PREVIEW / futures_5min / 2025-08-12

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-08-12.parquet
  size:    355 KB
  rows:    19,951

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
2025-08-12 00:00:00	ES	Futures	6452.78	6452.78	6451.77	6451.77	147.0
2025-08-12 00:05:00	ES	Futures	6451.77	6452.78	6451.52	6452.53	218.0
2025-08-12 00:10:00	ES	Futures	6452.53	6453.03	6452.27	6452.27	124.0
2025-08-12 00:15:00	ES	Futures	6452.53	6453.03	6452.27	6452.27	98.0
2025-08-12 00:20:00	ES	Futures	6452.27	6453.03	6452.27	6453.03	86.0
2025-08-12 00:25:00	ES	Futures	6453.03	6453.28	6452.27	6452.78	98.0
2025-08-12 00:30:00	ES	Futures	6452.78	6453.53	6451.52	6453.03	281.0
2025-08-12 00:35:00	ES	Futures	6453.28	6456.05	6453.28	6455.55	347.0
2025-08-12 00:40:00	ES	Futures	6455.55	6456.56	6455.04	6456.3	282.0
2025-08-12 00:45:00	ES	Futures	6456.56	6456.81	6455.8	6456.56	167.0
2025-08-12 00:50:00	ES	Futures	6456.81	6457.81	6456.05	6457.31	383.0
2025-08-12 00:55:00	ES	Futures	6457.31	6457.81	6456.56	6457.06	251.0
2025-08-12 01:00:00	ES	Futures	6457.06	6457.31	6440.69	6444.21	4733.0
2025-08-12 01:05:00	ES	Futures	6444.21	6450.76	6443.46	6449.75	1891.0
2025-08-12 01:10:00	ES	Futures	6449.75	6452.78	6449.0	6452.02	443.0
2025-08-12 01:15:00	ES	Futures	6452.02	6452.02	6449.25	6450.51	610.0
2025-08-12 01:20:00	ES	Futures	6450.51	6452.02	6449.5	6449.75	454.0
2025-08-12 01:25:00	ES	Futures	6449.5	6450.51	6448.24	6448.5	173.0
2025-08-12 01:30:00	ES	Futures	6448.75	6448.75	6442.7	6445.47	1258.0
2025-08-12 01:35:00	ES	Futures	6444.97	6446.98	6441.44	6442.2	661.0
2025-08-12 01:40:00	ES	Futures	6441.95	6443.46	6440.18	6442.7	523.0
2025-08-12 01:45:00	ES	Futures	6442.2	6444.72	6441.69	6443.46	386.0
2025-08-12 01:50:00	ES	Futures	6443.46	6447.74	6443.46	6447.49	655.0
2025-08-12 01:55:00	ES	Futures	6447.24	6449.75	6447.24	6448.75	524.0
2025-08-12 02:00:00	ES	Futures	6449.0	6452.02	6448.75	6451.77	535.0
2025-08-12 02:05:00	ES	Futures	6452.02	6453.78	6449.75	6450.01	532.0
2025-08-12 02:10:00	ES	Futures	6450.01	6450.26	6449.0	6449.5	473.0
2025-08-12 02:15:00	ES	Futures	6449.5	6449.5	6447.99	6449.25	420.0
2025-08-12 02:20:00	ES	Futures	6449.25	6453.03	6449.0	6452.53	614.0
2025-08-12 02:25:00	ES	Futures	6452.53	6459.07	6452.53	6458.57	1632.0
2025-08-12 02:30:00	ES	Futures	6458.57	6458.82	6453.78	6454.29	707.0
2025-08-12 02:35:00	ES	Futures	6454.29	6455.04	6452.53	6454.29	417.0
2025-08-12 02:40:00	ES	Futures	6454.29	6455.55	6453.03	6455.04	549.0
2025-08-12 02:45:00	ES	Futures	6455.04	6456.56	6454.29	6456.05	510.0
2025-08-12 02:50:00	ES	Futures	6455.8	6456.81	6454.79	6454.79	375.0
2025-08-12 02:55:00	ES	Futures	6455.04	6455.04	6453.03	6453.28	351.0
2025-08-12 03:00:00	ES	Futures	6453.53	6455.04	6452.53	6453.53	848.0
2025-08-12 03:05:00	ES	Futures	6453.28	6458.32	6453.28	6457.56	1129.0
2025-08-12 03:10:00	ES	Futures	6457.81	6458.57	6456.56	6457.31	549.0
2025-08-12 03:15:00	ES	Futures	6457.31	6457.31	6455.04	6455.04	712.0
2025-08-12 03:20:00	ES	Futures	6455.04	6456.81	6452.53	6455.8	1068.0
2025-08-12 03:25:00	ES	Futures	6455.8	6458.57	6454.29	6456.56	720.0
2025-08-12 03:30:00	ES	Futures	6456.81	6457.31	6451.77	6452.53	816.0
2025-08-12 03:35:00	ES	Futures	6452.53	6453.28	6451.52	6452.53	419.0
2025-08-12 03:40:00	ES	Futures	6452.53	6455.04	6452.02	6454.79	525.0
2025-08-12 03:45:00	ES	Futures	6454.79	6456.56	6454.79	6456.3	348.0
2025-08-12 03:50:00	ES	Futures	6456.3	6457.56	6456.3	6457.56	494.0
2025-08-12 03:55:00	ES	Futures	6457.56	6457.81	6456.05	6456.56	460.0
2025-08-12 04:00:00	ES	Futures	6456.3	6457.06	6455.04	6455.55	995.0
2025-08-12 04:05:00	ES	Futures	6455.3	6457.06	6454.79	6455.3	406.0

> showing 50 of 19,951 rows — these rows as CSV

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