PREVIEW / futures_5min / 2024-01-18

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-18.parquet
  size:    351 KB
  rows:    20,580

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
2024-01-18 00:00:00	ES	Futures	5120.14	5121.22	5120.14	5120.14	378.0
2024-01-18 00:05:00	ES	Futures	5120.14	5120.68	5119.34	5119.87	332.0
2024-01-18 00:10:00	ES	Futures	5119.87	5120.68	5119.87	5120.41	226.0
2024-01-18 00:15:00	ES	Futures	5120.68	5120.95	5120.14	5120.68	170.0
2024-01-18 00:20:00	ES	Futures	5120.68	5121.49	5120.41	5120.95	234.0
2024-01-18 00:25:00	ES	Futures	5120.95	5121.49	5120.41	5121.49	281.0
2024-01-18 00:30:00	ES	Futures	5121.22	5121.22	5119.61	5120.14	680.0
2024-01-18 00:35:00	ES	Futures	5120.14	5122.83	5120.14	5122.56	731.0
2024-01-18 00:40:00	ES	Futures	5122.56	5123.1	5122.29	5122.56	385.0
2024-01-18 00:45:00	ES	Futures	5122.83	5122.83	5121.49	5121.75	208.0
2024-01-18 00:50:00	ES	Futures	5121.75	5122.83	5121.75	5122.56	260.0
2024-01-18 00:55:00	ES	Futures	5122.83	5124.44	5122.56	5123.9	694.0
2024-01-18 01:00:00	ES	Futures	5123.63	5124.98	5123.37	5124.44	754.0
2024-01-18 01:05:00	ES	Futures	5124.71	5126.05	5123.63	5126.05	843.0
2024-01-18 01:10:00	ES	Futures	5126.05	5126.59	5125.25	5125.78	1256.0
2024-01-18 01:15:00	ES	Futures	5126.05	5126.59	5125.51	5125.78	388.0
2024-01-18 01:20:00	ES	Futures	5125.78	5126.59	5125.25	5126.05	807.0
2024-01-18 01:25:00	ES	Futures	5126.05	5127.66	5125.25	5125.78	1654.0
2024-01-18 01:30:00	ES	Futures	5125.78	5126.86	5124.17	5126.86	925.0
2024-01-18 01:35:00	ES	Futures	5126.59	5127.39	5126.32	5126.86	1083.0
2024-01-18 01:40:00	ES	Futures	5127.13	5127.66	5126.05	5126.59	1154.0
2024-01-18 01:45:00	ES	Futures	5126.86	5127.13	5126.32	5127.13	514.0
2024-01-18 01:50:00	ES	Futures	5127.13	5127.39	5126.86	5127.13	648.0
2024-01-18 01:55:00	ES	Futures	5127.13	5127.39	5126.32	5126.59	650.0
2024-01-18 02:00:00	ES	Futures	5126.59	5127.93	5126.32	5127.93	1432.0
2024-01-18 02:05:00	ES	Futures	5127.66	5127.93	5126.59	5127.39	1405.0
2024-01-18 02:10:00	ES	Futures	5127.39	5127.66	5125.51	5125.51	774.0
2024-01-18 02:15:00	ES	Futures	5125.51	5126.59	5124.98	5125.78	671.0
2024-01-18 02:20:00	ES	Futures	5125.78	5127.13	5125.51	5127.13	617.0
2024-01-18 02:25:00	ES	Futures	5126.86	5127.13	5125.25	5125.51	730.0
2024-01-18 02:30:00	ES	Futures	5125.51	5125.78	5124.17	5124.17	508.0
2024-01-18 02:35:00	ES	Futures	5124.44	5124.71	5122.83	5122.83	697.0
2024-01-18 02:40:00	ES	Futures	5122.83	5123.1	5122.29	5122.56	770.0
2024-01-18 02:45:00	ES	Futures	5122.56	5125.78	5122.29	5125.51	1142.0
2024-01-18 02:50:00	ES	Futures	5125.51	5126.86	5125.51	5125.78	1215.0
2024-01-18 02:55:00	ES	Futures	5125.51	5127.66	5125.25	5126.86	925.0
2024-01-18 03:00:00	ES	Futures	5126.59	5127.66	5126.32	5127.39	3308.0
2024-01-18 03:05:00	ES	Futures	5127.66	5127.93	5125.51	5125.78	2885.0
2024-01-18 03:10:00	ES	Futures	5125.78	5128.74	5124.98	5127.39	2918.0
2024-01-18 03:15:00	ES	Futures	5127.66	5129.81	5126.59	5128.74	5617.0
2024-01-18 03:20:00	ES	Futures	5128.74	5129.54	5126.86	5127.93	4034.0
2024-01-18 03:25:00	ES	Futures	5127.93	5129.81	5127.39	5129.01	2615.0
2024-01-18 03:30:00	ES	Futures	5128.74	5129.54	5125.25	5126.05	1620.0
2024-01-18 03:35:00	ES	Futures	5126.05	5127.39	5124.71	5125.25	1507.0
2024-01-18 03:40:00	ES	Futures	5124.98	5127.66	5124.98	5127.39	1217.0
2024-01-18 03:45:00	ES	Futures	5127.66	5128.47	5126.86	5126.86	964.0
2024-01-18 03:50:00	ES	Futures	5126.86	5127.39	5126.05	5126.32	855.0
2024-01-18 03:55:00	ES	Futures	5126.32	5127.66	5125.78	5127.66	795.0
2024-01-18 04:00:00	ES	Futures	5127.39	5129.27	5126.86	5129.01	2287.0
2024-01-18 04:05:00	ES	Futures	5129.01	5129.01	5126.59	5129.01	1747.0

> showing 50 of 20,580 rows — these rows as CSV

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