PREVIEW / futures_5min / 2025-05-14

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-14.parquet
  size:    373 KB
  rows:    20,964

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
2025-05-14 00:00:00	ES	Futures	6000.93	6001.19	5999.66	5999.92	206.0
2025-05-14 00:05:00	ES	Futures	5999.66	6000.43	5998.9	5998.9	217.0
2025-05-14 00:10:00	ES	Futures	5999.16	6000.68	5999.16	6000.43	240.0
2025-05-14 00:15:00	ES	Futures	6000.68	6001.7	5999.92	6001.44	207.0
2025-05-14 00:20:00	ES	Futures	6001.44	6002.46	6000.68	6001.95	251.0
2025-05-14 00:25:00	ES	Futures	6002.2	6002.46	6001.44	6001.95	148.0
2025-05-14 00:30:00	ES	Futures	6001.95	6002.71	6001.44	6002.71	184.0
2025-05-14 00:35:00	ES	Futures	6002.46	6005.51	6002.46	6004.74	706.0
2025-05-14 00:40:00	ES	Futures	6005.0	6006.78	6004.74	6005.51	477.0
2025-05-14 00:45:00	ES	Futures	6005.76	6006.01	6004.24	6004.74	197.0
2025-05-14 00:50:00	ES	Futures	6004.74	6005.0	6004.24	6004.49	172.0
2025-05-14 00:55:00	ES	Futures	6004.49	6004.49	6003.73	6003.73	207.0
2025-05-14 01:00:00	ES	Futures	6003.98	6005.25	6002.97	6004.74	387.0
2025-05-14 01:05:00	ES	Futures	6005.0	6005.51	6004.49	6005.25	305.0
2025-05-14 01:10:00	ES	Futures	6005.25	6007.29	6004.74	6006.27	345.0
2025-05-14 01:15:00	ES	Futures	6006.01	6007.54	6005.51	6005.76	376.0
2025-05-14 01:20:00	ES	Futures	6005.76	6006.52	6004.74	6005.0	361.0
2025-05-14 01:25:00	ES	Futures	6005.0	6005.0	6002.2	6002.97	598.0
2025-05-14 01:30:00	ES	Futures	6003.22	6003.73	6002.46	6003.22	252.0
2025-05-14 01:35:00	ES	Futures	6003.22	6004.74	6002.97	6004.24	233.0
2025-05-14 01:40:00	ES	Futures	6004.49	6005.25	6003.47	6004.74	310.0
2025-05-14 01:45:00	ES	Futures	6004.74	6005.51	6003.73	6005.25	218.0
2025-05-14 01:50:00	ES	Futures	6005.25	6005.51	6003.73	6003.98	284.0
2025-05-14 01:55:00	ES	Futures	6004.24	6004.74	6003.73	6004.24	151.0
2025-05-14 02:00:00	ES	Futures	6004.24	6005.76	6002.97	6003.98	652.0
2025-05-14 02:05:00	ES	Futures	6003.73	6004.24	6002.46	6002.46	369.0
2025-05-14 02:10:00	ES	Futures	6002.46	6003.22	6000.93	6001.44	424.0
2025-05-14 02:15:00	ES	Futures	6001.44	6002.46	6000.93	6001.7	330.0
2025-05-14 02:20:00	ES	Futures	6001.7	6001.95	6000.93	6001.7	367.0
2025-05-14 02:25:00	ES	Futures	6001.44	6006.01	6001.44	6005.25	636.0
2025-05-14 02:30:00	ES	Futures	6005.25	6006.01	6003.73	6005.25	481.0
2025-05-14 02:35:00	ES	Futures	6005.0	6005.51	6003.22	6003.47	275.0
2025-05-14 02:40:00	ES	Futures	6003.47	6005.0	6002.71	6004.49	353.0
2025-05-14 02:45:00	ES	Futures	6004.74	6004.74	6001.95	6002.97	803.0
2025-05-14 02:50:00	ES	Futures	6002.97	6005.76	6001.95	6005.25	790.0
2025-05-14 02:55:00	ES	Futures	6005.25	6011.6	6004.74	6009.57	1853.0
2025-05-14 03:00:00	ES	Futures	6009.83	6011.1	6008.56	6008.81	1231.0
2025-05-14 03:05:00	ES	Futures	6009.06	6012.37	6007.79	6010.84	1302.0
2025-05-14 03:10:00	ES	Futures	6010.84	6013.38	6010.33	6011.86	1505.0
2025-05-14 03:15:00	ES	Futures	6012.37	6012.62	6009.83	6010.08	1033.0
2025-05-14 03:20:00	ES	Futures	6010.08	6010.08	6002.71	6003.22	1539.0
2025-05-14 03:25:00	ES	Futures	6002.97	6003.47	5999.66	6000.17	1853.0
2025-05-14 03:30:00	ES	Futures	6000.17	6002.71	5998.65	6000.43	1446.0
2025-05-14 03:35:00	ES	Futures	6000.43	6002.71	6000.17	6001.7	778.0
2025-05-14 03:40:00	ES	Futures	6001.7	6003.22	6001.7	6001.95	877.0
2025-05-14 03:45:00	ES	Futures	6002.2	6004.74	6002.2	6003.98	885.0
2025-05-14 03:50:00	ES	Futures	6004.49	6006.27	6002.71	6005.25	949.0
2025-05-14 03:55:00	ES	Futures	6005.0	6005.76	6003.98	6005.25	726.0
2025-05-14 04:00:00	ES	Futures	6005.0	6006.52	6000.43	6001.95	2024.0
2025-05-14 04:05:00	ES	Futures	6002.2	6003.73	5998.14	5998.39	2405.0

> showing 50 of 20,964 rows — these rows as CSV

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