PREVIEW / futures_5min / 2024-05-06

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-05-06.parquet
  size:    333 KB
  rows:    19,765

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
2024-05-06 00:00:00	ES	Futures	5475.7	5475.7	5474.11	5474.64	364.0
2024-05-06 00:05:00	ES	Futures	5474.64	5474.64	5473.85	5474.11	209.0
2024-05-06 00:10:00	ES	Futures	5474.11	5474.64	5473.85	5474.38	131.0
2024-05-06 00:15:00	ES	Futures	5474.38	5474.38	5473.85	5474.11	166.0
2024-05-06 00:20:00	ES	Futures	5474.11	5474.11	5473.85	5474.11	72.0
2024-05-06 00:25:00	ES	Futures	5473.85	5474.38	5473.85	5473.85	116.0
2024-05-06 00:30:00	ES	Futures	5473.85	5474.38	5473.58	5473.85	163.0
2024-05-06 00:35:00	ES	Futures	5474.11	5474.11	5473.58	5473.85	106.0
2024-05-06 00:40:00	ES	Futures	5473.85	5473.85	5473.58	5473.58	85.0
2024-05-06 00:45:00	ES	Futures	5473.85	5473.85	5473.05	5473.05	194.0
2024-05-06 00:50:00	ES	Futures	5473.05	5473.58	5473.05	5473.32	151.0
2024-05-06 00:55:00	ES	Futures	5473.58	5473.58	5472.79	5473.32	503.0
2024-05-06 01:00:00	ES	Futures	5473.05	5474.38	5472.79	5473.32	500.0
2024-05-06 01:05:00	ES	Futures	5473.58	5474.11	5473.32	5474.11	298.0
2024-05-06 01:10:00	ES	Futures	5473.85	5474.64	5473.85	5474.38	234.0
2024-05-06 01:15:00	ES	Futures	5474.38	5474.38	5473.32	5473.58	377.0
2024-05-06 01:20:00	ES	Futures	5473.32	5473.58	5472.79	5472.79	165.0
2024-05-06 01:25:00	ES	Futures	5473.05	5473.05	5471.46	5471.46	707.0
2024-05-06 01:30:00	ES	Futures	5471.46	5473.32	5471.19	5472.52	817.0
2024-05-06 01:35:00	ES	Futures	5472.25	5473.85	5472.25	5473.58	242.0
2024-05-06 01:40:00	ES	Futures	5473.58	5473.85	5473.05	5473.58	309.0
2024-05-06 01:45:00	ES	Futures	5473.85	5474.64	5473.05	5474.11	453.0
2024-05-06 01:50:00	ES	Futures	5473.85	5474.38	5472.79	5473.58	296.0
2024-05-06 01:55:00	ES	Futures	5473.58	5473.85	5473.05	5473.85	191.0
2024-05-06 02:00:00	ES	Futures	5473.85	5474.91	5473.58	5474.91	697.0
2024-05-06 02:05:00	ES	Futures	5474.91	5475.7	5474.11	5474.64	447.0
2024-05-06 02:10:00	ES	Futures	5474.64	5474.91	5474.11	5474.64	338.0
2024-05-06 02:15:00	ES	Futures	5474.64	5475.7	5474.64	5475.44	351.0
2024-05-06 02:20:00	ES	Futures	5475.7	5476.5	5474.91	5476.5	538.0
2024-05-06 02:25:00	ES	Futures	5476.5	5478.36	5476.5	5477.56	949.0
2024-05-06 02:30:00	ES	Futures	5477.56	5478.36	5476.76	5478.09	757.0
2024-05-06 02:35:00	ES	Futures	5478.09	5478.62	5477.56	5478.36	472.0
2024-05-06 02:40:00	ES	Futures	5478.36	5478.89	5477.56	5478.09	612.0
2024-05-06 02:45:00	ES	Futures	5478.09	5478.89	5477.83	5477.83	402.0
2024-05-06 02:50:00	ES	Futures	5478.09	5478.09	5477.3	5477.56	470.0
2024-05-06 02:55:00	ES	Futures	5477.56	5478.62	5477.56	5477.83	416.0
2024-05-06 03:00:00	ES	Futures	5477.83	5478.62	5476.76	5477.03	901.0
2024-05-06 03:05:00	ES	Futures	5477.3	5478.09	5476.76	5477.83	572.0
2024-05-06 03:10:00	ES	Futures	5478.09	5479.15	5477.56	5479.15	789.0
2024-05-06 03:15:00	ES	Futures	5479.15	5479.95	5477.83	5477.83	1021.0
2024-05-06 03:20:00	ES	Futures	5478.09	5478.09	5476.76	5476.76	846.0
2024-05-06 03:25:00	ES	Futures	5476.76	5477.03	5476.23	5477.03	695.0
2024-05-06 03:30:00	ES	Futures	5476.76	5477.83	5476.76	5477.3	560.0
2024-05-06 03:35:00	ES	Futures	5477.3	5478.89	5477.03	5478.89	591.0
2024-05-06 03:40:00	ES	Futures	5478.89	5479.15	5477.3	5478.09	478.0
2024-05-06 03:45:00	ES	Futures	5477.83	5477.83	5476.76	5477.83	536.0
2024-05-06 03:50:00	ES	Futures	5477.83	5477.83	5475.17	5475.7	972.0
2024-05-06 03:55:00	ES	Futures	5475.7	5476.23	5475.17	5475.17	418.0
2024-05-06 04:00:00	ES	Futures	5475.44	5476.23	5474.38	5475.97	1062.0
2024-05-06 04:05:00	ES	Futures	5476.23	5477.03	5475.44	5476.23	655.0

> showing 50 of 19,765 rows — these rows as CSV

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