PREVIEW / futures_5min / 2024-02-09

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-09.parquet
  size:    280 KB
  rows:    16,374

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
2024-02-09 00:00:00	ES	Futures	5387.66	5388.46	5387.66	5388.46	120.0
2024-02-09 00:05:00	ES	Futures	5388.73	5389.0	5388.46	5389.0	93.0
2024-02-09 00:10:00	ES	Futures	5388.73	5389.0	5388.73	5389.0	67.0
2024-02-09 00:15:00	ES	Futures	5389.0	5389.0	5388.46	5388.46	52.0
2024-02-09 00:20:00	ES	Futures	5388.73	5388.73	5388.46	5388.73	36.0
2024-02-09 00:25:00	ES	Futures	5388.73	5389.0	5388.46	5388.46	115.0
2024-02-09 00:30:00	ES	Futures	5388.73	5389.0	5388.46	5388.46	104.0
2024-02-09 00:35:00	ES	Futures	5388.46	5388.46	5387.66	5387.93	162.0
2024-02-09 00:40:00	ES	Futures	5388.2	5388.2	5387.93	5388.2	91.0
2024-02-09 00:45:00	ES	Futures	5388.2	5388.2	5386.85	5387.12	196.0
2024-02-09 00:50:00	ES	Futures	5387.12	5387.39	5386.85	5387.12	152.0
2024-02-09 00:55:00	ES	Futures	5387.12	5387.12	5386.32	5386.58	344.0
2024-02-09 01:00:00	ES	Futures	5386.58	5387.12	5386.32	5386.32	328.0
2024-02-09 01:05:00	ES	Futures	5386.32	5386.85	5386.32	5386.58	240.0
2024-02-09 01:10:00	ES	Futures	5386.58	5386.85	5386.32	5386.85	248.0
2024-02-09 01:15:00	ES	Futures	5386.85	5387.12	5386.58	5386.58	162.0
2024-02-09 01:20:00	ES	Futures	5386.58	5386.85	5386.32	5386.85	137.0
2024-02-09 01:25:00	ES	Futures	5386.85	5386.85	5386.32	5386.58	273.0
2024-02-09 01:30:00	ES	Futures	5386.58	5387.39	5386.58	5387.12	333.0
2024-02-09 01:35:00	ES	Futures	5387.12	5387.66	5387.12	5387.12	249.0
2024-02-09 01:40:00	ES	Futures	5387.12	5387.39	5386.58	5386.58	164.0
2024-02-09 01:45:00	ES	Futures	5386.85	5387.39	5386.85	5387.12	103.0
2024-02-09 01:50:00	ES	Futures	5387.12	5387.66	5386.58	5387.12	570.0
2024-02-09 01:55:00	ES	Futures	5386.85	5387.39	5386.85	5386.85	102.0
2024-02-09 02:00:00	ES	Futures	5387.12	5388.2	5386.85	5388.2	686.0
2024-02-09 02:05:00	ES	Futures	5387.93	5388.2	5387.39	5387.39	274.0
2024-02-09 02:10:00	ES	Futures	5387.66	5388.46	5387.39	5388.2	301.0
2024-02-09 02:15:00	ES	Futures	5388.2	5389.0	5388.2	5388.46	586.0
2024-02-09 02:20:00	ES	Futures	5388.46	5389.54	5388.46	5389.54	389.0
2024-02-09 02:25:00	ES	Futures	5389.54	5390.08	5389.0	5389.81	539.0
2024-02-09 02:30:00	ES	Futures	5389.54	5389.54	5388.73	5388.73	469.0
2024-02-09 02:35:00	ES	Futures	5388.73	5389.27	5388.73	5389.27	372.0
2024-02-09 02:40:00	ES	Futures	5389.27	5389.81	5388.73	5389.0	388.0
2024-02-09 02:45:00	ES	Futures	5388.73	5389.54	5388.46	5389.54	488.0
2024-02-09 02:50:00	ES	Futures	5389.54	5390.08	5389.27	5389.54	358.0
2024-02-09 02:55:00	ES	Futures	5389.54	5390.88	5389.27	5390.61	1080.0
2024-02-09 03:00:00	ES	Futures	5390.61	5394.91	5390.34	5393.3	4709.0
2024-02-09 03:05:00	ES	Futures	5393.3	5393.3	5391.42	5392.49	1491.0
2024-02-09 03:10:00	ES	Futures	5392.49	5392.76	5391.15	5391.96	923.0
2024-02-09 03:15:00	ES	Futures	5391.96	5392.22	5390.88	5391.96	616.0
2024-02-09 03:20:00	ES	Futures	5391.96	5393.57	5391.96	5393.57	706.0
2024-02-09 03:25:00	ES	Futures	5393.57	5395.99	5393.3	5395.99	1541.0
2024-02-09 03:30:00	ES	Futures	5395.99	5396.52	5395.18	5396.52	1154.0
2024-02-09 03:35:00	ES	Futures	5396.25	5396.79	5395.72	5395.99	1016.0
2024-02-09 03:40:00	ES	Futures	5395.99	5395.99	5393.57	5393.57	839.0
2024-02-09 03:45:00	ES	Futures	5393.57	5394.37	5393.3	5394.11	896.0
2024-02-09 03:50:00	ES	Futures	5394.11	5395.18	5394.11	5394.91	433.0
2024-02-09 03:55:00	ES	Futures	5395.18	5395.99	5394.64	5395.45	679.0
2024-02-09 04:00:00	ES	Futures	5395.45	5395.72	5393.57	5394.64	1404.0
2024-02-09 04:05:00	ES	Futures	5394.64	5394.64	5392.76	5393.03	922.0

> showing 50 of 16,374 rows — these rows as CSV

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