PREVIEW / futures_5min / 2025-11-11

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-11-11.parquet
  size:    332 KB
  rows:    19,746

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
2025-11-11 00:00:00	ES	Futures	6904.64	6905.65	6902.63	6904.14	1344.0
2025-11-11 00:05:00	ES	Futures	6904.14	6904.39	6900.86	6902.12	1291.0
2025-11-11 00:10:00	ES	Futures	6901.87	6903.89	6900.61	6900.86	1066.0
2025-11-11 00:15:00	ES	Futures	6900.86	6902.12	6899.86	6900.61	1069.0
2025-11-11 00:20:00	ES	Futures	6900.36	6901.87	6899.35	6900.86	774.0
2025-11-11 00:25:00	ES	Futures	6900.86	6903.89	6900.11	6903.89	858.0
2025-11-11 00:30:00	ES	Futures	6903.89	6904.14	6900.86	6900.86	650.0
2025-11-11 00:35:00	ES	Futures	6900.86	6903.38	6899.6	6902.63	767.0
2025-11-11 00:40:00	ES	Futures	6902.63	6903.89	6900.36	6900.61	488.0
2025-11-11 00:45:00	ES	Futures	6900.61	6903.13	6899.86	6903.13	461.0
2025-11-11 00:50:00	ES	Futures	6903.13	6903.38	6900.11	6900.61	548.0
2025-11-11 00:55:00	ES	Futures	6900.36	6900.61	6898.85	6899.1	484.0
2025-11-11 01:00:00	ES	Futures	6898.85	6900.36	6898.6	6899.86	724.0
2025-11-11 01:05:00	ES	Futures	6900.11	6902.37	6898.85	6901.37	524.0
2025-11-11 01:10:00	ES	Futures	6901.62	6905.9	6901.62	6904.64	772.0
2025-11-11 01:15:00	ES	Futures	6904.39	6906.4	6904.39	6905.14	619.0
2025-11-11 01:20:00	ES	Futures	6904.89	6906.66	6904.89	6905.9	374.0
2025-11-11 01:25:00	ES	Futures	6905.9	6906.4	6904.14	6905.14	373.0
2025-11-11 01:30:00	ES	Futures	6905.4	6908.17	6905.4	6907.41	749.0
2025-11-11 01:35:00	ES	Futures	6907.41	6907.66	6905.65	6906.66	471.0
2025-11-11 01:40:00	ES	Futures	6906.91	6907.66	6905.4	6905.65	408.0
2025-11-11 01:45:00	ES	Futures	6905.65	6905.65	6902.37	6904.14	541.0
2025-11-11 01:50:00	ES	Futures	6903.89	6904.64	6902.37	6904.39	537.0
2025-11-11 01:55:00	ES	Futures	6904.14	6905.14	6903.13	6903.38	398.0
2025-11-11 02:00:00	ES	Futures	6903.63	6905.14	6902.88	6903.38	710.0
2025-11-11 02:05:00	ES	Futures	6903.38	6903.38	6899.6	6900.36	776.0
2025-11-11 02:10:00	ES	Futures	6900.61	6902.88	6900.11	6902.63	454.0
2025-11-11 02:15:00	ES	Futures	6902.37	6903.38	6899.86	6901.87	571.0
2025-11-11 02:20:00	ES	Futures	6902.12	6902.88	6900.36	6901.62	548.0
2025-11-11 02:25:00	ES	Futures	6901.62	6901.62	6899.35	6900.36	413.0
2025-11-11 02:30:00	ES	Futures	6900.36	6902.88	6899.86	6902.37	392.0
2025-11-11 02:35:00	ES	Futures	6902.37	6902.37	6899.35	6899.35	457.0
2025-11-11 02:40:00	ES	Futures	6899.35	6902.12	6899.1	6901.37	568.0
2025-11-11 02:45:00	ES	Futures	6901.37	6901.37	6897.59	6898.09	757.0
2025-11-11 02:50:00	ES	Futures	6897.84	6898.6	6896.58	6897.08	634.0
2025-11-11 02:55:00	ES	Futures	6896.83	6898.09	6896.58	6897.08	755.0
2025-11-11 03:00:00	ES	Futures	6897.08	6900.11	6896.83	6899.6	1615.0
2025-11-11 03:05:00	ES	Futures	6899.86	6900.61	6897.84	6899.86	1056.0
2025-11-11 03:10:00	ES	Futures	6899.86	6901.87	6898.09	6899.6	1540.0
2025-11-11 03:15:00	ES	Futures	6899.86	6902.12	6899.35	6900.36	878.0
2025-11-11 03:20:00	ES	Futures	6900.61	6901.37	6896.08	6896.58	1286.0
2025-11-11 03:25:00	ES	Futures	6896.33	6897.84	6894.82	6895.83	1116.0
2025-11-11 03:30:00	ES	Futures	6896.08	6897.59	6895.32	6896.08	609.0
2025-11-11 03:35:00	ES	Futures	6896.08	6897.34	6894.31	6895.57	916.0
2025-11-11 03:40:00	ES	Futures	6895.57	6896.08	6893.56	6895.07	817.0
2025-11-11 03:45:00	ES	Futures	6894.82	6897.08	6894.31	6896.58	597.0
2025-11-11 03:50:00	ES	Futures	6896.58	6896.58	6894.31	6895.32	430.0
2025-11-11 03:55:00	ES	Futures	6895.07	6896.58	6893.81	6894.57	735.0
2025-11-11 04:00:00	ES	Futures	6894.82	6897.34	6893.31	6897.08	1177.0
2025-11-11 04:05:00	ES	Futures	6897.08	6898.6	6896.08	6897.59	1179.0

> showing 50 of 19,746 rows — these rows as CSV

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