PREVIEW / futures_5min / 2024-06-19

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-19.parquet
  size:    226 KB
  rows:    15,199

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
2024-06-19 00:00:00	ES	Futures	5831.84	5832.1	5831.57	5832.1	52.0
2024-06-19 00:05:00	ES	Futures	5832.1	5832.1	5831.84	5832.1	61.0
2024-06-19 00:10:00	ES	Futures	5831.84	5832.1	5831.57	5831.84	60.0
2024-06-19 00:15:00	ES	Futures	5831.84	5831.84	5831.05	5831.31	155.0
2024-06-19 00:20:00	ES	Futures	5831.05	5831.05	5830.79	5831.05	127.0
2024-06-19 00:25:00	ES	Futures	5830.79	5831.57	5830.79	5831.57	144.0
2024-06-19 00:30:00	ES	Futures	5831.31	5831.31	5830.53	5830.79	203.0
2024-06-19 00:35:00	ES	Futures	5830.79	5831.31	5830.79	5831.05	50.0
2024-06-19 00:40:00	ES	Futures	5831.05	5831.05	5830.53	5830.79	107.0
2024-06-19 00:45:00	ES	Futures	5830.53	5831.05	5830.53	5831.05	74.0
2024-06-19 00:50:00	ES	Futures	5830.79	5831.05	5830.26	5830.26	114.0
2024-06-19 00:55:00	ES	Futures	5830.53	5831.05	5830.26	5831.05	213.0
2024-06-19 01:00:00	ES	Futures	5831.31	5831.57	5830.79	5831.31	188.0
2024-06-19 01:05:00	ES	Futures	5831.31	5831.31	5831.05	5831.05	83.0
2024-06-19 01:10:00	ES	Futures	5831.05	5831.84	5831.05	5831.31	209.0
2024-06-19 01:15:00	ES	Futures	5831.05	5831.57	5831.05	5831.31	152.0
2024-06-19 01:20:00	ES	Futures	5831.31	5831.57	5831.05	5831.57	107.0
2024-06-19 01:25:00	ES	Futures	5831.31	5831.31	5830.79	5831.05	187.0
2024-06-19 01:30:00	ES	Futures	5831.05	5832.1	5831.05	5832.1	249.0
2024-06-19 01:35:00	ES	Futures	5831.84	5832.89	5831.84	5832.62	264.0
2024-06-19 01:40:00	ES	Futures	5832.36	5832.89	5832.1	5832.89	150.0
2024-06-19 01:45:00	ES	Futures	5832.62	5833.15	5832.62	5832.89	199.0
2024-06-19 01:50:00	ES	Futures	5833.15	5834.2	5832.89	5834.2	276.0
2024-06-19 01:55:00	ES	Futures	5834.2	5834.46	5833.41	5833.41	391.0
2024-06-19 02:00:00	ES	Futures	5833.67	5835.25	5833.67	5833.93	668.0
2024-06-19 02:05:00	ES	Futures	5833.93	5834.2	5833.41	5833.67	412.0
2024-06-19 02:10:00	ES	Futures	5833.93	5834.2	5833.41	5834.2	425.0
2024-06-19 02:15:00	ES	Futures	5834.2	5834.72	5833.67	5834.46	241.0
2024-06-19 02:20:00	ES	Futures	5834.46	5834.72	5833.41	5833.67	364.0
2024-06-19 02:25:00	ES	Futures	5833.67	5834.46	5833.15	5834.2	308.0
2024-06-19 02:30:00	ES	Futures	5834.2	5836.29	5834.2	5836.03	774.0
2024-06-19 02:35:00	ES	Futures	5836.03	5836.03	5834.2	5834.2	326.0
2024-06-19 02:40:00	ES	Futures	5834.2	5834.98	5833.93	5834.46	456.0
2024-06-19 02:45:00	ES	Futures	5834.46	5834.98	5833.93	5834.2	415.0
2024-06-19 02:50:00	ES	Futures	5834.2	5834.46	5834.2	5834.2	207.0
2024-06-19 02:55:00	ES	Futures	5834.2	5834.98	5834.2	5834.46	448.0
2024-06-19 03:00:00	ES	Futures	5834.46	5835.25	5833.67	5834.2	787.0
2024-06-19 03:05:00	ES	Futures	5834.2	5835.77	5834.2	5835.77	535.0
2024-06-19 03:10:00	ES	Futures	5836.03	5836.29	5834.72	5834.72	505.0
2024-06-19 03:15:00	ES	Futures	5834.72	5834.72	5832.62	5833.15	854.0
2024-06-19 03:20:00	ES	Futures	5833.15	5833.93	5831.05	5833.15	1010.0
2024-06-19 03:25:00	ES	Futures	5832.89	5833.41	5832.36	5833.41	450.0
2024-06-19 03:30:00	ES	Futures	5833.15	5834.2	5833.15	5833.67	427.0
2024-06-19 03:35:00	ES	Futures	5833.93	5834.98	5833.15	5833.67	930.0
2024-06-19 03:40:00	ES	Futures	5833.93	5834.72	5831.05	5832.89	1472.0
2024-06-19 03:45:00	ES	Futures	5832.89	5834.72	5832.62	5834.46	585.0
2024-06-19 03:50:00	ES	Futures	5834.2	5834.46	5832.89	5832.89	276.0
2024-06-19 03:55:00	ES	Futures	5832.89	5834.72	5832.36	5834.46	490.0
2024-06-19 04:00:00	ES	Futures	5834.46	5835.51	5834.46	5834.72	707.0
2024-06-19 04:05:00	ES	Futures	5834.72	5836.03	5834.72	5835.77	602.0

> showing 50 of 15,199 rows — these rows as CSV

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