PREVIEW / futures_5min / 2025-06-18

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-06-18.parquet
  size:    347 KB
  rows:    19,599

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
2025-06-18 00:00:00	ES	Futures	6086.05	6088.31	6086.05	6087.31	217.0
2025-06-18 00:05:00	ES	Futures	6087.31	6089.57	6087.31	6088.82	210.0
2025-06-18 00:10:00	ES	Futures	6088.57	6088.82	6087.31	6088.82	168.0
2025-06-18 00:15:00	ES	Futures	6088.82	6088.82	6087.31	6087.56	85.0
2025-06-18 00:20:00	ES	Futures	6087.31	6087.31	6082.77	6083.03	561.0
2025-06-18 00:25:00	ES	Futures	6082.77	6084.03	6081.77	6083.78	367.0
2025-06-18 00:30:00	ES	Futures	6084.03	6085.29	6083.53	6084.54	260.0
2025-06-18 00:35:00	ES	Futures	6084.54	6085.04	6084.28	6084.28	102.0
2025-06-18 00:40:00	ES	Futures	6084.28	6087.81	6084.03	6086.8	331.0
2025-06-18 00:45:00	ES	Futures	6086.8	6090.58	6086.3	6089.07	340.0
2025-06-18 00:50:00	ES	Futures	6089.07	6089.07	6087.31	6088.31	208.0
2025-06-18 00:55:00	ES	Futures	6088.31	6089.32	6087.81	6088.57	110.0
2025-06-18 01:00:00	ES	Futures	6088.57	6092.34	6088.31	6091.34	518.0
2025-06-18 01:05:00	ES	Futures	6091.34	6092.09	6089.83	6091.59	281.0
2025-06-18 01:10:00	ES	Futures	6091.84	6092.09	6090.58	6090.83	145.0
2025-06-18 01:15:00	ES	Futures	6090.83	6092.34	6090.83	6091.34	198.0
2025-06-18 01:20:00	ES	Futures	6091.34	6091.84	6089.83	6091.09	242.0
2025-06-18 01:25:00	ES	Futures	6091.09	6091.09	6090.33	6090.58	91.0
2025-06-18 01:30:00	ES	Futures	6090.83	6093.1	6090.83	6091.34	380.0
2025-06-18 01:35:00	ES	Futures	6091.09	6091.59	6089.32	6089.57	297.0
2025-06-18 01:40:00	ES	Futures	6089.83	6091.09	6089.83	6090.58	171.0
2025-06-18 01:45:00	ES	Futures	6090.33	6091.09	6089.07	6089.32	172.0
2025-06-18 01:50:00	ES	Futures	6089.07	6091.59	6089.07	6091.34	178.0
2025-06-18 01:55:00	ES	Futures	6091.34	6091.84	6090.58	6091.09	205.0
2025-06-18 02:00:00	ES	Futures	6091.09	6092.09	6089.57	6091.34	593.0
2025-06-18 02:05:00	ES	Futures	6091.34	6094.86	6090.83	6094.11	823.0
2025-06-18 02:10:00	ES	Futures	6094.11	6097.13	6093.1	6096.37	1285.0
2025-06-18 02:15:00	ES	Futures	6096.37	6096.63	6093.86	6095.87	376.0
2025-06-18 02:20:00	ES	Futures	6095.87	6097.13	6094.61	6096.63	332.0
2025-06-18 02:25:00	ES	Futures	6096.63	6099.15	6095.87	6099.15	751.0
2025-06-18 02:30:00	ES	Futures	6098.64	6102.42	6097.13	6100.91	1024.0
2025-06-18 02:35:00	ES	Futures	6100.91	6101.16	6096.63	6098.14	784.0
2025-06-18 02:40:00	ES	Futures	6098.14	6098.14	6096.12	6097.38	351.0
2025-06-18 02:45:00	ES	Futures	6097.13	6097.89	6094.36	6095.62	472.0
2025-06-18 02:50:00	ES	Futures	6095.62	6096.12	6094.61	6095.37	260.0
2025-06-18 02:55:00	ES	Futures	6095.62	6096.63	6094.61	6094.86	482.0
2025-06-18 03:00:00	ES	Futures	6094.86	6098.14	6094.11	6095.62	1009.0
2025-06-18 03:05:00	ES	Futures	6095.87	6098.64	6095.62	6097.89	1155.0
2025-06-18 03:10:00	ES	Futures	6097.89	6098.64	6096.12	6097.13	800.0
2025-06-18 03:15:00	ES	Futures	6097.13	6100.91	6097.13	6099.4	810.0
2025-06-18 03:20:00	ES	Futures	6099.4	6100.4	6096.63	6097.38	716.0
2025-06-18 03:25:00	ES	Futures	6097.63	6098.89	6096.12	6097.38	357.0
2025-06-18 03:30:00	ES	Futures	6097.63	6100.91	6097.63	6098.39	590.0
2025-06-18 03:35:00	ES	Futures	6098.39	6102.42	6098.39	6101.66	827.0
2025-06-18 03:40:00	ES	Futures	6101.41	6102.42	6100.4	6101.41	444.0
2025-06-18 03:45:00	ES	Futures	6101.16	6101.66	6099.65	6100.4	310.0
2025-06-18 03:50:00	ES	Futures	6100.4	6100.4	6094.36	6096.12	908.0
2025-06-18 03:55:00	ES	Futures	6095.87	6098.39	6094.86	6097.38	586.0
2025-06-18 04:00:00	ES	Futures	6097.38	6099.4	6095.62	6098.89	965.0
2025-06-18 04:05:00	ES	Futures	6098.89	6101.41	6098.64	6100.91	514.0

> showing 50 of 19,599 rows — these rows as CSV

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