PREVIEW / futures_5min / 2025-03-18

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-03-18.parquet
  size:    348 KB
  rows:    20,362

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
2025-03-18 00:00:00	ES	Futures	5804.82	5806.09	5804.56	5805.83	147.0
2025-03-18 00:05:00	ES	Futures	5805.83	5806.85	5805.58	5806.09	250.0
2025-03-18 00:10:00	ES	Futures	5805.83	5807.36	5805.83	5807.36	195.0
2025-03-18 00:15:00	ES	Futures	5807.1	5808.12	5807.1	5807.86	179.0
2025-03-18 00:20:00	ES	Futures	5807.86	5808.12	5806.34	5806.59	151.0
2025-03-18 00:25:00	ES	Futures	5806.59	5806.85	5805.83	5806.34	138.0
2025-03-18 00:30:00	ES	Futures	5806.34	5806.85	5805.58	5806.09	106.0
2025-03-18 00:35:00	ES	Futures	5805.83	5806.34	5803.29	5805.07	294.0
2025-03-18 00:40:00	ES	Futures	5804.82	5805.07	5799.73	5802.27	2287.0
2025-03-18 00:45:00	ES	Futures	5802.53	5803.04	5801.51	5803.04	199.0
2025-03-18 00:50:00	ES	Futures	5802.78	5803.54	5802.78	5803.29	190.0
2025-03-18 00:55:00	ES	Futures	5803.29	5803.29	5801.26	5802.53	309.0
2025-03-18 01:00:00	ES	Futures	5802.27	5804.31	5802.02	5804.05	148.0
2025-03-18 01:05:00	ES	Futures	5803.8	5804.82	5802.78	5804.56	213.0
2025-03-18 01:10:00	ES	Futures	5804.31	5806.34	5804.31	5804.82	307.0
2025-03-18 01:15:00	ES	Futures	5804.82	5805.58	5803.54	5804.05	195.0
2025-03-18 01:20:00	ES	Futures	5803.8	5804.31	5803.29	5803.54	143.0
2025-03-18 01:25:00	ES	Futures	5803.54	5804.56	5802.78	5803.29	147.0
2025-03-18 01:30:00	ES	Futures	5803.54	5803.8	5802.78	5803.29	143.0
2025-03-18 01:35:00	ES	Futures	5803.29	5804.31	5802.78	5803.54	170.0
2025-03-18 01:40:00	ES	Futures	5803.54	5803.8	5802.78	5803.29	82.0
2025-03-18 01:45:00	ES	Futures	5803.54	5806.34	5803.54	5805.83	201.0
2025-03-18 01:50:00	ES	Futures	5806.09	5806.34	5804.56	5806.34	204.0
2025-03-18 01:55:00	ES	Futures	5806.34	5806.59	5805.58	5806.09	322.0
2025-03-18 02:00:00	ES	Futures	5806.09	5806.59	5804.31	5805.32	212.0
2025-03-18 02:05:00	ES	Futures	5805.07	5805.83	5805.07	5805.32	134.0
2025-03-18 02:10:00	ES	Futures	5805.32	5807.36	5804.82	5806.09	250.0
2025-03-18 02:15:00	ES	Futures	5805.83	5806.59	5805.83	5806.34	138.0
2025-03-18 02:20:00	ES	Futures	5806.59	5809.64	5806.59	5808.88	577.0
2025-03-18 02:25:00	ES	Futures	5808.88	5810.66	5808.63	5810.4	420.0
2025-03-18 02:30:00	ES	Futures	5810.66	5810.66	5809.13	5810.15	324.0
2025-03-18 02:35:00	ES	Futures	5810.4	5810.4	5808.12	5809.13	273.0
2025-03-18 02:40:00	ES	Futures	5809.13	5812.18	5809.13	5811.42	388.0
2025-03-18 02:45:00	ES	Futures	5811.67	5812.18	5810.4	5811.17	214.0
2025-03-18 02:50:00	ES	Futures	5811.42	5813.2	5811.17	5811.42	309.0
2025-03-18 02:55:00	ES	Futures	5811.17	5812.44	5810.91	5811.93	283.0
2025-03-18 03:00:00	ES	Futures	5811.93	5812.18	5809.39	5809.64	794.0
2025-03-18 03:05:00	ES	Futures	5809.39	5813.71	5809.39	5813.45	627.0
2025-03-18 03:10:00	ES	Futures	5813.45	5813.71	5809.13	5809.9	598.0
2025-03-18 03:15:00	ES	Futures	5809.39	5810.66	5809.13	5810.4	305.0
2025-03-18 03:20:00	ES	Futures	5810.4	5811.17	5808.88	5810.15	542.0
2025-03-18 03:25:00	ES	Futures	5810.15	5814.47	5809.64	5813.71	1026.0
2025-03-18 03:30:00	ES	Futures	5813.71	5816.5	5812.44	5815.48	872.0
2025-03-18 03:35:00	ES	Futures	5815.23	5815.99	5814.21	5815.23	528.0
2025-03-18 03:40:00	ES	Futures	5815.23	5815.23	5813.96	5814.21	214.0
2025-03-18 03:45:00	ES	Futures	5814.21	5814.21	5812.18	5812.69	493.0
2025-03-18 03:50:00	ES	Futures	5812.69	5813.96	5812.44	5812.69	256.0
2025-03-18 03:55:00	ES	Futures	5812.69	5813.96	5811.42	5812.94	553.0
2025-03-18 04:00:00	ES	Futures	5812.94	5813.45	5810.4	5811.67	1944.0
2025-03-18 04:05:00	ES	Futures	5811.67	5817.26	5811.17	5816.75	1500.0

> showing 50 of 20,362 rows — these rows as CSV

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