PREVIEW / futures_5min / 2024-01-15

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-15.parquet
  size:    272 KB
  rows:    16,114

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
2024-01-15 00:00:00	ES	Futures	5176.82	5176.82	5175.74	5176.01	197.0
2024-01-15 00:05:00	ES	Futures	5176.28	5176.28	5175.2	5175.47	239.0
2024-01-15 00:10:00	ES	Futures	5175.47	5175.47	5173.86	5174.67	723.0
2024-01-15 00:15:00	ES	Futures	5174.4	5174.67	5174.13	5174.4	192.0
2024-01-15 00:20:00	ES	Futures	5174.4	5174.67	5173.86	5173.86	127.0
2024-01-15 00:25:00	ES	Futures	5173.86	5174.4	5173.32	5174.4	390.0
2024-01-15 00:30:00	ES	Futures	5174.4	5174.67	5173.59	5173.59	274.0
2024-01-15 00:35:00	ES	Futures	5173.86	5174.4	5173.32	5174.13	313.0
2024-01-15 00:40:00	ES	Futures	5174.13	5174.13	5173.59	5173.59	124.0
2024-01-15 00:45:00	ES	Futures	5173.59	5173.86	5173.59	5173.86	60.0
2024-01-15 00:50:00	ES	Futures	5174.13	5174.4	5173.32	5174.13	147.0
2024-01-15 00:55:00	ES	Futures	5174.13	5174.4	5173.59	5174.13	94.0
2024-01-15 01:00:00	ES	Futures	5174.13	5175.47	5174.13	5175.2	245.0
2024-01-15 01:05:00	ES	Futures	5175.47	5175.74	5174.67	5175.47	316.0
2024-01-15 01:10:00	ES	Futures	5175.47	5176.28	5175.2	5176.28	242.0
2024-01-15 01:15:00	ES	Futures	5176.28	5177.35	5176.01	5177.35	425.0
2024-01-15 01:20:00	ES	Futures	5177.35	5177.62	5176.82	5177.35	470.0
2024-01-15 01:25:00	ES	Futures	5177.35	5178.16	5176.82	5177.62	519.0
2024-01-15 01:30:00	ES	Futures	5177.62	5177.62	5176.82	5177.62	1064.0
2024-01-15 01:35:00	ES	Futures	5177.89	5179.5	5177.62	5178.96	552.0
2024-01-15 01:40:00	ES	Futures	5179.23	5179.23	5178.43	5179.23	229.0
2024-01-15 01:45:00	ES	Futures	5178.96	5179.5	5178.7	5179.23	382.0
2024-01-15 01:50:00	ES	Futures	5179.23	5179.23	5178.7	5179.23	245.0
2024-01-15 01:55:00	ES	Futures	5178.96	5179.23	5178.7	5179.23	153.0
2024-01-15 02:00:00	ES	Futures	5179.23	5181.38	5179.23	5180.58	920.0
2024-01-15 02:05:00	ES	Futures	5180.58	5181.38	5180.04	5180.84	715.0
2024-01-15 02:10:00	ES	Futures	5180.84	5181.65	5180.31	5181.11	1206.0
2024-01-15 02:15:00	ES	Futures	5181.11	5181.11	5178.96	5179.5	520.0
2024-01-15 02:20:00	ES	Futures	5179.5	5179.77	5178.43	5178.96	382.0
2024-01-15 02:25:00	ES	Futures	5179.23	5179.23	5178.16	5178.43	380.0
2024-01-15 02:30:00	ES	Futures	5178.43	5178.7	5177.08	5177.08	503.0
2024-01-15 02:35:00	ES	Futures	5177.08	5177.35	5175.2	5175.2	802.0
2024-01-15 02:40:00	ES	Futures	5175.47	5176.28	5174.94	5176.28	730.0
2024-01-15 02:45:00	ES	Futures	5176.28	5176.82	5175.2	5176.55	452.0
2024-01-15 02:50:00	ES	Futures	5176.28	5177.08	5175.47	5175.74	298.0
2024-01-15 02:55:00	ES	Futures	5175.74	5176.01	5174.94	5175.2	649.0
2024-01-15 03:00:00	ES	Futures	5175.2	5177.35	5174.4	5176.55	1613.0
2024-01-15 03:05:00	ES	Futures	5176.55	5179.23	5176.55	5179.23	1295.0
2024-01-15 03:10:00	ES	Futures	5179.23	5179.5	5176.82	5178.96	1184.0
2024-01-15 03:15:00	ES	Futures	5178.7	5178.96	5177.62	5178.16	743.0
2024-01-15 03:20:00	ES	Futures	5178.43	5180.04	5178.16	5178.96	933.0
2024-01-15 03:25:00	ES	Futures	5178.96	5179.23	5178.16	5178.7	622.0
2024-01-15 03:30:00	ES	Futures	5178.43	5178.43	5173.59	5174.13	1577.0
2024-01-15 03:35:00	ES	Futures	5174.13	5175.47	5171.98	5174.94	1676.0
2024-01-15 03:40:00	ES	Futures	5175.2	5175.2	5171.71	5172.79	1055.0
2024-01-15 03:45:00	ES	Futures	5172.79	5173.59	5170.91	5172.52	1178.0
2024-01-15 03:50:00	ES	Futures	5172.52	5173.05	5170.64	5170.91	1132.0
2024-01-15 03:55:00	ES	Futures	5170.91	5171.17	5168.22	5168.22	1354.0
2024-01-15 04:00:00	ES	Futures	5168.49	5169.03	5165.27	5168.76	1992.0
2024-01-15 04:05:00	ES	Futures	5168.76	5170.1	5167.95	5170.1	1299.0

> showing 50 of 16,114 rows — these rows as CSV

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