PREVIEW / futures_5min / 2024-06-18

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-18.parquet
  size:    329 KB
  rows:    19,360

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
2024-06-18 00:00:00	ES	Futures	5816.11	5817.16	5815.85	5816.89	219.0
2024-06-18 00:05:00	ES	Futures	5816.63	5816.89	5816.37	5816.63	110.0
2024-06-18 00:10:00	ES	Futures	5816.63	5816.63	5816.11	5816.11	88.0
2024-06-18 00:15:00	ES	Futures	5816.37	5816.37	5815.85	5815.85	149.0
2024-06-18 00:20:00	ES	Futures	5815.85	5815.85	5815.06	5815.06	157.0
2024-06-18 00:25:00	ES	Futures	5815.06	5815.06	5814.53	5814.8	234.0
2024-06-18 00:30:00	ES	Futures	5814.8	5815.06	5813.49	5813.75	285.0
2024-06-18 00:35:00	ES	Futures	5814.01	5814.53	5814.01	5814.27	69.0
2024-06-18 00:40:00	ES	Futures	5814.53	5815.06	5814.53	5815.06	93.0
2024-06-18 00:45:00	ES	Futures	5814.8	5815.06	5814.53	5814.53	62.0
2024-06-18 00:50:00	ES	Futures	5814.27	5815.06	5814.01	5815.06	239.0
2024-06-18 00:55:00	ES	Futures	5815.06	5815.06	5814.01	5814.27	234.0
2024-06-18 01:00:00	ES	Futures	5814.27	5814.8	5813.49	5813.75	357.0
2024-06-18 01:05:00	ES	Futures	5813.75	5815.06	5813.75	5814.53	141.0
2024-06-18 01:10:00	ES	Futures	5814.53	5814.8	5814.01	5814.8	83.0
2024-06-18 01:15:00	ES	Futures	5814.8	5815.32	5814.8	5815.32	143.0
2024-06-18 01:20:00	ES	Futures	5815.32	5815.32	5815.06	5815.06	101.0
2024-06-18 01:25:00	ES	Futures	5815.06	5816.37	5815.06	5816.11	252.0
2024-06-18 01:30:00	ES	Futures	5816.37	5816.89	5816.11	5816.63	158.0
2024-06-18 01:35:00	ES	Futures	5816.63	5817.42	5816.37	5816.37	194.0
2024-06-18 01:40:00	ES	Futures	5816.37	5816.63	5815.85	5816.37	138.0
2024-06-18 01:45:00	ES	Futures	5816.11	5816.89	5815.58	5816.89	251.0
2024-06-18 01:50:00	ES	Futures	5816.89	5817.68	5816.63	5817.42	344.0
2024-06-18 01:55:00	ES	Futures	5817.42	5817.94	5817.16	5817.68	282.0
2024-06-18 02:00:00	ES	Futures	5817.94	5819.25	5817.68	5818.73	1080.0
2024-06-18 02:05:00	ES	Futures	5818.47	5818.47	5817.42	5818.47	428.0
2024-06-18 02:10:00	ES	Futures	5818.47	5818.47	5817.42	5817.42	350.0
2024-06-18 02:15:00	ES	Futures	5817.16	5818.73	5817.16	5818.47	312.0
2024-06-18 02:20:00	ES	Futures	5818.47	5819.52	5818.47	5819.52	835.0
2024-06-18 02:25:00	ES	Futures	5819.52	5819.78	5816.89	5817.16	1170.0
2024-06-18 02:30:00	ES	Futures	5817.42	5818.47	5816.89	5818.47	638.0
2024-06-18 02:35:00	ES	Futures	5818.47	5819.25	5818.2	5818.2	434.0
2024-06-18 02:40:00	ES	Futures	5817.94	5818.73	5817.42	5817.94	447.0
2024-06-18 02:45:00	ES	Futures	5817.94	5818.2	5816.37	5817.16	596.0
2024-06-18 02:50:00	ES	Futures	5817.16	5817.16	5816.11	5816.63	834.0
2024-06-18 02:55:00	ES	Futures	5816.63	5818.47	5816.11	5817.42	675.0
2024-06-18 03:00:00	ES	Futures	5817.42	5819.25	5816.37	5816.63	1631.0
2024-06-18 03:05:00	ES	Futures	5816.37	5818.47	5815.32	5818.2	1369.0
2024-06-18 03:10:00	ES	Futures	5818.2	5818.47	5816.89	5818.47	1066.0
2024-06-18 03:15:00	ES	Futures	5818.73	5818.99	5815.32	5816.63	776.0
2024-06-18 03:20:00	ES	Futures	5816.89	5818.47	5816.63	5817.16	697.0
2024-06-18 03:25:00	ES	Futures	5817.42	5817.42	5815.58	5816.11	1068.0
2024-06-18 03:30:00	ES	Futures	5816.11	5817.68	5816.11	5817.16	903.0
2024-06-18 03:35:00	ES	Futures	5816.89	5818.99	5815.85	5818.2	911.0
2024-06-18 03:40:00	ES	Futures	5818.2	5818.47	5816.11	5817.68	735.0
2024-06-18 03:45:00	ES	Futures	5817.42	5818.2	5816.63	5816.63	666.0
2024-06-18 03:50:00	ES	Futures	5816.63	5816.89	5814.01	5814.01	1795.0
2024-06-18 03:55:00	ES	Futures	5814.27	5815.06	5813.22	5813.49	1252.0
2024-06-18 04:00:00	ES	Futures	5813.49	5816.11	5813.22	5814.01	1995.0
2024-06-18 04:05:00	ES	Futures	5814.27	5816.11	5813.49	5815.58	1439.0

> showing 50 of 19,360 rows — these rows as CSV

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