PREVIEW / futures_5min / 2024-06-07

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-07.parquet
  size:    299 KB
  rows:    15,574

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
2024-06-07 00:00:00	ES	Futures	5695.37	5695.9	5695.1	5695.9	89.0
2024-06-07 00:05:00	ES	Futures	5695.9	5695.9	5695.63	5695.9	147.0
2024-06-07 00:10:00	ES	Futures	5696.16	5696.69	5695.9	5696.43	167.0
2024-06-07 00:15:00	ES	Futures	5696.16	5696.69	5696.16	5696.69	72.0
2024-06-07 00:20:00	ES	Futures	5696.69	5696.69	5696.16	5696.43	86.0
2024-06-07 00:25:00	ES	Futures	5696.43	5697.49	5696.43	5697.49	199.0
2024-06-07 00:30:00	ES	Futures	5697.49	5697.76	5695.9	5695.9	649.0
2024-06-07 00:35:00	ES	Futures	5695.9	5696.43	5695.63	5696.43	114.0
2024-06-07 00:40:00	ES	Futures	5696.16	5696.43	5696.16	5696.43	131.0
2024-06-07 00:45:00	ES	Futures	5696.43	5696.96	5696.16	5696.96	80.0
2024-06-07 00:50:00	ES	Futures	5696.96	5697.76	5696.69	5697.23	90.0
2024-06-07 00:55:00	ES	Futures	5697.49	5698.02	5697.23	5697.49	144.0
2024-06-07 01:00:00	ES	Futures	5697.49	5698.29	5697.23	5698.02	331.0
2024-06-07 01:05:00	ES	Futures	5697.76	5698.29	5697.49	5698.02	269.0
2024-06-07 01:10:00	ES	Futures	5698.02	5698.29	5697.49	5697.76	182.0
2024-06-07 01:15:00	ES	Futures	5697.76	5698.02	5697.49	5697.76	111.0
2024-06-07 01:20:00	ES	Futures	5697.76	5698.29	5697.76	5698.02	123.0
2024-06-07 01:25:00	ES	Futures	5698.02	5698.82	5698.02	5698.29	482.0
2024-06-07 01:30:00	ES	Futures	5698.29	5699.61	5698.02	5699.61	583.0
2024-06-07 01:35:00	ES	Futures	5699.61	5700.67	5699.61	5700.14	663.0
2024-06-07 01:40:00	ES	Futures	5700.14	5700.41	5699.61	5700.14	219.0
2024-06-07 01:45:00	ES	Futures	5700.14	5700.41	5699.35	5699.61	265.0
2024-06-07 01:50:00	ES	Futures	5699.61	5699.61	5698.82	5699.08	237.0
2024-06-07 01:55:00	ES	Futures	5699.08	5700.14	5698.82	5698.82	756.0
2024-06-07 02:00:00	ES	Futures	5698.82	5699.08	5697.49	5699.08	1089.0
2024-06-07 02:05:00	ES	Futures	5698.82	5699.35	5697.49	5698.02	1234.0
2024-06-07 02:10:00	ES	Futures	5698.29	5698.29	5697.23	5698.02	602.0
2024-06-07 02:15:00	ES	Futures	5698.02	5698.55	5697.23	5697.23	462.0
2024-06-07 02:20:00	ES	Futures	5697.49	5698.82	5697.49	5698.82	339.0
2024-06-07 02:25:00	ES	Futures	5699.08	5699.88	5698.55	5699.88	316.0
2024-06-07 02:30:00	ES	Futures	5699.61	5700.14	5699.08	5699.35	249.0
2024-06-07 02:35:00	ES	Futures	5699.35	5700.41	5699.35	5699.88	401.0
2024-06-07 02:40:00	ES	Futures	5699.88	5700.14	5699.08	5699.08	265.0
2024-06-07 02:45:00	ES	Futures	5699.08	5699.61	5698.55	5699.35	465.0
2024-06-07 02:50:00	ES	Futures	5699.61	5700.67	5699.35	5699.88	429.0
2024-06-07 02:55:00	ES	Futures	5700.14	5700.14	5697.76	5698.02	754.0
2024-06-07 03:00:00	ES	Futures	5698.29	5700.41	5698.02	5699.08	1463.0
2024-06-07 03:05:00	ES	Futures	5699.35	5699.61	5697.76	5698.02	891.0
2024-06-07 03:10:00	ES	Futures	5698.29	5699.35	5698.02	5698.82	565.0
2024-06-07 03:15:00	ES	Futures	5698.55	5698.55	5697.23	5697.76	672.0
2024-06-07 03:20:00	ES	Futures	5697.76	5697.76	5695.9	5696.43	917.0
2024-06-07 03:25:00	ES	Futures	5696.16	5696.16	5694.84	5695.37	780.0
2024-06-07 03:30:00	ES	Futures	5695.1	5695.9	5694.84	5695.63	492.0
2024-06-07 03:35:00	ES	Futures	5695.37	5695.37	5693.51	5694.31	1012.0
2024-06-07 03:40:00	ES	Futures	5694.04	5695.9	5694.04	5695.9	649.0
2024-06-07 03:45:00	ES	Futures	5695.63	5695.9	5694.04	5694.31	546.0
2024-06-07 03:50:00	ES	Futures	5694.31	5694.84	5693.78	5694.31	530.0
2024-06-07 03:55:00	ES	Futures	5694.31	5695.1	5693.51	5694.84	536.0
2024-06-07 04:00:00	ES	Futures	5694.84	5695.1	5693.25	5694.31	921.0
2024-06-07 04:05:00	ES	Futures	5694.31	5696.16	5693.78	5695.9	1068.0

> showing 50 of 15,574 rows — these rows as CSV

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