PREVIEW / futures_5min / 2025-03-26

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-03-26.parquet
  size:    352 KB
  rows:    20,598

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
2025-03-26 00:00:00	ES	Futures	5919.39	5919.9	5918.63	5918.88	330.0
2025-03-26 00:05:00	ES	Futures	5918.88	5919.39	5918.63	5919.13	136.0
2025-03-26 00:10:00	ES	Futures	5919.39	5919.64	5918.63	5918.88	188.0
2025-03-26 00:15:00	ES	Futures	5918.63	5919.39	5918.37	5919.13	208.0
2025-03-26 00:20:00	ES	Futures	5919.13	5919.13	5918.12	5918.12	185.0
2025-03-26 00:25:00	ES	Futures	5918.12	5918.88	5918.12	5918.12	180.0
2025-03-26 00:30:00	ES	Futures	5918.37	5918.88	5918.12	5918.63	124.0
2025-03-26 00:35:00	ES	Futures	5918.63	5919.64	5918.63	5919.64	152.0
2025-03-26 00:40:00	ES	Futures	5919.64	5919.9	5919.13	5919.64	194.0
2025-03-26 00:45:00	ES	Futures	5919.39	5919.64	5918.88	5919.13	119.0
2025-03-26 00:50:00	ES	Futures	5919.13	5920.15	5918.88	5920.15	105.0
2025-03-26 00:55:00	ES	Futures	5920.15	5920.4	5919.9	5920.4	99.0
2025-03-26 01:00:00	ES	Futures	5920.15	5920.91	5919.9	5920.66	239.0
2025-03-26 01:05:00	ES	Futures	5920.66	5921.42	5920.66	5921.17	151.0
2025-03-26 01:10:00	ES	Futures	5921.17	5921.42	5920.4	5920.66	300.0
2025-03-26 01:15:00	ES	Futures	5921.17	5921.42	5920.91	5921.17	93.0
2025-03-26 01:20:00	ES	Futures	5921.17	5922.18	5920.91	5920.91	212.0
2025-03-26 01:25:00	ES	Futures	5920.91	5920.91	5919.39	5919.64	342.0
2025-03-26 01:30:00	ES	Futures	5919.39	5919.64	5919.13	5919.39	203.0
2025-03-26 01:35:00	ES	Futures	5919.39	5919.39	5918.37	5918.37	154.0
2025-03-26 01:40:00	ES	Futures	5918.37	5918.37	5916.85	5917.1	410.0
2025-03-26 01:45:00	ES	Futures	5917.35	5917.61	5915.07	5915.32	562.0
2025-03-26 01:50:00	ES	Futures	5915.58	5915.58	5914.56	5915.07	362.0
2025-03-26 01:55:00	ES	Futures	5915.07	5915.07	5913.04	5913.54	497.0
2025-03-26 02:00:00	ES	Futures	5913.54	5913.8	5912.53	5913.29	452.0
2025-03-26 02:05:00	ES	Futures	5913.54	5914.56	5913.29	5913.8	378.0
2025-03-26 02:10:00	ES	Futures	5913.8	5914.56	5913.54	5913.8	310.0
2025-03-26 02:15:00	ES	Futures	5913.8	5914.05	5913.29	5913.8	280.0
2025-03-26 02:20:00	ES	Futures	5913.54	5914.56	5913.04	5913.8	317.0
2025-03-26 02:25:00	ES	Futures	5913.8	5914.81	5911.51	5911.77	601.0
2025-03-26 02:30:00	ES	Futures	5911.51	5913.29	5911.26	5911.26	713.0
2025-03-26 02:35:00	ES	Futures	5911.51	5913.29	5911.26	5913.04	330.0
2025-03-26 02:40:00	ES	Futures	5913.04	5914.31	5913.04	5913.8	534.0
2025-03-26 02:45:00	ES	Futures	5914.05	5914.56	5913.29	5913.8	410.0
2025-03-26 02:50:00	ES	Futures	5913.54	5915.58	5913.54	5915.58	470.0
2025-03-26 02:55:00	ES	Futures	5915.32	5916.34	5915.07	5915.83	245.0
2025-03-26 03:00:00	ES	Futures	5915.83	5918.12	5915.58	5917.35	1241.0
2025-03-26 03:05:00	ES	Futures	5917.35	5918.12	5916.59	5917.61	406.0
2025-03-26 03:10:00	ES	Futures	5917.61	5917.61	5916.59	5916.59	197.0
2025-03-26 03:15:00	ES	Futures	5916.85	5920.15	5916.85	5919.9	606.0
2025-03-26 03:20:00	ES	Futures	5920.15	5920.66	5919.39	5920.66	609.0
2025-03-26 03:25:00	ES	Futures	5920.4	5921.42	5920.15	5921.42	381.0
2025-03-26 03:30:00	ES	Futures	5921.42	5921.67	5920.66	5921.42	292.0
2025-03-26 03:35:00	ES	Futures	5921.42	5922.69	5920.91	5922.18	402.0
2025-03-26 03:40:00	ES	Futures	5922.18	5922.18	5920.91	5921.42	236.0
2025-03-26 03:45:00	ES	Futures	5921.42	5922.18	5920.15	5920.66	529.0
2025-03-26 03:50:00	ES	Futures	5920.66	5920.91	5919.64	5920.4	286.0
2025-03-26 03:55:00	ES	Futures	5920.15	5920.4	5917.1	5917.35	535.0
2025-03-26 04:00:00	ES	Futures	5917.61	5919.39	5916.08	5916.85	1919.0
2025-03-26 04:05:00	ES	Futures	5916.85	5917.1	5913.54	5915.58	1388.0

> showing 50 of 20,598 rows — these rows as CSV

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