PREVIEW / futures_5min / 2024-06-16

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-16.parquet
  size:    73 KB
  rows:    3,877

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
2024-06-16 18:00:00	ES	Futures	5767.61	5768.66	5764.2	5765.25	1144.0
2024-06-16 18:05:00	ES	Futures	5765.25	5769.18	5765.25	5767.61	579.0
2024-06-16 18:10:00	ES	Futures	5767.34	5768.66	5767.34	5768.66	105.0
2024-06-16 18:15:00	ES	Futures	5768.66	5770.75	5768.66	5769.97	260.0
2024-06-16 18:20:00	ES	Futures	5770.23	5770.49	5768.66	5768.92	148.0
2024-06-16 18:25:00	ES	Futures	5768.92	5769.97	5768.92	5769.97	31.0
2024-06-16 18:30:00	ES	Futures	5769.44	5771.28	5769.44	5770.75	232.0
2024-06-16 18:35:00	ES	Futures	5770.75	5770.75	5769.97	5769.97	52.0
2024-06-16 18:40:00	ES	Futures	5770.23	5770.49	5769.7	5770.23	42.0
2024-06-16 18:45:00	ES	Futures	5770.23	5771.54	5770.23	5771.02	148.0
2024-06-16 18:50:00	ES	Futures	5771.28	5772.06	5770.75	5770.75	175.0
2024-06-16 18:55:00	ES	Futures	5771.02	5772.06	5771.02	5772.06	274.0
2024-06-16 19:00:00	ES	Futures	5771.8	5771.8	5770.75	5770.75	250.0
2024-06-16 19:05:00	ES	Futures	5771.02	5771.28	5770.75	5771.02	79.0
2024-06-16 19:10:00	ES	Futures	5771.02	5771.28	5770.75	5771.02	122.0
2024-06-16 19:15:00	ES	Futures	5770.75	5771.02	5769.7	5770.75	324.0
2024-06-16 19:20:00	ES	Futures	5770.49	5772.33	5770.23	5770.49	356.0
2024-06-16 19:25:00	ES	Futures	5770.49	5770.75	5769.18	5769.7	238.0
2024-06-16 19:30:00	ES	Futures	5769.97	5770.75	5769.44	5770.23	141.0
2024-06-16 19:35:00	ES	Futures	5770.23	5770.23	5768.92	5769.97	177.0
2024-06-16 19:40:00	ES	Futures	5769.7	5769.7	5769.18	5769.44	46.0
2024-06-16 19:45:00	ES	Futures	5769.18	5769.18	5768.66	5769.18	98.0
2024-06-16 19:50:00	ES	Futures	5769.18	5769.7	5768.66	5769.18	170.0
2024-06-16 19:55:00	ES	Futures	5769.18	5769.7	5769.18	5769.44	160.0
2024-06-16 20:00:00	ES	Futures	5769.7	5770.23	5769.18	5769.97	494.0
2024-06-16 20:05:00	ES	Futures	5769.7	5769.7	5768.39	5768.66	405.0
2024-06-16 20:10:00	ES	Futures	5768.66	5768.66	5767.61	5768.66	273.0
2024-06-16 20:15:00	ES	Futures	5768.92	5769.44	5768.66	5769.18	441.0
2024-06-16 20:20:00	ES	Futures	5769.18	5769.97	5768.92	5769.18	210.0
2024-06-16 20:25:00	ES	Futures	5768.92	5769.97	5768.92	5769.97	256.0
2024-06-16 20:30:00	ES	Futures	5769.97	5770.49	5769.7	5770.49	203.0
2024-06-16 20:35:00	ES	Futures	5770.49	5770.75	5769.7	5769.7	259.0
2024-06-16 20:40:00	ES	Futures	5769.7	5770.23	5768.92	5769.18	131.0
2024-06-16 20:45:00	ES	Futures	5768.92	5769.18	5768.92	5769.18	162.0
2024-06-16 20:50:00	ES	Futures	5769.18	5770.23	5768.92	5769.7	300.0
2024-06-16 20:55:00	ES	Futures	5769.7	5769.7	5768.39	5768.39	347.0
2024-06-16 21:00:00	ES	Futures	5768.66	5768.66	5766.03	5766.03	488.0
2024-06-16 21:05:00	ES	Futures	5766.03	5766.56	5765.51	5766.3	304.0
2024-06-16 21:10:00	ES	Futures	5766.56	5766.56	5764.99	5765.25	309.0
2024-06-16 21:15:00	ES	Futures	5765.25	5765.77	5764.72	5765.77	292.0
2024-06-16 21:20:00	ES	Futures	5766.03	5766.3	5765.25	5765.51	172.0
2024-06-16 21:25:00	ES	Futures	5765.25	5765.77	5764.99	5765.25	185.0
2024-06-16 21:30:00	ES	Futures	5765.51	5766.82	5765.51	5766.56	206.0
2024-06-16 21:35:00	ES	Futures	5766.56	5767.61	5766.56	5766.82	223.0
2024-06-16 21:40:00	ES	Futures	5767.08	5767.61	5766.3	5766.56	230.0
2024-06-16 21:45:00	ES	Futures	5766.82	5767.61	5766.82	5767.34	149.0
2024-06-16 21:50:00	ES	Futures	5767.34	5767.61	5766.82	5767.34	65.0
2024-06-16 21:55:00	ES	Futures	5767.08	5768.13	5767.08	5767.61	215.0
2024-06-16 22:00:00	ES	Futures	5767.61	5769.18	5767.34	5768.39	439.0
2024-06-16 22:05:00	ES	Futures	5768.66	5768.92	5768.13	5768.13	122.0

> showing 50 of 3,877 rows — these rows as CSV

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