PREVIEW / futures_5min / 2025-01-09

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-09.parquet
  size:    309 KB
  rows:    18,879

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
2025-01-09 00:00:00	ES	Futures	6096.15	6096.4	6094.1	6096.15	410.0
2025-01-09 00:05:00	ES	Futures	6096.15	6099.22	6096.15	6098.71	560.0
2025-01-09 00:10:00	ES	Futures	6098.71	6099.99	6098.45	6099.74	282.0
2025-01-09 00:15:00	ES	Futures	6099.48	6100.76	6098.97	6100.25	279.0
2025-01-09 00:20:00	ES	Futures	6100.5	6100.5	6098.97	6099.22	166.0
2025-01-09 00:25:00	ES	Futures	6098.97	6099.22	6095.89	6097.43	666.0
2025-01-09 00:30:00	ES	Futures	6097.43	6098.45	6096.92	6098.45	107.0
2025-01-09 00:35:00	ES	Futures	6098.45	6099.48	6098.45	6099.22	240.0
2025-01-09 00:40:00	ES	Futures	6099.22	6099.22	6098.45	6099.22	130.0
2025-01-09 00:45:00	ES	Futures	6098.97	6100.5	6098.97	6100.5	132.0
2025-01-09 00:50:00	ES	Futures	6100.5	6101.53	6100.5	6101.02	197.0
2025-01-09 00:55:00	ES	Futures	6101.27	6101.27	6100.5	6100.76	198.0
2025-01-09 01:00:00	ES	Futures	6100.76	6101.27	6099.74	6101.02	240.0
2025-01-09 01:05:00	ES	Futures	6101.27	6101.79	6101.02	6101.53	197.0
2025-01-09 01:10:00	ES	Futures	6101.27	6101.53	6100.25	6100.76	163.0
2025-01-09 01:15:00	ES	Futures	6100.76	6101.02	6099.99	6100.25	87.0
2025-01-09 01:20:00	ES	Futures	6100.25	6100.25	6098.97	6099.22	186.0
2025-01-09 01:25:00	ES	Futures	6099.48	6101.27	6098.97	6101.27	319.0
2025-01-09 01:30:00	ES	Futures	6101.27	6101.53	6099.48	6100.25	237.0
2025-01-09 01:35:00	ES	Futures	6100.5	6100.76	6098.2	6098.71	130.0
2025-01-09 01:40:00	ES	Futures	6098.71	6100.5	6098.45	6099.48	152.0
2025-01-09 01:45:00	ES	Futures	6099.22	6099.99	6098.71	6099.22	109.0
2025-01-09 01:50:00	ES	Futures	6099.22	6101.27	6098.45	6101.27	363.0
2025-01-09 01:55:00	ES	Futures	6101.02	6101.02	6099.99	6100.25	162.0
2025-01-09 02:00:00	ES	Futures	6099.99	6099.99	6098.2	6099.48	293.0
2025-01-09 02:05:00	ES	Futures	6099.48	6099.99	6097.68	6098.2	334.0
2025-01-09 02:10:00	ES	Futures	6098.45	6100.25	6097.94	6098.45	331.0
2025-01-09 02:15:00	ES	Futures	6098.71	6099.48	6093.84	6094.35	686.0
2025-01-09 02:20:00	ES	Futures	6094.35	6095.12	6093.58	6094.61	520.0
2025-01-09 02:25:00	ES	Futures	6094.35	6094.35	6092.56	6093.07	582.0
2025-01-09 02:30:00	ES	Futures	6093.07	6093.33	6090.25	6091.79	791.0
2025-01-09 02:35:00	ES	Futures	6091.79	6092.3	6089.99	6091.53	438.0
2025-01-09 02:40:00	ES	Futures	6091.53	6091.53	6089.48	6089.99	749.0
2025-01-09 02:45:00	ES	Futures	6089.74	6089.74	6085.12	6087.17	1090.0
2025-01-09 02:50:00	ES	Futures	6087.43	6090.51	6087.43	6088.71	856.0
2025-01-09 02:55:00	ES	Futures	6088.71	6088.71	6085.12	6086.4	830.0
2025-01-09 03:00:00	ES	Futures	6086.4	6088.2	6080.51	6082.05	1956.0
2025-01-09 03:05:00	ES	Futures	6082.05	6088.46	6081.28	6087.17	1822.0
2025-01-09 03:10:00	ES	Futures	6087.43	6089.48	6084.87	6088.2	852.0
2025-01-09 03:15:00	ES	Futures	6087.94	6091.28	6086.66	6089.74	684.0
2025-01-09 03:20:00	ES	Futures	6089.74	6093.07	6088.97	6091.53	1251.0
2025-01-09 03:25:00	ES	Futures	6091.53	6097.43	6091.28	6097.43	1423.0
2025-01-09 03:30:00	ES	Futures	6097.43	6100.5	6096.92	6100.25	1263.0
2025-01-09 03:35:00	ES	Futures	6100.25	6101.79	6098.97	6100.76	957.0
2025-01-09 03:40:00	ES	Futures	6100.76	6103.84	6100.5	6102.04	988.0
2025-01-09 03:45:00	ES	Futures	6102.04	6102.3	6098.2	6099.99	659.0
2025-01-09 03:50:00	ES	Futures	6099.99	6102.56	6099.48	6102.04	437.0
2025-01-09 03:55:00	ES	Futures	6102.04	6102.81	6100.5	6101.53	353.0
2025-01-09 04:00:00	ES	Futures	6101.79	6102.81	6099.22	6099.48	512.0
2025-01-09 04:05:00	ES	Futures	6099.48	6100.76	6098.97	6100.5	322.0

> showing 50 of 18,879 rows — these rows as CSV

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