PREVIEW / futures_5min / 2024-03-07

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-07.parquet
  size:    346 KB
  rows:    19,561

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
2024-03-07 00:00:00	ES	Futures	5480.59	5481.67	5480.59	5480.86	509.0
2024-03-07 00:05:00	ES	Futures	5481.13	5482.2	5480.59	5481.13	481.0
2024-03-07 00:10:00	ES	Futures	5481.13	5482.74	5480.86	5482.74	618.0
2024-03-07 00:15:00	ES	Futures	5482.74	5483.28	5482.2	5483.28	423.0
2024-03-07 00:20:00	ES	Futures	5483.28	5484.08	5482.74	5483.01	685.0
2024-03-07 00:25:00	ES	Futures	5483.01	5483.01	5482.2	5482.47	396.0
2024-03-07 00:30:00	ES	Futures	5482.2	5482.74	5481.13	5481.4	1046.0
2024-03-07 00:35:00	ES	Futures	5481.4	5481.4	5479.79	5480.86	669.0
2024-03-07 00:40:00	ES	Futures	5480.86	5481.67	5480.59	5481.13	545.0
2024-03-07 00:45:00	ES	Futures	5481.13	5481.67	5480.59	5481.67	478.0
2024-03-07 00:50:00	ES	Futures	5481.67	5482.2	5480.59	5481.13	561.0
2024-03-07 00:55:00	ES	Futures	5481.4	5482.74	5481.4	5481.4	491.0
2024-03-07 01:00:00	ES	Futures	5481.13	5482.74	5480.59	5482.2	613.0
2024-03-07 01:05:00	ES	Futures	5482.2	5483.01	5481.93	5482.2	398.0
2024-03-07 01:10:00	ES	Futures	5482.2	5482.2	5480.32	5481.67	357.0
2024-03-07 01:15:00	ES	Futures	5481.67	5481.93	5481.4	5481.93	317.0
2024-03-07 01:20:00	ES	Futures	5481.93	5483.81	5481.67	5483.81	480.0
2024-03-07 01:25:00	ES	Futures	5484.08	5484.62	5483.28	5484.35	455.0
2024-03-07 01:30:00	ES	Futures	5484.08	5484.89	5483.81	5484.35	457.0
2024-03-07 01:35:00	ES	Futures	5484.35	5484.62	5483.55	5483.81	523.0
2024-03-07 01:40:00	ES	Futures	5483.81	5484.35	5481.93	5482.2	832.0
2024-03-07 01:45:00	ES	Futures	5481.93	5482.2	5480.59	5481.13	564.0
2024-03-07 01:50:00	ES	Futures	5481.13	5481.13	5477.37	5477.64	1157.0
2024-03-07 01:55:00	ES	Futures	5477.91	5479.52	5477.1	5477.64	1158.0
2024-03-07 02:00:00	ES	Futures	5477.64	5478.71	5475.76	5476.03	1921.0
2024-03-07 02:05:00	ES	Futures	5476.29	5476.56	5475.22	5475.76	903.0
2024-03-07 02:10:00	ES	Futures	5475.49	5475.76	5474.41	5474.95	605.0
2024-03-07 02:15:00	ES	Futures	5474.95	5474.95	5473.07	5474.15	1089.0
2024-03-07 02:20:00	ES	Futures	5474.15	5474.41	5473.07	5474.41	750.0
2024-03-07 02:25:00	ES	Futures	5474.15	5474.15	5472.26	5472.53	801.0
2024-03-07 02:30:00	ES	Futures	5472.53	5474.15	5472.26	5473.61	920.0
2024-03-07 02:35:00	ES	Futures	5473.34	5474.95	5471.46	5473.61	1340.0
2024-03-07 02:40:00	ES	Futures	5473.34	5474.95	5473.07	5473.61	708.0
2024-03-07 02:45:00	ES	Futures	5473.61	5474.41	5473.34	5474.15	553.0
2024-03-07 02:50:00	ES	Futures	5474.15	5475.49	5473.88	5475.22	1038.0
2024-03-07 02:55:00	ES	Futures	5474.95	5475.49	5471.73	5472.0	1098.0
2024-03-07 03:00:00	ES	Futures	5472.0	5474.95	5471.73	5474.41	2665.0
2024-03-07 03:05:00	ES	Futures	5474.68	5476.83	5472.0	5472.26	1913.0
2024-03-07 03:10:00	ES	Futures	5472.26	5472.26	5464.74	5469.58	5637.0
2024-03-07 03:15:00	ES	Futures	5469.85	5473.07	5469.31	5471.19	2236.0
2024-03-07 03:20:00	ES	Futures	5471.19	5475.76	5470.92	5475.22	1753.0
2024-03-07 03:25:00	ES	Futures	5475.22	5477.64	5474.95	5476.29	1788.0
2024-03-07 03:30:00	ES	Futures	5476.56	5477.37	5476.03	5476.56	1014.0
2024-03-07 03:35:00	ES	Futures	5476.56	5478.98	5476.29	5477.64	1925.0
2024-03-07 03:40:00	ES	Futures	5477.64	5477.91	5475.76	5477.1	1127.0
2024-03-07 03:45:00	ES	Futures	5477.1	5478.17	5476.29	5477.37	1148.0
2024-03-07 03:50:00	ES	Futures	5477.64	5478.17	5476.56	5477.64	1078.0
2024-03-07 03:55:00	ES	Futures	5477.64	5478.71	5475.76	5478.44	1286.0
2024-03-07 04:00:00	ES	Futures	5478.44	5482.2	5476.83	5481.4	2657.0
2024-03-07 04:05:00	ES	Futures	5481.13	5482.2	5480.59	5480.59	1571.0

> showing 50 of 19,561 rows — these rows as CSV

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