PREVIEW / futures_5min / 2025-01-24

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-24.parquet
  size:    299 KB
  rows:    16,732

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
2025-01-24 00:00:00	ES	Futures	6303.04	6303.81	6302.53	6303.81	293.0
2025-01-24 00:05:00	ES	Futures	6303.81	6304.33	6303.56	6303.56	264.0
2025-01-24 00:10:00	ES	Futures	6303.81	6304.07	6303.3	6304.07	171.0
2025-01-24 00:15:00	ES	Futures	6303.81	6304.07	6303.3	6303.56	235.0
2025-01-24 00:20:00	ES	Futures	6303.56	6303.81	6303.04	6303.56	141.0
2025-01-24 00:25:00	ES	Futures	6303.3	6304.33	6303.04	6303.81	341.0
2025-01-24 00:30:00	ES	Futures	6303.56	6304.07	6303.3	6303.81	216.0
2025-01-24 00:35:00	ES	Futures	6303.56	6303.81	6303.3	6303.81	136.0
2025-01-24 00:40:00	ES	Futures	6304.07	6304.58	6303.56	6304.33	177.0
2025-01-24 00:45:00	ES	Futures	6304.58	6304.58	6304.07	6304.33	99.0
2025-01-24 00:50:00	ES	Futures	6304.33	6304.58	6303.3	6303.3	196.0
2025-01-24 00:55:00	ES	Futures	6303.3	6303.56	6302.02	6302.79	300.0
2025-01-24 01:00:00	ES	Futures	6302.79	6303.3	6302.27	6302.53	306.0
2025-01-24 01:05:00	ES	Futures	6302.53	6304.07	6302.53	6303.56	208.0
2025-01-24 01:10:00	ES	Futures	6303.3	6304.84	6303.04	6304.58	279.0
2025-01-24 01:15:00	ES	Futures	6304.58	6304.84	6304.07	6304.58	187.0
2025-01-24 01:20:00	ES	Futures	6304.58	6304.84	6304.33	6304.84	240.0
2025-01-24 01:25:00	ES	Futures	6304.58	6305.09	6304.07	6304.33	168.0
2025-01-24 01:30:00	ES	Futures	6304.33	6305.61	6304.33	6305.61	247.0
2025-01-24 01:35:00	ES	Futures	6305.61	6305.61	6303.04	6303.04	436.0
2025-01-24 01:40:00	ES	Futures	6303.3	6303.56	6302.79	6303.56	340.0
2025-01-24 01:45:00	ES	Futures	6303.56	6304.33	6303.56	6303.81	249.0
2025-01-24 01:50:00	ES	Futures	6303.56	6304.07	6303.3	6303.56	181.0
2025-01-24 01:55:00	ES	Futures	6303.81	6303.81	6302.53	6303.3	191.0
2025-01-24 02:00:00	ES	Futures	6303.3	6303.3	6301.76	6302.27	578.0
2025-01-24 02:05:00	ES	Futures	6302.27	6303.56	6302.27	6303.56	309.0
2025-01-24 02:10:00	ES	Futures	6303.3	6304.07	6301.76	6301.76	501.0
2025-01-24 02:15:00	ES	Futures	6301.76	6301.76	6299.97	6300.22	804.0
2025-01-24 02:20:00	ES	Futures	6300.22	6302.02	6299.97	6301.25	824.0
2025-01-24 02:25:00	ES	Futures	6301.5	6302.02	6301.25	6301.76	340.0
2025-01-24 02:30:00	ES	Futures	6301.76	6302.27	6301.25	6301.5	362.0
2025-01-24 02:35:00	ES	Futures	6301.76	6302.27	6301.25	6301.76	320.0
2025-01-24 02:40:00	ES	Futures	6302.02	6302.27	6301.25	6301.76	319.0
2025-01-24 02:45:00	ES	Futures	6301.5	6302.53	6301.5	6302.27	403.0
2025-01-24 02:50:00	ES	Futures	6302.02	6302.27	6299.45	6300.22	956.0
2025-01-24 02:55:00	ES	Futures	6300.48	6301.5	6299.97	6301.5	395.0
2025-01-24 03:00:00	ES	Futures	6301.5	6302.02	6300.22	6301.76	1323.0
2025-01-24 03:05:00	ES	Futures	6301.76	6302.53	6301.25	6301.76	970.0
2025-01-24 03:10:00	ES	Futures	6301.76	6303.56	6301.25	6303.56	1026.0
2025-01-24 03:15:00	ES	Futures	6303.81	6304.07	6301.25	6302.02	653.0
2025-01-24 03:20:00	ES	Futures	6301.76	6303.3	6301.5	6303.3	364.0
2025-01-24 03:25:00	ES	Futures	6303.3	6303.81	6302.53	6303.04	495.0
2025-01-24 03:30:00	ES	Futures	6302.79	6304.58	6301.25	6302.79	2045.0
2025-01-24 03:35:00	ES	Futures	6303.3	6304.58	6302.53	6303.56	666.0
2025-01-24 03:40:00	ES	Futures	6303.56	6304.07	6302.27	6303.04	600.0
2025-01-24 03:45:00	ES	Futures	6303.04	6303.81	6302.27	6303.04	420.0
2025-01-24 03:50:00	ES	Futures	6303.3	6303.56	6302.02	6302.02	659.0
2025-01-24 03:55:00	ES	Futures	6302.02	6302.02	6300.22	6301.25	861.0
2025-01-24 04:00:00	ES	Futures	6301.25	6303.56	6300.99	6303.3	1196.0
2025-01-24 04:05:00	ES	Futures	6303.3	6304.07	6302.53	6303.81	1018.0

> showing 50 of 16,732 rows — these rows as CSV

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