PREVIEW / futures_5min / 2025-01-02
file: by_date/futures_5min/2025/2025-01-02.parquet size: 374 KB rows: 20,255
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 |
|---|---|---|---|---|---|---|---|
| 2025-01-02 00:00:00 | ES | Futures | 6106.91 | 6107.94 | 6105.89 | 6107.43 | 276.0 |
| 2025-01-02 00:05:00 | ES | Futures | 6107.17 | 6108.45 | 6106.91 | 6106.91 | 142.0 |
| 2025-01-02 00:10:00 | ES | Futures | 6106.91 | 6110.76 | 6106.91 | 6110.25 | 552.0 |
| 2025-01-02 00:15:00 | ES | Futures | 6110.5 | 6113.32 | 6109.48 | 6112.55 | 946.0 |
| 2025-01-02 00:20:00 | ES | Futures | 6112.55 | 6112.81 | 6111.79 | 6112.3 | 345.0 |
| 2025-01-02 00:25:00 | ES | Futures | 6112.3 | 6112.81 | 6110.76 | 6112.04 | 563.0 |
| 2025-01-02 00:30:00 | ES | Futures | 6112.3 | 6112.81 | 6109.73 | 6111.27 | 558.0 |
| 2025-01-02 00:35:00 | ES | Futures | 6111.53 | 6114.09 | 6111.53 | 6113.32 | 548.0 |
| 2025-01-02 00:40:00 | ES | Futures | 6113.32 | 6115.37 | 6113.32 | 6114.61 | 787.0 |
| 2025-01-02 00:45:00 | ES | Futures | 6114.86 | 6117.17 | 6114.86 | 6116.91 | 371.0 |
| 2025-01-02 00:50:00 | ES | Futures | 6116.91 | 6117.68 | 6116.14 | 6116.14 | 555.0 |
| 2025-01-02 00:55:00 | ES | Futures | 6116.4 | 6116.91 | 6115.37 | 6115.89 | 281.0 |
| 2025-01-02 01:00:00 | ES | Futures | 6116.14 | 6116.4 | 6115.12 | 6115.63 | 253.0 |
| 2025-01-02 01:05:00 | ES | Futures | 6115.89 | 6116.91 | 6115.63 | 6116.14 | 281.0 |
| 2025-01-02 01:10:00 | ES | Futures | 6116.4 | 6116.91 | 6115.37 | 6116.14 | 229.0 |
| 2025-01-02 01:15:00 | ES | Futures | 6115.89 | 6118.96 | 6115.63 | 6118.71 | 428.0 |
| 2025-01-02 01:20:00 | ES | Futures | 6118.71 | 6118.96 | 6117.17 | 6117.94 | 240.0 |
| 2025-01-02 01:25:00 | ES | Futures | 6117.94 | 6117.94 | 6114.35 | 6115.63 | 411.0 |
| 2025-01-02 01:30:00 | ES | Futures | 6115.63 | 6120.25 | 6114.61 | 6118.71 | 1202.0 |
| 2025-01-02 01:35:00 | ES | Futures | 6118.45 | 6119.22 | 6117.68 | 6118.71 | 297.0 |
| 2025-01-02 01:40:00 | ES | Futures | 6118.71 | 6118.96 | 6118.45 | 6118.71 | 166.0 |
| 2025-01-02 01:45:00 | ES | Futures | 6118.71 | 6119.73 | 6118.2 | 6118.45 | 386.0 |
| 2025-01-02 01:50:00 | ES | Futures | 6118.71 | 6119.48 | 6118.2 | 6119.48 | 173.0 |
| 2025-01-02 01:55:00 | ES | Futures | 6119.48 | 6120.25 | 6118.71 | 6119.22 | 390.0 |
| 2025-01-02 02:00:00 | ES | Futures | 6119.22 | 6121.78 | 6118.96 | 6119.22 | 1101.0 |
| 2025-01-02 02:05:00 | ES | Futures | 6119.48 | 6120.5 | 6118.71 | 6120.25 | 371.0 |
| 2025-01-02 02:10:00 | ES | Futures | 6120.25 | 6120.5 | 6119.22 | 6119.48 | 273.0 |
| 2025-01-02 02:15:00 | ES | Futures | 6119.48 | 6119.99 | 6118.45 | 6119.99 | 410.0 |
| 2025-01-02 02:20:00 | ES | Futures | 6120.25 | 6120.76 | 6118.96 | 6120.25 | 420.0 |
| 2025-01-02 02:25:00 | ES | Futures | 6120.25 | 6121.02 | 6119.73 | 6120.76 | 267.0 |
| 2025-01-02 02:30:00 | ES | Futures | 6120.76 | 6121.02 | 6117.17 | 6118.45 | 751.0 |
| 2025-01-02 02:35:00 | ES | Futures | 6118.45 | 6119.73 | 6118.2 | 6119.22 | 307.0 |
| 2025-01-02 02:40:00 | ES | Futures | 6119.22 | 6119.73 | 6114.86 | 6115.89 | 797.0 |
| 2025-01-02 02:45:00 | ES | Futures | 6115.89 | 6116.14 | 6113.07 | 6113.84 | 846.0 |
| 2025-01-02 02:50:00 | ES | Futures | 6113.84 | 6115.12 | 6113.58 | 6114.61 | 503.0 |
| 2025-01-02 02:55:00 | ES | Futures | 6114.61 | 6116.14 | 6113.07 | 6113.58 | 743.0 |
| 2025-01-02 03:00:00 | ES | Futures | 6113.84 | 6124.35 | 6113.07 | 6123.32 | 2611.0 |
| 2025-01-02 03:05:00 | ES | Futures | 6123.32 | 6127.42 | 6122.3 | 6124.86 | 2097.0 |
| 2025-01-02 03:10:00 | ES | Futures | 6125.12 | 6127.42 | 6122.81 | 6126.4 | 1480.0 |
| 2025-01-02 03:15:00 | ES | Futures | 6126.4 | 6126.66 | 6120.76 | 6123.58 | 1184.0 |
| 2025-01-02 03:20:00 | ES | Futures | 6124.09 | 6124.35 | 6118.71 | 6118.71 | 959.0 |
| 2025-01-02 03:25:00 | ES | Futures | 6118.45 | 6118.45 | 6108.97 | 6109.73 | 2413.0 |
| 2025-01-02 03:30:00 | ES | Futures | 6109.73 | 6114.09 | 6105.12 | 6107.94 | 2301.0 |
| 2025-01-02 03:35:00 | ES | Futures | 6108.2 | 6113.07 | 6106.4 | 6108.97 | 1696.0 |
| 2025-01-02 03:40:00 | ES | Futures | 6108.71 | 6115.89 | 6108.71 | 6111.02 | 1362.0 |
| 2025-01-02 03:45:00 | ES | Futures | 6111.02 | 6117.94 | 6108.45 | 6115.37 | 1666.0 |
| 2025-01-02 03:50:00 | ES | Futures | 6115.37 | 6116.66 | 6112.3 | 6113.07 | 781.0 |
| 2025-01-02 03:55:00 | ES | Futures | 6113.07 | 6118.96 | 6112.3 | 6116.4 | 1108.0 |
| 2025-01-02 04:00:00 | ES | Futures | 6116.66 | 6118.45 | 6112.3 | 6114.86 | 1881.0 |
| 2025-01-02 04:05:00 | ES | Futures | 6114.86 | 6121.53 | 6114.35 | 6120.76 | 1321.0 |
> showing 50 of 20,255 rows — these rows as CSV