PREVIEW / futures_5min / 2025-03-21

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-03-21.parquet
  size:    300 KB
  rows:    16,748

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
2025-03-21 00:00:00	ES	Futures	5806.09	5807.61	5805.83	5807.36	354.0
2025-03-21 00:05:00	ES	Futures	5807.61	5809.64	5807.61	5809.13	361.0
2025-03-21 00:10:00	ES	Futures	5809.39	5809.39	5808.63	5808.88	121.0
2025-03-21 00:15:00	ES	Futures	5808.88	5809.39	5807.86	5809.13	204.0
2025-03-21 00:20:00	ES	Futures	5809.39	5809.39	5807.36	5807.61	250.0
2025-03-21 00:25:00	ES	Futures	5807.86	5808.88	5807.61	5808.37	181.0
2025-03-21 00:30:00	ES	Futures	5808.37	5808.37	5806.85	5807.1	161.0
2025-03-21 00:35:00	ES	Futures	5807.1	5808.12	5806.34	5806.34	216.0
2025-03-21 00:40:00	ES	Futures	5806.09	5806.09	5803.8	5804.56	425.0
2025-03-21 00:45:00	ES	Futures	5804.56	5805.32	5803.8	5804.56	189.0
2025-03-21 00:50:00	ES	Futures	5804.56	5804.82	5802.53	5803.29	272.0
2025-03-21 00:55:00	ES	Futures	5803.29	5804.56	5801.77	5802.78	370.0
2025-03-21 01:00:00	ES	Futures	5802.78	5802.78	5800.75	5802.27	459.0
2025-03-21 01:05:00	ES	Futures	5802.02	5802.27	5798.97	5799.48	728.0
2025-03-21 01:10:00	ES	Futures	5799.23	5801.51	5798.97	5799.73	509.0
2025-03-21 01:15:00	ES	Futures	5799.73	5803.8	5799.73	5802.78	608.0
2025-03-21 01:20:00	ES	Futures	5803.04	5803.29	5802.02	5802.27	209.0
2025-03-21 01:25:00	ES	Futures	5802.27	5803.54	5802.02	5802.27	185.0
2025-03-21 01:30:00	ES	Futures	5802.02	5802.78	5801.0	5802.27	326.0
2025-03-21 01:35:00	ES	Futures	5802.02	5802.78	5795.92	5797.19	929.0
2025-03-21 01:40:00	ES	Futures	5797.19	5797.96	5793.38	5793.64	772.0
2025-03-21 01:45:00	ES	Futures	5793.64	5794.91	5791.86	5792.11	685.0
2025-03-21 01:50:00	ES	Futures	5791.86	5796.69	5791.61	5796.43	500.0
2025-03-21 01:55:00	ES	Futures	5796.69	5797.96	5795.67	5797.7	347.0
2025-03-21 02:00:00	ES	Futures	5797.45	5799.48	5796.43	5798.46	498.0
2025-03-21 02:05:00	ES	Futures	5798.21	5798.72	5796.43	5796.94	431.0
2025-03-21 02:10:00	ES	Futures	5797.19	5798.72	5796.69	5798.46	174.0
2025-03-21 02:15:00	ES	Futures	5798.46	5798.72	5797.45	5797.7	265.0
2025-03-21 02:20:00	ES	Futures	5797.7	5798.72	5797.45	5798.72	158.0
2025-03-21 02:25:00	ES	Futures	5798.72	5800.5	5797.96	5798.21	650.0
2025-03-21 02:30:00	ES	Futures	5798.46	5800.24	5797.19	5797.45	790.0
2025-03-21 02:35:00	ES	Futures	5797.45	5802.78	5796.94	5802.78	782.0
2025-03-21 02:40:00	ES	Futures	5802.78	5803.04	5800.24	5801.51	767.0
2025-03-21 02:45:00	ES	Futures	5801.77	5803.04	5801.0	5802.53	702.0
2025-03-21 02:50:00	ES	Futures	5802.53	5806.34	5802.27	5806.09	656.0
2025-03-21 02:55:00	ES	Futures	5806.09	5808.63	5805.58	5808.12	653.0
2025-03-21 03:00:00	ES	Futures	5808.37	5809.64	5806.09	5806.34	997.0
2025-03-21 03:05:00	ES	Futures	5806.59	5806.85	5803.8	5804.56	565.0
2025-03-21 03:10:00	ES	Futures	5804.82	5805.58	5803.54	5804.05	310.0
2025-03-21 03:15:00	ES	Futures	5803.8	5803.8	5800.5	5801.77	684.0
2025-03-21 03:20:00	ES	Futures	5801.77	5801.77	5799.73	5800.5	405.0
2025-03-21 03:25:00	ES	Futures	5800.5	5800.75	5797.96	5798.46	520.0
2025-03-21 03:30:00	ES	Futures	5798.21	5799.48	5795.16	5795.67	677.0
2025-03-21 03:35:00	ES	Futures	5795.67	5796.43	5792.62	5792.62	1630.0
2025-03-21 03:40:00	ES	Futures	5792.37	5793.64	5789.57	5791.61	1605.0
2025-03-21 03:45:00	ES	Futures	5791.86	5793.64	5790.08	5791.35	765.0
2025-03-21 03:50:00	ES	Futures	5791.35	5794.91	5791.1	5793.64	676.0
2025-03-21 03:55:00	ES	Futures	5794.15	5795.92	5793.89	5794.91	811.0
2025-03-21 04:00:00	ES	Futures	5795.16	5801.26	5792.11	5800.5	3416.0
2025-03-21 04:05:00	ES	Futures	5800.5	5803.54	5798.97	5798.97	1825.0

> showing 50 of 16,748 rows — these rows as CSV

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