PREVIEW / futures_5min / 2025-03-20

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-03-20.parquet
  size:    368 KB
  rows:    20,442

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
2025-03-20 00:00:00	ES	Futures	5849.78	5850.29	5848.76	5849.02	257.0
2025-03-20 00:05:00	ES	Futures	5849.02	5849.53	5849.02	5849.27	96.0
2025-03-20 00:10:00	ES	Futures	5849.27	5849.53	5848.76	5848.76	84.0
2025-03-20 00:15:00	ES	Futures	5849.02	5849.78	5849.02	5849.53	102.0
2025-03-20 00:20:00	ES	Futures	5849.53	5850.54	5849.53	5850.29	310.0
2025-03-20 00:25:00	ES	Futures	5850.29	5851.56	5850.29	5850.54	517.0
2025-03-20 00:30:00	ES	Futures	5850.8	5851.56	5850.54	5850.54	174.0
2025-03-20 00:35:00	ES	Futures	5850.54	5850.8	5848.26	5848.51	297.0
2025-03-20 00:40:00	ES	Futures	5848.51	5848.76	5847.24	5847.75	295.0
2025-03-20 00:45:00	ES	Futures	5847.75	5848.51	5847.49	5848.26	151.0
2025-03-20 00:50:00	ES	Futures	5848.51	5849.53	5848.51	5849.02	190.0
2025-03-20 00:55:00	ES	Futures	5848.76	5849.27	5848.51	5849.02	120.0
2025-03-20 01:00:00	ES	Futures	5849.27	5849.53	5848.0	5848.51	258.0
2025-03-20 01:05:00	ES	Futures	5848.51	5848.76	5847.49	5848.26	156.0
2025-03-20 01:10:00	ES	Futures	5848.51	5849.27	5848.26	5849.27	168.0
2025-03-20 01:15:00	ES	Futures	5849.02	5849.53	5848.26	5848.76	176.0
2025-03-20 01:20:00	ES	Futures	5848.76	5848.76	5847.49	5848.51	297.0
2025-03-20 01:25:00	ES	Futures	5848.76	5849.53	5848.51	5849.02	215.0
2025-03-20 01:30:00	ES	Futures	5848.76	5849.53	5848.76	5849.53	131.0
2025-03-20 01:35:00	ES	Futures	5849.53	5849.78	5848.51	5849.27	173.0
2025-03-20 01:40:00	ES	Futures	5849.27	5849.53	5848.26	5848.76	284.0
2025-03-20 01:45:00	ES	Futures	5848.76	5849.78	5848.51	5849.78	172.0
2025-03-20 01:50:00	ES	Futures	5849.78	5850.8	5849.53	5850.03	302.0
2025-03-20 01:55:00	ES	Futures	5850.03	5851.3	5849.78	5851.05	307.0
2025-03-20 02:00:00	ES	Futures	5850.8	5851.81	5849.53	5851.3	625.0
2025-03-20 02:05:00	ES	Futures	5851.05	5851.05	5849.53	5849.78	394.0
2025-03-20 02:10:00	ES	Futures	5849.53	5850.54	5848.51	5849.02	308.0
2025-03-20 02:15:00	ES	Futures	5848.76	5849.53	5848.0	5848.76	262.0
2025-03-20 02:20:00	ES	Futures	5849.02	5849.78	5848.26	5848.26	228.0
2025-03-20 02:25:00	ES	Futures	5848.26	5848.26	5845.46	5845.97	663.0
2025-03-20 02:30:00	ES	Futures	5845.97	5847.24	5845.46	5846.22	372.0
2025-03-20 02:35:00	ES	Futures	5846.22	5846.22	5843.94	5844.19	496.0
2025-03-20 02:40:00	ES	Futures	5843.94	5847.49	5842.92	5847.49	857.0
2025-03-20 02:45:00	ES	Futures	5847.49	5848.0	5845.46	5845.46	560.0
2025-03-20 02:50:00	ES	Futures	5845.72	5846.48	5844.7	5845.21	322.0
2025-03-20 02:55:00	ES	Futures	5845.21	5845.21	5843.43	5844.19	337.0
2025-03-20 03:00:00	ES	Futures	5843.94	5847.49	5841.65	5846.22	1760.0
2025-03-20 03:05:00	ES	Futures	5846.48	5847.49	5845.46	5847.49	495.0
2025-03-20 03:10:00	ES	Futures	5847.49	5849.27	5847.24	5847.75	643.0
2025-03-20 03:15:00	ES	Futures	5847.24	5848.0	5844.45	5844.45	402.0
2025-03-20 03:20:00	ES	Futures	5844.45	5846.99	5842.41	5846.22	657.0
2025-03-20 03:25:00	ES	Futures	5846.22	5846.99	5845.21	5845.97	313.0
2025-03-20 03:30:00	ES	Futures	5845.72	5846.22	5843.94	5844.19	323.0
2025-03-20 03:35:00	ES	Futures	5844.19	5844.19	5842.67	5843.68	384.0
2025-03-20 03:40:00	ES	Futures	5843.68	5843.94	5842.67	5843.18	326.0
2025-03-20 03:45:00	ES	Futures	5843.18	5843.94	5841.65	5843.43	499.0
2025-03-20 03:50:00	ES	Futures	5843.43	5844.19	5841.9	5842.41	430.0
2025-03-20 03:55:00	ES	Futures	5842.41	5843.68	5841.65	5842.41	571.0
2025-03-20 04:00:00	ES	Futures	5842.41	5845.97	5842.41	5845.46	2384.0
2025-03-20 04:05:00	ES	Futures	5845.46	5847.75	5843.94	5845.21	1966.0

> showing 50 of 20,442 rows — these rows as CSV

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