PREVIEW / futures_5min / 2025-05-07

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-07.parquet
  size:    375 KB
  rows:    20,991

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
2025-05-07 00:00:00	ES	Futures	5749.94	5752.48	5749.69	5751.47	158.0
2025-05-07 00:05:00	ES	Futures	5751.72	5754.01	5750.2	5753.5	260.0
2025-05-07 00:10:00	ES	Futures	5753.75	5757.82	5753.24	5755.53	748.0
2025-05-07 00:15:00	ES	Futures	5755.28	5756.8	5755.28	5756.29	500.0
2025-05-07 00:20:00	ES	Futures	5756.29	5756.8	5755.28	5756.55	128.0
2025-05-07 00:25:00	ES	Futures	5756.55	5757.56	5754.77	5754.77	238.0
2025-05-07 00:30:00	ES	Futures	5754.77	5755.53	5751.47	5751.72	383.0
2025-05-07 00:35:00	ES	Futures	5751.47	5752.48	5750.7	5750.7	158.0
2025-05-07 00:40:00	ES	Futures	5750.7	5751.72	5749.69	5751.21	224.0
2025-05-07 00:45:00	ES	Futures	5751.21	5752.48	5750.7	5751.47	230.0
2025-05-07 00:50:00	ES	Futures	5751.21	5752.74	5749.69	5752.48	146.0
2025-05-07 00:55:00	ES	Futures	5752.48	5753.24	5751.47	5752.23	165.0
2025-05-07 01:00:00	ES	Futures	5752.48	5752.48	5748.42	5749.69	366.0
2025-05-07 01:05:00	ES	Futures	5749.94	5749.94	5746.64	5748.16	460.0
2025-05-07 01:10:00	ES	Futures	5748.16	5750.7	5747.4	5749.94	312.0
2025-05-07 01:15:00	ES	Futures	5750.2	5751.21	5749.18	5750.2	250.0
2025-05-07 01:20:00	ES	Futures	5749.94	5749.94	5748.16	5748.67	141.0
2025-05-07 01:25:00	ES	Futures	5748.93	5749.18	5745.37	5747.15	420.0
2025-05-07 01:30:00	ES	Futures	5747.4	5751.47	5746.89	5750.96	634.0
2025-05-07 01:35:00	ES	Futures	5751.21	5751.21	5744.86	5746.13	457.0
2025-05-07 01:40:00	ES	Futures	5745.88	5746.13	5742.83	5743.85	809.0
2025-05-07 01:45:00	ES	Futures	5744.1	5745.12	5742.58	5743.34	373.0
2025-05-07 01:50:00	ES	Futures	5743.34	5745.62	5742.07	5744.61	429.0
2025-05-07 01:55:00	ES	Futures	5744.35	5744.86	5743.08	5743.85	318.0
2025-05-07 02:00:00	ES	Futures	5743.85	5747.66	5741.56	5747.66	619.0
2025-05-07 02:05:00	ES	Futures	5747.15	5748.67	5744.1	5747.66	553.0
2025-05-07 02:10:00	ES	Futures	5747.4	5748.42	5745.37	5745.88	330.0
2025-05-07 02:15:00	ES	Futures	5745.88	5746.13	5742.83	5743.34	402.0
2025-05-07 02:20:00	ES	Futures	5743.59	5743.59	5738.76	5741.05	1030.0
2025-05-07 02:25:00	ES	Futures	5741.05	5741.56	5737.49	5738.51	690.0
2025-05-07 02:30:00	ES	Futures	5738.76	5739.53	5737.49	5738.76	550.0
2025-05-07 02:35:00	ES	Futures	5739.02	5741.81	5737.75	5740.29	603.0
2025-05-07 02:40:00	ES	Futures	5740.03	5742.07	5739.78	5740.03	565.0
2025-05-07 02:45:00	ES	Futures	5740.03	5742.83	5739.27	5742.32	429.0
2025-05-07 02:50:00	ES	Futures	5742.32	5743.85	5742.07	5743.08	417.0
2025-05-07 02:55:00	ES	Futures	5743.34	5744.35	5742.32	5742.83	626.0
2025-05-07 03:00:00	ES	Futures	5742.83	5746.13	5741.31	5744.61	1167.0
2025-05-07 03:05:00	ES	Futures	5744.61	5745.62	5743.08	5743.85	693.0
2025-05-07 03:10:00	ES	Futures	5743.59	5745.12	5740.8	5743.85	732.0
2025-05-07 03:15:00	ES	Futures	5743.85	5748.42	5743.34	5747.15	972.0
2025-05-07 03:20:00	ES	Futures	5747.15	5749.94	5747.15	5748.42	1214.0
2025-05-07 03:25:00	ES	Futures	5748.42	5750.96	5747.15	5749.18	814.0
2025-05-07 03:30:00	ES	Futures	5749.18	5749.94	5747.4	5749.69	631.0
2025-05-07 03:35:00	ES	Futures	5749.69	5750.45	5746.64	5747.4	577.0
2025-05-07 03:40:00	ES	Futures	5747.66	5747.91	5746.13	5747.4	609.0
2025-05-07 03:45:00	ES	Futures	5747.66	5748.93	5746.89	5748.42	385.0
2025-05-07 03:50:00	ES	Futures	5748.67	5751.97	5747.91	5750.7	1171.0
2025-05-07 03:55:00	ES	Futures	5750.7	5751.72	5748.93	5750.45	800.0
2025-05-07 04:00:00	ES	Futures	5750.45	5754.26	5749.69	5750.2	1224.0
2025-05-07 04:05:00	ES	Futures	5750.45	5751.72	5746.13	5747.66	749.0

> showing 50 of 20,991 rows — these rows as CSV

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