PREVIEW / futures_5min / 2024-04-07

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-04-07.parquet
  size:    88 KB
  rows:    4,080

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
2024-04-07 18:00:00	ES	Futures	5585.27	5591.64	5579.43	5581.29	4594.0
2024-04-07 18:05:00	ES	Futures	5581.29	5583.41	5580.23	5582.62	1304.0
2024-04-07 18:10:00	ES	Futures	5582.35	5583.41	5579.43	5579.7	791.0
2024-04-07 18:15:00	ES	Futures	5579.7	5581.56	5579.7	5581.29	541.0
2024-04-07 18:20:00	ES	Futures	5581.03	5581.03	5579.43	5579.7	339.0
2024-04-07 18:25:00	ES	Futures	5579.43	5579.96	5578.9	5579.7	450.0
2024-04-07 18:30:00	ES	Futures	5579.7	5580.23	5578.11	5578.9	500.0
2024-04-07 18:35:00	ES	Futures	5578.9	5579.43	5578.37	5579.17	364.0
2024-04-07 18:40:00	ES	Futures	5578.9	5579.43	5578.64	5579.17	307.0
2024-04-07 18:45:00	ES	Futures	5579.17	5579.17	5578.37	5578.37	374.0
2024-04-07 18:50:00	ES	Futures	5578.37	5578.64	5577.05	5577.58	345.0
2024-04-07 18:55:00	ES	Futures	5577.58	5578.37	5577.58	5578.37	426.0
2024-04-07 19:00:00	ES	Futures	5578.11	5579.7	5577.84	5579.43	637.0
2024-04-07 19:05:00	ES	Futures	5579.43	5581.03	5579.43	5580.76	1021.0
2024-04-07 19:10:00	ES	Futures	5580.5	5580.76	5579.7	5579.7	194.0
2024-04-07 19:15:00	ES	Futures	5579.7	5581.03	5579.7	5580.76	461.0
2024-04-07 19:20:00	ES	Futures	5581.03	5581.29	5580.23	5581.03	597.0
2024-04-07 19:25:00	ES	Futures	5581.03	5581.03	5579.96	5580.76	807.0
2024-04-07 19:30:00	ES	Futures	5580.76	5581.82	5580.5	5580.76	547.0
2024-04-07 19:35:00	ES	Futures	5580.76	5581.03	5579.17	5581.03	646.0
2024-04-07 19:40:00	ES	Futures	5580.76	5581.29	5580.23	5580.5	268.0
2024-04-07 19:45:00	ES	Futures	5580.5	5580.76	5579.7	5579.7	192.0
2024-04-07 19:50:00	ES	Futures	5579.96	5581.29	5578.11	5581.29	1134.0
2024-04-07 19:55:00	ES	Futures	5581.03	5581.82	5579.7	5580.5	652.0
2024-04-07 20:00:00	ES	Futures	5581.03	5581.29	5577.58	5578.11	970.0
2024-04-07 20:05:00	ES	Futures	5578.37	5578.64	5576.25	5576.52	623.0
2024-04-07 20:10:00	ES	Futures	5576.78	5577.84	5576.25	5576.78	403.0
2024-04-07 20:15:00	ES	Futures	5576.78	5578.37	5576.52	5576.78	809.0
2024-04-07 20:20:00	ES	Futures	5576.78	5577.05	5575.45	5576.52	1180.0
2024-04-07 20:25:00	ES	Futures	5576.52	5576.78	5571.74	5572.01	1961.0
2024-04-07 20:30:00	ES	Futures	5571.74	5572.8	5570.41	5571.21	1559.0
2024-04-07 20:35:00	ES	Futures	5571.21	5572.01	5570.41	5571.48	667.0
2024-04-07 20:40:00	ES	Futures	5571.48	5572.01	5570.68	5570.94	525.0
2024-04-07 20:45:00	ES	Futures	5570.94	5572.54	5570.94	5572.54	618.0
2024-04-07 20:50:00	ES	Futures	5572.54	5573.07	5571.74	5572.54	566.0
2024-04-07 20:55:00	ES	Futures	5572.54	5575.99	5572.54	5575.99	1422.0
2024-04-07 21:00:00	ES	Futures	5575.99	5577.05	5575.19	5575.72	887.0
2024-04-07 21:05:00	ES	Futures	5575.45	5575.45	5574.66	5575.45	698.0
2024-04-07 21:10:00	ES	Futures	5575.19	5576.52	5574.66	5575.19	637.0
2024-04-07 21:15:00	ES	Futures	5575.45	5576.25	5574.39	5574.92	846.0
2024-04-07 21:20:00	ES	Futures	5574.92	5577.84	5574.66	5577.84	1017.0
2024-04-07 21:25:00	ES	Futures	5577.58	5578.9	5576.52	5577.05	1046.0
2024-04-07 21:30:00	ES	Futures	5576.78	5578.11	5576.78	5577.84	759.0
2024-04-07 21:35:00	ES	Futures	5577.84	5578.11	5576.78	5577.31	522.0
2024-04-07 21:40:00	ES	Futures	5577.58	5579.43	5577.31	5579.43	738.0
2024-04-07 21:45:00	ES	Futures	5579.17	5579.7	5575.99	5576.52	1314.0
2024-04-07 21:50:00	ES	Futures	5576.78	5577.58	5574.92	5575.19	924.0
2024-04-07 21:55:00	ES	Futures	5575.19	5576.78	5574.92	5576.78	682.0
2024-04-07 22:00:00	ES	Futures	5576.78	5577.58	5575.19	5575.72	609.0
2024-04-07 22:05:00	ES	Futures	5575.72	5576.25	5574.92	5575.99	261.0

> showing 50 of 4,080 rows — these rows as CSV

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