PREVIEW / futures_5min / 2025-05-20

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-20.parquet
  size:    361 KB
  rows:    20,355

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
2025-05-20 00:00:00	ES	Futures	6061.4	6061.65	6059.87	6060.63	320.0
2025-05-20 00:05:00	ES	Futures	6060.63	6063.17	6060.63	6060.89	524.0
2025-05-20 00:10:00	ES	Futures	6060.89	6061.14	6059.36	6060.13	288.0
2025-05-20 00:15:00	ES	Futures	6060.13	6062.16	6059.62	6061.4	411.0
2025-05-20 00:20:00	ES	Futures	6061.65	6061.65	6060.63	6060.89	199.0
2025-05-20 00:25:00	ES	Futures	6061.14	6061.4	6060.89	6061.4	121.0
2025-05-20 00:30:00	ES	Futures	6061.14	6062.67	6060.13	6062.16	401.0
2025-05-20 00:35:00	ES	Futures	6062.41	6062.41	6060.63	6060.89	198.0
2025-05-20 00:40:00	ES	Futures	6061.14	6062.67	6060.89	6061.9	225.0
2025-05-20 00:45:00	ES	Futures	6061.9	6061.9	6060.89	6061.14	183.0
2025-05-20 00:50:00	ES	Futures	6061.4	6064.7	6060.89	6063.68	358.0
2025-05-20 00:55:00	ES	Futures	6063.68	6064.44	6063.17	6063.43	291.0
2025-05-20 01:00:00	ES	Futures	6063.68	6065.46	6063.43	6065.21	355.0
2025-05-20 01:05:00	ES	Futures	6065.21	6066.73	6064.7	6066.73	325.0
2025-05-20 01:10:00	ES	Futures	6066.73	6067.75	6065.97	6067.49	379.0
2025-05-20 01:15:00	ES	Futures	6067.49	6070.54	6067.49	6069.27	924.0
2025-05-20 01:20:00	ES	Futures	6069.27	6070.03	6068.76	6068.76	403.0
2025-05-20 01:25:00	ES	Futures	6068.76	6070.03	6068.76	6068.76	303.0
2025-05-20 01:30:00	ES	Futures	6069.02	6070.8	6066.98	6067.24	584.0
2025-05-20 01:35:00	ES	Futures	6067.24	6068.51	6065.46	6067.75	1029.0
2025-05-20 01:40:00	ES	Futures	6067.75	6067.75	6064.44	6064.7	497.0
2025-05-20 01:45:00	ES	Futures	6064.44	6064.44	6061.9	6061.9	404.0
2025-05-20 01:50:00	ES	Futures	6061.65	6062.16	6059.36	6059.87	553.0
2025-05-20 01:55:00	ES	Futures	6059.62	6060.13	6055.55	6056.06	1127.0
2025-05-20 02:00:00	ES	Futures	6055.81	6056.06	6053.52	6055.04	1146.0
2025-05-20 02:05:00	ES	Futures	6055.04	6055.81	6053.27	6054.54	668.0
2025-05-20 02:10:00	ES	Futures	6054.28	6058.09	6051.49	6055.55	1332.0
2025-05-20 02:15:00	ES	Futures	6055.3	6057.08	6053.52	6053.52	970.0
2025-05-20 02:20:00	ES	Futures	6053.52	6053.77	6051.49	6052.76	476.0
2025-05-20 02:25:00	ES	Futures	6052.76	6053.77	6051.74	6053.52	511.0
2025-05-20 02:30:00	ES	Futures	6053.77	6056.57	6053.27	6055.81	636.0
2025-05-20 02:35:00	ES	Futures	6056.06	6058.86	6056.06	6058.6	771.0
2025-05-20 02:40:00	ES	Futures	6058.6	6058.6	6056.82	6057.33	287.0
2025-05-20 02:45:00	ES	Futures	6057.33	6058.35	6056.57	6057.84	391.0
2025-05-20 02:50:00	ES	Futures	6058.09	6058.6	6056.06	6056.82	308.0
2025-05-20 02:55:00	ES	Futures	6057.08	6058.09	6056.06	6057.58	410.0
2025-05-20 03:00:00	ES	Futures	6057.33	6059.87	6053.77	6055.04	1372.0
2025-05-20 03:05:00	ES	Futures	6055.3	6057.08	6053.27	6056.82	648.0
2025-05-20 03:10:00	ES	Futures	6057.08	6059.36	6056.31	6058.35	627.0
2025-05-20 03:15:00	ES	Futures	6058.6	6062.16	6057.58	6061.9	1128.0
2025-05-20 03:20:00	ES	Futures	6061.4	6065.21	6060.38	6065.21	1496.0
2025-05-20 03:25:00	ES	Futures	6065.21	6066.73	6064.19	6065.97	943.0
2025-05-20 03:30:00	ES	Futures	6065.97	6068.51	6063.94	6063.94	1074.0
2025-05-20 03:35:00	ES	Futures	6064.19	6065.21	6060.38	6060.38	961.0
2025-05-20 03:40:00	ES	Futures	6060.63	6060.89	6056.82	6057.84	829.0
2025-05-20 03:45:00	ES	Futures	6057.84	6057.84	6055.04	6055.55	855.0
2025-05-20 03:50:00	ES	Futures	6055.55	6060.38	6055.3	6060.13	654.0
2025-05-20 03:55:00	ES	Futures	6060.13	6061.9	6059.62	6060.89	530.0
2025-05-20 04:00:00	ES	Futures	6061.14	6064.19	6059.87	6062.41	1164.0
2025-05-20 04:05:00	ES	Futures	6062.16	6063.17	6058.86	6059.87	764.0

> showing 50 of 20,355 rows — these rows as CSV

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