PREVIEW / futures_5min / 2025-08-07

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-08-07.parquet
  size:    355 KB
  rows:    20,289

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
2025-08-07 00:00:00	ES	Futures	6435.65	6436.91	6435.15	6436.66	270.0
2025-08-07 00:05:00	ES	Futures	6436.91	6437.16	6435.4	6436.15	144.0
2025-08-07 00:10:00	ES	Futures	6436.15	6436.66	6436.15	6436.66	116.0
2025-08-07 00:15:00	ES	Futures	6436.41	6436.91	6436.15	6436.41	108.0
2025-08-07 00:20:00	ES	Futures	6436.15	6436.66	6435.9	6435.9	96.0
2025-08-07 00:25:00	ES	Futures	6435.9	6435.9	6433.64	6433.64	305.0
2025-08-07 00:30:00	ES	Futures	6433.64	6434.89	6433.64	6434.64	214.0
2025-08-07 00:35:00	ES	Futures	6434.14	6435.15	6432.38	6433.13	443.0
2025-08-07 00:40:00	ES	Futures	6433.38	6433.64	6430.86	6431.87	491.0
2025-08-07 00:45:00	ES	Futures	6431.62	6431.62	6428.6	6430.36	602.0
2025-08-07 00:50:00	ES	Futures	6430.36	6430.36	6429.1	6429.61	182.0
2025-08-07 00:55:00	ES	Futures	6429.61	6430.86	6429.1	6430.61	209.0
2025-08-07 01:00:00	ES	Futures	6430.61	6430.86	6428.09	6429.1	437.0
2025-08-07 01:05:00	ES	Futures	6429.1	6429.61	6428.35	6429.61	181.0
2025-08-07 01:10:00	ES	Futures	6429.86	6430.61	6428.09	6428.6	332.0
2025-08-07 01:15:00	ES	Futures	6428.85	6429.86	6428.85	6429.35	210.0
2025-08-07 01:20:00	ES	Futures	6429.35	6430.61	6429.35	6430.11	187.0
2025-08-07 01:25:00	ES	Futures	6429.86	6431.87	6429.86	6431.62	474.0
2025-08-07 01:30:00	ES	Futures	6431.62	6432.88	6430.61	6431.87	246.0
2025-08-07 01:35:00	ES	Futures	6431.87	6433.38	6430.61	6431.12	386.0
2025-08-07 01:40:00	ES	Futures	6431.12	6432.12	6430.11	6432.12	210.0
2025-08-07 01:45:00	ES	Futures	6431.87	6432.88	6431.12	6432.63	293.0
2025-08-07 01:50:00	ES	Futures	6432.38	6433.13	6431.87	6432.63	335.0
2025-08-07 01:55:00	ES	Futures	6432.88	6433.13	6431.87	6433.13	140.0
2025-08-07 02:00:00	ES	Futures	6432.88	6436.41	6432.63	6435.15	886.0
2025-08-07 02:05:00	ES	Futures	6435.4	6435.65	6432.88	6434.14	530.0
2025-08-07 02:10:00	ES	Futures	6434.14	6435.65	6432.88	6433.38	600.0
2025-08-07 02:15:00	ES	Futures	6433.38	6433.89	6431.62	6433.13	478.0
2025-08-07 02:20:00	ES	Futures	6433.13	6436.15	6432.88	6436.15	475.0
2025-08-07 02:25:00	ES	Futures	6435.9	6436.66	6435.15	6436.15	428.0
2025-08-07 02:30:00	ES	Futures	6436.41	6437.67	6436.15	6436.41	446.0
2025-08-07 02:35:00	ES	Futures	6436.41	6436.66	6433.13	6433.13	502.0
2025-08-07 02:40:00	ES	Futures	6433.38	6435.65	6433.13	6435.15	261.0
2025-08-07 02:45:00	ES	Futures	6434.89	6436.15	6434.39	6434.89	333.0
2025-08-07 02:50:00	ES	Futures	6434.89	6435.15	6433.89	6433.89	121.0
2025-08-07 02:55:00	ES	Futures	6434.14	6434.89	6430.61	6431.87	739.0
2025-08-07 03:00:00	ES	Futures	6431.87	6433.64	6431.37	6433.13	1051.0
2025-08-07 03:05:00	ES	Futures	6433.38	6437.67	6433.38	6437.41	1003.0
2025-08-07 03:10:00	ES	Futures	6437.16	6438.17	6436.66	6438.17	903.0
2025-08-07 03:15:00	ES	Futures	6438.17	6441.19	6436.91	6436.91	1537.0
2025-08-07 03:20:00	ES	Futures	6437.16	6438.92	6435.65	6438.67	542.0
2025-08-07 03:25:00	ES	Futures	6438.92	6438.92	6434.64	6435.15	999.0
2025-08-07 03:30:00	ES	Futures	6435.15	6436.91	6434.64	6435.15	736.0
2025-08-07 03:35:00	ES	Futures	6435.4	6437.92	6435.15	6437.92	428.0
2025-08-07 03:40:00	ES	Futures	6437.67	6439.93	6437.41	6439.18	1000.0
2025-08-07 03:45:00	ES	Futures	6439.18	6441.19	6438.42	6438.67	800.0
2025-08-07 03:50:00	ES	Futures	6438.92	6441.44	6438.92	6441.19	653.0
2025-08-07 03:55:00	ES	Futures	6441.19	6443.46	6441.19	6442.2	1042.0
2025-08-07 04:00:00	ES	Futures	6442.2	6449.5	6441.95	6449.0	4644.0
2025-08-07 04:05:00	ES	Futures	6449.0	6450.26	6447.99	6449.25	1594.0

> showing 50 of 20,289 rows — these rows as CSV

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