PREVIEW / futures_5min / 2024-03-13

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-13.parquet
  size:    322 KB
  rows:    19,490

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
2024-03-13 00:00:00	ES	Futures	5559.29	5560.09	5559.02	5559.83	92.0
2024-03-13 00:05:00	ES	Futures	5559.83	5560.36	5559.83	5560.36	56.0
2024-03-13 00:10:00	ES	Futures	5560.36	5561.71	5560.09	5561.17	265.0
2024-03-13 00:15:00	ES	Futures	5560.9	5561.17	5559.83	5559.83	107.0
2024-03-13 00:20:00	ES	Futures	5559.83	5560.36	5559.83	5560.09	59.0
2024-03-13 00:25:00	ES	Futures	5560.09	5560.36	5559.83	5560.36	51.0
2024-03-13 00:30:00	ES	Futures	5560.36	5560.63	5560.09	5560.36	48.0
2024-03-13 00:35:00	ES	Futures	5560.63	5560.63	5560.36	5560.63	53.0
2024-03-13 00:40:00	ES	Futures	5560.63	5560.9	5560.36	5560.9	34.0
2024-03-13 00:45:00	ES	Futures	5560.9	5561.44	5560.9	5561.44	63.0
2024-03-13 00:50:00	ES	Futures	5561.17	5562.24	5561.17	5562.24	39.0
2024-03-13 00:55:00	ES	Futures	5561.97	5561.97	5561.44	5561.71	66.0
2024-03-13 01:00:00	ES	Futures	5561.71	5562.51	5561.71	5562.24	105.0
2024-03-13 01:05:00	ES	Futures	5562.24	5563.32	5562.24	5562.78	212.0
2024-03-13 01:10:00	ES	Futures	5562.78	5563.05	5561.97	5562.51	148.0
2024-03-13 01:15:00	ES	Futures	5562.51	5562.51	5561.44	5561.97	157.0
2024-03-13 01:20:00	ES	Futures	5561.97	5563.05	5561.97	5563.05	91.0
2024-03-13 01:25:00	ES	Futures	5563.05	5564.12	5562.78	5563.85	163.0
2024-03-13 01:30:00	ES	Futures	5563.85	5563.85	5563.05	5563.59	116.0
2024-03-13 01:35:00	ES	Futures	5563.59	5564.66	5563.32	5564.12	168.0
2024-03-13 01:40:00	ES	Futures	5563.85	5564.66	5563.05	5563.59	94.0
2024-03-13 01:45:00	ES	Futures	5563.59	5564.12	5563.59	5564.12	119.0
2024-03-13 01:50:00	ES	Futures	5564.39	5564.66	5564.12	5564.39	65.0
2024-03-13 01:55:00	ES	Futures	5564.39	5566.27	5564.39	5564.93	273.0
2024-03-13 02:00:00	ES	Futures	5564.66	5564.66	5563.32	5563.59	169.0
2024-03-13 02:05:00	ES	Futures	5563.85	5564.12	5563.32	5563.85	491.0
2024-03-13 02:10:00	ES	Futures	5563.85	5564.12	5563.32	5564.12	113.0
2024-03-13 02:15:00	ES	Futures	5563.85	5563.85	5562.78	5563.32	71.0
2024-03-13 02:20:00	ES	Futures	5563.32	5563.59	5562.51	5563.05	111.0
2024-03-13 02:25:00	ES	Futures	5563.05	5563.05	5561.71	5561.71	66.0
2024-03-13 02:30:00	ES	Futures	5561.71	5563.05	5561.71	5563.05	148.0
2024-03-13 02:35:00	ES	Futures	5563.05	5563.85	5563.05	5563.85	132.0
2024-03-13 02:40:00	ES	Futures	5563.85	5563.85	5563.05	5563.05	66.0
2024-03-13 02:45:00	ES	Futures	5563.05	5563.32	5562.24	5562.51	80.0
2024-03-13 02:50:00	ES	Futures	5562.51	5563.59	5562.24	5563.59	115.0
2024-03-13 02:55:00	ES	Futures	5563.59	5563.85	5563.05	5563.85	82.0
2024-03-13 03:00:00	ES	Futures	5563.59	5567.61	5563.59	5566.81	608.0
2024-03-13 03:05:00	ES	Futures	5566.81	5567.88	5565.47	5566.81	210.0
2024-03-13 03:10:00	ES	Futures	5566.54	5567.88	5566.27	5567.88	134.0
2024-03-13 03:15:00	ES	Futures	5567.88	5568.69	5565.47	5568.42	459.0
2024-03-13 03:20:00	ES	Futures	5568.15	5569.23	5567.88	5567.88	342.0
2024-03-13 03:25:00	ES	Futures	5568.15	5568.69	5567.61	5568.42	117.0
2024-03-13 03:30:00	ES	Futures	5568.15	5568.42	5566.27	5566.54	225.0
2024-03-13 03:35:00	ES	Futures	5566.54	5567.88	5566.54	5566.54	111.0
2024-03-13 03:40:00	ES	Futures	5566.27	5566.54	5565.47	5566.0	232.0
2024-03-13 03:45:00	ES	Futures	5566.0	5566.54	5565.73	5566.54	167.0
2024-03-13 03:50:00	ES	Futures	5566.54	5567.08	5566.0	5566.54	189.0
2024-03-13 03:55:00	ES	Futures	5566.54	5567.08	5565.73	5565.73	270.0
2024-03-13 04:00:00	ES	Futures	5566.0	5568.15	5564.93	5565.2	856.0
2024-03-13 04:05:00	ES	Futures	5565.2	5565.47	5563.85	5564.93	328.0

> showing 50 of 19,490 rows — these rows as CSV

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