PREVIEW / futures_5min / 2025-11-26
file: by_date/futures_5min/2025/2025-11-26.parquet size: 339 KB rows: 19,507
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 |
|---|---|---|---|---|---|---|---|
| 2025-11-26 00:00:00 | ES | Futures | 6848.22 | 6849.73 | 6848.22 | 6848.72 | 342.0 |
| 2025-11-26 00:05:00 | ES | Futures | 6848.98 | 6853.26 | 6848.72 | 6852.5 | 814.0 |
| 2025-11-26 00:10:00 | ES | Futures | 6852.75 | 6853.01 | 6851.24 | 6851.75 | 531.0 |
| 2025-11-26 00:15:00 | ES | Futures | 6851.75 | 6853.01 | 6851.5 | 6853.01 | 365.0 |
| 2025-11-26 00:20:00 | ES | Futures | 6852.75 | 6855.02 | 6852.75 | 6853.51 | 944.0 |
| 2025-11-26 00:25:00 | ES | Futures | 6853.51 | 6854.27 | 6852.0 | 6853.01 | 543.0 |
| 2025-11-26 00:30:00 | ES | Futures | 6853.26 | 6855.02 | 6853.26 | 6854.52 | 666.0 |
| 2025-11-26 00:35:00 | ES | Futures | 6854.52 | 6855.27 | 6853.76 | 6854.52 | 411.0 |
| 2025-11-26 00:40:00 | ES | Futures | 6854.52 | 6855.02 | 6854.27 | 6854.52 | 348.0 |
| 2025-11-26 00:45:00 | ES | Futures | 6854.27 | 6854.27 | 6853.26 | 6853.76 | 430.0 |
| 2025-11-26 00:50:00 | ES | Futures | 6854.01 | 6854.01 | 6853.26 | 6853.51 | 272.0 |
| 2025-11-26 00:55:00 | ES | Futures | 6853.76 | 6854.27 | 6853.51 | 6854.01 | 273.0 |
| 2025-11-26 01:00:00 | ES | Futures | 6854.01 | 6854.27 | 6852.75 | 6853.51 | 415.0 |
| 2025-11-26 01:05:00 | ES | Futures | 6853.76 | 6854.77 | 6853.76 | 6854.01 | 388.0 |
| 2025-11-26 01:10:00 | ES | Futures | 6854.01 | 6854.27 | 6853.51 | 6853.51 | 350.0 |
| 2025-11-26 01:15:00 | ES | Futures | 6853.51 | 6854.01 | 6851.75 | 6853.01 | 626.0 |
| 2025-11-26 01:20:00 | ES | Futures | 6853.26 | 6853.51 | 6852.25 | 6853.01 | 346.0 |
| 2025-11-26 01:25:00 | ES | Futures | 6853.26 | 6854.27 | 6853.01 | 6854.01 | 355.0 |
| 2025-11-26 01:30:00 | ES | Futures | 6854.01 | 6857.29 | 6853.76 | 6857.04 | 1042.0 |
| 2025-11-26 01:35:00 | ES | Futures | 6857.04 | 6857.54 | 6855.02 | 6856.03 | 608.0 |
| 2025-11-26 01:40:00 | ES | Futures | 6855.78 | 6856.78 | 6855.27 | 6855.27 | 363.0 |
| 2025-11-26 01:45:00 | ES | Futures | 6855.53 | 6858.3 | 6855.53 | 6858.3 | 526.0 |
| 2025-11-26 01:50:00 | ES | Futures | 6858.04 | 6858.04 | 6857.29 | 6857.54 | 241.0 |
| 2025-11-26 01:55:00 | ES | Futures | 6857.54 | 6857.79 | 6856.03 | 6856.03 | 335.0 |
| 2025-11-26 02:00:00 | ES | Futures | 6855.78 | 6858.04 | 6855.78 | 6857.04 | 640.0 |
| 2025-11-26 02:05:00 | ES | Futures | 6857.29 | 6857.79 | 6857.04 | 6857.54 | 356.0 |
| 2025-11-26 02:10:00 | ES | Futures | 6857.54 | 6858.3 | 6856.78 | 6857.29 | 563.0 |
| 2025-11-26 02:15:00 | ES | Futures | 6857.29 | 6857.29 | 6856.28 | 6856.78 | 294.0 |
| 2025-11-26 02:20:00 | ES | Futures | 6856.53 | 6859.3 | 6856.28 | 6858.8 | 531.0 |
| 2025-11-26 02:25:00 | ES | Futures | 6858.55 | 6860.81 | 6858.04 | 6860.56 | 797.0 |
| 2025-11-26 02:30:00 | ES | Futures | 6860.56 | 6860.81 | 6859.3 | 6859.81 | 587.0 |
| 2025-11-26 02:35:00 | ES | Futures | 6859.81 | 6861.57 | 6859.81 | 6860.81 | 812.0 |
| 2025-11-26 02:40:00 | ES | Futures | 6861.07 | 6861.82 | 6859.3 | 6860.06 | 936.0 |
| 2025-11-26 02:45:00 | ES | Futures | 6860.06 | 6860.56 | 6858.8 | 6859.56 | 904.0 |
| 2025-11-26 02:50:00 | ES | Futures | 6859.56 | 6859.56 | 6857.79 | 6858.8 | 1307.0 |
| 2025-11-26 02:55:00 | ES | Futures | 6858.55 | 6860.06 | 6858.04 | 6858.3 | 1222.0 |
| 2025-11-26 03:00:00 | ES | Futures | 6858.3 | 6858.3 | 6854.77 | 6857.54 | 2032.0 |
| 2025-11-26 03:05:00 | ES | Futures | 6857.29 | 6857.54 | 6855.27 | 6855.53 | 1025.0 |
| 2025-11-26 03:10:00 | ES | Futures | 6855.78 | 6858.04 | 6853.51 | 6857.04 | 1996.0 |
| 2025-11-26 03:15:00 | ES | Futures | 6857.04 | 6859.05 | 6857.04 | 6858.04 | 943.0 |
| 2025-11-26 03:20:00 | ES | Futures | 6858.04 | 6860.06 | 6857.79 | 6858.3 | 1502.0 |
| 2025-11-26 03:25:00 | ES | Futures | 6858.55 | 6858.55 | 6854.52 | 6857.54 | 1963.0 |
| 2025-11-26 03:30:00 | ES | Futures | 6857.54 | 6858.55 | 6856.03 | 6857.29 | 1764.0 |
| 2025-11-26 03:35:00 | ES | Futures | 6857.04 | 6857.29 | 6854.27 | 6854.77 | 895.0 |
| 2025-11-26 03:40:00 | ES | Futures | 6855.02 | 6855.78 | 6853.01 | 6853.01 | 794.0 |
| 2025-11-26 03:45:00 | ES | Futures | 6853.26 | 6855.78 | 6853.01 | 6855.27 | 1097.0 |
| 2025-11-26 03:50:00 | ES | Futures | 6855.53 | 6856.53 | 6854.27 | 6855.53 | 1103.0 |
| 2025-11-26 03:55:00 | ES | Futures | 6855.27 | 6855.53 | 6851.24 | 6851.5 | 1254.0 |
| 2025-11-26 04:00:00 | ES | Futures | 6851.24 | 6852.0 | 6846.96 | 6848.47 | 3145.0 |
| 2025-11-26 04:05:00 | ES | Futures | 6848.22 | 6849.48 | 6845.7 | 6846.96 | 1743.0 |
> showing 50 of 19,507 rows — these rows as CSV