PREVIEW / futures_5min / 2025-01-20

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-20.parquet
  size:    317 KB
  rows:    16,942

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
2025-01-20 00:00:00	ES	Futures	6185.88	6185.88	6185.11	6185.62	251.0
2025-01-20 00:05:00	ES	Futures	6185.62	6186.14	6185.37	6185.62	121.0
2025-01-20 00:10:00	ES	Futures	6185.62	6186.39	6185.62	6186.14	125.0
2025-01-20 00:15:00	ES	Futures	6186.14	6186.14	6185.11	6185.88	218.0
2025-01-20 00:20:00	ES	Futures	6185.88	6187.16	6185.88	6185.88	342.0
2025-01-20 00:25:00	ES	Futures	6186.14	6186.39	6185.88	6185.88	98.0
2025-01-20 00:30:00	ES	Futures	6185.62	6186.14	6185.62	6186.14	95.0
2025-01-20 00:35:00	ES	Futures	6186.14	6186.39	6185.88	6185.88	127.0
2025-01-20 00:40:00	ES	Futures	6185.88	6186.14	6185.62	6186.14	144.0
2025-01-20 00:45:00	ES	Futures	6186.14	6186.14	6185.11	6185.37	120.0
2025-01-20 00:50:00	ES	Futures	6185.37	6185.62	6185.11	6185.62	132.0
2025-01-20 00:55:00	ES	Futures	6185.62	6186.14	6185.62	6186.14	116.0
2025-01-20 01:00:00	ES	Futures	6186.14	6186.65	6185.37	6185.37	247.0
2025-01-20 01:05:00	ES	Futures	6185.37	6185.88	6184.85	6185.37	257.0
2025-01-20 01:10:00	ES	Futures	6185.37	6186.39	6184.85	6185.88	133.0
2025-01-20 01:15:00	ES	Futures	6185.88	6186.14	6185.37	6186.14	116.0
2025-01-20 01:20:00	ES	Futures	6186.14	6186.65	6185.88	6186.39	179.0
2025-01-20 01:25:00	ES	Futures	6186.14	6187.42	6185.62	6187.42	336.0
2025-01-20 01:30:00	ES	Futures	6187.42	6188.19	6187.42	6187.67	251.0
2025-01-20 01:35:00	ES	Futures	6187.42	6187.67	6186.39	6187.16	203.0
2025-01-20 01:40:00	ES	Futures	6187.16	6188.19	6186.39	6188.19	158.0
2025-01-20 01:45:00	ES	Futures	6187.93	6188.96	6187.93	6188.7	488.0
2025-01-20 01:50:00	ES	Futures	6188.44	6190.49	6188.44	6189.72	573.0
2025-01-20 01:55:00	ES	Futures	6189.72	6190.75	6188.7	6188.96	363.0
2025-01-20 02:00:00	ES	Futures	6189.21	6190.24	6188.7	6188.7	392.0
2025-01-20 02:05:00	ES	Futures	6188.7	6191.01	6188.19	6190.75	550.0
2025-01-20 02:10:00	ES	Futures	6190.75	6191.01	6189.72	6189.98	535.0
2025-01-20 02:15:00	ES	Futures	6189.98	6190.24	6189.21	6189.98	221.0
2025-01-20 02:20:00	ES	Futures	6189.72	6189.98	6189.21	6189.72	122.0
2025-01-20 02:25:00	ES	Futures	6189.47	6189.47	6188.44	6188.7	147.0
2025-01-20 02:30:00	ES	Futures	6188.7	6190.24	6188.44	6189.72	206.0
2025-01-20 02:35:00	ES	Futures	6189.72	6191.26	6189.72	6190.75	397.0
2025-01-20 02:40:00	ES	Futures	6190.75	6191.78	6190.75	6191.01	359.0
2025-01-20 02:45:00	ES	Futures	6191.01	6193.83	6191.01	6192.8	803.0
2025-01-20 02:50:00	ES	Futures	6193.06	6195.62	6192.8	6195.11	792.0
2025-01-20 02:55:00	ES	Futures	6194.85	6195.88	6194.08	6195.62	566.0
2025-01-20 03:00:00	ES	Futures	6195.36	6195.36	6192.03	6194.08	1847.0
2025-01-20 03:05:00	ES	Futures	6194.08	6197.67	6193.57	6197.16	1147.0
2025-01-20 03:10:00	ES	Futures	6197.16	6197.42	6194.85	6196.13	721.0
2025-01-20 03:15:00	ES	Futures	6196.39	6196.39	6192.8	6195.36	767.0
2025-01-20 03:20:00	ES	Futures	6195.36	6195.62	6192.8	6193.06	604.0
2025-01-20 03:25:00	ES	Futures	6193.06	6193.31	6185.88	6188.44	1681.0
2025-01-20 03:30:00	ES	Futures	6188.44	6191.01	6187.67	6190.75	580.0
2025-01-20 03:35:00	ES	Futures	6190.49	6193.06	6190.24	6192.8	367.0
2025-01-20 03:40:00	ES	Futures	6192.8	6193.06	6189.47	6191.26	905.0
2025-01-20 03:45:00	ES	Futures	6191.52	6192.54	6189.98	6190.49	660.0
2025-01-20 03:50:00	ES	Futures	6190.49	6191.52	6189.47	6191.01	528.0
2025-01-20 03:55:00	ES	Futures	6191.01	6191.52	6189.72	6191.01	324.0
2025-01-20 04:00:00	ES	Futures	6191.26	6193.06	6189.98	6192.54	577.0
2025-01-20 04:05:00	ES	Futures	6192.29	6195.11	6192.03	6193.83	705.0

> showing 50 of 16,942 rows — these rows as CSV

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