PREVIEW / futures_5min / 2024-03-28

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-03-28.parquet
  size:    278 KB
  rows:    16,269

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
2024-03-28 00:00:00	ES	Futures	5629.31	5629.57	5629.04	5629.04	251.0
2024-03-28 00:05:00	ES	Futures	5629.04	5629.84	5628.78	5629.57	229.0
2024-03-28 00:10:00	ES	Futures	5629.57	5629.84	5629.31	5629.57	254.0
2024-03-28 00:15:00	ES	Futures	5629.57	5630.64	5629.57	5630.37	314.0
2024-03-28 00:20:00	ES	Futures	5630.37	5631.17	5630.37	5630.64	374.0
2024-03-28 00:25:00	ES	Futures	5630.9	5630.9	5630.64	5630.64	137.0
2024-03-28 00:30:00	ES	Futures	5630.64	5630.9	5630.64	5630.64	174.0
2024-03-28 00:35:00	ES	Futures	5630.9	5631.17	5630.9	5631.17	226.0
2024-03-28 00:40:00	ES	Futures	5631.17	5631.43	5630.9	5631.43	145.0
2024-03-28 00:45:00	ES	Futures	5631.43	5631.96	5631.17	5631.17	399.0
2024-03-28 00:50:00	ES	Futures	5631.17	5631.17	5630.64	5631.17	255.0
2024-03-28 00:55:00	ES	Futures	5630.9	5631.43	5630.9	5630.9	196.0
2024-03-28 01:00:00	ES	Futures	5631.17	5632.23	5630.9	5631.7	743.0
2024-03-28 01:05:00	ES	Futures	5631.96	5632.23	5631.43	5631.43	469.0
2024-03-28 01:10:00	ES	Futures	5631.7	5631.7	5630.64	5631.17	329.0
2024-03-28 01:15:00	ES	Futures	5630.9	5631.17	5630.11	5630.37	281.0
2024-03-28 01:20:00	ES	Futures	5630.64	5630.64	5629.84	5630.11	257.0
2024-03-28 01:25:00	ES	Futures	5630.11	5630.9	5629.84	5630.64	642.0
2024-03-28 01:30:00	ES	Futures	5630.64	5631.17	5630.37	5630.64	362.0
2024-03-28 01:35:00	ES	Futures	5630.64	5632.23	5630.64	5631.43	613.0
2024-03-28 01:40:00	ES	Futures	5631.43	5632.49	5630.9	5632.23	574.0
2024-03-28 01:45:00	ES	Futures	5632.49	5632.49	5631.96	5632.23	291.0
2024-03-28 01:50:00	ES	Futures	5632.23	5633.02	5631.7	5631.96	517.0
2024-03-28 01:55:00	ES	Futures	5632.23	5632.76	5631.96	5632.23	619.0
2024-03-28 02:00:00	ES	Futures	5632.23	5632.23	5631.43	5631.7	658.0
2024-03-28 02:05:00	ES	Futures	5631.7	5632.23	5631.43	5631.43	279.0
2024-03-28 02:10:00	ES	Futures	5631.43	5631.96	5631.17	5631.17	241.0
2024-03-28 02:15:00	ES	Futures	5631.43	5631.43	5630.64	5631.43	271.0
2024-03-28 02:20:00	ES	Futures	5631.17	5631.7	5630.64	5630.64	215.0
2024-03-28 02:25:00	ES	Futures	5630.9	5630.9	5629.57	5629.84	402.0
2024-03-28 02:30:00	ES	Futures	5629.84	5630.11	5628.51	5628.78	607.0
2024-03-28 02:35:00	ES	Futures	5628.78	5629.31	5628.51	5629.04	354.0
2024-03-28 02:40:00	ES	Futures	5628.78	5629.04	5628.51	5628.78	169.0
2024-03-28 02:45:00	ES	Futures	5628.78	5629.04	5628.51	5629.04	156.0
2024-03-28 02:50:00	ES	Futures	5629.04	5629.57	5628.78	5629.57	247.0
2024-03-28 02:55:00	ES	Futures	5629.57	5630.11	5629.31	5629.57	371.0
2024-03-28 03:00:00	ES	Futures	5629.57	5630.11	5628.25	5628.25	532.0
2024-03-28 03:05:00	ES	Futures	5628.25	5628.78	5627.19	5627.72	793.0
2024-03-28 03:10:00	ES	Futures	5627.72	5628.51	5627.19	5627.98	580.0
2024-03-28 03:15:00	ES	Futures	5627.98	5628.51	5627.45	5628.25	485.0
2024-03-28 03:20:00	ES	Futures	5628.25	5628.25	5627.19	5627.45	487.0
2024-03-28 03:25:00	ES	Futures	5627.45	5628.25	5627.45	5627.72	335.0
2024-03-28 03:30:00	ES	Futures	5627.98	5627.98	5627.45	5627.72	586.0
2024-03-28 03:35:00	ES	Futures	5627.45	5629.31	5627.45	5629.04	517.0
2024-03-28 03:40:00	ES	Futures	5629.04	5630.37	5629.04	5630.37	805.0
2024-03-28 03:45:00	ES	Futures	5630.37	5630.37	5628.78	5629.31	709.0
2024-03-28 03:50:00	ES	Futures	5629.31	5629.84	5629.04	5629.04	351.0
2024-03-28 03:55:00	ES	Futures	5629.04	5630.37	5628.78	5629.84	505.0
2024-03-28 04:00:00	ES	Futures	5629.84	5630.9	5629.04	5629.31	1470.0
2024-03-28 04:05:00	ES	Futures	5629.31	5629.57	5627.72	5628.25	1285.0

> showing 50 of 16,269 rows — these rows as CSV

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