PREVIEW / futures_5min / 2024-05-16

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-05-16.parquet
  size:    347 KB
  rows:    20,524

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
2024-05-16 00:00:00	ES	Futures	5669.1	5669.37	5668.04	5668.04	297.0
2024-05-16 00:05:00	ES	Futures	5668.04	5668.31	5667.78	5668.04	216.0
2024-05-16 00:10:00	ES	Futures	5668.04	5668.31	5667.51	5667.78	204.0
2024-05-16 00:15:00	ES	Futures	5668.04	5668.04	5667.51	5668.04	193.0
2024-05-16 00:20:00	ES	Futures	5667.78	5668.31	5667.78	5667.78	101.0
2024-05-16 00:25:00	ES	Futures	5667.78	5668.31	5667.78	5668.31	241.0
2024-05-16 00:30:00	ES	Futures	5668.04	5668.04	5667.25	5667.78	207.0
2024-05-16 00:35:00	ES	Futures	5667.51	5667.78	5667.25	5667.51	351.0
2024-05-16 00:40:00	ES	Futures	5667.51	5667.78	5667.25	5667.51	146.0
2024-05-16 00:45:00	ES	Futures	5667.51	5668.04	5667.51	5667.78	151.0
2024-05-16 00:50:00	ES	Futures	5668.04	5668.04	5667.51	5667.78	181.0
2024-05-16 00:55:00	ES	Futures	5667.78	5668.04	5667.25	5667.25	296.0
2024-05-16 01:00:00	ES	Futures	5667.25	5667.51	5665.92	5666.72	696.0
2024-05-16 01:05:00	ES	Futures	5666.98	5667.78	5666.98	5667.25	185.0
2024-05-16 01:10:00	ES	Futures	5666.98	5666.98	5665.92	5665.92	244.0
2024-05-16 01:15:00	ES	Futures	5665.92	5667.25	5665.92	5666.72	316.0
2024-05-16 01:20:00	ES	Futures	5666.72	5666.72	5666.45	5666.72	253.0
2024-05-16 01:25:00	ES	Futures	5666.72	5667.78	5666.45	5667.51	235.0
2024-05-16 01:30:00	ES	Futures	5667.51	5667.51	5666.98	5666.98	395.0
2024-05-16 01:35:00	ES	Futures	5667.25	5668.84	5666.98	5668.31	549.0
2024-05-16 01:40:00	ES	Futures	5668.31	5668.31	5666.72	5666.72	806.0
2024-05-16 01:45:00	ES	Futures	5666.98	5667.25	5666.45	5666.98	445.0
2024-05-16 01:50:00	ES	Futures	5667.25	5667.25	5666.19	5666.45	208.0
2024-05-16 01:55:00	ES	Futures	5666.72	5666.72	5665.66	5665.66	439.0
2024-05-16 02:00:00	ES	Futures	5665.66	5665.92	5661.68	5663.0	1913.0
2024-05-16 02:05:00	ES	Futures	5663.0	5663.27	5662.21	5662.74	677.0
2024-05-16 02:10:00	ES	Futures	5662.74	5663.8	5662.47	5663.0	949.0
2024-05-16 02:15:00	ES	Futures	5663.27	5663.8	5662.74	5663.0	473.0
2024-05-16 02:20:00	ES	Futures	5663.27	5664.06	5663.0	5663.53	448.0
2024-05-16 02:25:00	ES	Futures	5663.53	5663.8	5663.0	5663.8	689.0
2024-05-16 02:30:00	ES	Futures	5663.8	5663.8	5662.21	5662.47	514.0
2024-05-16 02:35:00	ES	Futures	5662.47	5664.86	5662.47	5664.86	979.0
2024-05-16 02:40:00	ES	Futures	5664.86	5665.12	5664.06	5664.59	488.0
2024-05-16 02:45:00	ES	Futures	5664.33	5664.33	5663.27	5664.06	557.0
2024-05-16 02:50:00	ES	Futures	5664.33	5664.33	5663.8	5664.06	324.0
2024-05-16 02:55:00	ES	Futures	5664.33	5664.59	5663.53	5663.8	485.0
2024-05-16 03:00:00	ES	Futures	5664.06	5665.39	5662.74	5665.12	1451.0
2024-05-16 03:05:00	ES	Futures	5665.12	5665.39	5663.8	5664.59	1300.0
2024-05-16 03:10:00	ES	Futures	5664.59	5665.12	5663.27	5663.8	1118.0
2024-05-16 03:15:00	ES	Futures	5664.06	5665.39	5663.53	5665.39	723.0
2024-05-16 03:20:00	ES	Futures	5665.39	5666.19	5664.06	5664.59	891.0
2024-05-16 03:25:00	ES	Futures	5664.59	5665.92	5664.06	5665.66	1143.0
2024-05-16 03:30:00	ES	Futures	5665.92	5665.92	5664.06	5664.06	1002.0
2024-05-16 03:35:00	ES	Futures	5664.06	5664.06	5662.74	5663.53	797.0
2024-05-16 03:40:00	ES	Futures	5663.53	5664.33	5663.0	5663.8	751.0
2024-05-16 03:45:00	ES	Futures	5663.53	5664.33	5662.21	5662.74	1497.0
2024-05-16 03:50:00	ES	Futures	5662.74	5663.53	5662.21	5663.53	651.0
2024-05-16 03:55:00	ES	Futures	5663.53	5664.59	5663.0	5664.06	623.0
2024-05-16 04:00:00	ES	Futures	5664.06	5664.33	5663.53	5664.06	743.0
2024-05-16 04:05:00	ES	Futures	5664.33	5664.86	5663.0	5663.0	673.0

> showing 50 of 20,524 rows — these rows as CSV

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