PREVIEW / futures_5min / 2025-12-09

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-12-09.parquet
  size:    279 KB
  rows:    16,543

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
2025-12-09 00:00:00	ES	Futures	6912.7	6912.95	6911.44	6911.69	344.0
2025-12-09 00:05:00	ES	Futures	6911.95	6912.2	6910.18	6910.69	542.0
2025-12-09 00:10:00	ES	Futures	6910.94	6911.44	6909.68	6910.69	338.0
2025-12-09 00:15:00	ES	Futures	6910.43	6910.94	6910.18	6910.69	221.0
2025-12-09 00:20:00	ES	Futures	6910.69	6910.69	6909.43	6909.93	325.0
2025-12-09 00:25:00	ES	Futures	6909.93	6910.43	6909.43	6909.68	204.0
2025-12-09 00:30:00	ES	Futures	6909.68	6910.69	6909.43	6910.18	322.0
2025-12-09 00:35:00	ES	Futures	6910.18	6911.19	6910.18	6910.94	192.0
2025-12-09 00:40:00	ES	Futures	6910.69	6910.94	6909.68	6910.43	214.0
2025-12-09 00:45:00	ES	Futures	6910.43	6911.95	6910.18	6910.43	256.0
2025-12-09 00:50:00	ES	Futures	6910.43	6910.69	6909.17	6909.68	190.0
2025-12-09 00:55:00	ES	Futures	6909.68	6910.18	6909.43	6909.43	230.0
2025-12-09 01:00:00	ES	Futures	6909.17	6909.43	6907.41	6907.92	516.0
2025-12-09 01:05:00	ES	Futures	6908.17	6909.43	6907.66	6907.92	284.0
2025-12-09 01:10:00	ES	Futures	6907.92	6908.42	6906.4	6907.92	548.0
2025-12-09 01:15:00	ES	Futures	6907.92	6908.67	6907.66	6908.17	209.0
2025-12-09 01:20:00	ES	Futures	6907.92	6908.42	6907.16	6907.92	301.0
2025-12-09 01:25:00	ES	Futures	6907.66	6909.17	6907.16	6908.67	499.0
2025-12-09 01:30:00	ES	Futures	6908.92	6910.18	6908.42	6909.17	772.0
2025-12-09 01:35:00	ES	Futures	6909.17	6909.68	6908.67	6909.43	164.0
2025-12-09 01:40:00	ES	Futures	6909.68	6913.2	6909.43	6913.2	469.0
2025-12-09 01:45:00	ES	Futures	6913.46	6914.72	6911.95	6911.95	430.0
2025-12-09 01:50:00	ES	Futures	6911.95	6913.2	6911.69	6912.45	324.0
2025-12-09 01:55:00	ES	Futures	6912.45	6913.71	6911.69	6913.46	299.0
2025-12-09 02:00:00	ES	Futures	6913.46	6914.97	6913.2	6914.46	463.0
2025-12-09 02:05:00	ES	Futures	6914.46	6915.22	6913.96	6914.72	329.0
2025-12-09 02:10:00	ES	Futures	6914.72	6915.22	6913.46	6913.96	336.0
2025-12-09 02:15:00	ES	Futures	6913.96	6913.96	6912.95	6913.2	290.0
2025-12-09 02:20:00	ES	Futures	6913.2	6914.72	6913.2	6913.96	192.0
2025-12-09 02:25:00	ES	Futures	6914.21	6914.46	6913.2	6914.21	221.0
2025-12-09 02:30:00	ES	Futures	6914.21	6914.46	6913.46	6914.46	221.0
2025-12-09 02:35:00	ES	Futures	6914.46	6914.97	6912.2	6913.71	530.0
2025-12-09 02:40:00	ES	Futures	6913.46	6915.47	6912.95	6914.97	380.0
2025-12-09 02:45:00	ES	Futures	6914.72	6915.47	6914.46	6915.47	237.0
2025-12-09 02:50:00	ES	Futures	6915.47	6916.48	6914.97	6915.22	269.0
2025-12-09 02:55:00	ES	Futures	6915.22	6915.98	6914.72	6915.72	414.0
2025-12-09 03:00:00	ES	Futures	6915.47	6917.74	6914.46	6916.73	1535.0
2025-12-09 03:05:00	ES	Futures	6916.98	6917.49	6914.72	6916.23	1299.0
2025-12-09 03:10:00	ES	Futures	6916.48	6916.98	6915.47	6916.48	650.0
2025-12-09 03:15:00	ES	Futures	6916.73	6918.75	6915.98	6918.24	671.0
2025-12-09 03:20:00	ES	Futures	6918.24	6919.75	6917.23	6919.0	898.0
2025-12-09 03:25:00	ES	Futures	6919.0	6919.25	6915.72	6915.98	1109.0
2025-12-09 03:30:00	ES	Futures	6915.98	6916.98	6914.72	6915.72	622.0
2025-12-09 03:35:00	ES	Futures	6915.72	6915.72	6914.21	6915.72	508.0
2025-12-09 03:40:00	ES	Futures	6915.47	6915.72	6913.46	6915.72	715.0
2025-12-09 03:45:00	ES	Futures	6915.47	6916.73	6915.22	6915.47	740.0
2025-12-09 03:50:00	ES	Futures	6915.47	6916.73	6915.22	6916.73	248.0
2025-12-09 03:55:00	ES	Futures	6916.73	6916.73	6914.72	6914.97	491.0
2025-12-09 04:00:00	ES	Futures	6915.22	6915.22	6912.2	6914.21	1244.0
2025-12-09 04:05:00	ES	Futures	6914.21	6914.21	6911.44	6912.2	925.0

> showing 50 of 16,543 rows — these rows as CSV

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