PREVIEW / futures_5min / 2024-01-08

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-08.parquet
  size:    367 KB
  rows:    20,521

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
2024-01-08 00:00:00	ES	Futures	5084.42	5084.96	5083.88	5084.69	358.0
2024-01-08 00:05:00	ES	Futures	5084.69	5085.76	5084.42	5085.23	388.0
2024-01-08 00:10:00	ES	Futures	5085.23	5085.76	5084.69	5085.23	330.0
2024-01-08 00:15:00	ES	Futures	5085.23	5085.76	5085.23	5085.49	128.0
2024-01-08 00:20:00	ES	Futures	5085.49	5085.49	5083.88	5084.15	233.0
2024-01-08 00:25:00	ES	Futures	5083.88	5084.42	5083.88	5084.15	104.0
2024-01-08 00:30:00	ES	Futures	5083.88	5084.15	5081.73	5081.73	740.0
2024-01-08 00:35:00	ES	Futures	5082.0	5082.27	5081.2	5081.73	650.0
2024-01-08 00:40:00	ES	Futures	5082.0	5082.81	5081.47	5082.0	273.0
2024-01-08 00:45:00	ES	Futures	5081.73	5082.27	5081.2	5082.27	207.0
2024-01-08 00:50:00	ES	Futures	5082.54	5082.54	5081.2	5082.54	419.0
2024-01-08 00:55:00	ES	Futures	5082.54	5083.08	5082.0	5082.27	224.0
2024-01-08 01:00:00	ES	Futures	5082.27	5082.54	5081.73	5082.27	223.0
2024-01-08 01:05:00	ES	Futures	5082.27	5084.69	5082.0	5083.88	527.0
2024-01-08 01:10:00	ES	Futures	5083.61	5083.88	5081.73	5083.35	487.0
2024-01-08 01:15:00	ES	Futures	5083.35	5083.88	5083.35	5083.61	137.0
2024-01-08 01:20:00	ES	Futures	5083.61	5083.88	5082.54	5082.81	229.0
2024-01-08 01:25:00	ES	Futures	5082.81	5083.61	5082.81	5083.35	191.0
2024-01-08 01:30:00	ES	Futures	5083.35	5083.35	5080.66	5081.73	631.0
2024-01-08 01:35:00	ES	Futures	5081.73	5082.54	5080.12	5080.39	436.0
2024-01-08 01:40:00	ES	Futures	5080.39	5080.93	5079.85	5080.12	520.0
2024-01-08 01:45:00	ES	Futures	5080.12	5080.66	5079.85	5080.39	424.0
2024-01-08 01:50:00	ES	Futures	5080.39	5082.27	5080.39	5081.47	545.0
2024-01-08 01:55:00	ES	Futures	5081.2	5081.47	5080.93	5080.93	173.0
2024-01-08 02:00:00	ES	Futures	5080.66	5083.35	5080.66	5082.81	1185.0
2024-01-08 02:05:00	ES	Futures	5082.81	5085.76	5082.81	5084.69	897.0
2024-01-08 02:10:00	ES	Futures	5084.69	5086.3	5084.69	5085.76	667.0
2024-01-08 02:15:00	ES	Futures	5085.76	5085.76	5083.61	5083.61	434.0
2024-01-08 02:20:00	ES	Futures	5083.35	5085.23	5083.08	5084.96	393.0
2024-01-08 02:25:00	ES	Futures	5084.69	5084.96	5084.15	5084.69	293.0
2024-01-08 02:30:00	ES	Futures	5084.69	5084.69	5083.08	5083.08	350.0
2024-01-08 02:35:00	ES	Futures	5083.08	5083.35	5080.93	5081.2	734.0
2024-01-08 02:40:00	ES	Futures	5081.2	5082.27	5080.66	5082.27	635.0
2024-01-08 02:45:00	ES	Futures	5082.0	5084.15	5082.0	5083.61	796.0
2024-01-08 02:50:00	ES	Futures	5083.35	5084.42	5083.08	5083.35	425.0
2024-01-08 02:55:00	ES	Futures	5083.35	5084.15	5081.47	5081.47	495.0
2024-01-08 03:00:00	ES	Futures	5081.73	5084.96	5080.93	5084.69	1770.0
2024-01-08 03:05:00	ES	Futures	5084.42	5084.69	5080.66	5082.0	1220.0
2024-01-08 03:10:00	ES	Futures	5082.0	5084.69	5078.51	5080.93	2021.0
2024-01-08 03:15:00	ES	Futures	5080.93	5085.76	5080.12	5084.69	1723.0
2024-01-08 03:20:00	ES	Futures	5084.96	5086.84	5084.42	5084.96	1346.0
2024-01-08 03:25:00	ES	Futures	5085.23	5086.03	5083.08	5085.23	1443.0
2024-01-08 03:30:00	ES	Futures	5085.23	5086.57	5082.81	5085.76	1882.0
2024-01-08 03:35:00	ES	Futures	5085.76	5086.57	5084.42	5085.76	956.0
2024-01-08 03:40:00	ES	Futures	5085.76	5087.91	5082.81	5083.35	1802.0
2024-01-08 03:45:00	ES	Futures	5083.61	5085.23	5082.27	5084.96	1037.0
2024-01-08 03:50:00	ES	Futures	5085.23	5085.76	5082.54	5082.54	776.0
2024-01-08 03:55:00	ES	Futures	5082.54	5083.08	5080.66	5080.93	1235.0
2024-01-08 04:00:00	ES	Futures	5081.2	5081.2	5078.24	5078.24	2322.0
2024-01-08 04:05:00	ES	Futures	5078.24	5080.93	5077.44	5080.66	1670.0

> showing 50 of 20,521 rows — these rows as CSV

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