PREVIEW / futures_5min / 2025-12-17

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-12-17.parquet
  size:    349 KB
  rows:    20,203

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
2025-12-17 00:00:00	ES	Futures	6898.34	6898.59	6894.31	6896.83	1025.0
2025-12-17 00:05:00	ES	Futures	6896.83	6898.84	6896.58	6898.84	318.0
2025-12-17 00:10:00	ES	Futures	6899.1	6901.11	6897.84	6898.84	468.0
2025-12-17 00:15:00	ES	Futures	6899.1	6899.85	6897.08	6899.1	367.0
2025-12-17 00:20:00	ES	Futures	6899.1	6899.1	6896.83	6897.08	263.0
2025-12-17 00:25:00	ES	Futures	6896.83	6897.33	6895.32	6896.83	460.0
2025-12-17 00:30:00	ES	Futures	6896.83	6900.36	6896.58	6898.59	464.0
2025-12-17 00:35:00	ES	Futures	6898.34	6901.11	6898.34	6901.11	282.0
2025-12-17 00:40:00	ES	Futures	6901.11	6904.39	6900.86	6903.88	609.0
2025-12-17 00:45:00	ES	Futures	6904.13	6904.89	6903.63	6904.64	425.0
2025-12-17 00:50:00	ES	Futures	6904.64	6905.64	6903.63	6904.13	549.0
2025-12-17 00:55:00	ES	Futures	6904.39	6904.89	6903.88	6904.64	335.0
2025-12-17 01:00:00	ES	Futures	6904.39	6908.92	6904.13	6907.91	1103.0
2025-12-17 01:05:00	ES	Futures	6907.91	6909.17	6907.16	6908.92	538.0
2025-12-17 01:10:00	ES	Futures	6908.92	6913.71	6908.67	6913.71	998.0
2025-12-17 01:15:00	ES	Futures	6913.71	6915.22	6913.2	6914.96	920.0
2025-12-17 01:20:00	ES	Futures	6914.71	6914.71	6911.69	6913.45	717.0
2025-12-17 01:25:00	ES	Futures	6913.2	6913.71	6910.93	6913.71	670.0
2025-12-17 01:30:00	ES	Futures	6913.45	6915.72	6911.19	6911.19	870.0
2025-12-17 01:35:00	ES	Futures	6910.93	6912.95	6910.68	6911.94	339.0
2025-12-17 01:40:00	ES	Futures	6912.19	6914.46	6911.69	6914.21	314.0
2025-12-17 01:45:00	ES	Futures	6914.21	6914.96	6913.96	6914.71	222.0
2025-12-17 01:50:00	ES	Futures	6914.46	6914.46	6912.45	6913.2	357.0
2025-12-17 01:55:00	ES	Futures	6913.2	6913.2	6910.93	6911.44	434.0
2025-12-17 02:00:00	ES	Futures	6911.44	6912.95	6909.68	6911.94	930.0
2025-12-17 02:05:00	ES	Futures	6912.19	6915.22	6911.69	6915.22	625.0
2025-12-17 02:10:00	ES	Futures	6915.22	6919.25	6914.46	6917.48	1270.0
2025-12-17 02:15:00	ES	Futures	6917.23	6917.74	6913.71	6914.21	844.0
2025-12-17 02:20:00	ES	Futures	6913.96	6918.24	6913.71	6914.46	1008.0
2025-12-17 02:25:00	ES	Futures	6914.46	6914.71	6911.69	6913.71	756.0
2025-12-17 02:30:00	ES	Futures	6913.71	6915.97	6913.2	6914.21	663.0
2025-12-17 02:35:00	ES	Futures	6913.71	6914.21	6911.19	6911.94	495.0
2025-12-17 02:40:00	ES	Futures	6912.19	6912.95	6911.19	6912.7	672.0
2025-12-17 02:45:00	ES	Futures	6912.7	6915.72	6912.45	6915.72	669.0
2025-12-17 02:50:00	ES	Futures	6915.72	6915.72	6912.95	6913.96	604.0
2025-12-17 02:55:00	ES	Futures	6913.96	6917.74	6913.96	6914.21	640.0
2025-12-17 03:00:00	ES	Futures	6914.21	6915.22	6909.42	6912.95	1540.0
2025-12-17 03:05:00	ES	Futures	6913.2	6915.72	6911.19	6911.69	1236.0
2025-12-17 03:10:00	ES	Futures	6911.44	6914.96	6910.68	6913.96	1029.0
2025-12-17 03:15:00	ES	Futures	6913.71	6916.73	6913.45	6914.96	1135.0
2025-12-17 03:20:00	ES	Futures	6914.96	6915.22	6911.44	6914.71	1141.0
2025-12-17 03:25:00	ES	Futures	6914.71	6916.48	6911.44	6915.47	939.0
2025-12-17 03:30:00	ES	Futures	6915.47	6917.99	6914.21	6914.71	890.0
2025-12-17 03:35:00	ES	Futures	6914.46	6918.74	6914.46	6917.74	992.0
2025-12-17 03:40:00	ES	Futures	6917.74	6918.49	6915.72	6917.99	710.0
2025-12-17 03:45:00	ES	Futures	6918.24	6921.01	6917.74	6917.99	1172.0
2025-12-17 03:50:00	ES	Futures	6918.24	6920.0	6914.46	6914.46	1035.0
2025-12-17 03:55:00	ES	Futures	6914.71	6916.98	6912.95	6916.48	1197.0
2025-12-17 04:00:00	ES	Futures	6916.22	6917.99	6914.46	6916.73	1395.0
2025-12-17 04:05:00	ES	Futures	6916.48	6917.48	6914.46	6915.22	1029.0

> showing 50 of 20,203 rows — these rows as CSV

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