PREVIEW / futures_5min / 2024-04-10

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-04-10.parquet
  size:    367 KB
  rows:    20,462

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
2024-04-10 00:00:00	ES	Futures	5586.6	5586.86	5586.33	5586.6	128.0
2024-04-10 00:05:00	ES	Futures	5586.6	5587.13	5586.33	5587.13	315.0
2024-04-10 00:10:00	ES	Futures	5587.13	5587.13	5586.86	5587.13	143.0
2024-04-10 00:15:00	ES	Futures	5587.13	5587.39	5586.6	5587.13	284.0
2024-04-10 00:20:00	ES	Futures	5586.86	5587.66	5586.86	5587.39	307.0
2024-04-10 00:25:00	ES	Futures	5587.39	5587.66	5587.39	5587.66	56.0
2024-04-10 00:30:00	ES	Futures	5587.39	5587.66	5587.13	5587.66	201.0
2024-04-10 00:35:00	ES	Futures	5587.66	5588.19	5587.39	5588.19	327.0
2024-04-10 00:40:00	ES	Futures	5588.19	5588.19	5587.66	5587.66	263.0
2024-04-10 00:45:00	ES	Futures	5587.66	5587.66	5587.13	5587.13	93.0
2024-04-10 00:50:00	ES	Futures	5587.13	5587.39	5586.86	5587.13	81.0
2024-04-10 00:55:00	ES	Futures	5586.86	5587.39	5586.86	5586.86	84.0
2024-04-10 01:00:00	ES	Futures	5587.13	5587.66	5586.86	5587.39	176.0
2024-04-10 01:05:00	ES	Futures	5587.39	5587.66	5587.13	5587.66	145.0
2024-04-10 01:10:00	ES	Futures	5587.66	5587.92	5587.13	5587.39	256.0
2024-04-10 01:15:00	ES	Futures	5587.66	5587.92	5587.13	5587.39	184.0
2024-04-10 01:20:00	ES	Futures	5587.39	5587.39	5586.33	5586.86	283.0
2024-04-10 01:25:00	ES	Futures	5586.86	5587.66	5586.86	5587.13	182.0
2024-04-10 01:30:00	ES	Futures	5587.39	5589.52	5587.13	5588.19	921.0
2024-04-10 01:35:00	ES	Futures	5588.19	5588.19	5587.39	5587.66	243.0
2024-04-10 01:40:00	ES	Futures	5587.66	5587.66	5586.07	5586.07	200.0
2024-04-10 01:45:00	ES	Futures	5586.33	5586.33	5583.94	5584.21	703.0
2024-04-10 01:50:00	ES	Futures	5584.21	5585.01	5583.94	5584.21	316.0
2024-04-10 01:55:00	ES	Futures	5584.47	5585.01	5583.94	5584.21	355.0
2024-04-10 02:00:00	ES	Futures	5584.21	5585.01	5583.94	5583.94	646.0
2024-04-10 02:05:00	ES	Futures	5584.21	5585.54	5584.21	5585.27	519.0
2024-04-10 02:10:00	ES	Futures	5585.01	5586.33	5585.01	5586.07	373.0
2024-04-10 02:15:00	ES	Futures	5585.8	5586.07	5584.47	5585.01	374.0
2024-04-10 02:20:00	ES	Futures	5585.27	5586.33	5584.74	5585.8	428.0
2024-04-10 02:25:00	ES	Futures	5586.07	5587.13	5586.07	5586.86	516.0
2024-04-10 02:30:00	ES	Futures	5586.86	5587.39	5585.27	5585.8	729.0
2024-04-10 02:35:00	ES	Futures	5585.54	5586.33	5585.27	5585.8	455.0
2024-04-10 02:40:00	ES	Futures	5586.07	5586.07	5584.74	5585.54	523.0
2024-04-10 02:45:00	ES	Futures	5586.07	5586.86	5586.07	5586.6	524.0
2024-04-10 02:50:00	ES	Futures	5586.6	5586.86	5585.54	5586.33	601.0
2024-04-10 02:55:00	ES	Futures	5586.33	5586.6	5584.74	5584.74	654.0
2024-04-10 03:00:00	ES	Futures	5584.74	5588.19	5584.47	5585.54	1658.0
2024-04-10 03:05:00	ES	Futures	5585.54	5586.6	5585.01	5586.6	668.0
2024-04-10 03:10:00	ES	Futures	5586.6	5586.86	5585.27	5586.86	738.0
2024-04-10 03:15:00	ES	Futures	5586.86	5588.19	5586.6	5586.86	826.0
2024-04-10 03:20:00	ES	Futures	5586.86	5586.86	5584.74	5585.27	676.0
2024-04-10 03:25:00	ES	Futures	5585.01	5588.98	5584.74	5588.45	875.0
2024-04-10 03:30:00	ES	Futures	5588.45	5589.78	5587.92	5587.92	1633.0
2024-04-10 03:35:00	ES	Futures	5587.92	5587.92	5586.07	5586.33	665.0
2024-04-10 03:40:00	ES	Futures	5586.07	5588.72	5585.8	5588.19	774.0
2024-04-10 03:45:00	ES	Futures	5588.19	5588.98	5587.39	5587.92	839.0
2024-04-10 03:50:00	ES	Futures	5587.92	5589.52	5587.92	5587.92	745.0
2024-04-10 03:55:00	ES	Futures	5587.92	5588.45	5586.86	5587.39	788.0
2024-04-10 04:00:00	ES	Futures	5587.39	5588.98	5586.6	5586.6	780.0
2024-04-10 04:05:00	ES	Futures	5586.86	5587.92	5585.01	5585.8	949.0

> showing 50 of 20,462 rows — these rows as CSV

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