PREVIEW / futures_5min / 2025-01-23

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-23.parquet
  size:    365 KB
  rows:    20,725

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
2025-01-23 00:00:00	ES	Futures	6272.02	6272.79	6271.77	6272.28	165.0
2025-01-23 00:05:00	ES	Futures	6272.02	6272.53	6271.51	6272.28	194.0
2025-01-23 00:10:00	ES	Futures	6272.53	6272.79	6272.53	6272.79	88.0
2025-01-23 00:15:00	ES	Futures	6272.53	6273.05	6272.53	6272.79	114.0
2025-01-23 00:20:00	ES	Futures	6272.79	6272.79	6272.02	6272.02	183.0
2025-01-23 00:25:00	ES	Futures	6272.28	6272.53	6271.25	6271.51	270.0
2025-01-23 00:30:00	ES	Futures	6271.51	6271.77	6270.23	6271.25	326.0
2025-01-23 00:35:00	ES	Futures	6271.25	6272.02	6271.0	6271.51	125.0
2025-01-23 00:40:00	ES	Futures	6271.51	6271.51	6271.25	6271.25	95.0
2025-01-23 00:45:00	ES	Futures	6271.51	6271.51	6270.48	6271.25	216.0
2025-01-23 00:50:00	ES	Futures	6271.25	6271.25	6270.23	6270.48	159.0
2025-01-23 00:55:00	ES	Futures	6270.48	6270.48	6269.46	6269.71	182.0
2025-01-23 01:00:00	ES	Futures	6269.46	6270.48	6269.46	6269.71	203.0
2025-01-23 01:05:00	ES	Futures	6269.97	6270.74	6269.97	6270.23	79.0
2025-01-23 01:10:00	ES	Futures	6270.48	6271.25	6270.23	6271.25	130.0
2025-01-23 01:15:00	ES	Futures	6271.25	6271.77	6270.74	6271.51	222.0
2025-01-23 01:20:00	ES	Futures	6271.51	6272.02	6269.2	6269.2	305.0
2025-01-23 01:25:00	ES	Futures	6269.2	6270.23	6268.95	6269.71	274.0
2025-01-23 01:30:00	ES	Futures	6269.46	6270.23	6269.2	6269.2	150.0
2025-01-23 01:35:00	ES	Futures	6268.95	6269.2	6268.18	6268.18	207.0
2025-01-23 01:40:00	ES	Futures	6267.92	6268.69	6267.41	6267.92	386.0
2025-01-23 01:45:00	ES	Futures	6267.92	6268.95	6267.41	6268.69	289.0
2025-01-23 01:50:00	ES	Futures	6268.43	6268.95	6268.18	6268.18	210.0
2025-01-23 01:55:00	ES	Futures	6268.18	6269.2	6267.92	6268.43	272.0
2025-01-23 02:00:00	ES	Futures	6268.69	6269.46	6268.43	6268.95	313.0
2025-01-23 02:05:00	ES	Futures	6268.95	6268.95	6266.12	6266.38	717.0
2025-01-23 02:10:00	ES	Futures	6266.38	6267.92	6266.38	6267.41	456.0
2025-01-23 02:15:00	ES	Futures	6267.15	6267.92	6266.89	6267.15	191.0
2025-01-23 02:20:00	ES	Futures	6267.15	6268.69	6266.89	6268.43	312.0
2025-01-23 02:25:00	ES	Futures	6268.43	6268.69	6267.41	6267.66	323.0
2025-01-23 02:30:00	ES	Futures	6267.66	6267.92	6266.89	6267.15	415.0
2025-01-23 02:35:00	ES	Futures	6267.15	6267.66	6266.38	6266.89	554.0
2025-01-23 02:40:00	ES	Futures	6267.15	6267.15	6264.07	6265.87	1308.0
2025-01-23 02:45:00	ES	Futures	6266.12	6267.66	6265.87	6266.89	526.0
2025-01-23 02:50:00	ES	Futures	6266.89	6267.15	6264.33	6265.1	627.0
2025-01-23 02:55:00	ES	Futures	6265.36	6266.12	6265.1	6265.87	527.0
2025-01-23 03:00:00	ES	Futures	6265.61	6266.89	6263.05	6264.84	1811.0
2025-01-23 03:05:00	ES	Futures	6264.84	6266.38	6264.59	6265.1	1197.0
2025-01-23 03:10:00	ES	Futures	6265.36	6266.64	6264.59	6265.1	909.0
2025-01-23 03:15:00	ES	Futures	6265.1	6265.61	6263.3	6264.07	958.0
2025-01-23 03:20:00	ES	Futures	6263.82	6266.12	6262.79	6265.87	986.0
2025-01-23 03:25:00	ES	Futures	6265.87	6266.12	6264.84	6265.1	624.0
2025-01-23 03:30:00	ES	Futures	6265.1	6265.1	6262.28	6262.54	992.0
2025-01-23 03:35:00	ES	Futures	6262.79	6263.56	6261.0	6261.77	1645.0
2025-01-23 03:40:00	ES	Futures	6261.77	6262.79	6260.48	6262.54	1147.0
2025-01-23 03:45:00	ES	Futures	6262.54	6263.05	6260.48	6261.0	973.0
2025-01-23 03:50:00	ES	Futures	6261.0	6261.77	6258.43	6258.69	1783.0
2025-01-23 03:55:00	ES	Futures	6258.95	6261.25	6258.69	6260.74	780.0
2025-01-23 04:00:00	ES	Futures	6260.74	6262.28	6259.97	6260.48	1152.0
2025-01-23 04:05:00	ES	Futures	6260.74	6263.05	6260.74	6261.0	942.0

> showing 50 of 20,725 rows — these rows as CSV

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