PREVIEW / futures_5min / 2025-11-21
file: by_date/futures_5min/2025/2025-11-21.parquet size: 328 KB rows: 16,699
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 |
|---|---|---|---|---|---|---|---|
| 2025-11-21 00:00:00 | ES | Futures | 6628.84 | 6634.38 | 6627.83 | 6628.08 | 1665.0 |
| 2025-11-21 00:05:00 | ES | Futures | 6627.83 | 6631.36 | 6625.06 | 6630.1 | 1310.0 |
| 2025-11-21 00:10:00 | ES | Futures | 6629.85 | 6633.88 | 6628.08 | 6631.86 | 882.0 |
| 2025-11-21 00:15:00 | ES | Futures | 6631.61 | 6634.88 | 6630.85 | 6631.36 | 809.0 |
| 2025-11-21 00:20:00 | ES | Futures | 6631.61 | 6633.62 | 6630.6 | 6631.61 | 555.0 |
| 2025-11-21 00:25:00 | ES | Futures | 6632.11 | 6632.87 | 6627.83 | 6628.08 | 813.0 |
| 2025-11-21 00:30:00 | ES | Futures | 6628.33 | 6630.1 | 6624.81 | 6625.06 | 842.0 |
| 2025-11-21 00:35:00 | ES | Futures | 6625.06 | 6625.06 | 6620.02 | 6622.04 | 964.0 |
| 2025-11-21 00:40:00 | ES | Futures | 6622.04 | 6624.56 | 6620.78 | 6623.55 | 570.0 |
| 2025-11-21 00:45:00 | ES | Futures | 6623.55 | 6624.3 | 6619.77 | 6621.28 | 777.0 |
| 2025-11-21 00:50:00 | ES | Futures | 6621.28 | 6622.54 | 6618.51 | 6619.27 | 1044.0 |
| 2025-11-21 00:55:00 | ES | Futures | 6619.52 | 6623.8 | 6619.27 | 6621.53 | 600.0 |
| 2025-11-21 01:00:00 | ES | Futures | 6621.53 | 6625.06 | 6620.27 | 6624.05 | 1187.0 |
| 2025-11-21 01:05:00 | ES | Futures | 6624.05 | 6626.32 | 6621.53 | 6623.3 | 910.0 |
| 2025-11-21 01:10:00 | ES | Futures | 6623.04 | 6627.83 | 6622.04 | 6624.81 | 1098.0 |
| 2025-11-21 01:15:00 | ES | Futures | 6624.81 | 6628.84 | 6624.81 | 6625.31 | 520.0 |
| 2025-11-21 01:20:00 | ES | Futures | 6625.31 | 6628.08 | 6623.3 | 6626.82 | 702.0 |
| 2025-11-21 01:25:00 | ES | Futures | 6627.07 | 6627.83 | 6619.77 | 6619.77 | 850.0 |
| 2025-11-21 01:30:00 | ES | Futures | 6619.52 | 6624.81 | 6618.01 | 6624.81 | 1222.0 |
| 2025-11-21 01:35:00 | ES | Futures | 6624.81 | 6625.82 | 6621.03 | 6623.55 | 606.0 |
| 2025-11-21 01:40:00 | ES | Futures | 6623.3 | 6627.33 | 6623.04 | 6626.07 | 654.0 |
| 2025-11-21 01:45:00 | ES | Futures | 6625.82 | 6627.58 | 6624.81 | 6626.82 | 379.0 |
| 2025-11-21 01:50:00 | ES | Futures | 6626.82 | 6631.61 | 6626.07 | 6627.33 | 1086.0 |
| 2025-11-21 01:55:00 | ES | Futures | 6627.07 | 6628.08 | 6625.31 | 6626.32 | 439.0 |
| 2025-11-21 02:00:00 | ES | Futures | 6626.07 | 6626.57 | 6621.79 | 6624.81 | 769.0 |
| 2025-11-21 02:05:00 | ES | Futures | 6624.81 | 6628.33 | 6624.3 | 6625.82 | 875.0 |
| 2025-11-21 02:10:00 | ES | Futures | 6625.82 | 6626.57 | 6622.79 | 6624.05 | 474.0 |
| 2025-11-21 02:15:00 | ES | Futures | 6624.05 | 6629.09 | 6622.54 | 6625.56 | 1072.0 |
| 2025-11-21 02:20:00 | ES | Futures | 6625.56 | 6628.84 | 6625.06 | 6628.08 | 594.0 |
| 2025-11-21 02:25:00 | ES | Futures | 6628.08 | 6628.84 | 6625.56 | 6628.59 | 788.0 |
| 2025-11-21 02:30:00 | ES | Futures | 6628.33 | 6629.34 | 6618.51 | 6618.76 | 1824.0 |
| 2025-11-21 02:35:00 | ES | Futures | 6618.51 | 6620.78 | 6616.24 | 6618.51 | 1835.0 |
| 2025-11-21 02:40:00 | ES | Futures | 6618.26 | 6622.04 | 6617.5 | 6618.01 | 1202.0 |
| 2025-11-21 02:45:00 | ES | Futures | 6618.01 | 6618.01 | 6605.16 | 6606.92 | 3593.0 |
| 2025-11-21 02:50:00 | ES | Futures | 6607.18 | 6613.98 | 6601.89 | 6603.15 | 2934.0 |
| 2025-11-21 02:55:00 | ES | Futures | 6603.15 | 6605.67 | 6600.63 | 6603.65 | 2877.0 |
| 2025-11-21 03:00:00 | ES | Futures | 6603.4 | 6612.72 | 6603.15 | 6611.21 | 3859.0 |
| 2025-11-21 03:05:00 | ES | Futures | 6611.21 | 6626.32 | 6611.21 | 6624.3 | 3961.0 |
| 2025-11-21 03:10:00 | ES | Futures | 6624.3 | 6625.31 | 6619.52 | 6623.3 | 2177.0 |
| 2025-11-21 03:15:00 | ES | Futures | 6623.3 | 6624.81 | 6616.24 | 6616.75 | 1847.0 |
| 2025-11-21 03:20:00 | ES | Futures | 6616.5 | 6622.54 | 6610.95 | 6620.78 | 3127.0 |
| 2025-11-21 03:25:00 | ES | Futures | 6620.78 | 6622.04 | 6615.49 | 6620.27 | 2560.0 |
| 2025-11-21 03:30:00 | ES | Futures | 6620.27 | 6623.55 | 6617.25 | 6618.76 | 2340.0 |
| 2025-11-21 03:35:00 | ES | Futures | 6618.76 | 6621.79 | 6612.97 | 6621.03 | 2774.0 |
| 2025-11-21 03:40:00 | ES | Futures | 6620.53 | 6624.05 | 6617.5 | 6623.3 | 1546.0 |
| 2025-11-21 03:45:00 | ES | Futures | 6623.04 | 6631.86 | 6622.54 | 6624.81 | 3101.0 |
| 2025-11-21 03:50:00 | ES | Futures | 6625.06 | 6633.62 | 6622.54 | 6632.11 | 2775.0 |
| 2025-11-21 03:55:00 | ES | Futures | 6632.36 | 6634.38 | 6631.61 | 6632.11 | 1859.0 |
| 2025-11-21 04:00:00 | ES | Futures | 6632.11 | 6633.62 | 6626.82 | 6627.83 | 1810.0 |
| 2025-11-21 04:05:00 | ES | Futures | 6628.08 | 6631.86 | 6626.82 | 6627.07 | 1398.0 |
> showing 50 of 16,699 rows — these rows as CSV