PREVIEW / futures_5min / 2025-10-27

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-10-27.parquet
  size:    342 KB
  rows:    20,590

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
2025-10-27 00:00:00	ES	Futures	6929.83	6930.84	6929.32	6930.08	591.0
2025-10-27 00:05:00	ES	Futures	6930.33	6930.33	6928.57	6930.08	425.0
2025-10-27 00:10:00	ES	Futures	6929.83	6930.84	6929.07	6929.58	511.0
2025-10-27 00:15:00	ES	Futures	6929.58	6929.83	6929.07	6929.07	199.0
2025-10-27 00:20:00	ES	Futures	6929.32	6930.08	6929.32	6930.08	234.0
2025-10-27 00:25:00	ES	Futures	6930.08	6931.59	6930.08	6931.34	226.0
2025-10-27 00:30:00	ES	Futures	6931.34	6932.1	6930.08	6930.58	552.0
2025-10-27 00:35:00	ES	Futures	6930.58	6930.84	6929.58	6930.33	309.0
2025-10-27 00:40:00	ES	Futures	6930.33	6931.59	6930.33	6931.09	311.0
2025-10-27 00:45:00	ES	Futures	6931.09	6931.34	6929.83	6930.33	216.0
2025-10-27 00:50:00	ES	Futures	6930.08	6930.08	6929.58	6929.83	166.0
2025-10-27 00:55:00	ES	Futures	6929.83	6930.84	6929.58	6930.84	245.0
2025-10-27 01:00:00	ES	Futures	6930.58	6931.59	6930.58	6931.59	468.0
2025-10-27 01:05:00	ES	Futures	6931.34	6932.1	6930.84	6931.84	314.0
2025-10-27 01:10:00	ES	Futures	6931.84	6933.35	6931.59	6932.1	611.0
2025-10-27 01:15:00	ES	Futures	6932.1	6933.35	6931.84	6933.35	315.0
2025-10-27 01:20:00	ES	Futures	6933.35	6933.35	6932.6	6932.6	240.0
2025-10-27 01:25:00	ES	Futures	6932.6	6935.12	6932.6	6934.61	1033.0
2025-10-27 01:30:00	ES	Futures	6934.87	6935.37	6933.1	6933.86	599.0
2025-10-27 01:35:00	ES	Futures	6933.61	6934.11	6932.85	6933.86	311.0
2025-10-27 01:40:00	ES	Futures	6934.11	6934.11	6933.1	6933.35	143.0
2025-10-27 01:45:00	ES	Futures	6933.1	6934.61	6933.1	6934.11	275.0
2025-10-27 01:50:00	ES	Futures	6934.11	6935.12	6933.86	6934.36	382.0
2025-10-27 01:55:00	ES	Futures	6934.11	6935.37	6934.11	6934.36	357.0
2025-10-27 02:00:00	ES	Futures	6934.61	6936.38	6933.86	6936.12	810.0
2025-10-27 02:05:00	ES	Futures	6936.38	6937.64	6935.87	6937.13	1029.0
2025-10-27 02:10:00	ES	Futures	6936.88	6936.88	6935.62	6936.38	564.0
2025-10-27 02:15:00	ES	Futures	6936.38	6938.14	6936.12	6937.13	687.0
2025-10-27 02:20:00	ES	Futures	6937.38	6938.39	6937.38	6938.39	510.0
2025-10-27 02:25:00	ES	Futures	6938.39	6939.9	6937.89	6939.4	1401.0
2025-10-27 02:30:00	ES	Futures	6939.15	6939.65	6936.38	6937.38	1243.0
2025-10-27 02:35:00	ES	Futures	6937.64	6939.65	6937.64	6938.14	485.0
2025-10-27 02:40:00	ES	Futures	6938.14	6938.39	6937.38	6937.89	358.0
2025-10-27 02:45:00	ES	Futures	6937.89	6939.15	6937.89	6938.14	580.0
2025-10-27 02:50:00	ES	Futures	6938.14	6938.14	6937.13	6937.13	454.0
2025-10-27 02:55:00	ES	Futures	6937.13	6937.38	6935.37	6936.12	786.0
2025-10-27 03:00:00	ES	Futures	6936.12	6936.38	6934.36	6935.87	1224.0
2025-10-27 03:05:00	ES	Futures	6935.87	6937.64	6935.12	6936.38	857.0
2025-10-27 03:10:00	ES	Futures	6936.38	6937.89	6935.87	6937.38	601.0
2025-10-27 03:15:00	ES	Futures	6937.38	6939.15	6937.13	6938.64	624.0
2025-10-27 03:20:00	ES	Futures	6938.9	6939.9	6937.64	6939.9	1265.0
2025-10-27 03:25:00	ES	Futures	6939.9	6940.41	6938.64	6938.64	1320.0
2025-10-27 03:30:00	ES	Futures	6938.9	6940.66	6938.9	6939.65	958.0
2025-10-27 03:35:00	ES	Futures	6939.9	6940.15	6938.39	6938.64	824.0
2025-10-27 03:40:00	ES	Futures	6938.64	6939.4	6937.13	6937.13	703.0
2025-10-27 03:45:00	ES	Futures	6937.13	6937.89	6935.87	6936.12	1035.0
2025-10-27 03:50:00	ES	Futures	6935.87	6937.13	6935.12	6936.12	996.0
2025-10-27 03:55:00	ES	Futures	6935.87	6936.12	6934.36	6934.36	1262.0
2025-10-27 04:00:00	ES	Futures	6934.61	6935.87	6932.35	6932.6	2406.0
2025-10-27 04:05:00	ES	Futures	6932.6	6934.11	6932.1	6933.61	1778.0

> showing 50 of 20,590 rows — these rows as CSV

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