2	6102.56	6097.94	6102.04	941.0
2025-01-01 20:55:00	ES	Futures	6101.79	6102.04	6097.43	6098.71	481.0
2025-01-01 21:00:00	ES	Futures	6098.45	6099.99	6097.17	6098.71	815.0
2025-01-01 21:05:00	ES	Futures	6098.97	6101.79	6098.97	6100.25	660.0
2025-01-01 21:10:00	ES	Futures	6099.99	6102.04	6099.22	6100.25	693.0
2025-01-01 21:15:00	ES	Futures	6100.25	6101.27	6098.71	6101.02	413.0
2025-01-01 21:20:00	ES	Futures	6101.27	6103.33	6100.76	6100.76	563.0
2025-01-01 21:25:00	ES	Futures	6100.76	6106.91	6100.76	6106.15	1824.0
2025-01-01 21:30:00	ES	Futures	6106.15	6106.4	6103.84	6105.38	660.0
2025-01-01 21:35:00	ES	Futures	6105.38	6108.71	6104.61	6108.2	872.0
2025-01-01 21:40:00	ES	Futures	6107.94	6109.99	6107.43	6109.22	973.0
2025-01-01 21:45:00	ES	Futures	6109.22	6109.22	6108.2	6108.71	276.0
2025-01-01 21:50:00	ES	Futures	6108.71	6110.25	6106.15	6106.15	684.0
2025-01-01 21:55:00	ES	Futures	6106.15	6108.2	6106.15	6107.68	345.0
2025-01-01 22:00:00	ES	Futures	6107.68	6108.45	6106.15	6106.66	366.0
2025-01-01 22:05:00	ES	Futures	6106.4	6106.91	6105.12	6106.15	472.0

> showing 50 of 3,992 rows — these rows as CSV

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