PREVIEW / futures_5min / 2024-05-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-05-12.parquet
  size:    74 KB
  rows:    4,018

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
2024-05-12 18:00:00	ES	Futures	5561.13	5563.25	5560.6	5562.99	1521.0
2024-05-12 18:05:00	ES	Futures	5562.72	5562.99	5560.33	5560.86	570.0
2024-05-12 18:10:00	ES	Futures	5560.86	5561.66	5560.6	5561.39	333.0
2024-05-12 18:15:00	ES	Futures	5561.13	5562.19	5561.13	5562.19	379.0
2024-05-12 18:20:00	ES	Futures	5562.19	5562.72	5561.92	5562.46	322.0
2024-05-12 18:25:00	ES	Futures	5562.72	5562.72	5561.92	5562.46	181.0
2024-05-12 18:30:00	ES	Futures	5562.72	5564.31	5562.72	5564.05	609.0
2024-05-12 18:35:00	ES	Futures	5564.31	5564.31	5563.52	5563.52	181.0
2024-05-12 18:40:00	ES	Futures	5563.52	5564.05	5563.52	5563.52	184.0
2024-05-12 18:45:00	ES	Futures	5563.52	5564.05	5563.25	5563.78	235.0
2024-05-12 18:50:00	ES	Futures	5563.78	5564.05	5563.25	5563.78	178.0
2024-05-12 18:55:00	ES	Futures	5563.78	5564.05	5563.25	5563.52	154.0
2024-05-12 19:00:00	ES	Futures	5563.78	5564.05	5562.72	5564.05	318.0
2024-05-12 19:05:00	ES	Futures	5563.78	5565.11	5563.78	5564.31	237.0
2024-05-12 19:10:00	ES	Futures	5564.31	5564.58	5564.05	5564.05	84.0
2024-05-12 19:15:00	ES	Futures	5564.05	5564.31	5563.78	5564.05	93.0
2024-05-12 19:20:00	ES	Futures	5564.05	5564.58	5564.05	5564.31	82.0
2024-05-12 19:25:00	ES	Futures	5564.31	5564.84	5564.05	5564.31	134.0
2024-05-12 19:30:00	ES	Futures	5564.31	5564.31	5563.52	5564.05	191.0
2024-05-12 19:35:00	ES	Futures	5564.31	5564.31	5563.78	5563.78	54.0
2024-05-12 19:40:00	ES	Futures	5564.05	5564.31	5563.78	5564.05	34.0
2024-05-12 19:45:00	ES	Futures	5563.78	5564.31	5563.52	5564.05	307.0
2024-05-12 19:50:00	ES	Futures	5564.05	5564.05	5563.25	5563.78	264.0
2024-05-12 19:55:00	ES	Futures	5563.52	5564.05	5563.25	5563.52	136.0
2024-05-12 20:00:00	ES	Futures	5563.78	5564.31	5563.52	5564.31	471.0
2024-05-12 20:05:00	ES	Futures	5564.31	5564.31	5561.92	5563.52	638.0
2024-05-12 20:10:00	ES	Futures	5563.52	5565.64	5563.52	5565.37	740.0
2024-05-12 20:15:00	ES	Futures	5565.37	5565.64	5563.78	5563.78	703.0
2024-05-12 20:20:00	ES	Futures	5563.78	5563.78	5562.72	5563.25	388.0
2024-05-12 20:25:00	ES	Futures	5562.99	5563.52	5562.46	5563.52	267.0
2024-05-12 20:30:00	ES	Futures	5563.52	5563.78	5562.99	5563.52	206.0
2024-05-12 20:35:00	ES	Futures	5563.25	5564.05	5563.25	5564.05	181.0
2024-05-12 20:40:00	ES	Futures	5564.05	5564.58	5563.78	5564.58	193.0
2024-05-12 20:45:00	ES	Futures	5564.31	5564.84	5564.05	5564.84	159.0
2024-05-12 20:50:00	ES	Futures	5564.58	5565.37	5564.58	5565.11	285.0
2024-05-12 20:55:00	ES	Futures	5564.84	5566.17	5564.84	5565.9	439.0
2024-05-12 21:00:00	ES	Futures	5565.9	5566.43	5565.11	5565.9	416.0
2024-05-12 21:05:00	ES	Futures	5565.64	5565.9	5565.37	5565.64	185.0
2024-05-12 21:10:00	ES	Futures	5565.64	5566.17	5565.11	5566.17	331.0
2024-05-12 21:15:00	ES	Futures	5566.17	5566.17	5564.31	5565.11	479.0
2024-05-12 21:20:00	ES	Futures	5565.11	5565.64	5564.58	5564.84	292.0
2024-05-12 21:25:00	ES	Futures	5564.84	5565.37	5564.58	5565.11	229.0
2024-05-12 21:30:00	ES	Futures	5565.11	5565.9	5565.11	5565.64	250.0
2024-05-12 21:35:00	ES	Futures	5565.64	5566.43	5565.64	5566.17	248.0
2024-05-12 21:40:00	ES	Futures	5566.17	5566.43	5565.37	5565.9	162.0
2024-05-12 21:45:00	ES	Futures	5565.9	5566.43	5565.64	5565.9	155.0
2024-05-12 21:50:00	ES	Futures	5565.9	5566.43	5565.64	5565.9	226.0
2024-05-12 21:55:00	ES	Futures	5565.9	5566.43	5565.37	5566.43	271.0
2024-05-12 22:00:00	ES	Futures	5566.17	5566.7	5565.64	5565.64	401.0
2024-05-12 22:05:00	ES	Futures	5565.64	5566.17	5565.37	5566.17	133.0

> showing 50 of 4,018 rows — these rows as CSV

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