PREVIEW / futures_5min / 2025-12-15

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-12-15.parquet
  size:    332 KB
  rows:    19,784

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
2025-12-15 00:00:00	ES	Futures	6961.56	6962.57	6960.81	6961.06	208.0
2025-12-15 00:05:00	ES	Futures	6961.31	6961.56	6960.56	6961.31	126.0
2025-12-15 00:10:00	ES	Futures	6961.31	6962.32	6960.81	6961.56	157.0
2025-12-15 00:15:00	ES	Futures	6961.31	6961.31	6960.05	6960.3	213.0
2025-12-15 00:20:00	ES	Futures	6960.05	6961.06	6958.54	6960.81	516.0
2025-12-15 00:25:00	ES	Futures	6961.06	6961.56	6960.56	6961.06	142.0
2025-12-15 00:30:00	ES	Futures	6960.81	6963.58	6960.3	6963.07	352.0
2025-12-15 00:35:00	ES	Futures	6963.07	6963.33	6962.82	6963.07	141.0
2025-12-15 00:40:00	ES	Futures	6962.57	6963.33	6961.81	6962.82	132.0
2025-12-15 00:45:00	ES	Futures	6962.82	6963.07	6961.81	6961.81	108.0
2025-12-15 00:50:00	ES	Futures	6962.07	6963.33	6961.56	6962.32	175.0
2025-12-15 00:55:00	ES	Futures	6962.32	6963.58	6962.07	6962.32	245.0
2025-12-15 01:00:00	ES	Futures	6962.07	6962.07	6959.04	6959.3	216.0
2025-12-15 01:05:00	ES	Futures	6959.3	6959.3	6957.28	6957.53	302.0
2025-12-15 01:10:00	ES	Futures	6957.28	6959.3	6957.28	6958.79	207.0
2025-12-15 01:15:00	ES	Futures	6958.79	6962.32	6958.79	6961.56	364.0
2025-12-15 01:20:00	ES	Futures	6961.81	6962.07	6960.56	6960.81	156.0
2025-12-15 01:25:00	ES	Futures	6960.56	6961.81	6959.55	6959.55	259.0
2025-12-15 01:30:00	ES	Futures	6959.3	6960.56	6957.78	6958.29	237.0
2025-12-15 01:35:00	ES	Futures	6958.29	6960.3	6957.28	6960.05	181.0
2025-12-15 01:40:00	ES	Futures	6960.05	6961.31	6959.3	6961.06	208.0
2025-12-15 01:45:00	ES	Futures	6961.56	6963.83	6961.56	6963.58	299.0
2025-12-15 01:50:00	ES	Futures	6963.33	6963.58	6961.06	6961.06	219.0
2025-12-15 01:55:00	ES	Futures	6961.06	6961.81	6960.3	6961.81	196.0
2025-12-15 02:00:00	ES	Futures	6961.81	6963.83	6960.81	6961.31	266.0
2025-12-15 02:05:00	ES	Futures	6961.56	6962.32	6958.79	6958.79	205.0
2025-12-15 02:10:00	ES	Futures	6959.04	6959.55	6957.78	6959.04	292.0
2025-12-15 02:15:00	ES	Futures	6959.04	6960.81	6958.29	6958.79	359.0
2025-12-15 02:20:00	ES	Futures	6958.79	6959.3	6958.29	6959.04	149.0
2025-12-15 02:25:00	ES	Futures	6959.3	6959.3	6955.27	6956.53	259.0
2025-12-15 02:30:00	ES	Futures	6956.53	6958.29	6955.52	6958.29	452.0
2025-12-15 02:35:00	ES	Futures	6958.04	6959.3	6956.27	6957.03	225.0
2025-12-15 02:40:00	ES	Futures	6957.03	6958.04	6955.52	6957.03	240.0
2025-12-15 02:45:00	ES	Futures	6957.28	6957.28	6955.27	6956.27	327.0
2025-12-15 02:50:00	ES	Futures	6956.02	6958.29	6956.02	6958.04	227.0
2025-12-15 02:55:00	ES	Futures	6958.29	6958.79	6956.53	6957.03	266.0
2025-12-15 03:00:00	ES	Futures	6957.28	6958.54	6955.01	6956.53	825.0
2025-12-15 03:05:00	ES	Futures	6956.78	6960.3	6955.52	6955.52	622.0
2025-12-15 03:10:00	ES	Futures	6955.27	6956.78	6953.5	6954.51	493.0
2025-12-15 03:15:00	ES	Futures	6954.76	6959.55	6953.75	6959.55	576.0
2025-12-15 03:20:00	ES	Futures	6959.3	6959.8	6957.78	6957.78	323.0
2025-12-15 03:25:00	ES	Futures	6958.04	6959.8	6958.04	6958.79	349.0
2025-12-15 03:30:00	ES	Futures	6958.79	6963.33	6958.04	6962.07	798.0
2025-12-15 03:35:00	ES	Futures	6962.07	6965.09	6961.56	6964.59	660.0
2025-12-15 03:40:00	ES	Futures	6964.59	6967.36	6963.58	6966.35	653.0
2025-12-15 03:45:00	ES	Futures	6966.35	6968.36	6965.34	6967.86	496.0
2025-12-15 03:50:00	ES	Futures	6967.86	6968.62	6966.35	6967.1	504.0
2025-12-15 03:55:00	ES	Futures	6966.85	6966.85	6965.34	6966.35	310.0
2025-12-15 04:00:00	ES	Futures	6966.1	6966.85	6963.83	6966.6	837.0
2025-12-15 04:05:00	ES	Futures	6966.6	6967.86	6965.34	6965.85	486.0

> showing 50 of 19,784 rows — these rows as CSV

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