PREVIEW / futures_5min / 2025-11-19
file: by_date/futures_5min/2025/2025-11-19.parquet size: 398 KB rows: 20,817
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 |
|---|---|---|---|---|---|---|---|
| 2025-11-19 00:00:00 | ES | Futures | 6676.95 | 6681.98 | 6676.69 | 6681.98 | 1007.0 |
| 2025-11-19 00:05:00 | ES | Futures | 6681.98 | 6682.74 | 6678.21 | 6679.97 | 742.0 |
| 2025-11-19 00:10:00 | ES | Futures | 6679.97 | 6679.97 | 6676.44 | 6677.45 | 498.0 |
| 2025-11-19 00:15:00 | ES | Futures | 6677.2 | 6679.21 | 6676.69 | 6677.45 | 367.0 |
| 2025-11-19 00:20:00 | ES | Futures | 6677.45 | 6683.24 | 6677.45 | 6680.22 | 795.0 |
| 2025-11-19 00:25:00 | ES | Futures | 6680.22 | 6680.47 | 6675.69 | 6676.19 | 891.0 |
| 2025-11-19 00:30:00 | ES | Futures | 6676.19 | 6677.7 | 6673.42 | 6676.95 | 750.0 |
| 2025-11-19 00:35:00 | ES | Futures | 6676.19 | 6677.45 | 6670.15 | 6671.15 | 915.0 |
| 2025-11-19 00:40:00 | ES | Futures | 6671.15 | 6671.66 | 6664.86 | 6665.61 | 1786.0 |
| 2025-11-19 00:45:00 | ES | Futures | 6665.86 | 6670.65 | 6662.84 | 6669.64 | 1671.0 |
| 2025-11-19 00:50:00 | ES | Futures | 6669.89 | 6679.97 | 6669.39 | 6679.72 | 1769.0 |
| 2025-11-19 00:55:00 | ES | Futures | 6679.72 | 6683.75 | 6677.7 | 6680.22 | 1110.0 |
| 2025-11-19 01:00:00 | ES | Futures | 6679.97 | 6682.24 | 6676.44 | 6679.72 | 1251.0 |
| 2025-11-19 01:05:00 | ES | Futures | 6679.72 | 6680.22 | 6677.2 | 6678.46 | 558.0 |
| 2025-11-19 01:10:00 | ES | Futures | 6678.46 | 6681.73 | 6677.2 | 6679.46 | 503.0 |
| 2025-11-19 01:15:00 | ES | Futures | 6679.72 | 6686.27 | 6679.46 | 6685.26 | 1134.0 |
| 2025-11-19 01:20:00 | ES | Futures | 6685.51 | 6685.76 | 6680.22 | 6681.98 | 833.0 |
| 2025-11-19 01:25:00 | ES | Futures | 6681.98 | 6682.99 | 6680.22 | 6682.24 | 589.0 |
| 2025-11-19 01:30:00 | ES | Futures | 6682.24 | 6684.25 | 6679.97 | 6682.74 | 834.0 |
| 2025-11-19 01:35:00 | ES | Futures | 6682.74 | 6684.75 | 6682.24 | 6682.74 | 396.0 |
| 2025-11-19 01:40:00 | ES | Futures | 6682.74 | 6684.5 | 6681.73 | 6682.24 | 464.0 |
| 2025-11-19 01:45:00 | ES | Futures | 6681.98 | 6682.74 | 6679.72 | 6681.98 | 630.0 |
| 2025-11-19 01:50:00 | ES | Futures | 6681.98 | 6684.5 | 6681.48 | 6683.24 | 447.0 |
| 2025-11-19 01:55:00 | ES | Futures | 6683.24 | 6684.5 | 6682.99 | 6684.0 | 316.0 |
| 2025-11-19 02:00:00 | ES | Futures | 6683.75 | 6689.04 | 6679.97 | 6688.53 | 1173.0 |
| 2025-11-19 02:05:00 | ES | Futures | 6688.53 | 6694.07 | 6688.28 | 6693.57 | 1412.0 |
| 2025-11-19 02:10:00 | ES | Futures | 6693.57 | 6697.6 | 6692.06 | 6692.81 | 1094.0 |
| 2025-11-19 02:15:00 | ES | Futures | 6693.07 | 6695.08 | 6691.3 | 6692.56 | 1347.0 |
| 2025-11-19 02:20:00 | ES | Futures | 6692.56 | 6694.07 | 6692.06 | 6693.57 | 497.0 |
| 2025-11-19 02:25:00 | ES | Futures | 6693.82 | 6694.07 | 6690.55 | 6692.06 | 866.0 |
| 2025-11-19 02:30:00 | ES | Futures | 6692.31 | 6694.58 | 6688.78 | 6694.07 | 1066.0 |
| 2025-11-19 02:35:00 | ES | Futures | 6694.33 | 6696.84 | 6691.81 | 6694.58 | 1451.0 |
| 2025-11-19 02:40:00 | ES | Futures | 6694.58 | 6696.84 | 6693.32 | 6693.82 | 743.0 |
| 2025-11-19 02:45:00 | ES | Futures | 6693.32 | 6697.1 | 6691.81 | 6695.84 | 976.0 |
| 2025-11-19 02:50:00 | ES | Futures | 6696.09 | 6697.35 | 6693.32 | 6694.58 | 733.0 |
| 2025-11-19 02:55:00 | ES | Futures | 6694.83 | 6696.84 | 6693.82 | 6694.58 | 1182.0 |
| 2025-11-19 03:00:00 | ES | Futures | 6694.33 | 6696.34 | 6692.31 | 6692.31 | 1366.0 |
| 2025-11-19 03:05:00 | ES | Futures | 6692.56 | 6695.08 | 6689.29 | 6690.04 | 2072.0 |
| 2025-11-19 03:10:00 | ES | Futures | 6689.79 | 6691.3 | 6686.27 | 6687.52 | 1740.0 |
| 2025-11-19 03:15:00 | ES | Futures | 6687.27 | 6689.29 | 6685.76 | 6689.04 | 1500.0 |
| 2025-11-19 03:20:00 | ES | Futures | 6689.04 | 6696.09 | 6688.53 | 6694.83 | 2164.0 |
| 2025-11-19 03:25:00 | ES | Futures | 6695.08 | 6700.37 | 6691.81 | 6699.11 | 2128.0 |
| 2025-11-19 03:30:00 | ES | Futures | 6699.11 | 6702.39 | 6697.1 | 6699.36 | 2057.0 |
| 2025-11-19 03:35:00 | ES | Futures | 6699.36 | 6700.37 | 6693.32 | 6693.57 | 968.0 |
| 2025-11-19 03:40:00 | ES | Futures | 6693.32 | 6695.33 | 6690.04 | 6695.08 | 1428.0 |
| 2025-11-19 03:45:00 | ES | Futures | 6694.83 | 6695.84 | 6690.55 | 6694.83 | 1804.0 |
| 2025-11-19 03:50:00 | ES | Futures | 6694.83 | 6694.83 | 6689.54 | 6690.3 | 1074.0 |
| 2025-11-19 03:55:00 | ES | Futures | 6690.55 | 6693.57 | 6688.78 | 6689.04 | 1097.0 |
| 2025-11-19 04:00:00 | ES | Futures | 6688.78 | 6691.3 | 6686.01 | 6687.02 | 1428.0 |
| 2025-11-19 04:05:00 | ES | Futures | 6687.27 | 6692.56 | 6684.5 | 6692.31 | 1741.0 |
> showing 50 of 20,817 rows — these rows as CSV