PREVIEW / futures_5min / 2025-11-20
file: by_date/futures_5min/2025/2025-11-20.parquet size: 394 KB rows: 20,697
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 |
|---|---|---|---|---|---|---|---|
| 2025-11-20 00:00:00 | ES | Futures | 6799.86 | 6801.88 | 6798.85 | 6800.62 | 1382.0 |
| 2025-11-20 00:05:00 | ES | Futures | 6800.87 | 6804.65 | 6800.87 | 6803.89 | 1729.0 |
| 2025-11-20 00:10:00 | ES | Futures | 6803.64 | 6803.64 | 6800.87 | 6801.37 | 690.0 |
| 2025-11-20 00:15:00 | ES | Futures | 6801.12 | 6801.88 | 6800.87 | 6801.62 | 328.0 |
| 2025-11-20 00:20:00 | ES | Futures | 6801.37 | 6802.63 | 6801.12 | 6801.88 | 470.0 |
| 2025-11-20 00:25:00 | ES | Futures | 6801.62 | 6801.62 | 6799.36 | 6799.86 | 775.0 |
| 2025-11-20 00:30:00 | ES | Futures | 6799.61 | 6799.61 | 6796.84 | 6798.6 | 903.0 |
| 2025-11-20 00:35:00 | ES | Futures | 6798.6 | 6799.36 | 6797.85 | 6799.11 | 528.0 |
| 2025-11-20 00:40:00 | ES | Futures | 6799.36 | 6800.11 | 6798.85 | 6799.36 | 466.0 |
| 2025-11-20 00:45:00 | ES | Futures | 6799.36 | 6800.11 | 6798.35 | 6798.6 | 515.0 |
| 2025-11-20 00:50:00 | ES | Futures | 6798.6 | 6799.11 | 6796.33 | 6796.59 | 351.0 |
| 2025-11-20 00:55:00 | ES | Futures | 6796.59 | 6797.59 | 6795.33 | 6797.09 | 542.0 |
| 2025-11-20 01:00:00 | ES | Futures | 6797.34 | 6800.11 | 6797.09 | 6798.85 | 639.0 |
| 2025-11-20 01:05:00 | ES | Futures | 6798.85 | 6798.85 | 6796.08 | 6797.09 | 393.0 |
| 2025-11-20 01:10:00 | ES | Futures | 6796.84 | 6798.6 | 6796.33 | 6797.59 | 363.0 |
| 2025-11-20 01:15:00 | ES | Futures | 6797.34 | 6797.34 | 6795.08 | 6796.59 | 626.0 |
| 2025-11-20 01:20:00 | ES | Futures | 6796.33 | 6796.59 | 6794.32 | 6794.82 | 608.0 |
| 2025-11-20 01:25:00 | ES | Futures | 6794.82 | 6794.82 | 6791.05 | 6792.3 | 1011.0 |
| 2025-11-20 01:30:00 | ES | Futures | 6792.56 | 6795.08 | 6792.3 | 6794.57 | 894.0 |
| 2025-11-20 01:35:00 | ES | Futures | 6794.57 | 6799.36 | 6794.32 | 6799.11 | 512.0 |
| 2025-11-20 01:40:00 | ES | Futures | 6799.11 | 6799.61 | 6797.34 | 6798.1 | 616.0 |
| 2025-11-20 01:45:00 | ES | Futures | 6798.1 | 6799.11 | 6796.84 | 6797.09 | 632.0 |
| 2025-11-20 01:50:00 | ES | Futures | 6796.84 | 6799.61 | 6795.08 | 6799.36 | 812.0 |
| 2025-11-20 01:55:00 | ES | Futures | 6799.36 | 6799.86 | 6798.35 | 6799.61 | 343.0 |
| 2025-11-20 02:00:00 | ES | Futures | 6799.61 | 6799.86 | 6797.59 | 6798.1 | 979.0 |
| 2025-11-20 02:05:00 | ES | Futures | 6798.35 | 6800.62 | 6797.59 | 6799.36 | 888.0 |
| 2025-11-20 02:10:00 | ES | Futures | 6799.36 | 6801.62 | 6798.35 | 6801.12 | 1411.0 |
| 2025-11-20 02:15:00 | ES | Futures | 6801.12 | 6803.89 | 6799.36 | 6802.88 | 2125.0 |
| 2025-11-20 02:20:00 | ES | Futures | 6802.88 | 6805.65 | 6802.13 | 6804.39 | 1654.0 |
| 2025-11-20 02:25:00 | ES | Futures | 6804.39 | 6806.41 | 6803.64 | 6804.14 | 1034.0 |
| 2025-11-20 02:30:00 | ES | Futures | 6804.39 | 6807.67 | 6804.14 | 6806.41 | 1051.0 |
| 2025-11-20 02:35:00 | ES | Futures | 6806.66 | 6806.91 | 6800.87 | 6801.12 | 1086.0 |
| 2025-11-20 02:40:00 | ES | Futures | 6801.37 | 6801.62 | 6796.84 | 6798.1 | 1287.0 |
| 2025-11-20 02:45:00 | ES | Futures | 6798.1 | 6798.1 | 6794.07 | 6796.59 | 1037.0 |
| 2025-11-20 02:50:00 | ES | Futures | 6796.59 | 6796.59 | 6793.31 | 6794.82 | 1028.0 |
| 2025-11-20 02:55:00 | ES | Futures | 6794.57 | 6796.33 | 6794.32 | 6794.82 | 1162.0 |
| 2025-11-20 03:00:00 | ES | Futures | 6794.82 | 6795.33 | 6791.05 | 6792.3 | 2948.0 |
| 2025-11-20 03:05:00 | ES | Futures | 6792.3 | 6797.59 | 6792.05 | 6797.09 | 1892.0 |
| 2025-11-20 03:10:00 | ES | Futures | 6797.09 | 6798.6 | 6794.07 | 6795.83 | 2025.0 |
| 2025-11-20 03:15:00 | ES | Futures | 6795.83 | 6799.11 | 6792.81 | 6797.09 | 1775.0 |
| 2025-11-20 03:20:00 | ES | Futures | 6797.09 | 6798.35 | 6796.08 | 6798.1 | 1133.0 |
| 2025-11-20 03:25:00 | ES | Futures | 6798.1 | 6798.6 | 6795.33 | 6797.59 | 1635.0 |
| 2025-11-20 03:30:00 | ES | Futures | 6797.59 | 6799.61 | 6793.56 | 6795.83 | 1882.0 |
| 2025-11-20 03:35:00 | ES | Futures | 6796.08 | 6800.62 | 6796.08 | 6798.85 | 1217.0 |
| 2025-11-20 03:40:00 | ES | Futures | 6799.11 | 6802.38 | 6797.09 | 6802.13 | 1139.0 |
| 2025-11-20 03:45:00 | ES | Futures | 6802.13 | 6805.65 | 6800.36 | 6801.62 | 1899.0 |
| 2025-11-20 03:50:00 | ES | Futures | 6801.37 | 6802.13 | 6798.85 | 6799.61 | 1112.0 |
| 2025-11-20 03:55:00 | ES | Futures | 6799.36 | 6799.36 | 6794.32 | 6794.32 | 1476.0 |
| 2025-11-20 04:00:00 | ES | Futures | 6794.07 | 6796.33 | 6789.03 | 6791.3 | 2667.0 |
| 2025-11-20 04:05:00 | ES | Futures | 6791.55 | 6795.33 | 6791.05 | 6793.82 | 2134.0 |
> showing 50 of 20,697 rows — these rows as CSV