PREVIEW / futures_5min / 2024-01-19

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-19.parquet
  size:    293 KB
  rows:    16,541

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
2024-01-19 00:00:00	ES	Futures	5172.52	5173.86	5172.52	5173.32	338.0
2024-01-19 00:05:00	ES	Futures	5173.32	5173.32	5172.25	5173.05	306.0
2024-01-19 00:10:00	ES	Futures	5173.05	5173.59	5172.52	5173.59	161.0
2024-01-19 00:15:00	ES	Futures	5173.32	5173.86	5172.79	5172.79	266.0
2024-01-19 00:20:00	ES	Futures	5173.05	5173.32	5172.52	5173.05	152.0
2024-01-19 00:25:00	ES	Futures	5173.05	5173.59	5173.05	5173.59	133.0
2024-01-19 00:30:00	ES	Futures	5173.32	5173.86	5172.25	5172.25	366.0
2024-01-19 00:35:00	ES	Futures	5172.25	5172.52	5170.64	5170.91	661.0
2024-01-19 00:40:00	ES	Futures	5170.91	5171.44	5170.37	5171.44	398.0
2024-01-19 00:45:00	ES	Futures	5171.44	5171.44	5170.64	5170.64	174.0
2024-01-19 00:50:00	ES	Futures	5170.91	5171.17	5169.83	5170.1	503.0
2024-01-19 00:55:00	ES	Futures	5170.1	5170.37	5169.29	5169.83	433.0
2024-01-19 01:00:00	ES	Futures	5169.56	5170.64	5169.56	5170.37	693.0
2024-01-19 01:05:00	ES	Futures	5170.1	5171.98	5170.1	5171.44	665.0
2024-01-19 01:10:00	ES	Futures	5171.44	5172.52	5170.91	5172.25	587.0
2024-01-19 01:15:00	ES	Futures	5172.52	5172.79	5171.98	5172.79	127.0
2024-01-19 01:20:00	ES	Futures	5172.52	5172.79	5171.98	5172.25	290.0
2024-01-19 01:25:00	ES	Futures	5172.25	5172.79	5171.17	5171.17	331.0
2024-01-19 01:30:00	ES	Futures	5171.17	5171.98	5170.91	5171.44	265.0
2024-01-19 01:35:00	ES	Futures	5171.71	5172.52	5171.44	5172.25	239.0
2024-01-19 01:40:00	ES	Futures	5172.25	5173.86	5171.98	5172.52	1124.0
2024-01-19 01:45:00	ES	Futures	5172.52	5173.05	5171.98	5172.79	875.0
2024-01-19 01:50:00	ES	Futures	5172.79	5172.79	5172.25	5172.79	205.0
2024-01-19 01:55:00	ES	Futures	5172.79	5173.59	5172.25	5172.52	316.0
2024-01-19 02:00:00	ES	Futures	5172.52	5173.05	5171.17	5172.52	911.0
2024-01-19 02:05:00	ES	Futures	5172.79	5173.59	5171.71	5172.52	557.0
2024-01-19 02:10:00	ES	Futures	5172.52	5172.52	5171.44	5171.71	237.0
2024-01-19 02:15:00	ES	Futures	5171.98	5179.23	5171.71	5178.96	3247.0
2024-01-19 02:20:00	ES	Futures	5178.96	5179.77	5176.28	5177.35	2076.0
2024-01-19 02:25:00	ES	Futures	5177.35	5177.62	5175.47	5177.62	924.0
2024-01-19 02:30:00	ES	Futures	5177.62	5178.96	5176.82	5177.89	1283.0
2024-01-19 02:35:00	ES	Futures	5177.89	5180.04	5177.89	5180.04	1145.0
2024-01-19 02:40:00	ES	Futures	5179.77	5180.31	5178.96	5179.77	938.0
2024-01-19 02:45:00	ES	Futures	5180.04	5180.04	5177.89	5179.77	1326.0
2024-01-19 02:50:00	ES	Futures	5179.77	5181.11	5179.5	5181.11	1162.0
2024-01-19 02:55:00	ES	Futures	5181.11	5181.11	5179.23	5179.5	1018.0
2024-01-19 03:00:00	ES	Futures	5179.77	5180.58	5178.16	5178.96	2712.0
2024-01-19 03:05:00	ES	Futures	5179.23	5179.5	5176.82	5177.62	2026.0
2024-01-19 03:10:00	ES	Futures	5177.89	5179.23	5176.82	5178.96	1989.0
2024-01-19 03:15:00	ES	Futures	5178.96	5180.31	5177.35	5178.7	1435.0
2024-01-19 03:20:00	ES	Futures	5178.7	5180.31	5177.62	5180.31	1179.0
2024-01-19 03:25:00	ES	Futures	5180.31	5180.58	5178.43	5178.43	1200.0
2024-01-19 03:30:00	ES	Futures	5178.43	5178.43	5176.01	5177.89	1871.0
2024-01-19 03:35:00	ES	Futures	5177.62	5178.7	5176.55	5178.43	1123.0
2024-01-19 03:40:00	ES	Futures	5178.43	5178.7	5176.55	5177.62	1352.0
2024-01-19 03:45:00	ES	Futures	5177.62	5180.04	5176.82	5179.77	916.0
2024-01-19 03:50:00	ES	Futures	5180.04	5180.84	5179.5	5180.31	1072.0
2024-01-19 03:55:00	ES	Futures	5180.58	5183.53	5180.04	5182.99	3056.0
2024-01-19 04:00:00	ES	Futures	5182.99	5185.68	5182.46	5184.87	3478.0
2024-01-19 04:05:00	ES	Futures	5184.87	5185.68	5183.26	5185.68	1542.0

> showing 50 of 16,541 rows — these rows as CSV

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