PREVIEW / futures_5min / 2024-06-06

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-06.parquet
  size:    314 KB
  rows:    19,017

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
2024-06-06 00:00:00	ES	Futures	5698.55	5698.55	5698.02	5698.02	203.0
2024-06-06 00:05:00	ES	Futures	5698.02	5698.02	5697.49	5698.02	231.0
2024-06-06 00:10:00	ES	Futures	5697.76	5698.29	5697.23	5697.23	198.0
2024-06-06 00:15:00	ES	Futures	5697.23	5698.02	5697.23	5697.76	145.0
2024-06-06 00:20:00	ES	Futures	5697.76	5698.02	5696.96	5696.96	308.0
2024-06-06 00:25:00	ES	Futures	5697.23	5697.76	5696.69	5697.49	127.0
2024-06-06 00:30:00	ES	Futures	5697.49	5697.76	5696.96	5697.23	179.0
2024-06-06 00:35:00	ES	Futures	5697.23	5697.76	5696.69	5697.76	212.0
2024-06-06 00:40:00	ES	Futures	5697.49	5697.76	5697.23	5697.49	116.0
2024-06-06 00:45:00	ES	Futures	5697.49	5698.02	5696.96	5698.02	107.0
2024-06-06 00:50:00	ES	Futures	5697.76	5697.76	5697.49	5697.76	87.0
2024-06-06 00:55:00	ES	Futures	5697.76	5698.02	5697.49	5697.49	65.0
2024-06-06 01:00:00	ES	Futures	5697.76	5697.76	5695.9	5696.16	615.0
2024-06-06 01:05:00	ES	Futures	5696.16	5696.96	5695.9	5696.16	493.0
2024-06-06 01:10:00	ES	Futures	5696.16	5696.96	5696.16	5696.43	305.0
2024-06-06 01:15:00	ES	Futures	5696.43	5696.43	5695.63	5695.9	158.0
2024-06-06 01:20:00	ES	Futures	5695.9	5695.9	5694.84	5695.1	227.0
2024-06-06 01:25:00	ES	Futures	5694.84	5695.1	5694.31	5694.84	472.0
2024-06-06 01:30:00	ES	Futures	5694.57	5695.63	5694.31	5695.1	350.0
2024-06-06 01:35:00	ES	Futures	5695.37	5695.37	5694.04	5694.31	686.0
2024-06-06 01:40:00	ES	Futures	5694.31	5694.84	5694.31	5694.57	407.0
2024-06-06 01:45:00	ES	Futures	5694.57	5694.84	5694.31	5694.57	295.0
2024-06-06 01:50:00	ES	Futures	5694.31	5694.31	5693.25	5693.51	764.0
2024-06-06 01:55:00	ES	Futures	5693.78	5694.57	5693.78	5694.04	778.0
2024-06-06 02:00:00	ES	Futures	5694.31	5694.84	5692.72	5692.72	1534.0
2024-06-06 02:05:00	ES	Futures	5692.72	5694.04	5692.45	5693.25	673.0
2024-06-06 02:10:00	ES	Futures	5693.51	5694.31	5692.98	5693.25	523.0
2024-06-06 02:15:00	ES	Futures	5693.25	5693.25	5691.65	5692.18	762.0
2024-06-06 02:20:00	ES	Futures	5692.18	5693.25	5692.18	5692.72	276.0
2024-06-06 02:25:00	ES	Futures	5692.72	5693.78	5692.45	5693.25	358.0
2024-06-06 02:30:00	ES	Futures	5693.51	5693.51	5691.92	5692.72	534.0
2024-06-06 02:35:00	ES	Futures	5692.72	5693.51	5691.12	5691.39	697.0
2024-06-06 02:40:00	ES	Futures	5691.65	5693.51	5691.12	5693.25	643.0
2024-06-06 02:45:00	ES	Futures	5693.25	5694.84	5693.25	5694.84	865.0
2024-06-06 02:50:00	ES	Futures	5694.84	5695.1	5694.31	5695.1	400.0
2024-06-06 02:55:00	ES	Futures	5694.84	5695.37	5694.04	5695.1	1033.0
2024-06-06 03:00:00	ES	Futures	5695.1	5695.9	5694.31	5694.57	1393.0
2024-06-06 03:05:00	ES	Futures	5694.57	5694.84	5693.25	5694.31	1061.0
2024-06-06 03:10:00	ES	Futures	5694.31	5696.16	5694.31	5695.63	900.0
2024-06-06 03:15:00	ES	Futures	5695.37	5696.69	5695.37	5696.69	1242.0
2024-06-06 03:20:00	ES	Futures	5696.43	5696.43	5693.25	5694.31	1034.0
2024-06-06 03:25:00	ES	Futures	5694.31	5694.57	5693.51	5694.04	818.0
2024-06-06 03:30:00	ES	Futures	5694.31	5694.57	5691.39	5691.92	1057.0
2024-06-06 03:35:00	ES	Futures	5691.92	5693.51	5691.92	5692.98	823.0
2024-06-06 03:40:00	ES	Futures	5693.25	5693.51	5692.18	5692.72	755.0
2024-06-06 03:45:00	ES	Futures	5692.45	5694.04	5692.18	5693.25	906.0
2024-06-06 03:50:00	ES	Futures	5693.51	5694.31	5692.72	5693.51	930.0
2024-06-06 03:55:00	ES	Futures	5693.25	5694.84	5692.72	5694.57	878.0
2024-06-06 04:00:00	ES	Futures	5694.57	5696.16	5693.25	5694.57	1515.0
2024-06-06 04:05:00	ES	Futures	5694.57	5696.16	5694.57	5695.37	1136.0

> showing 50 of 19,017 rows — these rows as CSV

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