PREVIEW / futures_5min / 2025-01-17

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-17.parquet
  size:    308 KB
  rows:    16,655

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
2025-01-17 00:00:00	ES	Futures	6138.71	6139.99	6138.71	6139.73	349.0
2025-01-17 00:05:00	ES	Futures	6139.99	6140.24	6138.19	6138.71	230.0
2025-01-17 00:10:00	ES	Futures	6138.71	6139.22	6138.19	6138.96	158.0
2025-01-17 00:15:00	ES	Futures	6138.71	6139.99	6138.45	6139.47	316.0
2025-01-17 00:20:00	ES	Futures	6139.47	6139.73	6138.96	6139.47	137.0
2025-01-17 00:25:00	ES	Futures	6139.47	6140.24	6139.47	6140.24	188.0
2025-01-17 00:30:00	ES	Futures	6140.5	6141.78	6139.99	6140.24	541.0
2025-01-17 00:35:00	ES	Futures	6139.99	6141.01	6138.96	6139.73	277.0
2025-01-17 00:40:00	ES	Futures	6139.73	6139.73	6137.42	6139.22	483.0
2025-01-17 00:45:00	ES	Futures	6138.96	6139.73	6137.94	6137.94	380.0
2025-01-17 00:50:00	ES	Futures	6138.19	6138.96	6137.94	6137.94	371.0
2025-01-17 00:55:00	ES	Futures	6138.19	6139.22	6137.17	6139.22	416.0
2025-01-17 01:00:00	ES	Futures	6139.22	6139.22	6136.4	6136.65	563.0
2025-01-17 01:05:00	ES	Futures	6136.91	6137.94	6136.14	6137.17	488.0
2025-01-17 01:10:00	ES	Futures	6137.42	6137.42	6136.14	6136.14	239.0
2025-01-17 01:15:00	ES	Futures	6136.14	6137.94	6136.14	6136.91	348.0
2025-01-17 01:20:00	ES	Futures	6136.65	6138.19	6136.65	6137.94	218.0
2025-01-17 01:25:00	ES	Futures	6138.45	6138.71	6137.42	6137.68	205.0
2025-01-17 01:30:00	ES	Futures	6137.68	6140.5	6137.68	6138.71	441.0
2025-01-17 01:35:00	ES	Futures	6138.45	6138.45	6136.14	6136.91	385.0
2025-01-17 01:40:00	ES	Futures	6136.91	6136.91	6135.63	6136.65	304.0
2025-01-17 01:45:00	ES	Futures	6136.91	6138.19	6136.65	6137.94	232.0
2025-01-17 01:50:00	ES	Futures	6137.94	6137.94	6136.14	6136.91	127.0
2025-01-17 01:55:00	ES	Futures	6137.17	6137.68	6136.65	6137.17	346.0
2025-01-17 02:00:00	ES	Futures	6137.42	6137.94	6134.86	6135.89	594.0
2025-01-17 02:05:00	ES	Futures	6135.63	6135.89	6133.32	6134.6	1142.0
2025-01-17 02:10:00	ES	Futures	6134.6	6135.12	6133.06	6134.86	442.0
2025-01-17 02:15:00	ES	Futures	6134.35	6134.6	6133.06	6134.09	279.0
2025-01-17 02:20:00	ES	Futures	6134.09	6136.14	6133.83	6135.89	307.0
2025-01-17 02:25:00	ES	Futures	6135.89	6135.89	6133.06	6133.83	403.0
2025-01-17 02:30:00	ES	Futures	6133.83	6134.6	6131.53	6132.04	514.0
2025-01-17 02:35:00	ES	Futures	6132.04	6132.3	6129.48	6132.04	969.0
2025-01-17 02:40:00	ES	Futures	6132.3	6132.81	6131.53	6132.55	261.0
2025-01-17 02:45:00	ES	Futures	6132.81	6135.63	6132.3	6135.37	421.0
2025-01-17 02:50:00	ES	Futures	6135.37	6137.42	6135.12	6136.91	422.0
2025-01-17 02:55:00	ES	Futures	6136.91	6137.42	6134.86	6136.4	547.0
2025-01-17 03:00:00	ES	Futures	6136.14	6139.99	6135.89	6138.45	2118.0
2025-01-17 03:05:00	ES	Futures	6138.19	6138.96	6136.91	6137.68	792.0
2025-01-17 03:10:00	ES	Futures	6137.68	6138.71	6135.89	6138.19	769.0
2025-01-17 03:15:00	ES	Futures	6138.45	6138.45	6136.4	6137.68	577.0
2025-01-17 03:20:00	ES	Futures	6137.42	6138.19	6135.63	6136.4	512.0
2025-01-17 03:25:00	ES	Futures	6136.4	6138.71	6136.14	6137.94	485.0
2025-01-17 03:30:00	ES	Futures	6137.94	6140.5	6137.94	6139.99	686.0
2025-01-17 03:35:00	ES	Futures	6139.99	6139.99	6137.94	6139.99	463.0
2025-01-17 03:40:00	ES	Futures	6139.73	6141.01	6139.22	6139.73	613.0
2025-01-17 03:45:00	ES	Futures	6139.73	6140.76	6138.71	6138.96	390.0
2025-01-17 03:50:00	ES	Futures	6139.22	6142.55	6138.96	6142.29	525.0
2025-01-17 03:55:00	ES	Futures	6142.29	6144.6	6141.53	6143.32	1311.0
2025-01-17 04:00:00	ES	Futures	6143.32	6146.65	6142.29	6146.14	1738.0
2025-01-17 04:05:00	ES	Futures	6146.4	6147.68	6145.11	6146.4	1208.0

> showing 50 of 16,655 rows — these rows as CSV

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