PREVIEW / futures_5min / 2024-02-20

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-20.parquet
  size:    327 KB
  rows:    19,732

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
2024-02-20 00:00:00	ES	Futures	5377.18	5378.26	5377.18	5377.99	315.0
2024-02-20 00:05:00	ES	Futures	5377.99	5378.53	5377.45	5377.72	391.0
2024-02-20 00:10:00	ES	Futures	5377.72	5377.99	5376.65	5376.65	226.0
2024-02-20 00:15:00	ES	Futures	5376.65	5377.99	5376.65	5377.18	111.0
2024-02-20 00:20:00	ES	Futures	5377.45	5377.72	5377.18	5377.45	167.0
2024-02-20 00:25:00	ES	Futures	5377.18	5377.45	5376.65	5376.92	214.0
2024-02-20 00:30:00	ES	Futures	5377.18	5377.72	5375.57	5375.84	1102.0
2024-02-20 00:35:00	ES	Futures	5375.84	5376.11	5374.23	5375.57	495.0
2024-02-20 00:40:00	ES	Futures	5375.84	5376.65	5375.57	5375.84	485.0
2024-02-20 00:45:00	ES	Futures	5376.11	5377.45	5375.84	5377.18	436.0
2024-02-20 00:50:00	ES	Futures	5377.18	5378.26	5377.18	5377.72	682.0
2024-02-20 00:55:00	ES	Futures	5377.72	5378.26	5377.18	5378.26	363.0
2024-02-20 01:00:00	ES	Futures	5377.99	5378.8	5377.72	5377.72	520.0
2024-02-20 01:05:00	ES	Futures	5377.72	5379.33	5377.72	5379.06	352.0
2024-02-20 01:10:00	ES	Futures	5378.8	5379.6	5378.53	5379.6	513.0
2024-02-20 01:15:00	ES	Futures	5379.33	5381.48	5379.33	5380.68	821.0
2024-02-20 01:20:00	ES	Futures	5380.68	5381.21	5380.14	5380.41	285.0
2024-02-20 01:25:00	ES	Futures	5380.41	5381.75	5380.41	5381.48	397.0
2024-02-20 01:30:00	ES	Futures	5381.48	5382.82	5381.21	5381.48	661.0
2024-02-20 01:35:00	ES	Futures	5381.48	5381.48	5380.68	5381.21	676.0
2024-02-20 01:40:00	ES	Futures	5381.48	5381.75	5381.21	5381.21	179.0
2024-02-20 01:45:00	ES	Futures	5381.21	5381.21	5379.87	5380.14	366.0
2024-02-20 01:50:00	ES	Futures	5379.87	5380.41	5379.06	5380.14	278.0
2024-02-20 01:55:00	ES	Futures	5380.14	5380.68	5379.6	5380.14	364.0
2024-02-20 02:00:00	ES	Futures	5380.41	5380.94	5379.6	5380.14	924.0
2024-02-20 02:05:00	ES	Futures	5380.14	5380.68	5378.53	5379.6	542.0
2024-02-20 02:10:00	ES	Futures	5379.6	5382.02	5379.6	5381.75	875.0
2024-02-20 02:15:00	ES	Futures	5381.75	5384.44	5381.75	5383.9	1273.0
2024-02-20 02:20:00	ES	Futures	5383.9	5384.44	5382.02	5382.56	780.0
2024-02-20 02:25:00	ES	Futures	5382.82	5383.63	5381.21	5381.21	528.0
2024-02-20 02:30:00	ES	Futures	5381.21	5382.29	5380.68	5380.94	601.0
2024-02-20 02:35:00	ES	Futures	5380.94	5382.02	5380.41	5381.75	309.0
2024-02-20 02:40:00	ES	Futures	5381.48	5382.56	5380.68	5381.48	472.0
2024-02-20 02:45:00	ES	Futures	5381.48	5382.56	5381.48	5382.29	273.0
2024-02-20 02:50:00	ES	Futures	5382.02	5384.7	5382.02	5384.44	897.0
2024-02-20 02:55:00	ES	Futures	5384.44	5384.7	5382.82	5383.09	699.0
2024-02-20 03:00:00	ES	Futures	5382.82	5384.44	5382.02	5384.44	1658.0
2024-02-20 03:05:00	ES	Futures	5384.44	5384.97	5381.75	5381.75	1302.0
2024-02-20 03:10:00	ES	Futures	5382.02	5382.56	5380.14	5382.29	1757.0
2024-02-20 03:15:00	ES	Futures	5382.29	5382.82	5377.99	5378.53	1275.0
2024-02-20 03:20:00	ES	Futures	5378.26	5378.26	5371.54	5373.69	4304.0
2024-02-20 03:25:00	ES	Futures	5373.15	5374.77	5371.54	5374.5	2404.0
2024-02-20 03:30:00	ES	Futures	5374.5	5375.57	5373.15	5375.57	1733.0
2024-02-20 03:35:00	ES	Futures	5375.57	5378.8	5375.04	5378.8	1594.0
2024-02-20 03:40:00	ES	Futures	5378.8	5379.33	5377.45	5377.72	1367.0
2024-02-20 03:45:00	ES	Futures	5377.72	5380.14	5377.72	5379.6	735.0
2024-02-20 03:50:00	ES	Futures	5379.6	5379.87	5377.99	5379.33	732.0
2024-02-20 03:55:00	ES	Futures	5379.33	5380.68	5379.33	5379.87	731.0
2024-02-20 04:00:00	ES	Futures	5379.87	5383.36	5379.6	5381.75	1542.0
2024-02-20 04:05:00	ES	Futures	5381.75	5382.82	5380.94	5381.21	1465.0

> showing 50 of 19,732 rows — these rows as CSV

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