PREVIEW / futures_5min / 2024-03-04

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-04.parquet
  size:    315 KB
  rows:    19,233

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
2024-03-04 00:00:00	ES	Futures	5523.3	5523.57	5523.03	5523.57	223.0
2024-03-04 00:05:00	ES	Futures	5523.3	5523.57	5523.03	5523.57	211.0
2024-03-04 00:10:00	ES	Futures	5523.57	5523.57	5523.03	5523.03	139.0
2024-03-04 00:15:00	ES	Futures	5523.3	5523.3	5522.76	5523.3	133.0
2024-03-04 00:20:00	ES	Futures	5523.03	5523.57	5522.76	5523.3	149.0
2024-03-04 00:25:00	ES	Futures	5523.3	5523.57	5523.03	5523.03	267.0
2024-03-04 00:30:00	ES	Futures	5522.76	5523.03	5522.76	5522.76	201.0
2024-03-04 00:35:00	ES	Futures	5522.76	5522.76	5521.95	5522.49	305.0
2024-03-04 00:40:00	ES	Futures	5522.49	5522.49	5522.22	5522.49	189.0
2024-03-04 00:45:00	ES	Futures	5522.22	5522.49	5522.22	5522.22	112.0
2024-03-04 00:50:00	ES	Futures	5522.49	5522.76	5522.22	5522.76	303.0
2024-03-04 00:55:00	ES	Futures	5522.76	5523.03	5521.95	5522.22	439.0
2024-03-04 01:00:00	ES	Futures	5521.95	5522.49	5521.69	5521.95	616.0
2024-03-04 01:05:00	ES	Futures	5521.95	5522.22	5521.42	5521.95	465.0
2024-03-04 01:10:00	ES	Futures	5521.69	5522.76	5521.69	5522.76	350.0
2024-03-04 01:15:00	ES	Futures	5523.03	5523.3	5522.49	5523.3	205.0
2024-03-04 01:20:00	ES	Futures	5523.3	5523.3	5522.49	5522.76	174.0
2024-03-04 01:25:00	ES	Futures	5522.49	5522.49	5522.22	5522.49	208.0
2024-03-04 01:30:00	ES	Futures	5522.22	5523.3	5522.22	5523.03	396.0
2024-03-04 01:35:00	ES	Futures	5523.03	5523.83	5522.76	5522.76	455.0
2024-03-04 01:40:00	ES	Futures	5522.76	5523.03	5522.49	5522.76	152.0
2024-03-04 01:45:00	ES	Futures	5522.49	5522.76	5521.95	5522.22	294.0
2024-03-04 01:50:00	ES	Futures	5522.22	5523.3	5521.95	5523.3	291.0
2024-03-04 01:55:00	ES	Futures	5523.57	5523.57	5522.49	5522.76	375.0
2024-03-04 02:00:00	ES	Futures	5523.03	5523.3	5522.22	5522.76	748.0
2024-03-04 02:05:00	ES	Futures	5523.03	5524.64	5523.03	5524.37	788.0
2024-03-04 02:10:00	ES	Futures	5524.37	5524.64	5523.57	5523.57	375.0
2024-03-04 02:15:00	ES	Futures	5523.57	5523.83	5522.49	5522.49	222.0
2024-03-04 02:20:00	ES	Futures	5522.49	5523.3	5522.22	5522.49	332.0
2024-03-04 02:25:00	ES	Futures	5522.49	5523.03	5521.95	5523.03	405.0
2024-03-04 02:30:00	ES	Futures	5523.03	5523.57	5522.49	5523.3	942.0
2024-03-04 02:35:00	ES	Futures	5523.3	5523.57	5521.95	5523.03	549.0
2024-03-04 02:40:00	ES	Futures	5523.03	5523.83	5522.76	5523.3	449.0
2024-03-04 02:45:00	ES	Futures	5523.3	5524.1	5523.3	5524.1	317.0
2024-03-04 02:50:00	ES	Futures	5523.83	5524.37	5523.57	5524.1	403.0
2024-03-04 02:55:00	ES	Futures	5524.1	5524.91	5523.83	5524.1	616.0
2024-03-04 03:00:00	ES	Futures	5524.37	5525.18	5523.57	5523.83	1282.0
2024-03-04 03:05:00	ES	Futures	5523.83	5525.98	5523.83	5525.71	901.0
2024-03-04 03:10:00	ES	Futures	5525.71	5526.52	5524.64	5525.45	1546.0
2024-03-04 03:15:00	ES	Futures	5525.45	5526.52	5524.37	5525.45	1024.0
2024-03-04 03:20:00	ES	Futures	5525.45	5526.25	5524.64	5524.91	785.0
2024-03-04 03:25:00	ES	Futures	5524.64	5525.98	5524.37	5524.64	899.0
2024-03-04 03:30:00	ES	Futures	5524.64	5524.91	5523.57	5524.64	733.0
2024-03-04 03:35:00	ES	Futures	5524.37	5524.64	5523.57	5523.83	490.0
2024-03-04 03:40:00	ES	Futures	5523.83	5524.91	5523.57	5524.64	1656.0
2024-03-04 03:45:00	ES	Futures	5524.64	5525.45	5524.1	5524.37	1330.0
2024-03-04 03:50:00	ES	Futures	5524.64	5525.45	5524.37	5524.91	450.0
2024-03-04 03:55:00	ES	Futures	5524.91	5525.71	5524.37	5525.45	1252.0
2024-03-04 04:00:00	ES	Futures	5525.45	5526.25	5525.18	5526.25	878.0
2024-03-04 04:05:00	ES	Futures	5525.98	5527.59	5525.45	5526.25	2055.0

> showing 50 of 19,233 rows — these rows as CSV

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