PREVIEW / futures_5min / 2025-10-22

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-10-22.parquet
  size:    360 KB
  rows:    20,395

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
2025-10-22 00:00:00	ES	Futures	6830.34	6834.12	6829.83	6833.61	1456.0
2025-10-22 00:05:00	ES	Futures	6833.61	6836.89	6833.36	6836.38	1249.0
2025-10-22 00:10:00	ES	Futures	6836.38	6838.65	6835.12	6835.88	960.0
2025-10-22 00:15:00	ES	Futures	6835.88	6837.39	6835.38	6837.39	296.0
2025-10-22 00:20:00	ES	Futures	6837.64	6838.9	6837.14	6837.39	500.0
2025-10-22 00:25:00	ES	Futures	6837.14	6837.14	6836.13	6836.38	292.0
2025-10-22 00:30:00	ES	Futures	6836.13	6836.89	6835.63	6836.38	389.0
2025-10-22 00:35:00	ES	Futures	6836.63	6837.14	6835.88	6836.13	170.0
2025-10-22 00:40:00	ES	Futures	6836.13	6837.64	6836.13	6837.14	224.0
2025-10-22 00:45:00	ES	Futures	6837.14	6837.39	6834.12	6834.62	729.0
2025-10-22 00:50:00	ES	Futures	6834.62	6836.38	6834.37	6834.62	521.0
2025-10-22 00:55:00	ES	Futures	6834.62	6836.13	6834.62	6835.63	238.0
2025-10-22 01:00:00	ES	Futures	6835.63	6836.89	6834.87	6836.38	243.0
2025-10-22 01:05:00	ES	Futures	6836.38	6837.14	6835.88	6836.38	208.0
2025-10-22 01:10:00	ES	Futures	6836.38	6837.14	6836.38	6836.89	231.0
2025-10-22 01:15:00	ES	Futures	6837.14	6837.39	6835.12	6835.88	321.0
2025-10-22 01:20:00	ES	Futures	6835.88	6836.63	6834.87	6835.63	290.0
2025-10-22 01:25:00	ES	Futures	6835.38	6835.88	6832.86	6834.62	537.0
2025-10-22 01:30:00	ES	Futures	6834.62	6835.88	6834.12	6835.38	326.0
2025-10-22 01:35:00	ES	Futures	6835.12	6835.63	6832.86	6833.11	290.0
2025-10-22 01:40:00	ES	Futures	6833.36	6833.86	6831.6	6831.85	413.0
2025-10-22 01:45:00	ES	Futures	6831.85	6834.37	6831.85	6834.37	293.0
2025-10-22 01:50:00	ES	Futures	6834.37	6834.62	6832.86	6833.11	368.0
2025-10-22 01:55:00	ES	Futures	6833.11	6834.12	6832.1	6833.11	302.0
2025-10-22 02:00:00	ES	Futures	6833.11	6833.36	6830.09	6833.11	698.0
2025-10-22 02:05:00	ES	Futures	6833.11	6835.12	6833.11	6834.12	384.0
2025-10-22 02:10:00	ES	Futures	6834.12	6836.63	6833.86	6836.13	388.0
2025-10-22 02:15:00	ES	Futures	6836.38	6836.89	6835.38	6836.38	348.0
2025-10-22 02:20:00	ES	Futures	6836.38	6837.39	6835.88	6836.13	463.0
2025-10-22 02:25:00	ES	Futures	6836.13	6838.4	6835.38	6835.63	1040.0
2025-10-22 02:30:00	ES	Futures	6835.63	6835.88	6833.61	6834.37	674.0
2025-10-22 02:35:00	ES	Futures	6834.62	6837.64	6834.37	6837.39	508.0
2025-10-22 02:40:00	ES	Futures	6837.39	6839.66	6837.39	6838.65	524.0
2025-10-22 02:45:00	ES	Futures	6838.65	6839.66	6836.89	6838.15	534.0
2025-10-22 02:50:00	ES	Futures	6838.4	6839.41	6837.14	6838.15	481.0
2025-10-22 02:55:00	ES	Futures	6838.4	6838.65	6836.13	6836.38	423.0
2025-10-22 03:00:00	ES	Futures	6836.38	6836.89	6829.08	6830.34	1575.0
2025-10-22 03:05:00	ES	Futures	6830.34	6831.35	6828.32	6830.34	1548.0
2025-10-22 03:10:00	ES	Futures	6830.59	6831.6	6827.32	6828.07	1185.0
2025-10-22 03:15:00	ES	Futures	6827.82	6830.59	6826.06	6829.83	985.0
2025-10-22 03:20:00	ES	Futures	6829.83	6830.84	6828.07	6830.34	629.0
2025-10-22 03:25:00	ES	Futures	6830.59	6833.61	6830.59	6833.61	705.0
2025-10-22 03:30:00	ES	Futures	6833.61	6834.12	6831.85	6832.1	681.0
2025-10-22 03:35:00	ES	Futures	6832.35	6833.86	6832.1	6833.36	444.0
2025-10-22 03:40:00	ES	Futures	6833.11	6834.62	6831.6	6832.35	909.0
2025-10-22 03:45:00	ES	Futures	6832.35	6833.36	6831.85	6832.86	353.0
2025-10-22 03:50:00	ES	Futures	6833.11	6834.37	6832.6	6833.36	497.0
2025-10-22 03:55:00	ES	Futures	6833.11	6833.86	6832.35	6832.6	536.0
2025-10-22 04:00:00	ES	Futures	6832.86	6832.86	6830.09	6831.6	855.0
2025-10-22 04:05:00	ES	Futures	6831.6	6832.1	6828.83	6829.33	822.0

> showing 50 of 20,395 rows — these rows as CSV

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