PREVIEW / futures_5min / 2024-06-17

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-17.parquet
  size:    339 KB
  rows:    19,680

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
2024-06-17 00:00:00	ES	Futures	5768.13	5769.18	5768.13	5768.92	88.0
2024-06-17 00:05:00	ES	Futures	5769.18	5769.44	5768.66	5768.66	76.0
2024-06-17 00:10:00	ES	Futures	5768.39	5768.66	5768.13	5768.39	65.0
2024-06-17 00:15:00	ES	Futures	5768.39	5768.39	5768.13	5768.39	69.0
2024-06-17 00:20:00	ES	Futures	5768.66	5768.92	5768.39	5768.39	56.0
2024-06-17 00:25:00	ES	Futures	5768.39	5768.39	5767.87	5767.87	74.0
2024-06-17 00:30:00	ES	Futures	5767.87	5767.87	5766.82	5767.34	155.0
2024-06-17 00:35:00	ES	Futures	5767.61	5767.61	5767.08	5767.61	84.0
2024-06-17 00:40:00	ES	Futures	5767.61	5767.87	5767.34	5767.34	71.0
2024-06-17 00:45:00	ES	Futures	5767.34	5767.34	5767.08	5767.34	41.0
2024-06-17 00:50:00	ES	Futures	5767.34	5767.34	5766.56	5766.56	84.0
2024-06-17 00:55:00	ES	Futures	5766.56	5766.56	5765.77	5766.3	268.0
2024-06-17 01:00:00	ES	Futures	5766.56	5766.56	5765.77	5766.03	155.0
2024-06-17 01:05:00	ES	Futures	5765.77	5766.56	5765.25	5766.3	149.0
2024-06-17 01:10:00	ES	Futures	5766.56	5767.34	5766.56	5766.82	145.0
2024-06-17 01:15:00	ES	Futures	5767.08	5767.87	5767.08	5767.61	58.0
2024-06-17 01:20:00	ES	Futures	5767.61	5768.13	5767.61	5767.61	71.0
2024-06-17 01:25:00	ES	Futures	5767.61	5768.39	5767.34	5768.39	164.0
2024-06-17 01:30:00	ES	Futures	5768.13	5769.97	5768.13	5769.44	315.0
2024-06-17 01:35:00	ES	Futures	5769.44	5771.02	5769.18	5769.97	512.0
2024-06-17 01:40:00	ES	Futures	5769.97	5770.23	5769.18	5769.97	241.0
2024-06-17 01:45:00	ES	Futures	5769.97	5770.75	5769.7	5769.7	258.0
2024-06-17 01:50:00	ES	Futures	5769.44	5769.97	5768.66	5769.18	499.0
2024-06-17 01:55:00	ES	Futures	5769.18	5769.97	5768.39	5769.97	388.0
2024-06-17 02:00:00	ES	Futures	5769.97	5770.23	5764.46	5766.3	2073.0
2024-06-17 02:05:00	ES	Futures	5766.3	5767.34	5763.94	5764.72	696.0
2024-06-17 02:10:00	ES	Futures	5764.72	5766.56	5764.2	5766.3	545.0
2024-06-17 02:15:00	ES	Futures	5766.3	5767.34	5764.99	5765.51	422.0
2024-06-17 02:20:00	ES	Futures	5765.77	5769.97	5764.72	5769.44	749.0
2024-06-17 02:25:00	ES	Futures	5769.44	5769.7	5768.13	5768.92	466.0
2024-06-17 02:30:00	ES	Futures	5768.92	5770.49	5768.39	5770.23	386.0
2024-06-17 02:35:00	ES	Futures	5770.23	5772.85	5769.44	5772.85	997.0
2024-06-17 02:40:00	ES	Futures	5772.59	5772.59	5770.23	5771.02	654.0
2024-06-17 02:45:00	ES	Futures	5771.02	5772.06	5770.23	5771.02	338.0
2024-06-17 02:50:00	ES	Futures	5771.02	5772.06	5770.75	5771.8	438.0
2024-06-17 02:55:00	ES	Futures	5772.06	5772.85	5771.02	5771.28	534.0
2024-06-17 03:00:00	ES	Futures	5771.54	5772.59	5769.97	5772.33	1078.0
2024-06-17 03:05:00	ES	Futures	5772.33	5774.69	5772.06	5773.9	1270.0
2024-06-17 03:10:00	ES	Futures	5773.9	5774.95	5772.06	5774.69	1265.0
2024-06-17 03:15:00	ES	Futures	5774.69	5776.78	5773.64	5776.52	1522.0
2024-06-17 03:20:00	ES	Futures	5776.52	5777.04	5774.95	5775.21	1268.0
2024-06-17 03:25:00	ES	Futures	5775.21	5775.73	5773.64	5775.21	1490.0
2024-06-17 03:30:00	ES	Futures	5775.21	5777.57	5775.21	5775.21	1526.0
2024-06-17 03:35:00	ES	Futures	5775.21	5775.47	5772.33	5772.59	1202.0
2024-06-17 03:40:00	ES	Futures	5772.59	5773.11	5771.8	5772.33	744.0
2024-06-17 03:45:00	ES	Futures	5772.06	5773.64	5771.54	5772.85	876.0
2024-06-17 03:50:00	ES	Futures	5772.85	5772.85	5771.54	5772.06	657.0
2024-06-17 03:55:00	ES	Futures	5772.06	5772.59	5771.28	5772.33	792.0
2024-06-17 04:00:00	ES	Futures	5772.33	5773.64	5771.02	5771.8	1109.0
2024-06-17 04:05:00	ES	Futures	5771.8	5774.95	5770.75	5774.42	1071.0

> showing 50 of 19,680 rows — these rows as CSV

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