PREVIEW / futures_5min / 2024-03-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-12.parquet
  size:    324 KB
  rows:    18,765

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
2024-03-12 00:00:00	ES	Futures	5520.07	5520.34	5519.54	5519.81	128.0
2024-03-12 00:05:00	ES	Futures	5519.81	5520.07	5519.27	5519.54	166.0
2024-03-12 00:10:00	ES	Futures	5519.54	5519.54	5519.27	5519.27	94.0
2024-03-12 00:15:00	ES	Futures	5519.54	5520.07	5519.54	5519.81	85.0
2024-03-12 00:20:00	ES	Futures	5519.81	5520.07	5519.54	5519.54	67.0
2024-03-12 00:25:00	ES	Futures	5519.81	5520.34	5519.81	5519.81	116.0
2024-03-12 00:30:00	ES	Futures	5519.81	5520.61	5519.81	5520.61	104.0
2024-03-12 00:35:00	ES	Futures	5520.61	5521.42	5520.61	5520.88	98.0
2024-03-12 00:40:00	ES	Futures	5521.15	5521.42	5521.15	5521.15	140.0
2024-03-12 00:45:00	ES	Futures	5521.42	5521.69	5521.15	5521.42	89.0
2024-03-12 00:50:00	ES	Futures	5521.15	5523.03	5521.15	5523.03	301.0
2024-03-12 00:55:00	ES	Futures	5523.3	5523.57	5522.49	5523.03	125.0
2024-03-12 01:00:00	ES	Futures	5523.03	5523.83	5522.76	5523.3	189.0
2024-03-12 01:05:00	ES	Futures	5523.03	5525.45	5522.76	5525.18	254.0
2024-03-12 01:10:00	ES	Futures	5525.18	5525.45	5524.1	5525.18	206.0
2024-03-12 01:15:00	ES	Futures	5524.91	5525.45	5524.1	5524.37	87.0
2024-03-12 01:20:00	ES	Futures	5524.64	5525.45	5524.64	5525.18	78.0
2024-03-12 01:25:00	ES	Futures	5525.18	5525.18	5524.64	5524.91	150.0
2024-03-12 01:30:00	ES	Futures	5524.91	5526.25	5524.64	5525.98	310.0
2024-03-12 01:35:00	ES	Futures	5525.71	5526.52	5525.71	5526.25	264.0
2024-03-12 01:40:00	ES	Futures	5525.98	5526.52	5525.18	5525.71	326.0
2024-03-12 01:45:00	ES	Futures	5525.98	5526.52	5525.71	5525.71	113.0
2024-03-12 01:50:00	ES	Futures	5525.98	5527.86	5525.98	5527.33	330.0
2024-03-12 01:55:00	ES	Futures	5527.06	5528.13	5527.06	5527.59	234.0
2024-03-12 02:00:00	ES	Futures	5527.86	5527.86	5525.45	5525.45	236.0
2024-03-12 02:05:00	ES	Futures	5525.45	5526.25	5525.18	5525.71	422.0
2024-03-12 02:10:00	ES	Futures	5525.45	5525.45	5524.1	5524.1	227.0
2024-03-12 02:15:00	ES	Futures	5524.1	5524.1	5522.49	5523.57	323.0
2024-03-12 02:20:00	ES	Futures	5523.57	5524.1	5523.03	5524.1	98.0
2024-03-12 02:25:00	ES	Futures	5524.1	5524.64	5523.57	5523.57	65.0
2024-03-12 02:30:00	ES	Futures	5523.57	5524.37	5523.57	5524.37	104.0
2024-03-12 02:35:00	ES	Futures	5524.37	5525.18	5524.1	5525.18	252.0
2024-03-12 02:40:00	ES	Futures	5525.18	5525.45	5524.91	5525.45	95.0
2024-03-12 02:45:00	ES	Futures	5525.18	5525.98	5524.64	5524.91	179.0
2024-03-12 02:50:00	ES	Futures	5524.91	5524.91	5523.3	5523.3	268.0
2024-03-12 02:55:00	ES	Futures	5523.3	5525.18	5522.22	5525.18	410.0
2024-03-12 03:00:00	ES	Futures	5524.91	5525.18	5523.3	5524.37	473.0
2024-03-12 03:05:00	ES	Futures	5524.37	5526.25	5524.37	5524.91	250.0
2024-03-12 03:10:00	ES	Futures	5525.18	5526.52	5525.18	5526.25	240.0
2024-03-12 03:15:00	ES	Futures	5526.25	5526.52	5525.45	5525.45	108.0
2024-03-12 03:20:00	ES	Futures	5525.45	5525.98	5524.91	5525.45	250.0
2024-03-12 03:25:00	ES	Futures	5525.18	5525.98	5524.64	5525.45	243.0
2024-03-12 03:30:00	ES	Futures	5525.45	5525.98	5524.91	5525.71	166.0
2024-03-12 03:35:00	ES	Futures	5525.98	5525.98	5525.18	5525.45	186.0
2024-03-12 03:40:00	ES	Futures	5525.45	5525.45	5524.64	5524.64	200.0
2024-03-12 03:45:00	ES	Futures	5524.64	5525.18	5523.83	5524.64	472.0
2024-03-12 03:50:00	ES	Futures	5524.37	5525.98	5524.37	5525.18	137.0
2024-03-12 03:55:00	ES	Futures	5525.45	5527.33	5524.91	5525.71	500.0
2024-03-12 04:00:00	ES	Futures	5525.71	5527.59	5524.1	5527.06	1290.0
2024-03-12 04:05:00	ES	Futures	5527.06	5528.94	5523.3	5523.83	1118.0

> showing 50 of 18,765 rows — these rows as CSV

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