PREVIEW / futures_5min / 2024-01-29

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-29.parquet
  size:    342 KB
  rows:    20,683

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
2024-01-29 00:00:00	ES	Futures	5277.0	5278.07	5276.73	5277.81	430.0
2024-01-29 00:05:00	ES	Futures	5278.07	5278.07	5276.19	5276.46	630.0
2024-01-29 00:10:00	ES	Futures	5276.46	5276.73	5276.19	5276.46	391.0
2024-01-29 00:15:00	ES	Futures	5276.46	5277.27	5276.19	5276.73	367.0
2024-01-29 00:20:00	ES	Futures	5276.73	5276.73	5276.19	5276.19	131.0
2024-01-29 00:25:00	ES	Futures	5276.46	5277.54	5276.46	5277.0	265.0
2024-01-29 00:30:00	ES	Futures	5277.0	5278.07	5277.0	5277.27	339.0
2024-01-29 00:35:00	ES	Futures	5277.27	5278.07	5277.0	5278.07	193.0
2024-01-29 00:40:00	ES	Futures	5278.07	5278.61	5277.54	5277.81	359.0
2024-01-29 00:45:00	ES	Futures	5277.81	5278.07	5277.54	5277.54	215.0
2024-01-29 00:50:00	ES	Futures	5277.81	5278.34	5277.54	5277.81	335.0
2024-01-29 00:55:00	ES	Futures	5278.07	5278.61	5277.81	5278.61	286.0
2024-01-29 01:00:00	ES	Futures	5278.61	5279.15	5278.07	5278.61	637.0
2024-01-29 01:05:00	ES	Futures	5278.61	5280.49	5278.61	5280.49	585.0
2024-01-29 01:10:00	ES	Futures	5280.49	5280.49	5279.42	5279.69	428.0
2024-01-29 01:15:00	ES	Futures	5279.69	5281.3	5279.42	5281.3	736.0
2024-01-29 01:20:00	ES	Futures	5281.03	5281.3	5280.49	5280.76	414.0
2024-01-29 01:25:00	ES	Futures	5280.76	5280.76	5279.69	5279.69	681.0
2024-01-29 01:30:00	ES	Futures	5279.69	5280.49	5279.69	5280.22	335.0
2024-01-29 01:35:00	ES	Futures	5280.22	5280.22	5279.42	5279.69	308.0
2024-01-29 01:40:00	ES	Futures	5279.42	5279.69	5279.15	5279.69	269.0
2024-01-29 01:45:00	ES	Futures	5279.69	5280.76	5279.42	5280.76	493.0
2024-01-29 01:50:00	ES	Futures	5280.49	5280.49	5279.69	5279.69	224.0
2024-01-29 01:55:00	ES	Futures	5279.95	5279.95	5279.15	5279.42	184.0
2024-01-29 02:00:00	ES	Futures	5279.15	5280.49	5278.88	5280.49	568.0
2024-01-29 02:05:00	ES	Futures	5280.49	5281.83	5280.22	5281.03	489.0
2024-01-29 02:10:00	ES	Futures	5281.03	5281.03	5279.69	5279.95	535.0
2024-01-29 02:15:00	ES	Futures	5280.22	5281.3	5280.22	5280.76	842.0
2024-01-29 02:20:00	ES	Futures	5280.76	5281.03	5280.22	5280.49	382.0
2024-01-29 02:25:00	ES	Futures	5280.49	5281.3	5279.69	5281.03	537.0
2024-01-29 02:30:00	ES	Futures	5281.3	5282.37	5280.49	5281.3	1353.0
2024-01-29 02:35:00	ES	Futures	5281.3	5281.83	5280.76	5281.57	334.0
2024-01-29 02:40:00	ES	Futures	5281.57	5282.64	5281.3	5282.37	756.0
2024-01-29 02:45:00	ES	Futures	5282.37	5282.64	5281.83	5281.83	557.0
2024-01-29 02:50:00	ES	Futures	5282.1	5282.64	5281.3	5282.1	512.0
2024-01-29 02:55:00	ES	Futures	5282.37	5283.71	5282.1	5283.71	973.0
2024-01-29 03:00:00	ES	Futures	5283.45	5283.98	5281.83	5282.91	1850.0
2024-01-29 03:05:00	ES	Futures	5282.91	5283.18	5281.03	5281.3	1194.0
2024-01-29 03:10:00	ES	Futures	5281.3	5282.64	5281.03	5282.1	1151.0
2024-01-29 03:15:00	ES	Futures	5282.1	5282.1	5281.03	5282.1	890.0
2024-01-29 03:20:00	ES	Futures	5281.83	5282.91	5281.83	5282.1	1012.0
2024-01-29 03:25:00	ES	Futures	5282.1	5283.45	5281.3	5283.18	1084.0
2024-01-29 03:30:00	ES	Futures	5283.45	5285.86	5283.45	5285.86	1564.0
2024-01-29 03:35:00	ES	Futures	5285.86	5286.13	5285.06	5285.86	1367.0
2024-01-29 03:40:00	ES	Futures	5285.86	5286.13	5285.06	5285.59	841.0
2024-01-29 03:45:00	ES	Futures	5285.86	5285.86	5284.79	5285.06	978.0
2024-01-29 03:50:00	ES	Futures	5284.79	5285.33	5283.98	5285.06	751.0
2024-01-29 03:55:00	ES	Futures	5284.79	5285.59	5284.52	5285.33	846.0
2024-01-29 04:00:00	ES	Futures	5285.06	5286.13	5284.52	5285.59	1468.0
2024-01-29 04:05:00	ES	Futures	5285.59	5286.4	5285.33	5286.4	1390.0

> showing 50 of 20,683 rows — these rows as CSV

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