PREVIEW / futures_5min / 2025-06-17

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-06-17.parquet
  size:    368 KB
  rows:    20,343

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
2025-06-17 00:00:00	ES	Futures	6114.51	6118.04	6114.26	6116.27	260.0
2025-06-17 00:05:00	ES	Futures	6116.27	6117.28	6115.01	6116.02	202.0
2025-06-17 00:10:00	ES	Futures	6116.27	6116.27	6113.25	6114.51	218.0
2025-06-17 00:15:00	ES	Futures	6114.51	6116.27	6113.75	6116.02	195.0
2025-06-17 00:20:00	ES	Futures	6116.27	6116.78	6113.0	6114.26	273.0
2025-06-17 00:25:00	ES	Futures	6114.01	6114.26	6111.99	6112.75	151.0
2025-06-17 00:30:00	ES	Futures	6112.49	6112.49	6108.72	6109.98	287.0
2025-06-17 00:35:00	ES	Futures	6109.72	6109.98	6107.71	6107.96	412.0
2025-06-17 00:40:00	ES	Futures	6107.96	6110.73	6107.71	6109.72	252.0
2025-06-17 00:45:00	ES	Futures	6109.98	6111.74	6109.47	6109.98	403.0
2025-06-17 00:50:00	ES	Futures	6109.98	6110.48	6109.47	6109.98	150.0
2025-06-17 00:55:00	ES	Futures	6109.98	6113.0	6109.98	6110.98	396.0
2025-06-17 01:00:00	ES	Futures	6110.98	6112.49	6109.47	6109.72	280.0
2025-06-17 01:05:00	ES	Futures	6109.72	6111.24	6109.47	6110.23	167.0
2025-06-17 01:10:00	ES	Futures	6110.23	6113.25	6110.23	6113.0	314.0
2025-06-17 01:15:00	ES	Futures	6113.0	6113.25	6107.21	6110.73	1019.0
2025-06-17 01:20:00	ES	Futures	6110.98	6111.24	6107.96	6109.47	260.0
2025-06-17 01:25:00	ES	Futures	6109.98	6112.75	6109.22	6112.24	177.0
2025-06-17 01:30:00	ES	Futures	6112.49	6115.01	6111.49	6114.01	441.0
2025-06-17 01:35:00	ES	Futures	6114.01	6115.01	6113.25	6114.01	215.0
2025-06-17 01:40:00	ES	Futures	6113.75	6116.02	6113.0	6114.51	239.0
2025-06-17 01:45:00	ES	Futures	6114.01	6114.26	6111.24	6112.24	286.0
2025-06-17 01:50:00	ES	Futures	6111.74	6111.99	6107.71	6110.23	407.0
2025-06-17 01:55:00	ES	Futures	6110.48	6114.51	6110.23	6113.25	328.0
2025-06-17 02:00:00	ES	Futures	6113.25	6115.01	6111.99	6115.01	446.0
2025-06-17 02:05:00	ES	Futures	6114.76	6117.28	6114.01	6117.28	348.0
2025-06-17 02:10:00	ES	Futures	6117.28	6118.04	6116.27	6116.27	381.0
2025-06-17 02:15:00	ES	Futures	6116.27	6120.55	6116.02	6118.04	758.0
2025-06-17 02:20:00	ES	Futures	6118.04	6119.55	6117.28	6117.53	425.0
2025-06-17 02:25:00	ES	Futures	6117.28	6118.54	6116.27	6117.53	422.0
2025-06-17 02:30:00	ES	Futures	6117.78	6119.04	6116.02	6117.53	672.0
2025-06-17 02:35:00	ES	Futures	6117.28	6118.04	6113.5	6117.78	806.0
2025-06-17 02:40:00	ES	Futures	6117.78	6119.55	6114.51	6114.51	698.0
2025-06-17 02:45:00	ES	Futures	6114.76	6116.27	6112.49	6112.49	499.0
2025-06-17 02:50:00	ES	Futures	6112.49	6113.5	6110.48	6112.24	727.0
2025-06-17 02:55:00	ES	Futures	6112.24	6112.49	6105.69	6108.21	1849.0
2025-06-17 03:00:00	ES	Futures	6107.96	6114.26	6107.21	6107.96	1950.0
2025-06-17 03:05:00	ES	Futures	6107.96	6111.24	6106.7	6106.95	1703.0
2025-06-17 03:10:00	ES	Futures	6106.7	6108.46	6103.18	6104.69	1338.0
2025-06-17 03:15:00	ES	Futures	6104.43	6106.45	6101.92	6102.92	1243.0
2025-06-17 03:20:00	ES	Futures	6102.92	6102.92	6095.12	6096.37	2582.0
2025-06-17 03:25:00	ES	Futures	6096.37	6096.37	6090.58	6095.37	1908.0
2025-06-17 03:30:00	ES	Futures	6095.62	6100.66	6093.86	6097.38	1599.0
2025-06-17 03:35:00	ES	Futures	6097.63	6099.9	6096.12	6097.38	998.0
2025-06-17 03:40:00	ES	Futures	6097.38	6097.89	6094.36	6097.13	1145.0
2025-06-17 03:45:00	ES	Futures	6097.13	6100.91	6095.62	6099.9	1191.0
2025-06-17 03:50:00	ES	Futures	6099.9	6101.16	6095.37	6100.66	1357.0
2025-06-17 03:55:00	ES	Futures	6100.4	6103.18	6098.64	6098.64	1087.0
2025-06-17 04:00:00	ES	Futures	6098.89	6104.43	6095.12	6102.92	2085.0
2025-06-17 04:05:00	ES	Futures	6103.18	6106.2	6103.18	6105.69	1604.0

> showing 50 of 20,343 rows — these rows as CSV

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