PREVIEW / futures_5min / 2025-09-23

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-09-23.parquet
  size:    326 KB
  rows:    19,706

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
2025-09-23 00:00:00	ES	Futures	6801.88	6802.13	6801.12	6801.88	341.0
2025-09-23 00:05:00	ES	Futures	6801.62	6801.88	6800.62	6801.37	285.0
2025-09-23 00:10:00	ES	Futures	6801.62	6801.62	6800.87	6801.12	167.0
2025-09-23 00:15:00	ES	Futures	6801.12	6801.37	6800.36	6800.87	260.0
2025-09-23 00:20:00	ES	Futures	6800.87	6801.12	6799.36	6799.36	338.0
2025-09-23 00:25:00	ES	Futures	6799.36	6799.61	6798.6	6799.11	312.0
2025-09-23 00:30:00	ES	Futures	6798.85	6799.36	6796.84	6797.09	613.0
2025-09-23 00:35:00	ES	Futures	6797.09	6798.35	6796.84	6797.85	285.0
2025-09-23 00:40:00	ES	Futures	6798.1	6798.6	6797.59	6797.85	289.0
2025-09-23 00:45:00	ES	Futures	6797.59	6798.1	6797.34	6797.85	233.0
2025-09-23 00:50:00	ES	Futures	6797.85	6798.1	6797.59	6797.85	119.0
2025-09-23 00:55:00	ES	Futures	6797.85	6798.6	6797.85	6798.1	159.0
2025-09-23 01:00:00	ES	Futures	6797.85	6799.36	6797.85	6799.11	455.0
2025-09-23 01:05:00	ES	Futures	6798.85	6799.61	6798.6	6799.11	206.0
2025-09-23 01:10:00	ES	Futures	6799.11	6800.11	6799.11	6799.11	397.0
2025-09-23 01:15:00	ES	Futures	6798.85	6799.11	6797.34	6798.1	323.0
2025-09-23 01:20:00	ES	Futures	6798.1	6800.87	6798.1	6800.87	356.0
2025-09-23 01:25:00	ES	Futures	6800.87	6801.62	6800.87	6800.87	297.0
2025-09-23 01:30:00	ES	Futures	6800.87	6803.14	6800.87	6802.63	406.0
2025-09-23 01:35:00	ES	Futures	6802.38	6804.14	6802.38	6803.64	409.0
2025-09-23 01:40:00	ES	Futures	6803.39	6804.65	6803.14	6804.39	430.0
2025-09-23 01:45:00	ES	Futures	6804.65	6804.65	6802.88	6802.88	235.0
2025-09-23 01:50:00	ES	Futures	6802.88	6803.39	6802.38	6802.63	296.0
2025-09-23 01:55:00	ES	Futures	6802.88	6802.88	6801.12	6801.12	324.0
2025-09-23 02:00:00	ES	Futures	6800.87	6802.13	6800.62	6801.12	397.0
2025-09-23 02:05:00	ES	Futures	6800.87	6802.38	6800.62	6802.13	335.0
2025-09-23 02:10:00	ES	Futures	6802.13	6802.13	6800.36	6800.87	511.0
2025-09-23 02:15:00	ES	Futures	6800.87	6803.39	6800.36	6803.39	422.0
2025-09-23 02:20:00	ES	Futures	6803.39	6803.39	6802.38	6803.14	321.0
2025-09-23 02:25:00	ES	Futures	6803.39	6803.39	6802.38	6802.63	345.0
2025-09-23 02:30:00	ES	Futures	6802.38	6803.14	6802.13	6802.38	199.0
2025-09-23 02:35:00	ES	Futures	6802.63	6802.88	6802.13	6802.38	194.0
2025-09-23 02:40:00	ES	Futures	6802.38	6802.38	6801.12	6801.12	422.0
2025-09-23 02:45:00	ES	Futures	6801.12	6802.63	6800.87	6802.63	342.0
2025-09-23 02:50:00	ES	Futures	6802.38	6803.14	6802.13	6802.63	385.0
2025-09-23 02:55:00	ES	Futures	6802.63	6804.39	6801.37	6803.89	634.0
2025-09-23 03:00:00	ES	Futures	6803.89	6803.89	6800.62	6800.87	1704.0
2025-09-23 03:05:00	ES	Futures	6800.87	6800.87	6797.85	6798.1	1160.0
2025-09-23 03:10:00	ES	Futures	6798.1	6801.62	6797.85	6800.36	1142.0
2025-09-23 03:15:00	ES	Futures	6800.62	6801.37	6799.11	6800.87	787.0
2025-09-23 03:20:00	ES	Futures	6800.62	6800.87	6798.6	6798.85	796.0
2025-09-23 03:25:00	ES	Futures	6798.85	6799.61	6798.35	6798.85	659.0
2025-09-23 03:30:00	ES	Futures	6798.85	6800.11	6798.1	6800.11	529.0
2025-09-23 03:35:00	ES	Futures	6800.11	6802.13	6800.11	6800.62	1007.0
2025-09-23 03:40:00	ES	Futures	6800.87	6801.88	6800.11	6801.37	989.0
2025-09-23 03:45:00	ES	Futures	6801.37	6802.38	6800.87	6800.87	2709.0
2025-09-23 03:50:00	ES	Futures	6800.87	6801.12	6799.61	6800.36	2343.0
2025-09-23 03:55:00	ES	Futures	6800.36	6801.12	6799.36	6800.36	995.0
2025-09-23 04:00:00	ES	Futures	6800.11	6801.88	6800.11	6801.37	1620.0
2025-09-23 04:05:00	ES	Futures	6801.37	6802.13	6800.62	6801.62	1215.0

> showing 50 of 19,706 rows — these rows as CSV

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