PREVIEW / futures_5min / 2025-05-12

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-12.parquet
  size:    409 KB
  rows:    21,214

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
2025-05-12 00:00:00	ES	Futures	5853.08	5854.1	5852.83	5853.59	315.0
2025-05-12 00:05:00	ES	Futures	5853.59	5854.1	5852.07	5853.34	396.0
2025-05-12 00:10:00	ES	Futures	5853.59	5854.1	5852.57	5853.08	286.0
2025-05-12 00:15:00	ES	Futures	5853.08	5854.1	5853.08	5853.84	200.0
2025-05-12 00:20:00	ES	Futures	5853.59	5854.1	5853.34	5853.59	252.0
2025-05-12 00:25:00	ES	Futures	5853.84	5854.1	5853.08	5854.1	194.0
2025-05-12 00:30:00	ES	Futures	5853.84	5855.88	5853.59	5854.35	717.0
2025-05-12 00:35:00	ES	Futures	5854.35	5855.37	5854.35	5854.61	158.0
2025-05-12 00:40:00	ES	Futures	5854.35	5854.86	5853.84	5854.35	176.0
2025-05-12 00:45:00	ES	Futures	5854.35	5854.86	5854.1	5854.86	98.0
2025-05-12 00:50:00	ES	Futures	5854.86	5854.86	5853.84	5854.35	115.0
2025-05-12 00:55:00	ES	Futures	5854.1	5855.12	5853.84	5854.1	126.0
2025-05-12 01:00:00	ES	Futures	5854.35	5855.12	5853.84	5854.86	202.0
2025-05-12 01:05:00	ES	Futures	5854.86	5855.62	5853.84	5854.1	244.0
2025-05-12 01:10:00	ES	Futures	5854.1	5854.86	5852.07	5854.61	346.0
2025-05-12 01:15:00	ES	Futures	5854.86	5854.86	5853.59	5854.1	251.0
2025-05-12 01:20:00	ES	Futures	5854.1	5854.1	5852.83	5853.34	144.0
2025-05-12 01:25:00	ES	Futures	5853.08	5855.37	5852.57	5854.1	274.0
2025-05-12 01:30:00	ES	Futures	5854.1	5854.35	5851.81	5853.34	417.0
2025-05-12 01:35:00	ES	Futures	5853.08	5854.86	5852.07	5854.61	320.0
2025-05-12 01:40:00	ES	Futures	5854.86	5857.66	5854.86	5856.89	804.0
2025-05-12 01:45:00	ES	Futures	5857.15	5858.16	5856.39	5857.66	743.0
2025-05-12 01:50:00	ES	Futures	5857.66	5860.7	5856.89	5857.4	876.0
2025-05-12 01:55:00	ES	Futures	5857.4	5857.66	5855.88	5856.64	391.0
2025-05-12 02:00:00	ES	Futures	5856.89	5857.4	5855.12	5856.13	480.0
2025-05-12 02:05:00	ES	Futures	5856.39	5858.16	5855.12	5856.13	492.0
2025-05-12 02:10:00	ES	Futures	5856.13	5856.64	5854.1	5856.13	510.0
2025-05-12 02:15:00	ES	Futures	5855.88	5856.13	5852.32	5854.86	1082.0
2025-05-12 02:20:00	ES	Futures	5854.61	5859.18	5853.08	5857.66	1474.0
2025-05-12 02:25:00	ES	Futures	5857.91	5860.45	5856.13	5859.94	1447.0
2025-05-12 02:30:00	ES	Futures	5859.69	5860.7	5855.62	5857.4	1518.0
2025-05-12 02:35:00	ES	Futures	5857.66	5860.7	5857.4	5860.2	590.0
2025-05-12 02:40:00	ES	Futures	5860.2	5861.97	5859.43	5861.72	1245.0
2025-05-12 02:45:00	ES	Futures	5861.72	5864.01	5861.72	5861.97	1280.0
2025-05-12 02:50:00	ES	Futures	5862.23	5862.74	5860.2	5860.96	1481.0
2025-05-12 02:55:00	ES	Futures	5860.96	5861.21	5859.43	5860.2	1749.0
2025-05-12 03:00:00	ES	Futures	5860.2	5929.29	5859.69	5915.32	27863.0
2025-05-12 03:05:00	ES	Futures	5915.32	5941.23	5913.29	5933.36	11363.0
2025-05-12 03:10:00	ES	Futures	5933.61	5934.38	5922.18	5933.87	7660.0
2025-05-12 03:15:00	ES	Futures	5933.61	5934.63	5922.94	5928.79	5308.0
2025-05-12 03:20:00	ES	Futures	5928.79	5941.74	5927.77	5940.47	5302.0
2025-05-12 03:25:00	ES	Futures	5940.22	5948.35	5936.41	5945.05	7049.0
2025-05-12 03:30:00	ES	Futures	5945.05	5947.08	5934.88	5938.19	5830.0
2025-05-12 03:35:00	ES	Futures	5938.44	5938.69	5930.31	5932.6	3846.0
2025-05-12 03:40:00	ES	Futures	5932.6	5932.85	5922.94	5924.72	3963.0
2025-05-12 03:45:00	ES	Futures	5924.98	5927.52	5917.35	5920.15	3917.0
2025-05-12 03:50:00	ES	Futures	5920.15	5921.42	5911.0	5911.77	3881.0
2025-05-12 03:55:00	ES	Futures	5911.77	5916.59	5907.7	5914.56	4789.0
2025-05-12 04:00:00	ES	Futures	5914.56	5920.4	5912.02	5914.31	5508.0
2025-05-12 04:05:00	ES	Futures	5914.31	5917.1	5910.24	5915.32	3912.0

> showing 50 of 21,214 rows — these rows as CSV

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