PREVIEW / futures_5min / 2024-02-23

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-02-23.parquet
  size:    276 KB
  rows:    15,575

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
2024-02-23 00:00:00	ES	Futures	5481.93	5481.93	5481.13	5481.4	305.0
2024-02-23 00:05:00	ES	Futures	5481.4	5481.93	5481.4	5481.67	153.0
2024-02-23 00:10:00	ES	Futures	5481.67	5483.28	5481.67	5482.74	438.0
2024-02-23 00:15:00	ES	Futures	5483.01	5483.01	5481.93	5482.2	233.0
2024-02-23 00:20:00	ES	Futures	5481.93	5482.74	5481.93	5482.74	160.0
2024-02-23 00:25:00	ES	Futures	5482.47	5483.01	5481.67	5482.74	334.0
2024-02-23 00:30:00	ES	Futures	5482.74	5483.01	5481.4	5481.67	499.0
2024-02-23 00:35:00	ES	Futures	5481.67	5481.93	5481.13	5481.4	195.0
2024-02-23 00:40:00	ES	Futures	5481.4	5481.93	5481.13	5481.67	248.0
2024-02-23 00:45:00	ES	Futures	5481.4	5482.2	5481.4	5481.93	146.0
2024-02-23 00:50:00	ES	Futures	5481.93	5482.2	5480.59	5481.4	336.0
2024-02-23 00:55:00	ES	Futures	5481.13	5482.74	5481.13	5482.74	142.0
2024-02-23 01:00:00	ES	Futures	5482.47	5483.81	5482.2	5483.55	776.0
2024-02-23 01:05:00	ES	Futures	5483.28	5483.55	5481.93	5482.2	407.0
2024-02-23 01:10:00	ES	Futures	5482.2	5482.74	5481.67	5482.47	196.0
2024-02-23 01:15:00	ES	Futures	5482.47	5482.47	5481.93	5482.2	116.0
2024-02-23 01:20:00	ES	Futures	5482.47	5482.47	5480.86	5481.4	333.0
2024-02-23 01:25:00	ES	Futures	5481.4	5481.67	5480.59	5481.67	435.0
2024-02-23 01:30:00	ES	Futures	5481.67	5481.67	5480.59	5480.86	372.0
2024-02-23 01:35:00	ES	Futures	5480.86	5481.13	5479.79	5479.79	354.0
2024-02-23 01:40:00	ES	Futures	5480.05	5480.59	5478.98	5480.32	626.0
2024-02-23 01:45:00	ES	Futures	5480.32	5480.59	5479.79	5479.79	307.0
2024-02-23 01:50:00	ES	Futures	5479.79	5480.59	5479.79	5480.59	409.0
2024-02-23 01:55:00	ES	Futures	5480.86	5481.93	5480.86	5480.86	450.0
2024-02-23 02:00:00	ES	Futures	5480.59	5480.59	5477.91	5478.98	1064.0
2024-02-23 02:05:00	ES	Futures	5478.98	5478.98	5478.17	5478.44	518.0
2024-02-23 02:10:00	ES	Futures	5478.44	5479.25	5476.83	5478.98	1348.0
2024-02-23 02:15:00	ES	Futures	5479.25	5479.79	5478.71	5479.25	703.0
2024-02-23 02:20:00	ES	Futures	5479.25	5479.25	5478.17	5478.17	577.0
2024-02-23 02:25:00	ES	Futures	5478.17	5478.44	5477.64	5477.91	493.0
2024-02-23 02:30:00	ES	Futures	5478.17	5478.71	5477.91	5478.17	452.0
2024-02-23 02:35:00	ES	Futures	5478.17	5478.71	5478.17	5478.17	317.0
2024-02-23 02:40:00	ES	Futures	5478.17	5478.71	5477.91	5478.71	319.0
2024-02-23 02:45:00	ES	Futures	5478.71	5479.52	5478.71	5479.25	464.0
2024-02-23 02:50:00	ES	Futures	5479.25	5480.86	5478.98	5480.86	492.0
2024-02-23 02:55:00	ES	Futures	5480.86	5481.13	5478.98	5479.25	610.0
2024-02-23 03:00:00	ES	Futures	5479.52	5479.79	5477.37	5478.17	1505.0
2024-02-23 03:05:00	ES	Futures	5478.44	5478.71	5473.61	5476.03	2866.0
2024-02-23 03:10:00	ES	Futures	5476.29	5477.1	5475.49	5477.1	1051.0
2024-02-23 03:15:00	ES	Futures	5477.1	5478.44	5476.56	5476.83	1197.0
2024-02-23 03:20:00	ES	Futures	5476.83	5477.37	5476.29	5476.56	757.0
2024-02-23 03:25:00	ES	Futures	5476.56	5476.56	5475.22	5476.03	969.0
2024-02-23 03:30:00	ES	Futures	5475.76	5477.64	5475.76	5477.1	818.0
2024-02-23 03:35:00	ES	Futures	5477.1	5477.37	5475.49	5476.56	1309.0
2024-02-23 03:40:00	ES	Futures	5476.56	5477.64	5475.22	5475.22	699.0
2024-02-23 03:45:00	ES	Futures	5475.22	5476.29	5474.68	5475.22	1131.0
2024-02-23 03:50:00	ES	Futures	5475.22	5475.22	5473.61	5474.41	1906.0
2024-02-23 03:55:00	ES	Futures	5474.41	5475.22	5473.88	5474.95	940.0
2024-02-23 04:00:00	ES	Futures	5474.95	5475.22	5473.88	5474.15	727.0
2024-02-23 04:05:00	ES	Futures	5474.15	5476.56	5473.88	5476.03	861.0

> showing 50 of 15,575 rows — these rows as CSV

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