PREVIEW / futures_5min / 2025-01-12

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-12.parquet
  size:    97 KB
  rows:    4,435

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
2025-01-12 18:00:00	ES	Futures	6014.11	6014.11	6004.36	6005.39	4553.0
2025-01-12 18:05:00	ES	Futures	6005.39	6005.65	5997.18	6001.54	2635.0
2025-01-12 18:10:00	ES	Futures	6001.54	6007.44	6001.03	6007.18	1138.0
2025-01-12 18:15:00	ES	Futures	6007.18	6010.77	6007.18	6010.26	960.0
2025-01-12 18:20:00	ES	Futures	6010.26	6010.77	6007.95	6010.26	757.0
2025-01-12 18:25:00	ES	Futures	6010.0	6012.05	6009.23	6012.05	687.0
2025-01-12 18:30:00	ES	Futures	6012.05	6017.18	6012.05	6016.16	1957.0
2025-01-12 18:35:00	ES	Futures	6016.16	6016.67	6014.36	6015.39	892.0
2025-01-12 18:40:00	ES	Futures	6015.13	6016.67	6015.13	6016.16	227.0
2025-01-12 18:45:00	ES	Futures	6015.9	6016.16	6006.16	6008.47	2576.0
2025-01-12 18:50:00	ES	Futures	6008.47	6010.77	6005.9	6008.72	1001.0
2025-01-12 18:55:00	ES	Futures	6008.98	6012.57	6008.21	6009.49	827.0
2025-01-12 19:00:00	ES	Futures	6009.23	6014.11	6008.98	6012.31	904.0
2025-01-12 19:05:00	ES	Futures	6012.31	6016.93	6012.05	6015.13	1642.0
2025-01-12 19:10:00	ES	Futures	6015.13	6016.93	6014.36	6015.64	411.0
2025-01-12 19:15:00	ES	Futures	6015.9	6016.93	6014.36	6015.39	697.0
2025-01-12 19:20:00	ES	Futures	6015.39	6015.9	6014.11	6015.64	410.0
2025-01-12 19:25:00	ES	Futures	6015.64	6017.18	6011.8	6012.31	784.0
2025-01-12 19:30:00	ES	Futures	6012.05	6013.85	6011.03	6012.82	717.0
2025-01-12 19:35:00	ES	Futures	6012.57	6014.11	6009.75	6009.75	850.0
2025-01-12 19:40:00	ES	Futures	6010.0	6011.29	6007.7	6011.03	1075.0
2025-01-12 19:45:00	ES	Futures	6011.03	6011.8	6004.62	6006.67	1109.0
2025-01-12 19:50:00	ES	Futures	6006.67	6008.98	6006.41	6008.47	469.0
2025-01-12 19:55:00	ES	Futures	6008.72	6011.29	6006.93	6007.95	1054.0
2025-01-12 20:00:00	ES	Futures	6007.95	6008.47	6006.16	6007.44	685.0
2025-01-12 20:05:00	ES	Futures	6007.44	6007.44	6002.83	6003.85	1484.0
2025-01-12 20:10:00	ES	Futures	6003.59	6005.39	6000.77	6001.54	1125.0
2025-01-12 20:15:00	ES	Futures	6001.54	6005.39	6001.29	6003.08	772.0
2025-01-12 20:20:00	ES	Futures	6003.34	6004.88	6002.31	6003.85	503.0
2025-01-12 20:25:00	ES	Futures	6003.85	6005.65	6000.77	6001.29	805.0
2025-01-12 20:30:00	ES	Futures	6001.29	6001.29	5997.95	5999.49	1081.0
2025-01-12 20:35:00	ES	Futures	5999.49	5999.75	5992.31	5995.9	2967.0
2025-01-12 20:40:00	ES	Futures	5995.9	5997.18	5991.29	5992.31	1575.0
2025-01-12 20:45:00	ES	Futures	5992.06	5993.85	5987.44	5992.83	2837.0
2025-01-12 20:50:00	ES	Futures	5992.83	5995.39	5990.26	5993.85	1545.0
2025-01-12 20:55:00	ES	Futures	5993.34	5995.65	5992.57	5994.11	1085.0
2025-01-12 21:00:00	ES	Futures	5993.85	5994.88	5990.78	5993.34	969.0
2025-01-12 21:05:00	ES	Futures	5993.34	5996.16	5992.31	5994.88	635.0
2025-01-12 21:10:00	ES	Futures	5995.13	5995.13	5992.57	5993.34	369.0
2025-01-12 21:15:00	ES	Futures	5993.6	5996.42	5992.57	5996.42	597.0
2025-01-12 21:20:00	ES	Futures	5996.42	5996.67	5994.62	5996.16	646.0
2025-01-12 21:25:00	ES	Futures	5996.16	5998.47	5995.13	5997.44	1101.0
2025-01-12 21:30:00	ES	Futures	5997.18	5997.44	5995.9	5996.93	298.0
2025-01-12 21:35:00	ES	Futures	5996.67	5997.7	5996.16	5996.42	328.0
2025-01-12 21:40:00	ES	Futures	5996.67	5996.93	5992.31	5992.57	650.0
2025-01-12 21:45:00	ES	Futures	5993.08	5993.34	5990.26	5991.8	679.0
2025-01-12 21:50:00	ES	Futures	5991.54	5993.08	5991.54	5992.31	358.0
2025-01-12 21:55:00	ES	Futures	5992.31	5992.83	5990.78	5992.57	398.0
2025-01-12 22:00:00	ES	Futures	5992.31	5994.88	5992.06	5994.11	593.0
2025-01-12 22:05:00	ES	Futures	5993.85	5994.62	5992.31	5992.83	384.0

> showing 50 of 4,435 rows — these rows as CSV

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