PREVIEW / futures_5min / 2024-01-17

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-17.parquet
  size:    351 KB
  rows:    20,914

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
2024-01-17 00:00:00	ES	Futures	5145.66	5145.66	5144.32	5144.58	348.0
2024-01-17 00:05:00	ES	Futures	5144.32	5144.58	5143.24	5143.24	501.0
2024-01-17 00:10:00	ES	Futures	5143.51	5143.78	5142.44	5142.7	382.0
2024-01-17 00:15:00	ES	Futures	5142.7	5142.7	5141.36	5141.9	436.0
2024-01-17 00:20:00	ES	Futures	5141.9	5142.97	5141.63	5142.7	380.0
2024-01-17 00:25:00	ES	Futures	5142.7	5143.24	5142.44	5142.7	306.0
2024-01-17 00:30:00	ES	Futures	5142.44	5142.7	5141.36	5141.9	575.0
2024-01-17 00:35:00	ES	Futures	5141.9	5143.24	5141.63	5142.17	397.0
2024-01-17 00:40:00	ES	Futures	5142.17	5142.7	5142.17	5142.7	261.0
2024-01-17 00:45:00	ES	Futures	5142.7	5142.7	5141.36	5141.9	554.0
2024-01-17 00:50:00	ES	Futures	5141.9	5142.44	5140.02	5140.02	1128.0
2024-01-17 00:55:00	ES	Futures	5140.02	5140.82	5140.02	5140.02	783.0
2024-01-17 01:00:00	ES	Futures	5140.02	5140.82	5140.02	5140.56	1627.0
2024-01-17 01:05:00	ES	Futures	5140.56	5141.09	5136.26	5136.53	3214.0
2024-01-17 01:10:00	ES	Futures	5136.53	5136.8	5130.08	5131.96	5845.0
2024-01-17 01:15:00	ES	Futures	5131.96	5134.38	5131.15	5134.11	1172.0
2024-01-17 01:20:00	ES	Futures	5134.11	5134.65	5132.5	5134.11	1195.0
2024-01-17 01:25:00	ES	Futures	5133.84	5134.11	5132.23	5133.3	934.0
2024-01-17 01:30:00	ES	Futures	5133.57	5134.11	5132.23	5133.57	1025.0
2024-01-17 01:35:00	ES	Futures	5133.57	5134.11	5130.35	5130.35	1327.0
2024-01-17 01:40:00	ES	Futures	5130.35	5132.77	5130.08	5131.42	2183.0
2024-01-17 01:45:00	ES	Futures	5131.69	5132.77	5130.89	5132.5	828.0
2024-01-17 01:50:00	ES	Futures	5132.23	5134.11	5131.42	5132.77	1308.0
2024-01-17 01:55:00	ES	Futures	5132.77	5133.3	5131.15	5131.15	853.0
2024-01-17 02:00:00	ES	Futures	5131.15	5132.5	5130.08	5130.89	2654.0
2024-01-17 02:05:00	ES	Futures	5131.15	5131.69	5130.08	5131.15	1702.0
2024-01-17 02:10:00	ES	Futures	5130.89	5131.69	5127.93	5129.81	1918.0
2024-01-17 02:15:00	ES	Futures	5129.81	5130.08	5126.86	5128.74	1875.0
2024-01-17 02:20:00	ES	Futures	5128.74	5129.54	5127.39	5128.47	1644.0
2024-01-17 02:25:00	ES	Futures	5128.47	5128.74	5125.78	5126.59	2010.0
2024-01-17 02:30:00	ES	Futures	5126.59	5128.74	5125.51	5128.2	1370.0
2024-01-17 02:35:00	ES	Futures	5128.2	5129.54	5127.13	5128.74	1648.0
2024-01-17 02:40:00	ES	Futures	5128.74	5129.27	5125.78	5125.78	1211.0
2024-01-17 02:45:00	ES	Futures	5125.78	5129.01	5125.78	5127.93	1657.0
2024-01-17 02:50:00	ES	Futures	5127.93	5129.54	5126.86	5129.27	1871.0
2024-01-17 02:55:00	ES	Futures	5129.01	5132.5	5129.01	5130.89	1988.0
2024-01-17 03:00:00	ES	Futures	5130.89	5131.69	5128.74	5131.42	3452.0
2024-01-17 03:05:00	ES	Futures	5131.15	5131.42	5127.39	5128.2	3699.0
2024-01-17 03:10:00	ES	Futures	5127.93	5131.15	5127.39	5129.01	3109.0
2024-01-17 03:15:00	ES	Futures	5128.74	5132.5	5128.47	5132.5	2872.0
2024-01-17 03:20:00	ES	Futures	5132.5	5132.5	5130.89	5131.69	2625.0
2024-01-17 03:25:00	ES	Futures	5131.69	5133.84	5130.89	5133.3	2817.0
2024-01-17 03:30:00	ES	Futures	5133.3	5133.84	5129.81	5132.5	2052.0
2024-01-17 03:35:00	ES	Futures	5132.5	5133.84	5131.69	5132.23	2272.0
2024-01-17 03:40:00	ES	Futures	5132.23	5133.3	5131.15	5132.77	1951.0
2024-01-17 03:45:00	ES	Futures	5132.77	5133.84	5130.35	5132.23	2524.0
2024-01-17 03:50:00	ES	Futures	5132.23	5132.23	5129.27	5129.81	1914.0
2024-01-17 03:55:00	ES	Futures	5129.54	5130.89	5128.2	5128.47	1978.0
2024-01-17 04:00:00	ES	Futures	5128.47	5129.81	5126.86	5127.39	2167.0
2024-01-17 04:05:00	ES	Futures	5127.13	5127.93	5126.32	5126.59	1932.0

> showing 50 of 20,914 rows — these rows as CSV

> unlock the full archive -- $79 one-time