PREVIEW / futures_5min / 2024-02-05

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-05.parquet
  size:    350 KB
  rows:    20,664

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
2024-02-05 00:00:00	ES	Futures	5337.16	5337.97	5336.9	5336.9	597.0
2024-02-05 00:05:00	ES	Futures	5337.16	5337.43	5336.36	5337.16	493.0
2024-02-05 00:10:00	ES	Futures	5337.16	5338.24	5336.9	5338.24	631.0
2024-02-05 00:15:00	ES	Futures	5338.24	5339.85	5338.24	5339.85	640.0
2024-02-05 00:20:00	ES	Futures	5339.58	5339.85	5339.04	5339.04	462.0
2024-02-05 00:25:00	ES	Futures	5339.04	5339.58	5338.51	5338.51	340.0
2024-02-05 00:30:00	ES	Futures	5338.51	5338.78	5337.16	5337.16	811.0
2024-02-05 00:35:00	ES	Futures	5337.43	5337.97	5337.43	5337.43	189.0
2024-02-05 00:40:00	ES	Futures	5337.43	5337.97	5337.43	5337.7	235.0
2024-02-05 00:45:00	ES	Futures	5337.7	5338.24	5337.7	5338.24	365.0
2024-02-05 00:50:00	ES	Futures	5337.97	5338.51	5337.7	5338.51	248.0
2024-02-05 00:55:00	ES	Futures	5338.51	5339.31	5338.51	5338.78	448.0
2024-02-05 01:00:00	ES	Futures	5338.78	5340.12	5338.51	5340.12	731.0
2024-02-05 01:05:00	ES	Futures	5340.12	5340.66	5339.58	5340.12	607.0
2024-02-05 01:10:00	ES	Futures	5340.39	5340.92	5339.58	5339.58	369.0
2024-02-05 01:15:00	ES	Futures	5339.58	5340.12	5339.31	5339.58	257.0
2024-02-05 01:20:00	ES	Futures	5339.58	5340.39	5339.58	5340.39	273.0
2024-02-05 01:25:00	ES	Futures	5340.39	5341.46	5340.12	5341.19	606.0
2024-02-05 01:30:00	ES	Futures	5341.19	5341.46	5340.39	5341.19	386.0
2024-02-05 01:35:00	ES	Futures	5340.92	5340.92	5340.12	5340.39	307.0
2024-02-05 01:40:00	ES	Futures	5340.39	5340.39	5339.04	5339.85	519.0
2024-02-05 01:45:00	ES	Futures	5339.85	5340.92	5339.85	5340.12	492.0
2024-02-05 01:50:00	ES	Futures	5340.39	5340.66	5339.58	5340.39	239.0
2024-02-05 01:55:00	ES	Futures	5340.39	5340.92	5339.85	5340.12	239.0
2024-02-05 02:00:00	ES	Futures	5340.12	5341.73	5339.58	5340.39	1144.0
2024-02-05 02:05:00	ES	Futures	5340.39	5340.39	5339.31	5339.58	497.0
2024-02-05 02:10:00	ES	Futures	5339.58	5340.39	5339.31	5339.85	287.0
2024-02-05 02:15:00	ES	Futures	5339.85	5340.66	5339.31	5340.39	359.0
2024-02-05 02:20:00	ES	Futures	5340.66	5340.66	5339.85	5340.39	442.0
2024-02-05 02:25:00	ES	Futures	5340.39	5340.92	5339.85	5340.39	328.0
2024-02-05 02:30:00	ES	Futures	5340.12	5340.39	5339.04	5340.12	787.0
2024-02-05 02:35:00	ES	Futures	5340.12	5341.73	5340.12	5341.19	490.0
2024-02-05 02:40:00	ES	Futures	5340.92	5342.54	5340.92	5342.54	746.0
2024-02-05 02:45:00	ES	Futures	5342.54	5342.8	5340.66	5341.46	619.0
2024-02-05 02:50:00	ES	Futures	5341.46	5341.46	5340.12	5341.19	453.0
2024-02-05 02:55:00	ES	Futures	5341.19	5341.19	5337.97	5338.51	849.0
2024-02-05 03:00:00	ES	Futures	5338.51	5339.31	5336.9	5339.31	1806.0
2024-02-05 03:05:00	ES	Futures	5339.31	5341.46	5339.31	5341.46	1190.0
2024-02-05 03:10:00	ES	Futures	5341.46	5343.34	5341.46	5342.54	1140.0
2024-02-05 03:15:00	ES	Futures	5342.54	5342.8	5340.92	5342.54	1037.0
2024-02-05 03:20:00	ES	Futures	5342.8	5343.61	5342.0	5342.0	814.0
2024-02-05 03:25:00	ES	Futures	5342.27	5343.61	5342.0	5343.07	734.0
2024-02-05 03:30:00	ES	Futures	5343.07	5343.88	5341.73	5343.07	1278.0
2024-02-05 03:35:00	ES	Futures	5343.07	5343.07	5340.66	5341.73	975.0
2024-02-05 03:40:00	ES	Futures	5341.73	5342.8	5341.46	5342.27	930.0
2024-02-05 03:45:00	ES	Futures	5342.0	5343.88	5341.46	5342.8	846.0
2024-02-05 03:50:00	ES	Futures	5342.8	5343.34	5341.19	5341.19	676.0
2024-02-05 03:55:00	ES	Futures	5341.19	5342.0	5340.92	5341.73	584.0
2024-02-05 04:00:00	ES	Futures	5341.73	5343.07	5340.66	5341.46	1443.0
2024-02-05 04:05:00	ES	Futures	5341.46	5342.0	5340.12	5340.39	1039.0

> showing 50 of 20,664 rows — these rows as CSV

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