PREVIEW / futures_5min / 2025-05-19

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-19.parquet
  size:    363 KB
  rows:    20,189

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
2025-05-19 00:00:00	ES	Futures	6007.79	6009.57	6006.52	6009.32	644.0
2025-05-19 00:05:00	ES	Futures	6009.57	6010.33	6008.56	6009.32	567.0
2025-05-19 00:10:00	ES	Futures	6009.32	6010.59	6007.54	6010.08	615.0
2025-05-19 00:15:00	ES	Futures	6010.08	6010.59	6007.79	6008.81	335.0
2025-05-19 00:20:00	ES	Futures	6008.56	6008.81	6006.78	6008.3	416.0
2025-05-19 00:25:00	ES	Futures	6008.3	6008.3	6005.25	6007.29	657.0
2025-05-19 00:30:00	ES	Futures	6007.03	6011.35	6007.03	6010.08	673.0
2025-05-19 00:35:00	ES	Futures	6010.08	6011.6	6010.08	6010.84	381.0
2025-05-19 00:40:00	ES	Futures	6010.84	6011.6	6010.84	6011.1	158.0
2025-05-19 00:45:00	ES	Futures	6011.1	6012.37	6008.81	6009.06	521.0
2025-05-19 00:50:00	ES	Futures	6008.81	6009.32	6008.05	6008.3	335.0
2025-05-19 00:55:00	ES	Futures	6008.05	6008.81	6006.78	6008.56	400.0
2025-05-19 01:00:00	ES	Futures	6008.3	6008.81	6007.29	6007.79	378.0
2025-05-19 01:05:00	ES	Futures	6008.05	6009.57	6005.76	6008.05	794.0
2025-05-19 01:10:00	ES	Futures	6008.05	6009.83	6008.05	6008.81	286.0
2025-05-19 01:15:00	ES	Futures	6008.56	6010.08	6008.05	6009.06	303.0
2025-05-19 01:20:00	ES	Futures	6009.06	6010.08	6006.78	6009.32	687.0
2025-05-19 01:25:00	ES	Futures	6009.57	6012.37	6008.81	6010.08	653.0
2025-05-19 01:30:00	ES	Futures	6010.33	6010.33	6006.78	6008.05	507.0
2025-05-19 01:35:00	ES	Futures	6007.79	6009.57	6007.54	6009.32	270.0
2025-05-19 01:40:00	ES	Futures	6009.06	6012.11	6009.06	6010.59	451.0
2025-05-19 01:45:00	ES	Futures	6010.59	6011.86	6009.06	6011.6	478.0
2025-05-19 01:50:00	ES	Futures	6011.86	6014.4	6011.6	6013.89	600.0
2025-05-19 01:55:00	ES	Futures	6013.64	6013.89	6012.11	6012.87	470.0
2025-05-19 02:00:00	ES	Futures	6012.62	6016.43	6010.59	6016.18	1188.0
2025-05-19 02:05:00	ES	Futures	6016.43	6017.7	6014.91	6017.45	773.0
2025-05-19 02:10:00	ES	Futures	6017.19	6019.22	6015.92	6018.46	785.0
2025-05-19 02:15:00	ES	Futures	6018.21	6018.21	6014.4	6014.91	669.0
2025-05-19 02:20:00	ES	Futures	6014.91	6015.92	6013.64	6014.14	790.0
2025-05-19 02:25:00	ES	Futures	6014.14	6014.4	6010.08	6010.84	1180.0
2025-05-19 02:30:00	ES	Futures	6010.59	6011.1	6006.52	6008.81	1082.0
2025-05-19 02:35:00	ES	Futures	6008.56	6009.83	6006.52	6007.29	1136.0
2025-05-19 02:40:00	ES	Futures	6007.03	6008.3	6003.73	6004.49	1175.0
2025-05-19 02:45:00	ES	Futures	6004.49	6005.0	6000.43	6004.49	1775.0
2025-05-19 02:50:00	ES	Futures	6004.74	6005.25	6003.47	6004.74	469.0
2025-05-19 02:55:00	ES	Futures	6004.74	6006.01	6000.43	6000.93	980.0
2025-05-19 03:00:00	ES	Futures	6001.19	6006.27	6000.68	6004.24	1526.0
2025-05-19 03:05:00	ES	Futures	6003.98	6005.25	5999.92	6002.2	1006.0
2025-05-19 03:10:00	ES	Futures	6002.2	6003.98	5999.41	5999.41	1193.0
2025-05-19 03:15:00	ES	Futures	5999.41	6004.74	5997.89	6003.73	1675.0
2025-05-19 03:20:00	ES	Futures	6003.73	6006.78	6003.22	6005.51	973.0
2025-05-19 03:25:00	ES	Futures	6005.51	6007.54	6004.24	6006.01	1260.0
2025-05-19 03:30:00	ES	Futures	6006.01	6008.05	6004.49	6004.74	1047.0
2025-05-19 03:35:00	ES	Futures	6005.0	6005.76	6003.22	6004.24	787.0
2025-05-19 03:40:00	ES	Futures	6004.49	6006.78	6002.71	6004.49	1057.0
2025-05-19 03:45:00	ES	Futures	6004.74	6004.74	6002.2	6002.97	505.0
2025-05-19 03:50:00	ES	Futures	6002.71	6008.56	6001.95	6004.74	858.0
2025-05-19 03:55:00	ES	Futures	6004.74	6004.74	6000.68	6001.44	773.0
2025-05-19 04:00:00	ES	Futures	6001.19	6002.71	5997.63	5999.92	1966.0
2025-05-19 04:05:00	ES	Futures	5999.92	6003.22	5996.62	5997.89	1909.0

> showing 50 of 20,189 rows — these rows as CSV

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