PREVIEW / futures_5min / 2024-04-01

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-04-01.parquet
  size:    273 KB
  rows:    15,979

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
2024-04-01 00:00:00	ES	Futures	5654.51	5655.04	5654.25	5654.78	293.0
2024-04-01 00:05:00	ES	Futures	5654.78	5655.04	5653.98	5654.25	420.0
2024-04-01 00:10:00	ES	Futures	5654.51	5654.51	5653.98	5654.51	229.0
2024-04-01 00:15:00	ES	Futures	5654.51	5655.04	5654.25	5654.51	252.0
2024-04-01 00:20:00	ES	Futures	5654.25	5654.25	5653.72	5654.25	98.0
2024-04-01 00:25:00	ES	Futures	5653.98	5654.78	5653.98	5654.78	146.0
2024-04-01 00:30:00	ES	Futures	5654.78	5655.04	5654.25	5654.78	209.0
2024-04-01 00:35:00	ES	Futures	5654.78	5654.78	5653.98	5654.25	222.0
2024-04-01 00:40:00	ES	Futures	5654.25	5654.78	5654.25	5654.51	93.0
2024-04-01 00:45:00	ES	Futures	5654.78	5655.57	5654.78	5655.04	381.0
2024-04-01 00:50:00	ES	Futures	5655.31	5655.31	5654.78	5654.78	133.0
2024-04-01 00:55:00	ES	Futures	5655.04	5655.57	5655.04	5655.31	165.0
2024-04-01 01:00:00	ES	Futures	5655.57	5655.57	5654.78	5654.78	187.0
2024-04-01 01:05:00	ES	Futures	5654.51	5655.31	5654.51	5655.04	230.0
2024-04-01 01:10:00	ES	Futures	5655.04	5655.84	5654.51	5654.51	320.0
2024-04-01 01:15:00	ES	Futures	5654.51	5654.51	5653.98	5654.25	233.0
2024-04-01 01:20:00	ES	Futures	5653.98	5655.04	5653.98	5655.04	155.0
2024-04-01 01:25:00	ES	Futures	5655.04	5655.04	5654.25	5654.51	125.0
2024-04-01 01:30:00	ES	Futures	5654.51	5654.51	5652.92	5653.19	292.0
2024-04-01 01:35:00	ES	Futures	5653.19	5653.72	5653.19	5653.19	153.0
2024-04-01 01:40:00	ES	Futures	5653.19	5653.45	5652.66	5652.92	276.0
2024-04-01 01:45:00	ES	Futures	5652.92	5653.45	5652.66	5653.45	124.0
2024-04-01 01:50:00	ES	Futures	5653.19	5653.72	5652.92	5653.19	173.0
2024-04-01 01:55:00	ES	Futures	5653.45	5653.45	5652.13	5652.39	419.0
2024-04-01 02:00:00	ES	Futures	5652.39	5653.19	5652.13	5652.39	386.0
2024-04-01 02:05:00	ES	Futures	5652.39	5654.25	5652.39	5653.98	418.0
2024-04-01 02:10:00	ES	Futures	5653.72	5653.98	5653.19	5653.72	301.0
2024-04-01 02:15:00	ES	Futures	5653.45	5653.72	5652.92	5653.19	350.0
2024-04-01 02:20:00	ES	Futures	5653.19	5653.72	5652.66	5653.72	242.0
2024-04-01 02:25:00	ES	Futures	5653.72	5653.98	5652.92	5653.72	481.0
2024-04-01 02:30:00	ES	Futures	5653.72	5654.25	5653.45	5653.72	437.0
2024-04-01 02:35:00	ES	Futures	5653.72	5653.98	5653.19	5653.45	289.0
2024-04-01 02:40:00	ES	Futures	5653.45	5653.45	5652.66	5653.19	336.0
2024-04-01 02:45:00	ES	Futures	5652.92	5653.19	5652.39	5652.39	274.0
2024-04-01 02:50:00	ES	Futures	5652.39	5653.19	5652.13	5652.66	437.0
2024-04-01 02:55:00	ES	Futures	5652.92	5653.45	5652.66	5652.66	319.0
2024-04-01 03:00:00	ES	Futures	5653.19	5654.51	5652.92	5653.98	741.0
2024-04-01 03:05:00	ES	Futures	5653.98	5654.51	5653.72	5654.25	274.0
2024-04-01 03:10:00	ES	Futures	5654.51	5656.1	5654.25	5655.84	635.0
2024-04-01 03:15:00	ES	Futures	5656.1	5656.37	5655.31	5655.57	562.0
2024-04-01 03:20:00	ES	Futures	5655.84	5656.37	5655.31	5655.84	523.0
2024-04-01 03:25:00	ES	Futures	5655.84	5656.64	5655.84	5656.1	710.0
2024-04-01 03:30:00	ES	Futures	5656.1	5656.64	5655.57	5655.84	911.0
2024-04-01 03:35:00	ES	Futures	5655.84	5655.84	5654.78	5655.57	409.0
2024-04-01 03:40:00	ES	Futures	5655.31	5655.57	5654.78	5655.57	307.0
2024-04-01 03:45:00	ES	Futures	5655.04	5655.84	5654.78	5655.04	397.0
2024-04-01 03:50:00	ES	Futures	5655.04	5656.37	5654.78	5655.57	478.0
2024-04-01 03:55:00	ES	Futures	5655.57	5656.1	5655.31	5655.84	470.0
2024-04-01 04:00:00	ES	Futures	5655.84	5655.84	5653.72	5653.98	1023.0
2024-04-01 04:05:00	ES	Futures	5653.98	5654.25	5652.66	5652.66	975.0

> showing 50 of 15,979 rows — these rows as CSV

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