PREVIEW / futures_5min / 2024-03-08

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-08.parquet
  size:    297 KB
  rows:    16,134

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
2024-03-08 00:00:00	ES	Futures	5546.66	5546.93	5545.86	5546.4	536.0
2024-03-08 00:05:00	ES	Futures	5546.4	5546.93	5545.86	5546.13	209.0
2024-03-08 00:10:00	ES	Futures	5545.86	5547.2	5545.86	5546.93	394.0
2024-03-08 00:15:00	ES	Futures	5547.2	5547.2	5545.86	5546.93	326.0
2024-03-08 00:20:00	ES	Futures	5546.93	5547.47	5546.13	5546.13	364.0
2024-03-08 00:25:00	ES	Futures	5546.4	5548.01	5546.4	5547.74	575.0
2024-03-08 00:30:00	ES	Futures	5547.74	5548.81	5547.74	5548.81	318.0
2024-03-08 00:35:00	ES	Futures	5548.54	5549.35	5548.54	5548.54	355.0
2024-03-08 00:40:00	ES	Futures	5548.54	5548.81	5548.01	5548.01	239.0
2024-03-08 00:45:00	ES	Futures	5548.28	5548.81	5548.01	5548.54	297.0
2024-03-08 00:50:00	ES	Futures	5548.54	5548.81	5548.01	5548.81	203.0
2024-03-08 00:55:00	ES	Futures	5548.54	5548.81	5548.28	5548.54	161.0
2024-03-08 01:00:00	ES	Futures	5548.81	5549.35	5548.54	5548.81	338.0
2024-03-08 01:05:00	ES	Futures	5548.81	5549.08	5547.2	5547.74	377.0
2024-03-08 01:10:00	ES	Futures	5547.74	5548.54	5547.2	5548.28	263.0
2024-03-08 01:15:00	ES	Futures	5548.54	5548.54	5546.4	5547.2	385.0
2024-03-08 01:20:00	ES	Futures	5547.47	5547.47	5546.66	5546.93	165.0
2024-03-08 01:25:00	ES	Futures	5546.93	5547.74	5546.66	5547.2	163.0
2024-03-08 01:30:00	ES	Futures	5547.2	5548.28	5546.93	5548.28	116.0
2024-03-08 01:35:00	ES	Futures	5548.28	5548.54	5547.47	5548.01	270.0
2024-03-08 01:40:00	ES	Futures	5547.74	5548.01	5546.66	5546.93	430.0
2024-03-08 01:45:00	ES	Futures	5546.93	5547.74	5546.66	5546.93	180.0
2024-03-08 01:50:00	ES	Futures	5546.93	5547.2	5546.66	5546.66	104.0
2024-03-08 01:55:00	ES	Futures	5546.66	5548.01	5546.4	5547.47	535.0
2024-03-08 02:00:00	ES	Futures	5547.47	5547.74	5545.32	5546.93	776.0
2024-03-08 02:05:00	ES	Futures	5547.2	5548.01	5545.86	5546.66	606.0
2024-03-08 02:10:00	ES	Futures	5546.66	5547.74	5546.13	5546.4	696.0
2024-03-08 02:15:00	ES	Futures	5546.4	5546.93	5546.13	5546.4	326.0
2024-03-08 02:20:00	ES	Futures	5546.13	5546.13	5545.05	5545.32	414.0
2024-03-08 02:25:00	ES	Futures	5545.59	5546.93	5545.59	5546.4	506.0
2024-03-08 02:30:00	ES	Futures	5546.66	5546.93	5545.86	5546.4	492.0
2024-03-08 02:35:00	ES	Futures	5546.66	5548.28	5545.86	5548.28	640.0
2024-03-08 02:40:00	ES	Futures	5548.54	5550.16	5548.54	5549.62	945.0
2024-03-08 02:45:00	ES	Futures	5549.35	5550.16	5548.54	5549.08	455.0
2024-03-08 02:50:00	ES	Futures	5548.81	5549.35	5548.01	5549.08	522.0
2024-03-08 02:55:00	ES	Futures	5548.81	5550.16	5548.28	5549.89	695.0
2024-03-08 03:00:00	ES	Futures	5549.89	5550.16	5547.47	5548.01	1755.0
2024-03-08 03:05:00	ES	Futures	5548.28	5549.89	5547.74	5549.35	1275.0
2024-03-08 03:10:00	ES	Futures	5549.35	5552.84	5549.35	5552.3	2544.0
2024-03-08 03:15:00	ES	Futures	5552.57	5553.38	5550.16	5550.16	2008.0
2024-03-08 03:20:00	ES	Futures	5550.42	5550.69	5549.62	5550.42	672.0
2024-03-08 03:25:00	ES	Futures	5550.16	5550.96	5549.62	5550.96	1036.0
2024-03-08 03:30:00	ES	Futures	5550.96	5552.57	5549.89	5552.57	906.0
2024-03-08 03:35:00	ES	Futures	5552.57	5552.57	5551.23	5552.04	807.0
2024-03-08 03:40:00	ES	Futures	5552.04	5553.38	5551.77	5553.11	881.0
2024-03-08 03:45:00	ES	Futures	5553.11	5559.02	5552.84	5557.68	4250.0
2024-03-08 03:50:00	ES	Futures	5557.68	5557.95	5556.6	5556.6	1172.0
2024-03-08 03:55:00	ES	Futures	5556.6	5556.6	5552.84	5552.84	1809.0
2024-03-08 04:00:00	ES	Futures	5552.84	5553.38	5550.16	5553.11	2809.0
2024-03-08 04:05:00	ES	Futures	5553.38	5553.38	5551.5	5553.11	1308.0

> showing 50 of 16,134 rows — these rows as CSV

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