PREVIEW / futures_5min / 2024-02-08

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-08.parquet
  size:    341 KB
  rows:    20,511

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
2024-02-08 00:00:00	ES	Futures	5386.85	5386.85	5386.05	5386.32	177.0
2024-02-08 00:05:00	ES	Futures	5386.32	5386.58	5386.05	5386.32	136.0
2024-02-08 00:10:00	ES	Futures	5386.32	5386.32	5386.05	5386.32	64.0
2024-02-08 00:15:00	ES	Futures	5386.32	5386.58	5386.05	5386.58	76.0
2024-02-08 00:20:00	ES	Futures	5386.58	5387.66	5386.58	5387.12	570.0
2024-02-08 00:25:00	ES	Futures	5387.12	5387.93	5386.85	5387.93	438.0
2024-02-08 00:30:00	ES	Futures	5387.66	5387.93	5386.32	5386.32	205.0
2024-02-08 00:35:00	ES	Futures	5386.58	5386.85	5386.05	5386.58	175.0
2024-02-08 00:40:00	ES	Futures	5386.32	5386.58	5386.05	5386.32	101.0
2024-02-08 00:45:00	ES	Futures	5386.32	5386.32	5385.51	5385.78	237.0
2024-02-08 00:50:00	ES	Futures	5385.78	5386.05	5385.24	5385.78	318.0
2024-02-08 00:55:00	ES	Futures	5385.51	5386.32	5385.51	5386.32	101.0
2024-02-08 01:00:00	ES	Futures	5386.32	5386.85	5385.78	5386.05	519.0
2024-02-08 01:05:00	ES	Futures	5386.05	5386.58	5385.51	5386.32	211.0
2024-02-08 01:10:00	ES	Futures	5386.32	5386.58	5384.97	5385.24	234.0
2024-02-08 01:15:00	ES	Futures	5385.24	5386.58	5384.97	5386.05	260.0
2024-02-08 01:20:00	ES	Futures	5386.05	5386.32	5385.78	5386.32	109.0
2024-02-08 01:25:00	ES	Futures	5386.32	5386.58	5385.78	5386.58	218.0
2024-02-08 01:30:00	ES	Futures	5386.58	5387.66	5386.58	5387.39	563.0
2024-02-08 01:35:00	ES	Futures	5387.39	5388.2	5387.12	5387.39	478.0
2024-02-08 01:40:00	ES	Futures	5387.39	5387.93	5386.85	5387.12	582.0
2024-02-08 01:45:00	ES	Futures	5387.39	5388.46	5386.85	5388.2	370.0
2024-02-08 01:50:00	ES	Futures	5388.2	5388.73	5387.39	5387.66	566.0
2024-02-08 01:55:00	ES	Futures	5387.93	5388.73	5387.39	5388.2	365.0
2024-02-08 02:00:00	ES	Futures	5388.2	5388.2	5386.85	5387.12	901.0
2024-02-08 02:05:00	ES	Futures	5386.85	5388.73	5386.85	5388.46	320.0
2024-02-08 02:10:00	ES	Futures	5388.2	5389.27	5387.93	5388.46	870.0
2024-02-08 02:15:00	ES	Futures	5388.73	5389.0	5387.66	5389.0	376.0
2024-02-08 02:20:00	ES	Futures	5389.0	5389.27	5387.93	5387.93	510.0
2024-02-08 02:25:00	ES	Futures	5387.93	5388.46	5387.12	5388.46	359.0
2024-02-08 02:30:00	ES	Futures	5388.46	5388.73	5387.39	5387.66	330.0
2024-02-08 02:35:00	ES	Futures	5387.66	5389.0	5387.66	5388.46	594.0
2024-02-08 02:40:00	ES	Futures	5388.46	5388.73	5387.66	5387.93	334.0
2024-02-08 02:45:00	ES	Futures	5387.66	5388.2	5386.85	5387.12	660.0
2024-02-08 02:50:00	ES	Futures	5387.39	5387.39	5385.78	5385.78	477.0
2024-02-08 02:55:00	ES	Futures	5385.78	5386.85	5385.51	5386.85	625.0
2024-02-08 03:00:00	ES	Futures	5387.12	5388.46	5386.85	5387.66	1498.0
2024-02-08 03:05:00	ES	Futures	5387.66	5388.73	5387.12	5387.93	895.0
2024-02-08 03:10:00	ES	Futures	5387.66	5387.93	5387.12	5387.39	843.0
2024-02-08 03:15:00	ES	Futures	5387.12	5387.66	5385.24	5385.51	1217.0
2024-02-08 03:20:00	ES	Futures	5385.51	5386.05	5383.36	5384.17	2306.0
2024-02-08 03:25:00	ES	Futures	5384.17	5384.97	5383.9	5384.17	1069.0
2024-02-08 03:30:00	ES	Futures	5384.17	5385.24	5383.63	5384.97	1104.0
2024-02-08 03:35:00	ES	Futures	5384.97	5384.97	5383.36	5384.7	1144.0
2024-02-08 03:40:00	ES	Futures	5384.7	5385.78	5384.7	5385.24	769.0
2024-02-08 03:45:00	ES	Futures	5385.24	5385.24	5383.36	5383.9	1118.0
2024-02-08 03:50:00	ES	Futures	5383.63	5383.9	5382.56	5383.36	1243.0
2024-02-08 03:55:00	ES	Futures	5383.63	5384.44	5383.36	5384.17	893.0
2024-02-08 04:00:00	ES	Futures	5384.44	5384.7	5383.9	5384.44	1358.0
2024-02-08 04:05:00	ES	Futures	5384.44	5384.44	5383.09	5383.9	753.0

> showing 50 of 20,511 rows — these rows as CSV

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