PREVIEW / futures_5min / 2024-03-03

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-03.parquet
  size:    69 KB
  rows:    3,804

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
2024-03-03 18:00:00	ES	Futures	5524.37	5528.4	5523.83	5526.25	2419.0
2024-03-03 18:05:00	ES	Futures	5525.98	5528.13	5525.71	5528.13	845.0
2024-03-03 18:10:00	ES	Futures	5528.13	5528.67	5526.25	5526.79	1018.0
2024-03-03 18:15:00	ES	Futures	5526.79	5527.59	5526.25	5526.25	482.0
2024-03-03 18:20:00	ES	Futures	5526.25	5526.25	5523.83	5524.91	1221.0
2024-03-03 18:25:00	ES	Futures	5524.91	5526.79	5524.64	5525.71	603.0
2024-03-03 18:30:00	ES	Futures	5525.71	5526.79	5525.45	5525.71	385.0
2024-03-03 18:35:00	ES	Futures	5525.71	5525.71	5524.1	5524.1	420.0
2024-03-03 18:40:00	ES	Futures	5524.1	5524.64	5522.49	5524.1	897.0
2024-03-03 18:45:00	ES	Futures	5523.83	5524.37	5523.03	5523.83	426.0
2024-03-03 18:50:00	ES	Futures	5523.57	5524.1	5523.57	5523.57	332.0
2024-03-03 18:55:00	ES	Futures	5523.57	5524.37	5523.03	5524.1	346.0
2024-03-03 19:00:00	ES	Futures	5524.1	5524.37	5521.69	5522.76	984.0
2024-03-03 19:05:00	ES	Futures	5522.49	5523.3	5520.88	5523.3	1621.0
2024-03-03 19:10:00	ES	Futures	5523.03	5523.83	5522.22	5523.03	642.0
2024-03-03 19:15:00	ES	Futures	5523.03	5523.57	5521.69	5521.95	1374.0
2024-03-03 19:20:00	ES	Futures	5521.95	5523.57	5521.95	5523.57	672.0
2024-03-03 19:25:00	ES	Futures	5523.57	5524.37	5523.3	5524.1	1016.0
2024-03-03 19:30:00	ES	Futures	5524.1	5525.71	5523.83	5524.64	989.0
2024-03-03 19:35:00	ES	Futures	5524.91	5525.45	5524.64	5525.18	413.0
2024-03-03 19:40:00	ES	Futures	5525.18	5525.18	5524.37	5524.37	360.0
2024-03-03 19:45:00	ES	Futures	5524.37	5524.37	5523.3	5524.37	312.0
2024-03-03 19:50:00	ES	Futures	5524.37	5524.91	5524.37	5524.37	384.0
2024-03-03 19:55:00	ES	Futures	5524.37	5524.64	5523.83	5524.37	230.0
2024-03-03 20:00:00	ES	Futures	5524.37	5525.18	5524.1	5524.37	778.0
2024-03-03 20:05:00	ES	Futures	5524.37	5524.64	5523.57	5524.37	682.0
2024-03-03 20:10:00	ES	Futures	5524.37	5524.64	5523.3	5524.37	331.0
2024-03-03 20:15:00	ES	Futures	5524.37	5524.64	5523.83	5524.1	392.0
2024-03-03 20:20:00	ES	Futures	5523.83	5524.64	5523.57	5523.57	305.0
2024-03-03 20:25:00	ES	Futures	5523.57	5524.64	5523.3	5524.64	425.0
2024-03-03 20:30:00	ES	Futures	5524.37	5524.64	5523.3	5523.83	382.0
2024-03-03 20:35:00	ES	Futures	5524.1	5525.45	5524.1	5524.64	459.0
2024-03-03 20:40:00	ES	Futures	5524.64	5524.91	5523.83	5523.83	313.0
2024-03-03 20:45:00	ES	Futures	5523.83	5524.91	5523.57	5524.91	355.0
2024-03-03 20:50:00	ES	Futures	5524.64	5524.91	5523.03	5523.57	661.0
2024-03-03 20:55:00	ES	Futures	5523.57	5524.37	5523.3	5523.83	279.0
2024-03-03 21:00:00	ES	Futures	5523.83	5524.64	5523.83	5524.37	274.0
2024-03-03 21:05:00	ES	Futures	5524.37	5524.37	5522.76	5523.03	568.0
2024-03-03 21:10:00	ES	Futures	5522.76	5523.3	5522.49	5522.76	682.0
2024-03-03 21:15:00	ES	Futures	5522.76	5524.1	5522.76	5524.1	874.0
2024-03-03 21:20:00	ES	Futures	5523.83	5524.64	5523.57	5524.37	510.0
2024-03-03 21:25:00	ES	Futures	5524.1	5524.37	5523.83	5524.37	185.0
2024-03-03 21:30:00	ES	Futures	5524.37	5524.64	5523.83	5524.1	317.0
2024-03-03 21:35:00	ES	Futures	5524.37	5524.64	5524.1	5524.37	115.0
2024-03-03 21:40:00	ES	Futures	5524.1	5525.18	5524.1	5524.91	381.0
2024-03-03 21:45:00	ES	Futures	5524.91	5525.45	5524.64	5525.45	403.0
2024-03-03 21:50:00	ES	Futures	5525.45	5525.45	5524.37	5524.37	384.0
2024-03-03 21:55:00	ES	Futures	5524.37	5524.91	5524.1	5524.37	343.0
2024-03-03 22:00:00	ES	Futures	5524.64	5524.64	5524.1	5524.1	153.0
2024-03-03 22:05:00	ES	Futures	5524.1	5524.1	5523.57	5523.83	286.0

> showing 50 of 3,804 rows — these rows as CSV

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