PREVIEW / futures_5min / 2024-02-06

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-06.parquet
  size:    346 KB
  rows:    20,573

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
2024-02-06 00:00:00	ES	Futures	5336.09	5337.7	5335.82	5337.43	999.0
2024-02-06 00:05:00	ES	Futures	5337.16	5337.7	5336.9	5336.9	455.0
2024-02-06 00:10:00	ES	Futures	5336.9	5337.43	5335.55	5336.09	537.0
2024-02-06 00:15:00	ES	Futures	5336.09	5336.36	5335.82	5335.82	249.0
2024-02-06 00:20:00	ES	Futures	5335.82	5336.09	5334.75	5335.28	556.0
2024-02-06 00:25:00	ES	Futures	5335.02	5336.09	5335.02	5335.82	118.0
2024-02-06 00:30:00	ES	Futures	5335.82	5336.63	5335.28	5335.28	443.0
2024-02-06 00:35:00	ES	Futures	5335.55	5335.82	5335.28	5335.55	186.0
2024-02-06 00:40:00	ES	Futures	5335.82	5336.36	5335.55	5336.36	229.0
2024-02-06 00:45:00	ES	Futures	5336.36	5336.63	5335.28	5335.28	278.0
2024-02-06 00:50:00	ES	Futures	5335.28	5335.55	5334.48	5334.48	401.0
2024-02-06 00:55:00	ES	Futures	5334.75	5335.28	5334.48	5334.75	282.0
2024-02-06 01:00:00	ES	Futures	5334.48	5335.02	5334.21	5334.48	356.0
2024-02-06 01:05:00	ES	Futures	5334.48	5334.75	5334.21	5334.48	142.0
2024-02-06 01:10:00	ES	Futures	5334.75	5335.02	5333.94	5333.94	379.0
2024-02-06 01:15:00	ES	Futures	5333.94	5334.48	5333.94	5334.21	329.0
2024-02-06 01:20:00	ES	Futures	5334.21	5334.21	5333.4	5333.67	237.0
2024-02-06 01:25:00	ES	Futures	5333.67	5334.21	5333.13	5333.4	252.0
2024-02-06 01:30:00	ES	Futures	5333.4	5333.67	5333.13	5333.4	305.0
2024-02-06 01:35:00	ES	Futures	5333.4	5333.94	5333.13	5333.94	209.0
2024-02-06 01:40:00	ES	Futures	5333.94	5334.75	5333.67	5334.21	449.0
2024-02-06 01:45:00	ES	Futures	5334.48	5335.02	5333.94	5334.21	326.0
2024-02-06 01:50:00	ES	Futures	5333.94	5334.21	5333.4	5333.67	202.0
2024-02-06 01:55:00	ES	Futures	5333.94	5334.75	5333.4	5334.48	357.0
2024-02-06 02:00:00	ES	Futures	5334.48	5337.16	5334.21	5336.63	1078.0
2024-02-06 02:05:00	ES	Futures	5336.9	5337.97	5336.63	5337.43	929.0
2024-02-06 02:10:00	ES	Futures	5337.43	5339.31	5337.43	5338.78	1607.0
2024-02-06 02:15:00	ES	Futures	5339.04	5339.85	5338.78	5339.58	1055.0
2024-02-06 02:20:00	ES	Futures	5339.31	5340.39	5339.31	5339.58	650.0
2024-02-06 02:25:00	ES	Futures	5339.58	5340.39	5339.04	5340.12	628.0
2024-02-06 02:30:00	ES	Futures	5340.12	5341.19	5339.58	5339.58	1040.0
2024-02-06 02:35:00	ES	Futures	5339.58	5340.39	5339.04	5340.39	679.0
2024-02-06 02:40:00	ES	Futures	5340.12	5340.12	5338.51	5339.04	580.0
2024-02-06 02:45:00	ES	Futures	5339.04	5339.58	5338.78	5339.58	373.0
2024-02-06 02:50:00	ES	Futures	5339.31	5339.85	5338.78	5339.31	556.0
2024-02-06 02:55:00	ES	Futures	5339.58	5340.66	5338.78	5338.78	632.0
2024-02-06 03:00:00	ES	Futures	5339.04	5340.66	5339.04	5339.58	1959.0
2024-02-06 03:05:00	ES	Futures	5339.85	5339.85	5338.24	5338.78	1126.0
2024-02-06 03:10:00	ES	Futures	5339.04	5339.85	5337.43	5339.85	1127.0
2024-02-06 03:15:00	ES	Futures	5340.12	5340.12	5337.97	5338.78	927.0
2024-02-06 03:20:00	ES	Futures	5338.78	5340.66	5338.78	5339.58	1225.0
2024-02-06 03:25:00	ES	Futures	5339.31	5339.85	5337.7	5337.97	1002.0
2024-02-06 03:30:00	ES	Futures	5338.24	5338.78	5337.16	5338.51	995.0
2024-02-06 03:35:00	ES	Futures	5338.51	5338.51	5336.9	5337.43	838.0
2024-02-06 03:40:00	ES	Futures	5337.43	5337.7	5335.55	5335.82	813.0
2024-02-06 03:45:00	ES	Futures	5335.82	5337.43	5335.55	5335.55	1237.0
2024-02-06 03:50:00	ES	Futures	5335.55	5336.36	5334.21	5335.55	979.0
2024-02-06 03:55:00	ES	Futures	5335.82	5336.36	5333.94	5334.21	808.0
2024-02-06 04:00:00	ES	Futures	5334.21	5336.36	5333.67	5336.09	1768.0
2024-02-06 04:05:00	ES	Futures	5336.09	5336.9	5335.82	5336.36	953.0

> showing 50 of 20,573 rows — these rows as CSV

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