PREVIEW / futures_5min / 2025-10-28

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-10-28.parquet
  size:    348 KB
  rows:    20,626

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
2025-10-28 00:00:00	ES	Futures	6959.8	6960.56	6959.05	6960.05	391.0
2025-10-28 00:05:00	ES	Futures	6960.05	6960.81	6960.05	6960.3	275.0
2025-10-28 00:10:00	ES	Futures	6960.56	6960.81	6959.8	6960.05	294.0
2025-10-28 00:15:00	ES	Futures	6960.05	6960.05	6957.28	6958.29	510.0
2025-10-28 00:20:00	ES	Futures	6958.04	6959.3	6957.53	6959.3	337.0
2025-10-28 00:25:00	ES	Futures	6959.05	6959.05	6957.79	6957.79	264.0
2025-10-28 00:30:00	ES	Futures	6958.04	6958.54	6957.53	6958.04	295.0
2025-10-28 00:35:00	ES	Futures	6958.29	6958.54	6957.03	6957.53	370.0
2025-10-28 00:40:00	ES	Futures	6957.28	6957.28	6956.78	6956.78	380.0
2025-10-28 00:45:00	ES	Futures	6957.03	6957.79	6956.78	6957.28	291.0
2025-10-28 00:50:00	ES	Futures	6957.53	6958.04	6956.53	6957.03	388.0
2025-10-28 00:55:00	ES	Futures	6957.03	6957.53	6956.53	6956.78	452.0
2025-10-28 01:00:00	ES	Futures	6957.03	6958.29	6956.53	6957.79	471.0
2025-10-28 01:05:00	ES	Futures	6957.79	6958.29	6956.02	6956.02	599.0
2025-10-28 01:10:00	ES	Futures	6956.02	6956.78	6955.02	6955.52	673.0
2025-10-28 01:15:00	ES	Futures	6955.52	6956.27	6955.27	6955.77	344.0
2025-10-28 01:20:00	ES	Futures	6955.77	6956.02	6954.76	6954.76	358.0
2025-10-28 01:25:00	ES	Futures	6954.76	6956.27	6954.51	6955.77	599.0
2025-10-28 01:30:00	ES	Futures	6955.77	6956.02	6954.76	6955.77	303.0
2025-10-28 01:35:00	ES	Futures	6955.52	6955.77	6954.51	6955.02	396.0
2025-10-28 01:40:00	ES	Futures	6955.02	6955.27	6954.01	6955.02	535.0
2025-10-28 01:45:00	ES	Futures	6954.76	6957.79	6954.76	6957.53	503.0
2025-10-28 01:50:00	ES	Futures	6957.53	6958.04	6956.02	6957.79	333.0
2025-10-28 01:55:00	ES	Futures	6958.04	6958.29	6956.27	6956.53	271.0
2025-10-28 02:00:00	ES	Futures	6956.78	6958.54	6956.78	6957.28	578.0
2025-10-28 02:05:00	ES	Futures	6957.28	6958.04	6956.53	6957.53	386.0
2025-10-28 02:10:00	ES	Futures	6957.79	6957.79	6956.02	6956.53	271.0
2025-10-28 02:15:00	ES	Futures	6956.53	6956.78	6955.27	6956.02	305.0
2025-10-28 02:20:00	ES	Futures	6956.02	6957.79	6956.02	6957.79	519.0
2025-10-28 02:25:00	ES	Futures	6958.04	6959.05	6957.79	6958.29	516.0
2025-10-28 02:30:00	ES	Futures	6958.29	6961.56	6958.29	6959.8	1127.0
2025-10-28 02:35:00	ES	Futures	6960.05	6960.3	6957.79	6958.04	336.0
2025-10-28 02:40:00	ES	Futures	6957.79	6958.79	6957.53	6957.53	281.0
2025-10-28 02:45:00	ES	Futures	6957.53	6958.29	6955.77	6956.53	529.0
2025-10-28 02:50:00	ES	Futures	6956.27	6957.53	6956.27	6956.53	387.0
2025-10-28 02:55:00	ES	Futures	6956.78	6956.78	6955.52	6955.52	285.0
2025-10-28 03:00:00	ES	Futures	6955.77	6958.29	6955.27	6957.79	1543.0
2025-10-28 03:05:00	ES	Futures	6958.04	6960.05	6958.04	6959.55	798.0
2025-10-28 03:10:00	ES	Futures	6959.3	6959.55	6955.77	6956.27	664.0
2025-10-28 03:15:00	ES	Futures	6956.27	6958.04	6955.77	6957.28	519.0
2025-10-28 03:20:00	ES	Futures	6957.28	6960.05	6957.03	6959.55	460.0
2025-10-28 03:25:00	ES	Futures	6959.55	6960.56	6959.3	6959.55	438.0
2025-10-28 03:30:00	ES	Futures	6959.55	6960.05	6958.54	6958.54	419.0
2025-10-28 03:35:00	ES	Futures	6958.54	6959.05	6958.04	6958.79	310.0
2025-10-28 03:40:00	ES	Futures	6958.54	6959.55	6957.79	6958.04	516.0
2025-10-28 03:45:00	ES	Futures	6957.79	6957.79	6956.27	6956.53	519.0
2025-10-28 03:50:00	ES	Futures	6956.53	6956.53	6954.01	6954.76	1088.0
2025-10-28 03:55:00	ES	Futures	6954.76	6956.78	6954.01	6955.27	801.0
2025-10-28 04:00:00	ES	Futures	6955.52	6956.78	6954.76	6955.77	2120.0
2025-10-28 04:05:00	ES	Futures	6955.52	6957.03	6954.76	6955.02	1002.0

> showing 50 of 20,626 rows — these rows as CSV

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