PREVIEW / futures_5min / 2024-03-06

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-06.parquet
  size:    338 KB
  rows:    19,585

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
2024-03-06 00:00:00	ES	Futures	5469.04	5470.38	5469.04	5469.85	470.0
2024-03-06 00:05:00	ES	Futures	5469.58	5469.85	5468.77	5469.04	251.0
2024-03-06 00:10:00	ES	Futures	5469.31	5470.12	5468.77	5469.58	439.0
2024-03-06 00:15:00	ES	Futures	5469.85	5469.85	5468.77	5469.31	317.0
2024-03-06 00:20:00	ES	Futures	5469.04	5469.04	5468.5	5468.77	341.0
2024-03-06 00:25:00	ES	Futures	5468.77	5469.04	5467.97	5468.24	283.0
2024-03-06 00:30:00	ES	Futures	5468.24	5469.58	5468.24	5469.04	539.0
2024-03-06 00:35:00	ES	Futures	5469.31	5469.85	5469.31	5469.58	327.0
2024-03-06 00:40:00	ES	Futures	5469.58	5470.12	5469.58	5469.85	99.0
2024-03-06 00:45:00	ES	Futures	5469.85	5469.85	5468.77	5468.77	329.0
2024-03-06 00:50:00	ES	Futures	5468.5	5469.31	5468.5	5469.04	198.0
2024-03-06 00:55:00	ES	Futures	5469.04	5469.31	5468.77	5469.04	229.0
2024-03-06 01:00:00	ES	Futures	5469.04	5470.12	5468.24	5468.5	674.0
2024-03-06 01:05:00	ES	Futures	5468.77	5468.77	5467.7	5468.24	506.0
2024-03-06 01:10:00	ES	Futures	5468.24	5468.77	5467.43	5468.24	564.0
2024-03-06 01:15:00	ES	Futures	5468.24	5469.31	5468.24	5469.31	263.0
2024-03-06 01:20:00	ES	Futures	5469.31	5469.31	5468.24	5468.5	347.0
2024-03-06 01:25:00	ES	Futures	5468.5	5468.5	5466.89	5467.16	436.0
2024-03-06 01:30:00	ES	Futures	5467.16	5468.5	5467.16	5468.5	292.0
2024-03-06 01:35:00	ES	Futures	5468.5	5468.5	5467.97	5468.24	229.0
2024-03-06 01:40:00	ES	Futures	5467.97	5469.04	5467.97	5468.77	424.0
2024-03-06 01:45:00	ES	Futures	5468.5	5469.04	5468.5	5468.5	285.0
2024-03-06 01:50:00	ES	Futures	5468.5	5468.77	5468.24	5468.77	316.0
2024-03-06 01:55:00	ES	Futures	5468.77	5469.31	5467.97	5469.04	518.0
2024-03-06 02:00:00	ES	Futures	5469.31	5470.12	5467.43	5467.97	1139.0
2024-03-06 02:05:00	ES	Futures	5467.97	5468.77	5467.97	5468.24	747.0
2024-03-06 02:10:00	ES	Futures	5468.24	5468.5	5467.43	5467.97	760.0
2024-03-06 02:15:00	ES	Futures	5467.97	5469.04	5467.43	5468.77	613.0
2024-03-06 02:20:00	ES	Futures	5469.04	5469.31	5468.24	5468.5	668.0
2024-03-06 02:25:00	ES	Futures	5468.5	5469.04	5468.24	5468.24	571.0
2024-03-06 02:30:00	ES	Futures	5468.24	5468.5	5466.89	5467.43	776.0
2024-03-06 02:35:00	ES	Futures	5467.16	5468.5	5467.16	5468.5	602.0
2024-03-06 02:40:00	ES	Futures	5468.5	5470.12	5467.97	5469.85	1020.0
2024-03-06 02:45:00	ES	Futures	5469.85	5471.73	5469.58	5469.85	1652.0
2024-03-06 02:50:00	ES	Futures	5469.58	5470.38	5468.77	5470.12	1069.0
2024-03-06 02:55:00	ES	Futures	5470.12	5471.73	5469.58	5470.92	869.0
2024-03-06 03:00:00	ES	Futures	5470.65	5472.8	5470.65	5472.0	2500.0
2024-03-06 03:05:00	ES	Futures	5472.0	5475.22	5472.0	5474.41	2206.0
2024-03-06 03:10:00	ES	Futures	5474.41	5476.56	5474.41	5476.29	1841.0
2024-03-06 03:15:00	ES	Futures	5476.29	5476.56	5475.49	5476.29	1379.0
2024-03-06 03:20:00	ES	Futures	5476.29	5476.29	5474.95	5476.29	1128.0
2024-03-06 03:25:00	ES	Futures	5476.29	5477.64	5476.03	5477.64	1522.0
2024-03-06 03:30:00	ES	Futures	5477.37	5480.59	5476.83	5478.98	3605.0
2024-03-06 03:35:00	ES	Futures	5479.25	5481.4	5478.98	5480.32	1492.0
2024-03-06 03:40:00	ES	Futures	5480.32	5480.86	5477.91	5479.25	1888.0
2024-03-06 03:45:00	ES	Futures	5478.98	5480.05	5478.17	5479.25	1302.0
2024-03-06 03:50:00	ES	Futures	5479.25	5479.25	5476.29	5477.1	2168.0
2024-03-06 03:55:00	ES	Futures	5477.37	5478.98	5477.1	5478.71	1063.0
2024-03-06 04:00:00	ES	Futures	5478.98	5482.47	5478.71	5482.2	2844.0
2024-03-06 04:05:00	ES	Futures	5482.2	5482.2	5481.13	5481.13	1627.0

> showing 50 of 19,585 rows — these rows as CSV

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