PREVIEW / futures_5min / 2025-03-12

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-03-12.parquet
  size:    337 KB
  rows:    18,702

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
2025-03-12 00:00:00	ES	Futures	5731.58	5732.6	5730.3	5730.81	360.0
2025-03-12 00:05:00	ES	Futures	5730.81	5731.32	5729.01	5730.55	387.0
2025-03-12 00:10:00	ES	Futures	5730.3	5733.63	5730.3	5733.63	425.0
2025-03-12 00:15:00	ES	Futures	5733.37	5736.45	5733.12	5736.19	779.0
2025-03-12 00:20:00	ES	Futures	5736.19	5737.99	5735.68	5737.47	460.0
2025-03-12 00:25:00	ES	Futures	5737.22	5738.76	5736.71	5737.22	389.0
2025-03-12 00:30:00	ES	Futures	5736.96	5737.73	5735.42	5737.73	229.0
2025-03-12 00:35:00	ES	Futures	5737.47	5737.73	5734.91	5736.71	375.0
2025-03-12 00:40:00	ES	Futures	5736.71	5736.71	5734.65	5735.42	159.0
2025-03-12 00:45:00	ES	Futures	5735.17	5735.42	5733.88	5734.65	243.0
2025-03-12 00:50:00	ES	Futures	5734.4	5735.42	5733.37	5733.88	206.0
2025-03-12 00:55:00	ES	Futures	5734.14	5735.68	5732.09	5733.37	515.0
2025-03-12 01:00:00	ES	Futures	5733.63	5735.17	5732.6	5733.88	457.0
2025-03-12 01:05:00	ES	Futures	5733.63	5734.14	5732.09	5733.63	296.0
2025-03-12 01:10:00	ES	Futures	5733.88	5735.17	5733.37	5734.65	369.0
2025-03-12 01:15:00	ES	Futures	5734.65	5734.65	5732.35	5733.88	267.0
2025-03-12 01:20:00	ES	Futures	5733.88	5734.65	5733.37	5734.65	97.0
2025-03-12 01:25:00	ES	Futures	5734.4	5735.42	5732.09	5733.37	474.0
2025-03-12 01:30:00	ES	Futures	5733.37	5737.22	5733.37	5736.96	273.0
2025-03-12 01:35:00	ES	Futures	5737.22	5738.5	5735.94	5738.5	238.0
2025-03-12 01:40:00	ES	Futures	5738.24	5739.01	5737.47	5738.76	320.0
2025-03-12 01:45:00	ES	Futures	5738.5	5738.5	5737.47	5738.5	134.0
2025-03-12 01:50:00	ES	Futures	5738.5	5739.78	5738.24	5738.76	188.0
2025-03-12 01:55:00	ES	Futures	5738.76	5740.55	5738.5	5739.78	251.0
2025-03-12 02:00:00	ES	Futures	5739.78	5739.78	5737.22	5737.73	300.0
2025-03-12 02:05:00	ES	Futures	5737.47	5738.24	5736.45	5737.73	233.0
2025-03-12 02:10:00	ES	Futures	5737.47	5737.47	5734.4	5734.91	338.0
2025-03-12 02:15:00	ES	Futures	5734.91	5735.17	5733.88	5734.65	187.0
2025-03-12 02:20:00	ES	Futures	5734.65	5735.17	5731.83	5733.63	331.0
2025-03-12 02:25:00	ES	Futures	5733.63	5735.17	5732.09	5732.86	411.0
2025-03-12 02:30:00	ES	Futures	5733.12	5735.17	5731.83	5733.12	418.0
2025-03-12 02:35:00	ES	Futures	5733.37	5736.45	5733.12	5734.91	400.0
2025-03-12 02:40:00	ES	Futures	5734.91	5735.42	5733.12	5733.37	262.0
2025-03-12 02:45:00	ES	Futures	5733.88	5734.14	5726.71	5726.96	761.0
2025-03-12 02:50:00	ES	Futures	5726.71	5727.73	5722.6	5722.86	1024.0
2025-03-12 02:55:00	ES	Futures	5723.12	5725.68	5721.32	5724.4	986.0
2025-03-12 03:00:00	ES	Futures	5724.66	5728.5	5721.07	5728.24	1324.0
2025-03-12 03:05:00	ES	Futures	5727.99	5729.53	5721.58	5722.6	1071.0
2025-03-12 03:10:00	ES	Futures	5723.37	5726.19	5719.78	5721.32	1348.0
2025-03-12 03:15:00	ES	Futures	5721.32	5725.68	5721.32	5725.42	836.0
2025-03-12 03:20:00	ES	Futures	5725.17	5726.19	5720.3	5725.68	1056.0
2025-03-12 03:25:00	ES	Futures	5725.94	5728.76	5725.94	5726.45	663.0
2025-03-12 03:30:00	ES	Futures	5725.94	5729.01	5725.68	5727.48	835.0
2025-03-12 03:35:00	ES	Futures	5727.22	5727.48	5721.84	5725.94	830.0
2025-03-12 03:40:00	ES	Futures	5726.19	5732.6	5726.19	5731.58	1054.0
2025-03-12 03:45:00	ES	Futures	5731.58	5734.91	5731.32	5734.65	931.0
2025-03-12 03:50:00	ES	Futures	5734.4	5740.29	5734.14	5739.01	1529.0
2025-03-12 03:55:00	ES	Futures	5739.01	5739.78	5737.73	5739.01	915.0
2025-03-12 04:00:00	ES	Futures	5739.01	5745.42	5737.73	5739.27	4132.0
2025-03-12 04:05:00	ES	Futures	5739.01	5739.27	5735.94	5737.73	1582.0

> showing 50 of 18,702 rows — these rows as CSV

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