PREVIEW / futures_5min / 2024-06-05

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-05.parquet
  size:    340 KB
  rows:    19,235

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
2024-06-05 00:00:00	ES	Futures	5638.59	5638.59	5638.06	5638.33	265.0
2024-06-05 00:05:00	ES	Futures	5638.33	5638.59	5638.06	5638.33	228.0
2024-06-05 00:10:00	ES	Futures	5638.33	5638.33	5638.06	5638.33	136.0
2024-06-05 00:15:00	ES	Futures	5638.06	5638.59	5637.53	5637.8	347.0
2024-06-05 00:20:00	ES	Futures	5637.8	5638.33	5637.53	5637.8	232.0
2024-06-05 00:25:00	ES	Futures	5637.8	5638.33	5637.53	5638.33	157.0
2024-06-05 00:30:00	ES	Futures	5638.33	5638.86	5638.06	5638.59	412.0
2024-06-05 00:35:00	ES	Futures	5638.33	5638.59	5638.06	5638.06	193.0
2024-06-05 00:40:00	ES	Futures	5638.06	5638.86	5638.06	5638.59	169.0
2024-06-05 00:45:00	ES	Futures	5638.59	5638.86	5638.33	5638.86	219.0
2024-06-05 00:50:00	ES	Futures	5638.59	5638.86	5638.33	5638.86	207.0
2024-06-05 00:55:00	ES	Futures	5638.86	5638.86	5638.06	5638.06	403.0
2024-06-05 01:00:00	ES	Futures	5638.06	5638.59	5637.8	5638.59	500.0
2024-06-05 01:05:00	ES	Futures	5638.59	5639.39	5638.33	5639.13	382.0
2024-06-05 01:10:00	ES	Futures	5639.13	5639.92	5639.13	5639.39	317.0
2024-06-05 01:15:00	ES	Futures	5639.39	5639.39	5638.59	5638.86	357.0
2024-06-05 01:20:00	ES	Futures	5638.86	5639.39	5638.86	5639.13	226.0
2024-06-05 01:25:00	ES	Futures	5639.13	5639.39	5638.59	5638.86	367.0
2024-06-05 01:30:00	ES	Futures	5638.86	5639.13	5638.59	5638.86	266.0
2024-06-05 01:35:00	ES	Futures	5638.86	5638.86	5637.53	5638.06	695.0
2024-06-05 01:40:00	ES	Futures	5638.06	5638.59	5637.53	5638.59	442.0
2024-06-05 01:45:00	ES	Futures	5638.33	5638.33	5637.53	5638.06	322.0
2024-06-05 01:50:00	ES	Futures	5637.8	5638.06	5635.68	5636.21	881.0
2024-06-05 01:55:00	ES	Futures	5636.47	5638.86	5636.21	5638.33	852.0
2024-06-05 02:00:00	ES	Futures	5638.59	5638.86	5637.27	5638.06	1509.0
2024-06-05 02:05:00	ES	Futures	5637.8	5638.06	5636.47	5636.74	895.0
2024-06-05 02:10:00	ES	Futures	5637.0	5637.0	5635.94	5636.21	753.0
2024-06-05 02:15:00	ES	Futures	5636.21	5637.0	5635.68	5636.74	697.0
2024-06-05 02:20:00	ES	Futures	5636.74	5637.53	5635.41	5636.74	1287.0
2024-06-05 02:25:00	ES	Futures	5636.74	5637.27	5635.15	5635.15	1044.0
2024-06-05 02:30:00	ES	Futures	5635.15	5636.47	5635.15	5635.68	998.0
2024-06-05 02:35:00	ES	Futures	5635.68	5636.21	5634.88	5635.68	911.0
2024-06-05 02:40:00	ES	Futures	5635.68	5636.47	5634.62	5634.88	580.0
2024-06-05 02:45:00	ES	Futures	5634.88	5635.15	5633.29	5633.55	976.0
2024-06-05 02:50:00	ES	Futures	5633.55	5633.82	5632.76	5633.02	720.0
2024-06-05 02:55:00	ES	Futures	5632.76	5634.35	5632.76	5633.02	870.0
2024-06-05 03:00:00	ES	Futures	5633.02	5634.88	5632.76	5634.08	2326.0
2024-06-05 03:05:00	ES	Futures	5634.08	5634.35	5630.9	5632.23	1906.0
2024-06-05 03:10:00	ES	Futures	5631.96	5631.96	5630.11	5630.9	1538.0
2024-06-05 03:15:00	ES	Futures	5630.64	5631.96	5630.37	5630.9	1448.0
2024-06-05 03:20:00	ES	Futures	5631.17	5632.76	5630.9	5632.49	1121.0
2024-06-05 03:25:00	ES	Futures	5632.76	5633.55	5630.9	5633.29	1201.0
2024-06-05 03:30:00	ES	Futures	5633.55	5634.88	5632.23	5633.29	1082.0
2024-06-05 03:35:00	ES	Futures	5633.55	5633.55	5631.96	5633.02	736.0
2024-06-05 03:40:00	ES	Futures	5632.76	5633.55	5631.43	5631.43	732.0
2024-06-05 03:45:00	ES	Futures	5631.7	5633.55	5631.43	5633.29	1032.0
2024-06-05 03:50:00	ES	Futures	5633.55	5635.68	5633.29	5635.41	856.0
2024-06-05 03:55:00	ES	Futures	5635.41	5636.47	5632.76	5633.29	1065.0
2024-06-05 04:00:00	ES	Futures	5633.02	5637.0	5632.76	5635.15	1375.0
2024-06-05 04:05:00	ES	Futures	5635.41	5635.94	5633.82	5635.68	1340.0

> showing 50 of 19,235 rows — these rows as CSV

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