PREVIEW / futures_5min / 2025-05-27

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-05-27.parquet
  size:    354 KB
  rows:    20,253

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
2025-05-27 00:00:00	ES	Futures	5959.53	5961.3	5958.51	5961.05	345.0
2025-05-27 00:05:00	ES	Futures	5961.05	5963.84	5961.05	5963.34	490.0
2025-05-27 00:10:00	ES	Futures	5963.34	5964.35	5963.08	5963.34	234.0
2025-05-27 00:15:00	ES	Futures	5963.34	5964.1	5962.57	5963.59	230.0
2025-05-27 00:20:00	ES	Futures	5963.59	5964.1	5962.83	5963.59	143.0
2025-05-27 00:25:00	ES	Futures	5963.84	5964.61	5963.59	5964.35	189.0
2025-05-27 00:30:00	ES	Futures	5964.35	5964.61	5962.32	5963.84	200.0
2025-05-27 00:35:00	ES	Futures	5963.84	5964.35	5963.34	5963.84	131.0
2025-05-27 00:40:00	ES	Futures	5963.84	5964.35	5963.59	5964.35	123.0
2025-05-27 00:45:00	ES	Futures	5964.35	5964.61	5963.59	5964.35	104.0
2025-05-27 00:50:00	ES	Futures	5964.1	5964.61	5963.84	5963.84	74.0
2025-05-27 00:55:00	ES	Futures	5963.59	5964.1	5963.59	5963.84	99.0
2025-05-27 01:00:00	ES	Futures	5964.1	5964.1	5961.56	5962.32	423.0
2025-05-27 01:05:00	ES	Futures	5962.07	5963.84	5961.81	5962.07	171.0
2025-05-27 01:10:00	ES	Futures	5962.07	5963.59	5961.05	5963.59	363.0
2025-05-27 01:15:00	ES	Futures	5963.59	5964.35	5962.57	5964.1	240.0
2025-05-27 01:20:00	ES	Futures	5964.1	5966.38	5964.1	5965.37	502.0
2025-05-27 01:25:00	ES	Futures	5965.62	5967.91	5965.11	5967.65	554.0
2025-05-27 01:30:00	ES	Futures	5967.65	5968.42	5966.38	5967.15	328.0
2025-05-27 01:35:00	ES	Futures	5967.4	5969.69	5966.89	5969.43	546.0
2025-05-27 01:40:00	ES	Futures	5969.18	5972.23	5969.18	5971.97	796.0
2025-05-27 01:45:00	ES	Futures	5971.72	5972.48	5971.21	5971.47	424.0
2025-05-27 01:50:00	ES	Futures	5971.72	5971.72	5969.43	5971.21	427.0
2025-05-27 01:55:00	ES	Futures	5970.96	5972.23	5969.94	5970.45	522.0
2025-05-27 02:00:00	ES	Futures	5970.45	5973.24	5970.2	5971.72	518.0
2025-05-27 02:05:00	ES	Futures	5971.72	5972.99	5970.7	5972.48	496.0
2025-05-27 02:10:00	ES	Futures	5972.48	5974.26	5972.23	5973.75	474.0
2025-05-27 02:15:00	ES	Futures	5973.75	5975.78	5973.75	5975.78	463.0
2025-05-27 02:20:00	ES	Futures	5975.78	5978.07	5975.78	5978.07	343.0
2025-05-27 02:25:00	ES	Futures	5977.82	5978.32	5976.55	5977.82	457.0
2025-05-27 02:30:00	ES	Futures	5977.82	5978.07	5976.29	5977.31	417.0
2025-05-27 02:35:00	ES	Futures	5977.05	5979.85	5977.05	5978.58	590.0
2025-05-27 02:40:00	ES	Futures	5978.58	5979.09	5977.82	5978.83	326.0
2025-05-27 02:45:00	ES	Futures	5978.83	5980.1	5977.82	5979.85	640.0
2025-05-27 02:50:00	ES	Futures	5979.85	5980.61	5979.34	5979.59	420.0
2025-05-27 02:55:00	ES	Futures	5979.59	5981.12	5977.56	5978.07	642.0
2025-05-27 03:00:00	ES	Futures	5978.32	5981.37	5975.78	5980.86	1617.0
2025-05-27 03:05:00	ES	Futures	5981.12	5983.41	5980.1	5980.86	1167.0
2025-05-27 03:10:00	ES	Futures	5980.61	5982.64	5978.83	5982.64	738.0
2025-05-27 03:15:00	ES	Futures	5982.64	5984.42	5980.86	5983.66	821.0
2025-05-27 03:20:00	ES	Futures	5983.91	5988.23	5983.91	5986.96	1219.0
2025-05-27 03:25:00	ES	Futures	5987.22	5989.76	5986.2	5986.45	1549.0
2025-05-27 03:30:00	ES	Futures	5986.45	5994.33	5986.2	5993.82	2602.0
2025-05-27 03:35:00	ES	Futures	5993.82	5997.38	5993.06	5996.36	2027.0
2025-05-27 03:40:00	ES	Futures	5996.36	5997.38	5995.35	5995.85	1018.0
2025-05-27 03:45:00	ES	Futures	5995.85	6006.27	5995.09	6004.74	3003.0
2025-05-27 03:50:00	ES	Futures	6004.49	6008.05	6004.49	6005.25	2636.0
2025-05-27 03:55:00	ES	Futures	6005.25	6005.25	5999.92	6001.95	1516.0
2025-05-27 04:00:00	ES	Futures	6001.7	6003.22	5998.14	5998.9	2105.0
2025-05-27 04:05:00	ES	Futures	5998.65	6002.71	5998.65	6001.7	1092.0

> showing 50 of 20,253 rows — these rows as CSV

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