PREVIEW / futures_5min / 2025-08-06

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-08-06.parquet
  size:    348 KB
  rows:    20,176

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
2025-08-06 00:00:00	ES	Futures	6387.79	6389.56	6387.54	6389.05	420.0
2025-08-06 00:05:00	ES	Futures	6388.8	6389.81	6388.55	6389.81	269.0
2025-08-06 00:10:00	ES	Futures	6389.81	6389.81	6388.3	6388.3	278.0
2025-08-06 00:15:00	ES	Futures	6388.3	6388.8	6387.29	6388.05	292.0
2025-08-06 00:20:00	ES	Futures	6388.05	6389.31	6388.05	6388.3	250.0
2025-08-06 00:25:00	ES	Futures	6388.3	6388.55	6387.29	6388.55	201.0
2025-08-06 00:30:00	ES	Futures	6388.8	6390.06	6387.79	6388.3	262.0
2025-08-06 00:35:00	ES	Futures	6388.3	6389.31	6387.29	6388.3	230.0
2025-08-06 00:40:00	ES	Futures	6388.05	6388.55	6387.54	6387.79	144.0
2025-08-06 00:45:00	ES	Futures	6387.79	6388.55	6387.54	6388.3	159.0
2025-08-06 00:50:00	ES	Futures	6388.3	6389.31	6388.05	6388.3	177.0
2025-08-06 00:55:00	ES	Futures	6388.05	6388.8	6388.05	6388.8	138.0
2025-08-06 01:00:00	ES	Futures	6388.8	6390.31	6387.79	6388.3	439.0
2025-08-06 01:05:00	ES	Futures	6388.05	6388.8	6387.54	6388.05	300.0
2025-08-06 01:10:00	ES	Futures	6388.05	6389.31	6387.79	6388.8	122.0
2025-08-06 01:15:00	ES	Futures	6388.8	6388.8	6388.05	6388.55	116.0
2025-08-06 01:20:00	ES	Futures	6388.55	6389.56	6388.55	6389.31	179.0
2025-08-06 01:25:00	ES	Futures	6389.31	6391.57	6389.31	6391.07	647.0
2025-08-06 01:30:00	ES	Futures	6391.07	6395.35	6391.07	6394.59	1043.0
2025-08-06 01:35:00	ES	Futures	6394.59	6396.11	6392.83	6396.11	674.0
2025-08-06 01:40:00	ES	Futures	6395.85	6396.36	6394.59	6396.11	674.0
2025-08-06 01:45:00	ES	Futures	6396.11	6398.37	6395.6	6395.85	787.0
2025-08-06 01:50:00	ES	Futures	6396.11	6396.61	6394.59	6395.85	473.0
2025-08-06 01:55:00	ES	Futures	6396.11	6396.11	6394.59	6395.1	566.0
2025-08-06 02:00:00	ES	Futures	6395.1	6396.86	6393.84	6395.6	701.0
2025-08-06 02:05:00	ES	Futures	6395.85	6396.36	6394.85	6394.85	414.0
2025-08-06 02:10:00	ES	Futures	6394.59	6395.35	6393.34	6394.85	483.0
2025-08-06 02:15:00	ES	Futures	6394.85	6398.12	6394.34	6397.37	822.0
2025-08-06 02:20:00	ES	Futures	6397.37	6397.87	6395.6	6396.36	301.0
2025-08-06 02:25:00	ES	Futures	6396.61	6399.38	6396.11	6398.88	1180.0
2025-08-06 02:30:00	ES	Futures	6398.62	6401.14	6397.62	6399.63	877.0
2025-08-06 02:35:00	ES	Futures	6399.63	6400.89	6398.88	6399.13	493.0
2025-08-06 02:40:00	ES	Futures	6398.88	6399.63	6397.87	6398.62	352.0
2025-08-06 02:45:00	ES	Futures	6398.62	6400.39	6397.62	6397.87	592.0
2025-08-06 02:50:00	ES	Futures	6398.12	6399.38	6397.62	6398.12	388.0
2025-08-06 02:55:00	ES	Futures	6398.12	6398.37	6395.6	6396.86	757.0
2025-08-06 03:00:00	ES	Futures	6396.86	6399.38	6396.86	6399.38	1063.0
2025-08-06 03:05:00	ES	Futures	6399.38	6399.88	6397.62	6398.12	706.0
2025-08-06 03:10:00	ES	Futures	6398.12	6405.17	6397.87	6405.17	2442.0
2025-08-06 03:15:00	ES	Futures	6404.67	6405.68	6401.9	6402.65	1278.0
2025-08-06 03:20:00	ES	Futures	6402.65	6402.65	6400.39	6400.89	1041.0
2025-08-06 03:25:00	ES	Futures	6400.89	6402.4	6400.64	6401.9	543.0
2025-08-06 03:30:00	ES	Futures	6402.15	6403.16	6401.4	6402.65	586.0
2025-08-06 03:35:00	ES	Futures	6402.91	6403.66	6401.4	6403.66	464.0
2025-08-06 03:40:00	ES	Futures	6403.66	6404.67	6403.66	6404.42	666.0
2025-08-06 03:45:00	ES	Futures	6404.17	6404.42	6402.91	6403.16	529.0
2025-08-06 03:50:00	ES	Futures	6403.16	6403.91	6401.65	6403.66	706.0
2025-08-06 03:55:00	ES	Futures	6403.66	6405.93	6403.41	6405.17	789.0
2025-08-06 04:00:00	ES	Futures	6405.17	6405.17	6401.14	6403.16	1335.0
2025-08-06 04:05:00	ES	Futures	6403.16	6405.68	6402.91	6403.91	1202.0

> showing 50 of 20,176 rows — these rows as CSV

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