PREVIEW / futures_5min / 2024-04-02

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-04-02.parquet
  size:    364 KB
  rows:    20,640

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
2024-04-02 00:00:00	ES	Futures	5612.86	5613.66	5612.6	5612.6	332.0
2024-04-02 00:05:00	ES	Futures	5612.6	5612.86	5612.07	5612.6	371.0
2024-04-02 00:10:00	ES	Futures	5612.33	5612.6	5612.07	5612.6	206.0
2024-04-02 00:15:00	ES	Futures	5612.33	5612.6	5611.53	5611.8	315.0
2024-04-02 00:20:00	ES	Futures	5612.07	5612.33	5611.0	5611.0	420.0
2024-04-02 00:25:00	ES	Futures	5611.27	5612.33	5611.27	5612.33	276.0
2024-04-02 00:30:00	ES	Futures	5612.07	5612.33	5611.53	5612.33	283.0
2024-04-02 00:35:00	ES	Futures	5612.07	5612.6	5612.07	5612.33	329.0
2024-04-02 00:40:00	ES	Futures	5612.33	5613.39	5612.33	5613.39	190.0
2024-04-02 00:45:00	ES	Futures	5613.39	5613.39	5612.6	5612.6	191.0
2024-04-02 00:50:00	ES	Futures	5612.86	5612.86	5612.33	5612.33	138.0
2024-04-02 00:55:00	ES	Futures	5612.6	5612.6	5612.07	5612.07	181.0
2024-04-02 01:00:00	ES	Futures	5612.07	5612.33	5611.27	5611.53	447.0
2024-04-02 01:05:00	ES	Futures	5611.27	5611.8	5611.27	5611.8	353.0
2024-04-02 01:10:00	ES	Futures	5611.53	5612.07	5611.0	5611.53	277.0
2024-04-02 01:15:00	ES	Futures	5611.27	5611.27	5608.62	5608.88	687.0
2024-04-02 01:20:00	ES	Futures	5609.15	5610.21	5609.15	5609.94	399.0
2024-04-02 01:25:00	ES	Futures	5609.94	5611.0	5609.94	5610.47	242.0
2024-04-02 01:30:00	ES	Futures	5610.47	5611.0	5609.94	5609.94	351.0
2024-04-02 01:35:00	ES	Futures	5609.94	5610.47	5609.68	5609.94	269.0
2024-04-02 01:40:00	ES	Futures	5609.94	5610.21	5609.15	5609.94	302.0
2024-04-02 01:45:00	ES	Futures	5609.94	5610.74	5609.15	5610.47	272.0
2024-04-02 01:50:00	ES	Futures	5610.47	5610.74	5609.94	5610.21	245.0
2024-04-02 01:55:00	ES	Futures	5610.21	5611.27	5610.21	5610.74	303.0
2024-04-02 02:00:00	ES	Futures	5610.74	5612.33	5610.47	5611.8	710.0
2024-04-02 02:05:00	ES	Futures	5611.53	5612.86	5611.27	5612.07	545.0
2024-04-02 02:10:00	ES	Futures	5611.8	5612.6	5611.0	5612.07	388.0
2024-04-02 02:15:00	ES	Futures	5611.8	5612.86	5611.0	5612.6	451.0
2024-04-02 02:20:00	ES	Futures	5612.86	5613.39	5612.6	5612.86	668.0
2024-04-02 02:25:00	ES	Futures	5612.86	5614.19	5612.33	5613.39	841.0
2024-04-02 02:30:00	ES	Futures	5613.66	5614.72	5613.13	5613.13	559.0
2024-04-02 02:35:00	ES	Futures	5613.13	5613.66	5612.6	5612.86	663.0
2024-04-02 02:40:00	ES	Futures	5613.13	5614.72	5612.33	5614.19	675.0
2024-04-02 02:45:00	ES	Futures	5614.45	5615.78	5613.66	5615.78	1009.0
2024-04-02 02:50:00	ES	Futures	5615.51	5616.04	5613.13	5613.13	980.0
2024-04-02 02:55:00	ES	Futures	5613.39	5613.39	5611.53	5611.8	743.0
2024-04-02 03:00:00	ES	Futures	5611.8	5615.25	5611.53	5615.25	2280.0
2024-04-02 03:05:00	ES	Futures	5614.98	5616.84	5614.98	5616.84	1684.0
2024-04-02 03:10:00	ES	Futures	5616.58	5616.84	5613.66	5615.25	1503.0
2024-04-02 03:15:00	ES	Futures	5615.25	5616.04	5612.6	5612.6	1672.0
2024-04-02 03:20:00	ES	Futures	5612.6	5613.39	5611.27	5611.8	1244.0
2024-04-02 03:25:00	ES	Futures	5611.53	5611.8	5608.35	5609.41	2086.0
2024-04-02 03:30:00	ES	Futures	5609.15	5611.8	5608.88	5610.47	2209.0
2024-04-02 03:35:00	ES	Futures	5610.74	5612.86	5609.68	5612.6	1467.0
2024-04-02 03:40:00	ES	Futures	5612.6	5612.6	5611.53	5612.07	1162.0
2024-04-02 03:45:00	ES	Futures	5611.8	5612.6	5610.74	5612.07	1176.0
2024-04-02 03:50:00	ES	Futures	5612.07	5612.07	5610.21	5611.8	973.0
2024-04-02 03:55:00	ES	Futures	5611.8	5612.6	5611.0	5611.27	944.0
2024-04-02 04:00:00	ES	Futures	5611.53	5618.7	5611.53	5617.37	3562.0
2024-04-02 04:05:00	ES	Futures	5617.37	5617.64	5614.72	5615.78	1911.0

> showing 50 of 20,640 rows — these rows as CSV

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