PREVIEW / futures_5min / 2024-05-03

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-05-03.parquet
  size:    313 KB
  rows:    16,639

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
2024-05-03 00:00:00	ES	Futures	5419.2	5419.99	5419.2	5419.46	123.0
2024-05-03 00:05:00	ES	Futures	5419.2	5419.2	5418.13	5418.13	113.0
2024-05-03 00:10:00	ES	Futures	5418.4	5418.66	5418.4	5418.66	107.0
2024-05-03 00:15:00	ES	Futures	5418.66	5419.46	5418.66	5418.93	123.0
2024-05-03 00:20:00	ES	Futures	5418.93	5419.46	5418.66	5418.93	92.0
2024-05-03 00:25:00	ES	Futures	5418.66	5418.93	5418.66	5418.66	113.0
2024-05-03 00:30:00	ES	Futures	5418.66	5418.66	5417.34	5417.34	345.0
2024-05-03 00:35:00	ES	Futures	5417.34	5418.13	5417.34	5417.34	210.0
2024-05-03 00:40:00	ES	Futures	5417.34	5417.6	5416.54	5417.07	296.0
2024-05-03 00:45:00	ES	Futures	5417.07	5417.87	5417.07	5417.6	332.0
2024-05-03 00:50:00	ES	Futures	5417.6	5417.6	5416.28	5416.28	190.0
2024-05-03 00:55:00	ES	Futures	5416.54	5416.81	5415.75	5416.28	174.0
2024-05-03 01:00:00	ES	Futures	5416.28	5416.54	5415.75	5416.28	225.0
2024-05-03 01:05:00	ES	Futures	5416.54	5417.07	5416.01	5416.28	177.0
2024-05-03 01:10:00	ES	Futures	5416.01	5416.28	5415.75	5415.75	167.0
2024-05-03 01:15:00	ES	Futures	5415.75	5416.01	5415.22	5415.48	202.0
2024-05-03 01:20:00	ES	Futures	5415.48	5417.07	5415.22	5416.81	168.0
2024-05-03 01:25:00	ES	Futures	5416.81	5417.34	5415.22	5415.75	422.0
2024-05-03 01:30:00	ES	Futures	5415.48	5417.87	5415.48	5417.87	268.0
2024-05-03 01:35:00	ES	Futures	5417.87	5418.13	5417.34	5417.6	199.0
2024-05-03 01:40:00	ES	Futures	5417.6	5418.66	5417.07	5418.13	324.0
2024-05-03 01:45:00	ES	Futures	5418.13	5419.2	5418.13	5418.66	281.0
2024-05-03 01:50:00	ES	Futures	5418.4	5418.66	5417.87	5418.13	328.0
2024-05-03 01:55:00	ES	Futures	5418.13	5418.93	5417.87	5418.4	382.0
2024-05-03 02:00:00	ES	Futures	5418.4	5418.4	5415.48	5415.75	658.0
2024-05-03 02:05:00	ES	Futures	5415.48	5416.54	5414.95	5415.48	479.0
2024-05-03 02:10:00	ES	Futures	5415.75	5418.4	5415.75	5417.6	527.0
2024-05-03 02:15:00	ES	Futures	5417.6	5417.6	5414.95	5416.28	753.0
2024-05-03 02:20:00	ES	Futures	5416.28	5416.28	5414.15	5414.42	816.0
2024-05-03 02:25:00	ES	Futures	5414.42	5416.01	5414.15	5415.75	804.0
2024-05-03 02:30:00	ES	Futures	5415.48	5416.28	5414.95	5414.95	364.0
2024-05-03 02:35:00	ES	Futures	5415.22	5417.07	5415.22	5416.54	535.0
2024-05-03 02:40:00	ES	Futures	5416.81	5417.07	5415.75	5416.54	413.0
2024-05-03 02:45:00	ES	Futures	5416.54	5417.6	5416.28	5417.6	642.0
2024-05-03 02:50:00	ES	Futures	5417.34	5417.87	5416.81	5417.07	387.0
2024-05-03 02:55:00	ES	Futures	5417.07	5417.87	5416.01	5416.28	761.0
2024-05-03 03:00:00	ES	Futures	5416.54	5417.07	5415.22	5416.28	1047.0
2024-05-03 03:05:00	ES	Futures	5416.01	5416.28	5412.83	5412.83	1163.0
2024-05-03 03:10:00	ES	Futures	5413.09	5415.75	5413.09	5414.69	937.0
2024-05-03 03:15:00	ES	Futures	5414.42	5415.75	5412.3	5412.3	882.0
2024-05-03 03:20:00	ES	Futures	5412.3	5413.09	5411.5	5412.03	911.0
2024-05-03 03:25:00	ES	Futures	5412.03	5413.36	5411.77	5411.77	948.0
2024-05-03 03:30:00	ES	Futures	5411.77	5413.09	5411.24	5412.03	892.0
2024-05-03 03:35:00	ES	Futures	5412.03	5413.36	5411.24	5411.77	1037.0
2024-05-03 03:40:00	ES	Futures	5411.77	5413.09	5411.24	5412.3	660.0
2024-05-03 03:45:00	ES	Futures	5412.03	5414.69	5412.03	5414.42	796.0
2024-05-03 03:50:00	ES	Futures	5414.42	5415.48	5413.89	5415.48	532.0
2024-05-03 03:55:00	ES	Futures	5415.48	5416.28	5414.95	5416.28	889.0
2024-05-03 04:00:00	ES	Futures	5416.54	5418.4	5415.48	5417.87	1384.0
2024-05-03 04:05:00	ES	Futures	5418.13	5418.4	5417.34	5418.13	752.0

> showing 50 of 16,639 rows — these rows as CSV

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