PREVIEW / futures_5min / 2024-01-11

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-11.parquet
  size:    368 KB
  rows:    20,416

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
2024-01-11 00:00:00	ES	Futures	5187.83	5188.36	5187.29	5188.1	247.0
2024-01-11 00:05:00	ES	Futures	5188.36	5188.36	5187.56	5188.1	150.0
2024-01-11 00:10:00	ES	Futures	5188.1	5188.1	5187.56	5187.83	271.0
2024-01-11 00:15:00	ES	Futures	5187.83	5188.36	5187.83	5188.1	143.0
2024-01-11 00:20:00	ES	Futures	5188.1	5188.36	5186.75	5186.75	340.0
2024-01-11 00:25:00	ES	Futures	5186.75	5189.17	5186.48	5188.36	848.0
2024-01-11 00:30:00	ES	Futures	5188.36	5188.36	5187.02	5187.29	238.0
2024-01-11 00:35:00	ES	Futures	5187.02	5187.29	5186.75	5187.02	221.0
2024-01-11 00:40:00	ES	Futures	5187.29	5187.83	5187.02	5187.83	231.0
2024-01-11 00:45:00	ES	Futures	5187.83	5188.36	5187.56	5187.83	136.0
2024-01-11 00:50:00	ES	Futures	5187.56	5187.83	5186.22	5186.48	581.0
2024-01-11 00:55:00	ES	Futures	5186.48	5187.29	5186.22	5187.02	641.0
2024-01-11 01:00:00	ES	Futures	5187.02	5187.56	5186.75	5187.02	522.0
2024-01-11 01:05:00	ES	Futures	5187.02	5187.29	5186.48	5187.29	399.0
2024-01-11 01:10:00	ES	Futures	5187.29	5189.17	5187.29	5188.9	566.0
2024-01-11 01:15:00	ES	Futures	5188.9	5189.17	5188.36	5188.63	451.0
2024-01-11 01:20:00	ES	Futures	5188.63	5189.44	5188.36	5189.17	367.0
2024-01-11 01:25:00	ES	Futures	5189.17	5189.98	5188.9	5189.17	507.0
2024-01-11 01:30:00	ES	Futures	5188.9	5190.78	5188.9	5190.51	966.0
2024-01-11 01:35:00	ES	Futures	5190.51	5191.86	5189.98	5191.05	1460.0
2024-01-11 01:40:00	ES	Futures	5191.05	5191.32	5189.98	5190.51	606.0
2024-01-11 01:45:00	ES	Futures	5190.51	5190.78	5189.71	5190.24	493.0
2024-01-11 01:50:00	ES	Futures	5189.98	5190.24	5189.44	5189.98	369.0
2024-01-11 01:55:00	ES	Futures	5190.24	5190.78	5189.98	5190.51	498.0
2024-01-11 02:00:00	ES	Futures	5190.51	5191.32	5190.24	5191.05	706.0
2024-01-11 02:05:00	ES	Futures	5191.32	5192.39	5191.05	5191.86	700.0
2024-01-11 02:10:00	ES	Futures	5192.12	5192.39	5190.78	5190.78	509.0
2024-01-11 02:15:00	ES	Futures	5190.78	5191.59	5190.24	5191.05	333.0
2024-01-11 02:20:00	ES	Futures	5191.32	5192.39	5190.78	5191.86	547.0
2024-01-11 02:25:00	ES	Futures	5191.59	5193.2	5191.59	5192.39	1279.0
2024-01-11 02:30:00	ES	Futures	5192.39	5192.39	5190.51	5190.78	709.0
2024-01-11 02:35:00	ES	Futures	5190.78	5191.59	5190.78	5191.32	395.0
2024-01-11 02:40:00	ES	Futures	5191.32	5192.12	5191.32	5191.59	519.0
2024-01-11 02:45:00	ES	Futures	5191.86	5192.12	5190.78	5191.05	587.0
2024-01-11 02:50:00	ES	Futures	5190.78	5191.86	5190.78	5190.78	979.0
2024-01-11 02:55:00	ES	Futures	5190.78	5191.05	5189.98	5190.51	785.0
2024-01-11 03:00:00	ES	Futures	5190.24	5191.32	5189.17	5189.98	2682.0
2024-01-11 03:05:00	ES	Futures	5189.98	5191.86	5188.9	5191.59	1675.0
2024-01-11 03:10:00	ES	Futures	5191.32	5192.93	5190.78	5192.12	1478.0
2024-01-11 03:15:00	ES	Futures	5192.39	5195.08	5191.59	5194.01	2244.0
2024-01-11 03:20:00	ES	Futures	5194.01	5196.15	5193.47	5195.62	2104.0
2024-01-11 03:25:00	ES	Futures	5195.62	5196.69	5194.54	5194.81	1383.0
2024-01-11 03:30:00	ES	Futures	5194.81	5195.62	5194.01	5195.35	918.0
2024-01-11 03:35:00	ES	Futures	5195.35	5196.42	5194.81	5195.35	1068.0
2024-01-11 03:40:00	ES	Futures	5195.62	5196.15	5194.54	5195.35	1058.0
2024-01-11 03:45:00	ES	Futures	5195.35	5196.96	5195.35	5196.42	1408.0
2024-01-11 03:50:00	ES	Futures	5196.69	5197.77	5195.89	5196.15	1404.0
2024-01-11 03:55:00	ES	Futures	5195.89	5196.42	5195.35	5195.89	920.0
2024-01-11 04:00:00	ES	Futures	5195.62	5196.15	5193.47	5193.74	1478.0
2024-01-11 04:05:00	ES	Futures	5193.74	5194.01	5191.59	5191.86	1475.0

> showing 50 of 20,416 rows — these rows as CSV

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