PREVIEW / futures_5min / 2024-06-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-12.parquet
  size:    330 KB
  rows:    17,821

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
2024-06-12 00:00:00	ES	Futures	5716.59	5716.86	5716.33	5716.59	165.0
2024-06-12 00:05:00	ES	Futures	5716.33	5716.59	5716.33	5716.33	90.0
2024-06-12 00:10:00	ES	Futures	5716.33	5716.59	5716.06	5716.06	84.0
2024-06-12 00:15:00	ES	Futures	5716.06	5716.33	5716.06	5716.33	25.0
2024-06-12 00:20:00	ES	Futures	5716.06	5716.33	5716.06	5716.33	43.0
2024-06-12 00:25:00	ES	Futures	5716.33	5716.86	5716.06	5716.59	138.0
2024-06-12 00:30:00	ES	Futures	5716.33	5716.33	5715.0	5715.53	408.0
2024-06-12 00:35:00	ES	Futures	5715.53	5716.06	5715.53	5715.8	175.0
2024-06-12 00:40:00	ES	Futures	5715.8	5716.33	5715.8	5716.06	20.0
2024-06-12 00:45:00	ES	Futures	5716.06	5716.33	5715.8	5715.8	39.0
2024-06-12 00:50:00	ES	Futures	5715.8	5715.8	5715.27	5715.27	97.0
2024-06-12 00:55:00	ES	Futures	5715.27	5715.8	5715.0	5715.8	139.0
2024-06-12 01:00:00	ES	Futures	5715.53	5716.06	5715.53	5715.8	176.0
2024-06-12 01:05:00	ES	Futures	5715.8	5715.8	5715.53	5715.8	44.0
2024-06-12 01:10:00	ES	Futures	5715.8	5716.33	5715.8	5716.33	64.0
2024-06-12 01:15:00	ES	Futures	5716.33	5716.59	5716.06	5716.59	74.0
2024-06-12 01:20:00	ES	Futures	5716.59	5717.39	5716.59	5716.59	274.0
2024-06-12 01:25:00	ES	Futures	5716.59	5716.59	5715.53	5716.06	290.0
2024-06-12 01:30:00	ES	Futures	5716.06	5717.12	5715.8	5716.59	167.0
2024-06-12 01:35:00	ES	Futures	5716.59	5717.12	5716.33	5716.33	162.0
2024-06-12 01:40:00	ES	Futures	5716.33	5716.59	5716.06	5716.33	184.0
2024-06-12 01:45:00	ES	Futures	5716.33	5717.39	5716.06	5717.12	435.0
2024-06-12 01:50:00	ES	Futures	5717.12	5718.71	5716.86	5718.45	976.0
2024-06-12 01:55:00	ES	Futures	5718.71	5719.78	5717.92	5719.24	951.0
2024-06-12 02:00:00	ES	Futures	5718.98	5719.24	5717.39	5718.18	988.0
2024-06-12 02:05:00	ES	Futures	5718.18	5719.51	5718.18	5719.51	487.0
2024-06-12 02:10:00	ES	Futures	5719.51	5720.04	5719.24	5719.51	451.0
2024-06-12 02:15:00	ES	Futures	5719.51	5721.1	5719.24	5720.57	696.0
2024-06-12 02:20:00	ES	Futures	5720.57	5720.84	5720.31	5720.84	602.0
2024-06-12 02:25:00	ES	Futures	5720.84	5721.9	5720.31	5720.31	963.0
2024-06-12 02:30:00	ES	Futures	5720.31	5720.31	5718.71	5718.98	575.0
2024-06-12 02:35:00	ES	Futures	5719.24	5719.51	5718.71	5718.98	289.0
2024-06-12 02:40:00	ES	Futures	5718.98	5719.51	5717.65	5718.18	720.0
2024-06-12 02:45:00	ES	Futures	5718.18	5718.98	5717.92	5718.45	410.0
2024-06-12 02:50:00	ES	Futures	5718.45	5718.45	5717.65	5717.65	402.0
2024-06-12 02:55:00	ES	Futures	5717.65	5717.65	5715.8	5715.8	575.0
2024-06-12 03:00:00	ES	Futures	5716.06	5716.86	5715.0	5715.27	1094.0
2024-06-12 03:05:00	ES	Futures	5715.27	5716.33	5714.47	5715.53	1046.0
2024-06-12 03:10:00	ES	Futures	5715.53	5716.59	5714.47	5716.59	964.0
2024-06-12 03:15:00	ES	Futures	5716.33	5716.86	5714.73	5715.8	1071.0
2024-06-12 03:20:00	ES	Futures	5715.8	5717.12	5715.27	5715.53	923.0
2024-06-12 03:25:00	ES	Futures	5715.27	5716.33	5714.47	5716.33	696.0
2024-06-12 03:30:00	ES	Futures	5716.33	5717.12	5716.06	5716.33	696.0
2024-06-12 03:35:00	ES	Futures	5716.59	5717.12	5716.06	5716.59	487.0
2024-06-12 03:40:00	ES	Futures	5716.59	5716.86	5715.27	5716.86	879.0
2024-06-12 03:45:00	ES	Futures	5716.86	5717.12	5715.27	5715.8	738.0
2024-06-12 03:50:00	ES	Futures	5715.8	5716.59	5715.0	5716.06	1032.0
2024-06-12 03:55:00	ES	Futures	5715.8	5716.86	5715.8	5716.59	602.0
2024-06-12 04:00:00	ES	Futures	5716.33	5717.39	5715.8	5716.06	852.0
2024-06-12 04:05:00	ES	Futures	5715.8	5717.65	5715.53	5717.39	1009.0

> showing 50 of 17,821 rows — these rows as CSV

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