PREVIEW / futures_5min / 2024-04-04

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-04-04.parquet
  size:    359 KB
  rows:    20,474

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
2024-04-04 00:00:00	ES	Futures	5603.31	5604.11	5602.51	5603.58	550.0
2024-04-04 00:05:00	ES	Futures	5603.58	5604.37	5603.31	5604.11	588.0
2024-04-04 00:10:00	ES	Futures	5604.37	5604.37	5603.05	5603.58	598.0
2024-04-04 00:15:00	ES	Futures	5603.58	5604.11	5603.31	5603.84	198.0
2024-04-04 00:20:00	ES	Futures	5603.84	5604.11	5603.58	5603.84	105.0
2024-04-04 00:25:00	ES	Futures	5603.58	5604.37	5603.31	5604.11	262.0
2024-04-04 00:30:00	ES	Futures	5603.84	5604.9	5603.84	5604.9	426.0
2024-04-04 00:35:00	ES	Futures	5604.9	5605.43	5604.64	5605.17	367.0
2024-04-04 00:40:00	ES	Futures	5605.17	5605.7	5604.9	5604.9	381.0
2024-04-04 00:45:00	ES	Futures	5604.9	5605.17	5604.64	5604.64	218.0
2024-04-04 00:50:00	ES	Futures	5604.64	5604.64	5603.84	5604.11	340.0
2024-04-04 00:55:00	ES	Futures	5603.84	5604.11	5603.58	5603.58	184.0
2024-04-04 01:00:00	ES	Futures	5603.58	5603.84	5602.78	5603.31	309.0
2024-04-04 01:05:00	ES	Futures	5603.05	5603.31	5602.25	5602.51	293.0
2024-04-04 01:10:00	ES	Futures	5602.51	5603.05	5602.25	5603.05	246.0
2024-04-04 01:15:00	ES	Futures	5603.05	5603.05	5601.72	5602.25	393.0
2024-04-04 01:20:00	ES	Futures	5602.25	5602.25	5600.66	5600.66	682.0
2024-04-04 01:25:00	ES	Futures	5600.92	5601.19	5599.86	5600.13	581.0
2024-04-04 01:30:00	ES	Futures	5600.13	5600.66	5599.86	5600.66	375.0
2024-04-04 01:35:00	ES	Futures	5600.39	5601.45	5600.39	5600.92	397.0
2024-04-04 01:40:00	ES	Futures	5600.66	5601.19	5600.66	5600.66	289.0
2024-04-04 01:45:00	ES	Futures	5600.66	5600.66	5600.13	5600.39	220.0
2024-04-04 01:50:00	ES	Futures	5600.39	5600.66	5600.13	5600.66	198.0
2024-04-04 01:55:00	ES	Futures	5600.66	5600.66	5599.86	5599.86	241.0
2024-04-04 02:00:00	ES	Futures	5599.86	5599.86	5597.47	5598.54	1272.0
2024-04-04 02:05:00	ES	Futures	5598.54	5599.07	5598.0	5598.27	463.0
2024-04-04 02:10:00	ES	Futures	5598.54	5600.13	5598.54	5599.07	480.0
2024-04-04 02:15:00	ES	Futures	5598.8	5599.33	5598.54	5599.33	324.0
2024-04-04 02:20:00	ES	Futures	5599.07	5599.33	5597.47	5597.47	313.0
2024-04-04 02:25:00	ES	Futures	5597.47	5599.07	5597.47	5598.0	442.0
2024-04-04 02:30:00	ES	Futures	5598.0	5599.86	5597.74	5599.6	706.0
2024-04-04 02:35:00	ES	Futures	5599.6	5599.86	5598.0	5598.54	613.0
2024-04-04 02:40:00	ES	Futures	5598.27	5599.6	5598.27	5599.6	404.0
2024-04-04 02:45:00	ES	Futures	5599.33	5600.39	5599.07	5599.33	461.0
2024-04-04 02:50:00	ES	Futures	5599.07	5599.6	5598.54	5598.8	325.0
2024-04-04 02:55:00	ES	Futures	5598.8	5599.86	5598.54	5598.8	499.0
2024-04-04 03:00:00	ES	Futures	5599.07	5601.45	5598.27	5601.45	1336.0
2024-04-04 03:05:00	ES	Futures	5601.72	5601.72	5597.47	5598.0	1344.0
2024-04-04 03:10:00	ES	Futures	5598.0	5601.72	5597.74	5601.45	823.0
2024-04-04 03:15:00	ES	Futures	5601.19	5602.78	5599.86	5602.25	1461.0
2024-04-04 03:20:00	ES	Futures	5602.25	5603.31	5601.19	5601.72	1287.0
2024-04-04 03:25:00	ES	Futures	5601.72	5603.84	5601.45	5603.31	924.0
2024-04-04 03:30:00	ES	Futures	5603.31	5603.84	5601.98	5603.31	1933.0
2024-04-04 03:35:00	ES	Futures	5603.31	5604.9	5602.51	5604.11	951.0
2024-04-04 03:40:00	ES	Futures	5604.11	5604.64	5602.51	5603.58	945.0
2024-04-04 03:45:00	ES	Futures	5603.31	5603.58	5602.25	5603.31	909.0
2024-04-04 03:50:00	ES	Futures	5603.31	5603.84	5602.51	5602.78	689.0
2024-04-04 03:55:00	ES	Futures	5602.78	5604.37	5601.98	5603.84	652.0
2024-04-04 04:00:00	ES	Futures	5603.84	5604.9	5603.05	5604.37	903.0
2024-04-04 04:05:00	ES	Futures	5604.37	5606.49	5604.37	5606.49	2010.0

> showing 50 of 20,474 rows — these rows as CSV

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