PREVIEW / futures_5min / 2025-12-26

all futures 5-min files

  file:    by_date/futures_5min/2025/2025-12-26.parquet
  size:    201 KB
  rows:    11,086

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
2025-12-26 00:00:00	ES	Futures	7033.6	7034.11	7033.35	7033.85	116.0
2025-12-26 00:05:00	ES	Futures	7034.11	7034.11	7033.6	7033.6	133.0
2025-12-26 00:10:00	ES	Futures	7033.85	7034.36	7033.35	7033.6	158.0
2025-12-26 00:15:00	ES	Futures	7033.85	7034.11	7033.35	7033.85	145.0
2025-12-26 00:20:00	ES	Futures	7034.11	7034.86	7033.85	7034.36	220.0
2025-12-26 00:25:00	ES	Futures	7034.36	7034.61	7033.85	7033.85	201.0
2025-12-26 00:30:00	ES	Futures	7033.85	7033.85	7033.1	7033.35	193.0
2025-12-26 00:35:00	ES	Futures	7033.6	7033.6	7033.1	7033.35	86.0
2025-12-26 00:40:00	ES	Futures	7033.35	7033.6	7032.85	7032.85	174.0
2025-12-26 00:45:00	ES	Futures	7032.85	7033.6	7032.34	7033.35	191.0
2025-12-26 00:50:00	ES	Futures	7033.1	7033.35	7032.34	7033.1	138.0
2025-12-26 00:55:00	ES	Futures	7032.85	7032.85	7031.59	7032.59	332.0
2025-12-26 01:00:00	ES	Futures	7032.59	7033.35	7032.59	7032.85	146.0
2025-12-26 01:05:00	ES	Futures	7032.85	7033.1	7031.59	7032.85	191.0
2025-12-26 01:10:00	ES	Futures	7033.1	7033.1	7032.34	7032.85	149.0
2025-12-26 01:15:00	ES	Futures	7032.85	7033.1	7032.09	7032.34	193.0
2025-12-26 01:20:00	ES	Futures	7032.34	7032.59	7032.34	7032.34	94.0
2025-12-26 01:25:00	ES	Futures	7032.34	7032.85	7031.84	7032.34	178.0
2025-12-26 01:30:00	ES	Futures	7032.34	7032.59	7031.84	7032.09	155.0
2025-12-26 01:35:00	ES	Futures	7031.84	7032.85	7031.84	7032.85	155.0
2025-12-26 01:40:00	ES	Futures	7032.59	7032.85	7031.84	7032.85	254.0
2025-12-26 01:45:00	ES	Futures	7032.59	7033.1	7032.34	7033.1	218.0
2025-12-26 01:50:00	ES	Futures	7033.1	7033.1	7031.33	7031.33	309.0
2025-12-26 01:55:00	ES	Futures	7031.33	7032.09	7031.08	7031.84	146.0
2025-12-26 02:00:00	ES	Futures	7031.84	7032.09	7031.33	7031.33	152.0
2025-12-26 02:05:00	ES	Futures	7031.33	7031.84	7031.33	7031.33	127.0
2025-12-26 02:10:00	ES	Futures	7031.08	7031.84	7030.58	7031.08	235.0
2025-12-26 02:15:00	ES	Futures	7031.33	7031.33	7027.3	7028.31	885.0
2025-12-26 02:20:00	ES	Futures	7028.56	7029.32	7027.56	7028.82	271.0
2025-12-26 02:25:00	ES	Futures	7028.82	7030.08	7028.82	7029.82	228.0
2025-12-26 02:30:00	ES	Futures	7029.82	7031.33	7028.82	7030.83	300.0
2025-12-26 02:35:00	ES	Futures	7030.58	7031.33	7029.07	7029.07	244.0
2025-12-26 02:40:00	ES	Futures	7029.07	7029.82	7029.07	7029.57	89.0
2025-12-26 02:45:00	ES	Futures	7029.32	7029.82	7029.07	7029.32	241.0
2025-12-26 02:50:00	ES	Futures	7029.57	7030.08	7028.82	7029.82	237.0
2025-12-26 02:55:00	ES	Futures	7029.82	7030.08	7029.07	7029.32	250.0
2025-12-26 03:00:00	ES	Futures	7029.32	7030.08	7028.56	7029.07	419.0
2025-12-26 03:05:00	ES	Futures	7029.07	7029.57	7028.31	7028.82	249.0
2025-12-26 03:10:00	ES	Futures	7028.56	7028.82	7026.55	7028.56	551.0
2025-12-26 03:15:00	ES	Futures	7028.56	7029.32	7028.06	7028.06	325.0
2025-12-26 03:20:00	ES	Futures	7028.06	7028.31	7027.56	7027.81	262.0
2025-12-26 03:25:00	ES	Futures	7028.06	7029.32	7027.81	7028.82	404.0
2025-12-26 03:30:00	ES	Futures	7028.82	7028.82	7028.06	7028.31	318.0
2025-12-26 03:35:00	ES	Futures	7028.06	7028.31	7027.3	7028.06	257.0
2025-12-26 03:40:00	ES	Futures	7028.06	7028.56	7027.81	7028.31	363.0
2025-12-26 03:45:00	ES	Futures	7028.56	7028.56	7027.81	7028.06	89.0
2025-12-26 03:50:00	ES	Futures	7028.06	7028.31	7027.81	7028.06	107.0
2025-12-26 03:55:00	ES	Futures	7028.06	7030.83	7027.81	7029.82	579.0
2025-12-26 04:00:00	ES	Futures	7029.82	7031.84	7029.32	7031.08	509.0
2025-12-26 04:05:00	ES	Futures	7031.08	7032.59	7031.08	7032.34	391.0

> showing 50 of 11,086 rows — these rows as CSV

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