PREVIEW / futures_5min / 2024-05-28

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-05-28.parquet
  size:    348 KB
  rows:    19,966

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
2024-05-28 00:00:00	ES	Futures	5655.84	5656.1	5655.57	5655.57	120.0
2024-05-28 00:05:00	ES	Futures	5655.84	5655.84	5655.57	5655.57	56.0
2024-05-28 00:10:00	ES	Futures	5655.84	5656.1	5655.57	5655.84	217.0
2024-05-28 00:15:00	ES	Futures	5655.57	5656.37	5655.57	5656.37	91.0
2024-05-28 00:20:00	ES	Futures	5656.37	5656.64	5656.1	5656.37	138.0
2024-05-28 00:25:00	ES	Futures	5656.37	5656.64	5655.84	5655.84	151.0
2024-05-28 00:30:00	ES	Futures	5655.84	5656.9	5655.84	5656.1	483.0
2024-05-28 00:35:00	ES	Futures	5656.1	5656.37	5655.84	5656.37	169.0
2024-05-28 00:40:00	ES	Futures	5656.37	5656.37	5655.31	5655.57	125.0
2024-05-28 00:45:00	ES	Futures	5655.57	5655.84	5655.04	5655.31	403.0
2024-05-28 00:50:00	ES	Futures	5655.31	5655.31	5654.51	5654.78	211.0
2024-05-28 00:55:00	ES	Futures	5654.78	5654.78	5653.98	5653.98	153.0
2024-05-28 01:00:00	ES	Futures	5654.25	5654.51	5653.72	5654.25	340.0
2024-05-28 01:05:00	ES	Futures	5654.25	5654.51	5653.72	5654.25	163.0
2024-05-28 01:10:00	ES	Futures	5654.25	5654.78	5654.25	5654.25	211.0
2024-05-28 01:15:00	ES	Futures	5654.25	5654.51	5653.45	5653.45	250.0
2024-05-28 01:20:00	ES	Futures	5653.72	5654.51	5653.72	5654.25	264.0
2024-05-28 01:25:00	ES	Futures	5654.25	5654.51	5653.98	5653.98	90.0
2024-05-28 01:30:00	ES	Futures	5653.98	5653.98	5652.92	5653.19	441.0
2024-05-28 01:35:00	ES	Futures	5653.19	5653.72	5652.66	5653.72	344.0
2024-05-28 01:40:00	ES	Futures	5653.72	5655.04	5653.45	5655.04	456.0
2024-05-28 01:45:00	ES	Futures	5655.04	5655.04	5654.51	5654.51	176.0
2024-05-28 01:50:00	ES	Futures	5654.51	5655.57	5654.51	5655.57	251.0
2024-05-28 01:55:00	ES	Futures	5655.57	5655.57	5654.78	5655.04	255.0
2024-05-28 02:00:00	ES	Futures	5654.78	5655.04	5651.86	5653.72	921.0
2024-05-28 02:05:00	ES	Futures	5653.72	5653.72	5652.13	5652.13	579.0
2024-05-28 02:10:00	ES	Futures	5652.13	5653.72	5652.13	5653.72	310.0
2024-05-28 02:15:00	ES	Futures	5653.45	5653.72	5652.39	5652.66	269.0
2024-05-28 02:20:00	ES	Futures	5652.66	5653.72	5652.66	5653.45	413.0
2024-05-28 02:25:00	ES	Futures	5653.72	5653.72	5652.92	5653.19	396.0
2024-05-28 02:30:00	ES	Futures	5653.45	5654.78	5653.45	5654.51	398.0
2024-05-28 02:35:00	ES	Futures	5654.78	5656.9	5654.78	5656.37	747.0
2024-05-28 02:40:00	ES	Futures	5656.37	5656.9	5655.84	5656.64	823.0
2024-05-28 02:45:00	ES	Futures	5656.37	5657.43	5656.37	5657.17	573.0
2024-05-28 02:50:00	ES	Futures	5657.17	5657.43	5656.64	5657.17	239.0
2024-05-28 02:55:00	ES	Futures	5657.17	5657.96	5656.9	5657.17	673.0
2024-05-28 03:00:00	ES	Futures	5657.17	5659.82	5657.17	5658.76	2138.0
2024-05-28 03:05:00	ES	Futures	5658.76	5659.02	5656.9	5657.96	1137.0
2024-05-28 03:10:00	ES	Futures	5657.96	5659.02	5653.45	5653.72	1283.0
2024-05-28 03:15:00	ES	Futures	5653.45	5653.98	5652.39	5653.19	1310.0
2024-05-28 03:20:00	ES	Futures	5653.19	5654.51	5651.86	5653.98	1243.0
2024-05-28 03:25:00	ES	Futures	5653.98	5655.04	5653.72	5654.51	1023.0
2024-05-28 03:30:00	ES	Futures	5654.51	5655.31	5653.72	5653.72	1058.0
2024-05-28 03:35:00	ES	Futures	5653.98	5656.64	5653.98	5655.57	792.0
2024-05-28 03:40:00	ES	Futures	5655.57	5655.84	5654.51	5655.84	727.0
2024-05-28 03:45:00	ES	Futures	5655.84	5656.1	5655.04	5655.84	654.0
2024-05-28 03:50:00	ES	Futures	5655.84	5656.37	5654.51	5654.51	521.0
2024-05-28 03:55:00	ES	Futures	5654.51	5655.57	5653.98	5654.78	516.0
2024-05-28 04:00:00	ES	Futures	5654.78	5657.96	5654.25	5657.7	1829.0
2024-05-28 04:05:00	ES	Futures	5657.7	5659.55	5656.9	5659.02	2555.0

> showing 50 of 19,966 rows — these rows as CSV

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