PREVIEW / futures_5min / 2025-01-29

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-01-29.parquet
  size:    351 KB
  rows:    20,867

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
2025-01-29 00:00:00	ES	Futures	6252.54	6252.79	6252.28	6252.54	110.0
2025-01-29 00:05:00	ES	Futures	6252.79	6253.31	6251.77	6253.31	194.0
2025-01-29 00:10:00	ES	Futures	6252.79	6253.56	6251.77	6252.02	212.0
2025-01-29 00:15:00	ES	Futures	6252.02	6253.82	6252.02	6253.31	142.0
2025-01-29 00:20:00	ES	Futures	6253.31	6253.31	6252.28	6252.54	80.0
2025-01-29 00:25:00	ES	Futures	6252.79	6253.56	6252.79	6253.56	68.0
2025-01-29 00:30:00	ES	Futures	6253.56	6253.56	6251.25	6251.77	285.0
2025-01-29 00:35:00	ES	Futures	6251.77	6252.02	6251.51	6251.51	153.0
2025-01-29 00:40:00	ES	Futures	6251.51	6251.77	6250.74	6250.74	172.0
2025-01-29 00:45:00	ES	Futures	6250.49	6251.25	6249.72	6251.25	210.0
2025-01-29 00:50:00	ES	Futures	6251.25	6251.77	6248.95	6249.46	383.0
2025-01-29 00:55:00	ES	Futures	6249.46	6249.97	6249.2	6249.72	137.0
2025-01-29 01:00:00	ES	Futures	6249.97	6267.41	6249.97	6261.0	6979.0
2025-01-29 01:05:00	ES	Futures	6261.25	6261.51	6257.92	6259.46	1006.0
2025-01-29 01:10:00	ES	Futures	6259.46	6261.51	6258.69	6259.97	654.0
2025-01-29 01:15:00	ES	Futures	6259.72	6262.02	6259.46	6260.48	715.0
2025-01-29 01:20:00	ES	Futures	6260.48	6261.25	6257.66	6260.74	906.0
2025-01-29 01:25:00	ES	Futures	6260.74	6261.0	6258.43	6261.0	615.0
2025-01-29 01:30:00	ES	Futures	6261.25	6265.1	6261.25	6262.79	1177.0
2025-01-29 01:35:00	ES	Futures	6262.54	6264.07	6261.51	6264.07	684.0
2025-01-29 01:40:00	ES	Futures	6264.33	6266.64	6264.07	6265.61	680.0
2025-01-29 01:45:00	ES	Futures	6265.36	6266.12	6262.79	6263.3	548.0
2025-01-29 01:50:00	ES	Futures	6263.05	6263.56	6262.02	6263.3	253.0
2025-01-29 01:55:00	ES	Futures	6263.56	6264.59	6262.79	6263.3	517.0
2025-01-29 02:00:00	ES	Futures	6263.3	6263.56	6261.0	6261.25	680.0
2025-01-29 02:05:00	ES	Futures	6261.0	6263.3	6261.0	6262.54	387.0
2025-01-29 02:10:00	ES	Futures	6262.54	6262.79	6260.48	6260.74	548.0
2025-01-29 02:15:00	ES	Futures	6260.74	6261.51	6259.97	6260.74	466.0
2025-01-29 02:20:00	ES	Futures	6261.0	6261.25	6259.72	6259.97	439.0
2025-01-29 02:25:00	ES	Futures	6259.97	6260.74	6258.69	6259.97	400.0
2025-01-29 02:30:00	ES	Futures	6260.23	6261.25	6259.46	6259.72	377.0
2025-01-29 02:35:00	ES	Futures	6259.97	6261.25	6259.2	6259.72	391.0
2025-01-29 02:40:00	ES	Futures	6259.72	6259.72	6258.69	6258.95	323.0
2025-01-29 02:45:00	ES	Futures	6258.69	6259.72	6258.43	6258.95	534.0
2025-01-29 02:50:00	ES	Futures	6258.95	6260.74	6258.95	6259.97	540.0
2025-01-29 02:55:00	ES	Futures	6260.23	6261.0	6259.72	6260.74	836.0
2025-01-29 03:00:00	ES	Futures	6260.74	6262.28	6259.72	6261.77	2617.0
2025-01-29 03:05:00	ES	Futures	6261.51	6262.02	6260.48	6261.51	998.0
2025-01-29 03:10:00	ES	Futures	6261.51	6263.05	6259.72	6259.97	2742.0
2025-01-29 03:15:00	ES	Futures	6259.72	6261.25	6257.41	6261.0	1290.0
2025-01-29 03:20:00	ES	Futures	6261.0	6261.51	6259.97	6261.0	765.0
2025-01-29 03:25:00	ES	Futures	6261.0	6262.02	6260.48	6261.0	528.0
2025-01-29 03:30:00	ES	Futures	6260.74	6262.79	6260.48	6262.02	1189.0
2025-01-29 03:35:00	ES	Futures	6262.02	6262.02	6257.15	6259.46	1614.0
2025-01-29 03:40:00	ES	Futures	6259.46	6260.48	6258.69	6259.97	580.0
2025-01-29 03:45:00	ES	Futures	6259.97	6261.25	6259.46	6260.48	1264.0
2025-01-29 03:50:00	ES	Futures	6260.48	6260.74	6258.95	6259.72	557.0
2025-01-29 03:55:00	ES	Futures	6259.46	6259.72	6257.66	6258.18	675.0
2025-01-29 04:00:00	ES	Futures	6257.92	6258.43	6253.05	6253.31	2093.0
2025-01-29 04:05:00	ES	Futures	6253.05	6256.64	6250.49	6255.61	2534.0

> showing 50 of 20,867 rows — these rows as CSV

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