PREVIEW / futures_5min / 2024-01-04

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-04.parquet
  size:    348 KB
  rows:    20,407

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
2024-01-04 00:00:00	ES	Futures	5102.95	5103.22	5102.68	5102.95	268.0
2024-01-04 00:05:00	ES	Futures	5102.95	5102.95	5101.88	5102.42	567.0
2024-01-04 00:10:00	ES	Futures	5102.42	5102.42	5101.61	5102.42	550.0
2024-01-04 00:15:00	ES	Futures	5102.42	5103.22	5102.42	5102.68	190.0
2024-01-04 00:20:00	ES	Futures	5102.68	5102.68	5102.15	5102.42	397.0
2024-01-04 00:25:00	ES	Futures	5102.15	5102.68	5101.61	5101.61	281.0
2024-01-04 00:30:00	ES	Futures	5101.61	5102.15	5101.61	5101.88	121.0
2024-01-04 00:35:00	ES	Futures	5101.88	5101.88	5101.07	5101.61	612.0
2024-01-04 00:40:00	ES	Futures	5101.61	5101.88	5101.07	5101.34	225.0
2024-01-04 00:45:00	ES	Futures	5101.07	5101.61	5101.07	5101.07	358.0
2024-01-04 00:50:00	ES	Futures	5101.34	5101.61	5101.07	5101.61	307.0
2024-01-04 00:55:00	ES	Futures	5101.61	5101.88	5101.34	5101.34	173.0
2024-01-04 01:00:00	ES	Futures	5101.34	5101.88	5101.34	5101.61	226.0
2024-01-04 01:05:00	ES	Futures	5101.61	5102.15	5101.34	5101.61	274.0
2024-01-04 01:10:00	ES	Futures	5101.61	5101.88	5101.34	5101.61	122.0
2024-01-04 01:15:00	ES	Futures	5101.61	5102.95	5101.61	5102.68	317.0
2024-01-04 01:20:00	ES	Futures	5102.68	5104.03	5102.68	5104.03	496.0
2024-01-04 01:25:00	ES	Futures	5104.03	5105.37	5104.03	5105.1	612.0
2024-01-04 01:30:00	ES	Futures	5105.1	5106.44	5104.56	5105.1	1419.0
2024-01-04 01:35:00	ES	Futures	5105.1	5105.64	5104.83	5105.37	290.0
2024-01-04 01:40:00	ES	Futures	5105.37	5105.64	5104.3	5104.56	343.0
2024-01-04 01:45:00	ES	Futures	5104.83	5105.1	5104.3	5105.1	329.0
2024-01-04 01:50:00	ES	Futures	5105.1	5106.44	5104.83	5106.18	538.0
2024-01-04 01:55:00	ES	Futures	5106.44	5107.25	5105.91	5106.71	575.0
2024-01-04 02:00:00	ES	Futures	5106.98	5107.79	5106.71	5106.98	731.0
2024-01-04 02:05:00	ES	Futures	5106.98	5107.52	5106.71	5107.25	429.0
2024-01-04 02:10:00	ES	Futures	5106.98	5108.32	5106.44	5108.32	912.0
2024-01-04 02:15:00	ES	Futures	5108.06	5108.06	5107.52	5107.52	461.0
2024-01-04 02:20:00	ES	Futures	5107.52	5108.06	5107.25	5108.06	324.0
2024-01-04 02:25:00	ES	Futures	5107.79	5109.4	5107.79	5109.4	862.0
2024-01-04 02:30:00	ES	Futures	5109.4	5109.4	5108.06	5108.32	908.0
2024-01-04 02:35:00	ES	Futures	5108.32	5109.13	5108.32	5108.86	344.0
2024-01-04 02:40:00	ES	Futures	5108.59	5109.67	5107.79	5109.4	941.0
2024-01-04 02:45:00	ES	Futures	5109.4	5109.67	5107.79	5107.79	606.0
2024-01-04 02:50:00	ES	Futures	5108.06	5108.06	5106.71	5106.98	475.0
2024-01-04 02:55:00	ES	Futures	5106.98	5107.25	5105.1	5106.18	993.0
2024-01-04 03:00:00	ES	Futures	5106.18	5108.86	5105.64	5108.06	2787.0
2024-01-04 03:05:00	ES	Futures	5107.79	5109.67	5107.25	5109.4	1464.0
2024-01-04 03:10:00	ES	Futures	5109.4	5109.94	5107.25	5107.79	1763.0
2024-01-04 03:15:00	ES	Futures	5107.79	5108.59	5106.18	5107.52	1340.0
2024-01-04 03:20:00	ES	Futures	5107.52	5109.67	5107.25	5108.59	1339.0
2024-01-04 03:25:00	ES	Futures	5108.59	5109.13	5106.44	5106.71	1168.0
2024-01-04 03:30:00	ES	Futures	5106.71	5106.98	5105.1	5106.18	1752.0
2024-01-04 03:35:00	ES	Futures	5106.44	5110.74	5106.18	5109.13	1925.0
2024-01-04 03:40:00	ES	Futures	5109.4	5109.67	5107.25	5107.79	1730.0
2024-01-04 03:45:00	ES	Futures	5108.06	5108.06	5105.91	5107.25	1152.0
2024-01-04 03:50:00	ES	Futures	5107.25	5108.06	5105.64	5106.18	1183.0
2024-01-04 03:55:00	ES	Futures	5106.18	5106.18	5103.22	5103.76	1949.0
2024-01-04 04:00:00	ES	Futures	5103.76	5104.56	5102.42	5102.68	2091.0
2024-01-04 04:05:00	ES	Futures	5102.68	5104.03	5101.88	5103.76	1638.0

> showing 50 of 20,407 rows — these rows as CSV

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