PREVIEW / futures_5min / 2024-02-13

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-13.parquet
  size:    364 KB
  rows:    20,338

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
2024-02-13 00:00:00	ES	Futures	5407.0	5407.27	5406.73	5406.73	80.0
2024-02-13 00:05:00	ES	Futures	5407.0	5407.53	5406.73	5407.27	274.0
2024-02-13 00:10:00	ES	Futures	5407.0	5407.53	5407.0	5407.27	217.0
2024-02-13 00:15:00	ES	Futures	5407.27	5408.07	5407.27	5407.8	217.0
2024-02-13 00:20:00	ES	Futures	5407.53	5408.88	5407.53	5408.61	330.0
2024-02-13 00:25:00	ES	Futures	5408.61	5409.41	5408.61	5409.41	148.0
2024-02-13 00:30:00	ES	Futures	5409.15	5409.41	5408.61	5408.61	206.0
2024-02-13 00:35:00	ES	Futures	5408.61	5408.88	5408.34	5408.88	261.0
2024-02-13 00:40:00	ES	Futures	5408.61	5408.88	5408.34	5408.34	141.0
2024-02-13 00:45:00	ES	Futures	5408.34	5408.34	5408.07	5408.34	173.0
2024-02-13 00:50:00	ES	Futures	5408.07	5409.15	5408.07	5409.15	161.0
2024-02-13 00:55:00	ES	Futures	5408.88	5409.41	5408.07	5408.07	455.0
2024-02-13 01:00:00	ES	Futures	5408.34	5410.22	5408.34	5409.68	597.0
2024-02-13 01:05:00	ES	Futures	5409.41	5410.49	5409.41	5410.49	391.0
2024-02-13 01:10:00	ES	Futures	5410.22	5411.56	5409.95	5411.29	713.0
2024-02-13 01:15:00	ES	Futures	5411.56	5413.17	5411.29	5412.37	1094.0
2024-02-13 01:20:00	ES	Futures	5412.37	5412.91	5412.1	5412.64	368.0
2024-02-13 01:25:00	ES	Futures	5412.64	5413.44	5412.64	5412.91	393.0
2024-02-13 01:30:00	ES	Futures	5412.91	5413.44	5412.1	5412.1	260.0
2024-02-13 01:35:00	ES	Futures	5412.1	5412.37	5411.29	5411.83	410.0
2024-02-13 01:40:00	ES	Futures	5411.83	5413.71	5411.83	5413.44	319.0
2024-02-13 01:45:00	ES	Futures	5413.44	5413.44	5412.37	5412.91	450.0
2024-02-13 01:50:00	ES	Futures	5412.91	5413.98	5412.64	5412.64	635.0
2024-02-13 01:55:00	ES	Futures	5412.64	5413.17	5411.83	5412.37	523.0
2024-02-13 02:00:00	ES	Futures	5412.37	5412.64	5411.03	5412.1	1019.0
2024-02-13 02:05:00	ES	Futures	5411.83	5412.64	5411.03	5411.56	374.0
2024-02-13 02:10:00	ES	Futures	5411.83	5412.1	5411.29	5411.29	226.0
2024-02-13 02:15:00	ES	Futures	5411.56	5411.83	5411.03	5411.29	286.0
2024-02-13 02:20:00	ES	Futures	5411.03	5411.83	5410.76	5411.83	401.0
2024-02-13 02:25:00	ES	Futures	5411.83	5412.64	5411.03	5412.37	692.0
2024-02-13 02:30:00	ES	Futures	5412.37	5413.44	5411.29	5412.1	1270.0
2024-02-13 02:35:00	ES	Futures	5412.37	5413.17	5412.1	5412.1	334.0
2024-02-13 02:40:00	ES	Futures	5412.1	5412.37	5410.76	5411.56	633.0
2024-02-13 02:45:00	ES	Futures	5411.56	5412.64	5411.29	5412.37	371.0
2024-02-13 02:50:00	ES	Futures	5412.37	5412.64	5411.56	5412.1	529.0
2024-02-13 02:55:00	ES	Futures	5412.1	5414.25	5412.1	5414.25	816.0
2024-02-13 03:00:00	ES	Futures	5414.25	5414.79	5411.56	5411.83	2173.0
2024-02-13 03:05:00	ES	Futures	5411.83	5413.98	5411.83	5411.83	1359.0
2024-02-13 03:10:00	ES	Futures	5411.56	5412.1	5410.76	5410.76	1081.0
2024-02-13 03:15:00	ES	Futures	5410.76	5411.29	5410.22	5410.76	1069.0
2024-02-13 03:20:00	ES	Futures	5411.03	5411.03	5408.88	5408.88	1560.0
2024-02-13 03:25:00	ES	Futures	5409.15	5411.29	5408.07	5408.07	1662.0
2024-02-13 03:30:00	ES	Futures	5408.07	5408.34	5406.46	5407.8	1581.0
2024-02-13 03:35:00	ES	Futures	5408.07	5408.07	5405.65	5406.19	1873.0
2024-02-13 03:40:00	ES	Futures	5405.92	5406.46	5402.7	5402.7	1896.0
2024-02-13 03:45:00	ES	Futures	5402.97	5402.97	5397.6	5401.89	4909.0
2024-02-13 03:50:00	ES	Futures	5401.89	5402.16	5399.75	5400.82	2092.0
2024-02-13 03:55:00	ES	Futures	5400.82	5401.09	5398.67	5398.67	1379.0
2024-02-13 04:00:00	ES	Futures	5398.94	5401.89	5397.33	5399.21	3542.0
2024-02-13 04:05:00	ES	Futures	5399.21	5400.82	5398.94	5399.21	1422.0

> showing 50 of 20,338 rows — these rows as CSV

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