PREVIEW / futures_5min / 2025-01-14

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-14.parquet
  size:    353 KB
  rows:    20,858

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
2025-01-14 00:00:00	ES	Futures	6042.56	6042.82	6041.79	6042.56	296.0
2025-01-14 00:05:00	ES	Futures	6042.56	6043.08	6042.05	6042.82	334.0
2025-01-14 00:10:00	ES	Futures	6042.56	6043.08	6042.56	6042.82	213.0
2025-01-14 00:15:00	ES	Futures	6042.56	6043.08	6041.79	6042.31	187.0
2025-01-14 00:20:00	ES	Futures	6042.31	6042.82	6040.51	6041.54	420.0
2025-01-14 00:25:00	ES	Futures	6041.54	6041.54	6040.51	6041.03	214.0
2025-01-14 00:30:00	ES	Futures	6041.03	6042.31	6040.51	6042.31	231.0
2025-01-14 00:35:00	ES	Futures	6042.56	6045.13	6042.05	6044.61	409.0
2025-01-14 00:40:00	ES	Futures	6044.87	6045.64	6043.33	6044.1	356.0
2025-01-14 00:45:00	ES	Futures	6044.36	6045.13	6043.59	6044.61	307.0
2025-01-14 00:50:00	ES	Futures	6044.61	6046.41	6044.36	6046.15	323.0
2025-01-14 00:55:00	ES	Futures	6046.15	6046.41	6045.13	6046.41	218.0
2025-01-14 01:00:00	ES	Futures	6046.41	6047.43	6045.64	6045.64	387.0
2025-01-14 01:05:00	ES	Futures	6045.9	6046.67	6045.9	6046.41	241.0
2025-01-14 01:10:00	ES	Futures	6046.67	6047.43	6045.64	6046.92	447.0
2025-01-14 01:15:00	ES	Futures	6047.18	6047.95	6046.92	6047.43	278.0
2025-01-14 01:20:00	ES	Futures	6047.43	6047.69	6045.64	6046.92	547.0
2025-01-14 01:25:00	ES	Futures	6047.18	6047.95	6046.41	6047.18	493.0
2025-01-14 01:30:00	ES	Futures	6046.92	6046.92	6045.13	6045.9	372.0
2025-01-14 01:35:00	ES	Futures	6045.9	6046.15	6044.36	6045.13	316.0
2025-01-14 01:40:00	ES	Futures	6044.87	6044.87	6042.82	6043.59	366.0
2025-01-14 01:45:00	ES	Futures	6043.85	6044.36	6042.82	6043.08	276.0
2025-01-14 01:50:00	ES	Futures	6042.82	6043.33	6041.54	6042.56	531.0
2025-01-14 01:55:00	ES	Futures	6042.56	6043.33	6042.31	6043.08	448.0
2025-01-14 02:00:00	ES	Futures	6043.33	6044.36	6039.49	6041.28	856.0
2025-01-14 02:05:00	ES	Futures	6041.54	6042.05	6040.0	6040.51	428.0
2025-01-14 02:10:00	ES	Futures	6040.77	6041.28	6038.21	6040.77	643.0
2025-01-14 02:15:00	ES	Futures	6041.03	6045.38	6041.03	6043.85	595.0
2025-01-14 02:20:00	ES	Futures	6043.85	6046.67	6043.33	6044.61	730.0
2025-01-14 02:25:00	ES	Futures	6044.36	6044.87	6042.82	6043.59	420.0
2025-01-14 02:30:00	ES	Futures	6043.59	6045.13	6042.82	6044.61	271.0
2025-01-14 02:35:00	ES	Futures	6044.61	6046.67	6043.33	6045.9	350.0
2025-01-14 02:40:00	ES	Futures	6046.15	6047.95	6045.13	6047.95	405.0
2025-01-14 02:45:00	ES	Futures	6047.95	6048.2	6046.92	6047.18	805.0
2025-01-14 02:50:00	ES	Futures	6047.18	6047.18	6045.64	6046.41	346.0
2025-01-14 02:55:00	ES	Futures	6046.15	6046.67	6044.87	6046.15	440.0
2025-01-14 03:00:00	ES	Futures	6046.15	6050.0	6044.87	6049.23	1827.0
2025-01-14 03:05:00	ES	Futures	6048.97	6050.0	6046.67	6046.67	1233.0
2025-01-14 03:10:00	ES	Futures	6046.92	6050.0	6045.38	6049.49	739.0
2025-01-14 03:15:00	ES	Futures	6049.74	6053.59	6049.49	6052.82	1909.0
2025-01-14 03:20:00	ES	Futures	6052.56	6057.18	6052.05	6056.15	2185.0
2025-01-14 03:25:00	ES	Futures	6056.15	6056.41	6053.33	6054.36	1368.0
2025-01-14 03:30:00	ES	Futures	6054.36	6055.64	6052.56	6055.13	1530.0
2025-01-14 03:35:00	ES	Futures	6055.13	6055.13	6050.0	6053.84	1321.0
2025-01-14 03:40:00	ES	Futures	6053.84	6061.54	6053.33	6058.72	2683.0
2025-01-14 03:45:00	ES	Futures	6058.46	6064.36	6058.2	6062.56	1753.0
2025-01-14 03:50:00	ES	Futures	6062.56	6063.33	6060.51	6062.3	982.0
2025-01-14 03:55:00	ES	Futures	6062.3	6064.1	6059.23	6059.23	1158.0
2025-01-14 04:00:00	ES	Futures	6059.23	6061.02	6057.69	6060.51	1433.0
2025-01-14 04:05:00	ES	Futures	6060.51	6061.79	6057.69	6058.72	1487.0

> showing 50 of 20,858 rows — these rows as CSV

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