PREVIEW / futures_5min / 2024-06-14

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-14.parquet
  size:    307 KB
  rows:    16,085

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
2024-06-14 00:00:00	ES	Futures	5774.16	5774.42	5773.9	5773.9	124.0
2024-06-14 00:05:00	ES	Futures	5773.9	5773.9	5773.37	5773.37	56.0
2024-06-14 00:10:00	ES	Futures	5773.37	5773.64	5773.37	5773.37	11.0
2024-06-14 00:15:00	ES	Futures	5773.64	5773.64	5773.37	5773.37	50.0
2024-06-14 00:20:00	ES	Futures	5773.11	5773.11	5772.85	5772.85	118.0
2024-06-14 00:25:00	ES	Futures	5773.11	5773.37	5773.11	5773.37	23.0
2024-06-14 00:30:00	ES	Futures	5773.11	5773.11	5771.8	5772.06	65.0
2024-06-14 00:35:00	ES	Futures	5772.06	5772.85	5772.06	5772.85	9.0
2024-06-14 00:40:00	ES	Futures	5772.85	5773.37	5772.59	5772.59	88.0
2024-06-14 00:45:00	ES	Futures	5772.59	5772.59	5772.06	5772.33	66.0
2024-06-14 00:50:00	ES	Futures	5772.33	5772.85	5772.33	5772.33	27.0
2024-06-14 00:55:00	ES	Futures	5772.59	5772.59	5772.33	5772.59	44.0
2024-06-14 01:00:00	ES	Futures	5772.59	5773.37	5772.59	5773.37	64.0
2024-06-14 01:05:00	ES	Futures	5773.11	5773.37	5772.59	5773.37	105.0
2024-06-14 01:10:00	ES	Futures	5773.37	5773.37	5772.06	5772.33	87.0
2024-06-14 01:15:00	ES	Futures	5772.59	5773.64	5772.59	5773.64	37.0
2024-06-14 01:20:00	ES	Futures	5773.9	5773.9	5772.85	5773.11	46.0
2024-06-14 01:25:00	ES	Futures	5773.37	5773.9	5773.11	5773.64	28.0
2024-06-14 01:30:00	ES	Futures	5773.37	5774.16	5773.37	5773.9	27.0
2024-06-14 01:35:00	ES	Futures	5774.16	5774.42	5773.64	5774.42	102.0
2024-06-14 01:40:00	ES	Futures	5774.42	5774.69	5773.9	5774.42	134.0
2024-06-14 01:45:00	ES	Futures	5774.42	5774.42	5773.11	5773.9	323.0
2024-06-14 01:50:00	ES	Futures	5773.64	5774.42	5773.11	5774.42	207.0
2024-06-14 01:55:00	ES	Futures	5774.16	5775.21	5774.16	5774.95	545.0
2024-06-14 02:00:00	ES	Futures	5774.95	5775.21	5773.37	5773.64	309.0
2024-06-14 02:05:00	ES	Futures	5773.9	5773.9	5773.37	5773.37	107.0
2024-06-14 02:10:00	ES	Futures	5773.37	5773.9	5773.37	5773.64	93.0
2024-06-14 02:15:00	ES	Futures	5773.37	5774.69	5773.37	5774.42	123.0
2024-06-14 02:20:00	ES	Futures	5774.16	5775.73	5774.16	5775.47	310.0
2024-06-14 02:25:00	ES	Futures	5775.73	5775.73	5774.16	5774.42	200.0
2024-06-14 02:30:00	ES	Futures	5774.42	5774.42	5773.64	5773.9	126.0
2024-06-14 02:35:00	ES	Futures	5773.9	5773.9	5771.28	5771.54	258.0
2024-06-14 02:40:00	ES	Futures	5771.54	5771.8	5770.49	5770.75	298.0
2024-06-14 02:45:00	ES	Futures	5770.49	5770.75	5768.39	5768.39	412.0
2024-06-14 02:50:00	ES	Futures	5768.13	5769.18	5767.34	5769.18	324.0
2024-06-14 02:55:00	ES	Futures	5768.92	5769.18	5768.39	5768.66	188.0
2024-06-14 03:00:00	ES	Futures	5768.39	5770.23	5768.39	5769.18	477.0
2024-06-14 03:05:00	ES	Futures	5769.18	5769.18	5767.08	5767.08	375.0
2024-06-14 03:10:00	ES	Futures	5767.08	5767.87	5763.41	5763.41	720.0
2024-06-14 03:15:00	ES	Futures	5763.15	5764.72	5761.05	5761.84	693.0
2024-06-14 03:20:00	ES	Futures	5762.1	5765.51	5761.84	5764.2	841.0
2024-06-14 03:25:00	ES	Futures	5764.2	5768.13	5764.2	5767.87	577.0
2024-06-14 03:30:00	ES	Futures	5768.39	5770.23	5768.13	5769.7	804.0
2024-06-14 03:35:00	ES	Futures	5769.44	5770.23	5768.66	5768.66	385.0
2024-06-14 03:40:00	ES	Futures	5768.39	5769.18	5767.08	5768.13	520.0
2024-06-14 03:45:00	ES	Futures	5768.13	5768.66	5764.72	5765.25	446.0
2024-06-14 03:50:00	ES	Futures	5765.25	5767.34	5764.99	5766.3	461.0
2024-06-14 03:55:00	ES	Futures	5766.3	5768.66	5764.72	5765.25	739.0
2024-06-14 04:00:00	ES	Futures	5764.99	5767.87	5761.58	5761.84	1137.0
2024-06-14 04:05:00	ES	Futures	5762.1	5762.36	5759.74	5761.84	1157.0

> showing 50 of 16,085 rows — these rows as CSV

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