PREVIEW / futures_5min / 2025-12-16

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-12-16.parquet
  size:    343 KB
  rows:    20,304

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
2025-12-16 00:00:00	ES	Futures	6902.62	6902.87	6900.1	6902.37	574.0
2025-12-16 00:05:00	ES	Futures	6902.12	6902.37	6900.36	6900.36	349.0
2025-12-16 00:10:00	ES	Futures	6900.36	6900.86	6897.84	6898.84	610.0
2025-12-16 00:15:00	ES	Futures	6898.84	6901.11	6897.84	6900.86	847.0
2025-12-16 00:20:00	ES	Futures	6900.86	6901.61	6898.09	6899.85	439.0
2025-12-16 00:25:00	ES	Futures	6899.6	6900.61	6897.33	6897.58	446.0
2025-12-16 00:30:00	ES	Futures	6897.33	6897.58	6895.07	6895.07	473.0
2025-12-16 00:35:00	ES	Futures	6895.07	6898.34	6894.56	6897.33	632.0
2025-12-16 00:40:00	ES	Futures	6897.08	6897.33	6894.06	6894.56	595.0
2025-12-16 00:45:00	ES	Futures	6894.56	6896.58	6894.06	6894.31	676.0
2025-12-16 00:50:00	ES	Futures	6894.31	6894.56	6891.29	6891.29	603.0
2025-12-16 00:55:00	ES	Futures	6891.29	6891.54	6889.27	6890.53	1168.0
2025-12-16 01:00:00	ES	Futures	6890.78	6892.04	6889.02	6891.54	790.0
2025-12-16 01:05:00	ES	Futures	6891.79	6894.06	6891.54	6892.55	756.0
2025-12-16 01:10:00	ES	Futures	6892.55	6894.81	6891.04	6893.05	957.0
2025-12-16 01:15:00	ES	Futures	6893.05	6893.81	6890.78	6891.54	519.0
2025-12-16 01:20:00	ES	Futures	6891.29	6892.8	6890.53	6891.79	400.0
2025-12-16 01:25:00	ES	Futures	6892.04	6893.81	6891.54	6892.3	485.0
2025-12-16 01:30:00	ES	Futures	6892.55	6892.8	6890.28	6891.54	436.0
2025-12-16 01:35:00	ES	Futures	6891.79	6891.79	6889.78	6890.03	613.0
2025-12-16 01:40:00	ES	Futures	6890.03	6891.54	6889.78	6891.29	385.0
2025-12-16 01:45:00	ES	Futures	6891.04	6893.3	6890.78	6891.04	352.0
2025-12-16 01:50:00	ES	Futures	6891.29	6893.55	6891.29	6892.8	520.0
2025-12-16 01:55:00	ES	Futures	6892.8	6894.56	6892.8	6894.31	396.0
2025-12-16 02:00:00	ES	Futures	6894.56	6897.08	6894.06	6896.33	745.0
2025-12-16 02:05:00	ES	Futures	6896.58	6896.58	6893.81	6894.06	371.0
2025-12-16 02:10:00	ES	Futures	6894.06	6894.31	6892.55	6892.8	308.0
2025-12-16 02:15:00	ES	Futures	6893.05	6895.82	6892.55	6894.56	449.0
2025-12-16 02:20:00	ES	Futures	6894.81	6896.83	6893.55	6896.07	369.0
2025-12-16 02:25:00	ES	Futures	6896.07	6897.08	6895.32	6895.32	372.0
2025-12-16 02:30:00	ES	Futures	6895.32	6895.32	6893.3	6893.3	426.0
2025-12-16 02:35:00	ES	Futures	6893.55	6894.31	6887.76	6890.03	1549.0
2025-12-16 02:40:00	ES	Futures	6889.78	6890.78	6884.23	6884.99	1152.0
2025-12-16 02:45:00	ES	Futures	6885.24	6892.3	6885.24	6891.79	1060.0
2025-12-16 02:50:00	ES	Futures	6891.79	6892.3	6889.78	6890.28	967.0
2025-12-16 02:55:00	ES	Futures	6890.03	6895.82	6889.78	6893.81	1401.0
2025-12-16 03:00:00	ES	Futures	6893.81	6898.84	6893.3	6897.58	1674.0
2025-12-16 03:05:00	ES	Futures	6897.33	6900.61	6895.82	6900.1	1439.0
2025-12-16 03:10:00	ES	Futures	6900.36	6900.61	6897.08	6899.35	974.0
2025-12-16 03:15:00	ES	Futures	6899.6	6902.12	6897.84	6901.87	1269.0
2025-12-16 03:20:00	ES	Futures	6902.12	6902.62	6898.09	6902.62	1105.0
2025-12-16 03:25:00	ES	Futures	6902.37	6905.39	6901.61	6904.39	1138.0
2025-12-16 03:30:00	ES	Futures	6904.13	6904.89	6901.87	6902.87	815.0
2025-12-16 03:35:00	ES	Futures	6902.62	6904.89	6901.87	6902.62	878.0
2025-12-16 03:40:00	ES	Futures	6902.62	6906.4	6902.12	6906.15	746.0
2025-12-16 03:45:00	ES	Futures	6906.4	6909.42	6906.15	6909.42	1736.0
2025-12-16 03:50:00	ES	Futures	6909.17	6909.42	6907.16	6908.92	959.0
2025-12-16 03:55:00	ES	Futures	6908.67	6909.42	6906.9	6908.67	735.0
2025-12-16 04:00:00	ES	Futures	6908.42	6908.67	6905.64	6908.42	1114.0
2025-12-16 04:05:00	ES	Futures	6908.42	6909.93	6908.16	6909.68	1136.0

> showing 50 of 20,304 rows — these rows as CSV

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