PREVIEW / futures_5min / 2024-02-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-12.parquet
  size:    315 KB
  rows:    19,550

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
2024-02-12 00:00:00	ES	Futures	5416.4	5416.94	5416.13	5416.67	142.0
2024-02-12 00:05:00	ES	Futures	5416.94	5416.94	5416.4	5416.67	88.0
2024-02-12 00:10:00	ES	Futures	5416.67	5416.67	5416.13	5416.67	139.0
2024-02-12 00:15:00	ES	Futures	5416.4	5416.67	5416.4	5416.67	65.0
2024-02-12 00:20:00	ES	Futures	5416.67	5416.94	5416.4	5416.67	190.0
2024-02-12 00:25:00	ES	Futures	5416.67	5416.94	5416.4	5416.67	143.0
2024-02-12 00:30:00	ES	Futures	5416.4	5416.67	5416.13	5416.67	158.0
2024-02-12 00:35:00	ES	Futures	5416.67	5416.67	5416.13	5416.13	50.0
2024-02-12 00:40:00	ES	Futures	5416.4	5416.67	5416.4	5416.4	87.0
2024-02-12 00:45:00	ES	Futures	5416.4	5416.4	5415.86	5415.86	216.0
2024-02-12 00:50:00	ES	Futures	5416.13	5416.13	5415.59	5415.86	160.0
2024-02-12 00:55:00	ES	Futures	5415.86	5416.4	5415.86	5415.86	202.0
2024-02-12 01:00:00	ES	Futures	5416.13	5416.13	5415.86	5416.13	93.0
2024-02-12 01:05:00	ES	Futures	5415.86	5416.4	5415.86	5416.13	259.0
2024-02-12 01:10:00	ES	Futures	5416.13	5416.4	5415.86	5416.13	107.0
2024-02-12 01:15:00	ES	Futures	5416.4	5416.67	5415.86	5416.4	337.0
2024-02-12 01:20:00	ES	Futures	5416.4	5416.4	5415.32	5415.86	235.0
2024-02-12 01:25:00	ES	Futures	5415.86	5416.67	5415.86	5416.4	489.0
2024-02-12 01:30:00	ES	Futures	5416.4	5416.4	5416.13	5416.4	56.0
2024-02-12 01:35:00	ES	Futures	5416.13	5416.4	5415.86	5416.13	155.0
2024-02-12 01:40:00	ES	Futures	5415.86	5417.2	5415.86	5416.94	441.0
2024-02-12 01:45:00	ES	Futures	5417.2	5417.2	5416.4	5416.67	145.0
2024-02-12 01:50:00	ES	Futures	5416.94	5416.94	5416.4	5416.94	278.0
2024-02-12 01:55:00	ES	Futures	5416.67	5416.67	5416.13	5416.13	133.0
2024-02-12 02:00:00	ES	Futures	5416.13	5416.94	5415.86	5416.94	681.0
2024-02-12 02:05:00	ES	Futures	5416.94	5417.47	5416.67	5417.47	357.0
2024-02-12 02:10:00	ES	Futures	5417.47	5418.01	5417.2	5417.74	489.0
2024-02-12 02:15:00	ES	Futures	5417.74	5417.74	5416.94	5417.2	558.0
2024-02-12 02:20:00	ES	Futures	5417.47	5419.08	5417.47	5419.08	523.0
2024-02-12 02:25:00	ES	Futures	5419.08	5420.16	5418.01	5418.82	1207.0
2024-02-12 02:30:00	ES	Futures	5418.82	5419.08	5417.74	5417.74	487.0
2024-02-12 02:35:00	ES	Futures	5417.74	5418.01	5417.47	5417.47	191.0
2024-02-12 02:40:00	ES	Futures	5417.47	5418.01	5417.2	5417.47	436.0
2024-02-12 02:45:00	ES	Futures	5417.47	5418.55	5417.47	5418.28	434.0
2024-02-12 02:50:00	ES	Futures	5418.28	5418.82	5418.01	5418.55	514.0
2024-02-12 02:55:00	ES	Futures	5418.55	5419.08	5417.2	5417.47	584.0
2024-02-12 03:00:00	ES	Futures	5417.47	5418.01	5416.94	5418.01	1003.0
2024-02-12 03:05:00	ES	Futures	5417.74	5418.82	5417.74	5418.01	748.0
2024-02-12 03:10:00	ES	Futures	5418.01	5418.55	5417.2	5417.2	918.0
2024-02-12 03:15:00	ES	Futures	5417.47	5418.28	5416.67	5418.28	703.0
2024-02-12 03:20:00	ES	Futures	5418.28	5418.28	5416.94	5417.47	710.0
2024-02-12 03:25:00	ES	Futures	5417.47	5419.35	5417.47	5418.82	638.0
2024-02-12 03:30:00	ES	Futures	5418.82	5419.62	5418.55	5419.62	723.0
2024-02-12 03:35:00	ES	Futures	5419.62	5419.62	5416.94	5417.2	889.0
2024-02-12 03:40:00	ES	Futures	5417.47	5418.55	5417.2	5418.01	707.0
2024-02-12 03:45:00	ES	Futures	5418.01	5418.28	5416.4	5416.67	492.0
2024-02-12 03:50:00	ES	Futures	5416.94	5417.74	5416.67	5416.94	615.0
2024-02-12 03:55:00	ES	Futures	5416.94	5416.94	5415.86	5415.86	665.0
2024-02-12 04:00:00	ES	Futures	5416.13	5416.94	5415.59	5416.94	796.0
2024-02-12 04:05:00	ES	Futures	5416.94	5418.01	5416.4	5417.74	762.0

> showing 50 of 19,550 rows — these rows as CSV

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