PREVIEW / futures_5min / 2025-05-23

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-23.parquet
  size:    326 KB
  rows:    16,726

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
2025-05-23 00:00:00	ES	Futures	5957.24	5957.24	5954.44	5954.95	262.0
2025-05-23 00:05:00	ES	Futures	5954.7	5954.95	5953.94	5953.94	172.0
2025-05-23 00:10:00	ES	Futures	5953.94	5954.44	5953.43	5953.94	178.0
2025-05-23 00:15:00	ES	Futures	5953.94	5954.44	5953.43	5953.43	132.0
2025-05-23 00:20:00	ES	Futures	5953.43	5954.95	5952.92	5954.19	317.0
2025-05-23 00:25:00	ES	Futures	5954.19	5954.19	5952.67	5952.67	249.0
2025-05-23 00:30:00	ES	Futures	5952.67	5952.92	5951.9	5951.9	224.0
2025-05-23 00:35:00	ES	Futures	5952.16	5952.41	5950.13	5950.38	512.0
2025-05-23 00:40:00	ES	Futures	5950.38	5950.89	5950.13	5950.13	273.0
2025-05-23 00:45:00	ES	Futures	5950.13	5950.38	5947.59	5947.84	737.0
2025-05-23 00:50:00	ES	Futures	5947.84	5949.62	5947.33	5948.09	551.0
2025-05-23 00:55:00	ES	Futures	5948.35	5948.86	5946.32	5948.6	363.0
2025-05-23 01:00:00	ES	Futures	5948.6	5951.4	5948.6	5950.63	503.0
2025-05-23 01:05:00	ES	Futures	5950.89	5952.41	5950.63	5952.41	251.0
2025-05-23 01:10:00	ES	Futures	5952.41	5953.17	5952.16	5953.17	192.0
2025-05-23 01:15:00	ES	Futures	5953.17	5954.19	5952.67	5953.94	158.0
2025-05-23 01:20:00	ES	Futures	5953.94	5954.7	5953.68	5954.19	196.0
2025-05-23 01:25:00	ES	Futures	5954.19	5955.21	5953.94	5954.95	274.0
2025-05-23 01:30:00	ES	Futures	5954.95	5954.95	5951.9	5952.41	359.0
2025-05-23 01:35:00	ES	Futures	5952.41	5952.41	5950.38	5951.14	223.0
2025-05-23 01:40:00	ES	Futures	5951.14	5953.43	5950.13	5952.92	405.0
2025-05-23 01:45:00	ES	Futures	5952.92	5952.92	5948.86	5949.62	502.0
2025-05-23 01:50:00	ES	Futures	5949.62	5949.62	5946.82	5947.84	482.0
2025-05-23 01:55:00	ES	Futures	5947.59	5950.38	5947.08	5949.36	408.0
2025-05-23 02:00:00	ES	Futures	5949.11	5949.36	5945.05	5946.57	1060.0
2025-05-23 02:05:00	ES	Futures	5946.32	5946.32	5940.98	5941.49	1113.0
2025-05-23 02:10:00	ES	Futures	5941.23	5941.23	5938.69	5939.71	921.0
2025-05-23 02:15:00	ES	Futures	5939.71	5939.71	5936.15	5936.41	1272.0
2025-05-23 02:20:00	ES	Futures	5936.41	5940.22	5936.15	5938.95	587.0
2025-05-23 02:25:00	ES	Futures	5938.44	5942.76	5938.19	5942.0	905.0
2025-05-23 02:30:00	ES	Futures	5942.0	5944.54	5941.23	5943.78	774.0
2025-05-23 02:35:00	ES	Futures	5943.78	5945.05	5942.25	5945.05	617.0
2025-05-23 02:40:00	ES	Futures	5945.05	5946.06	5943.78	5945.81	532.0
2025-05-23 02:45:00	ES	Futures	5945.55	5945.55	5942.0	5943.78	838.0
2025-05-23 02:50:00	ES	Futures	5944.03	5946.06	5943.78	5945.55	448.0
2025-05-23 02:55:00	ES	Futures	5945.55	5946.32	5944.54	5944.79	737.0
2025-05-23 03:00:00	ES	Futures	5944.79	5951.4	5944.79	5951.4	1340.0
2025-05-23 03:05:00	ES	Futures	5951.4	5953.68	5950.63	5953.43	1344.0
2025-05-23 03:10:00	ES	Futures	5953.43	5957.49	5952.92	5953.94	1286.0
2025-05-23 03:15:00	ES	Futures	5953.43	5958.51	5952.41	5958.0	1489.0
2025-05-23 03:20:00	ES	Futures	5958.0	5961.81	5957.49	5961.3	1348.0
2025-05-23 03:25:00	ES	Futures	5961.3	5963.84	5960.8	5963.59	875.0
2025-05-23 03:30:00	ES	Futures	5963.34	5965.11	5961.81	5965.11	1080.0
2025-05-23 03:35:00	ES	Futures	5964.86	5964.86	5962.57	5963.84	753.0
2025-05-23 03:40:00	ES	Futures	5963.34	5964.86	5960.8	5964.61	1559.0
2025-05-23 03:45:00	ES	Futures	5964.35	5964.61	5961.56	5961.81	827.0
2025-05-23 03:50:00	ES	Futures	5961.56	5962.57	5960.8	5961.3	414.0
2025-05-23 03:55:00	ES	Futures	5961.3	5962.32	5961.05	5961.3	280.0
2025-05-23 04:00:00	ES	Futures	5961.3	5964.61	5961.05	5961.81	1234.0
2025-05-23 04:05:00	ES	Futures	5962.07	5966.38	5961.3	5962.83	1415.0

> showing 50 of 16,726 rows — these rows as CSV

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