PREVIEW / futures_5min / 2024-06-23

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-06-23.parquet
  size:    75 KB
  rows:    3,845

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
2024-06-23 18:00:00	ES	Futures	5807.98	5809.29	5806.41	5806.67	1021.0
2024-06-23 18:05:00	ES	Futures	5806.67	5807.19	5805.88	5806.67	413.0
2024-06-23 18:10:00	ES	Futures	5806.41	5807.98	5806.41	5807.98	336.0
2024-06-23 18:15:00	ES	Futures	5807.98	5808.5	5807.19	5807.98	1237.0
2024-06-23 18:20:00	ES	Futures	5807.98	5808.24	5807.72	5807.98	195.0
2024-06-23 18:25:00	ES	Futures	5807.98	5807.98	5806.93	5807.19	301.0
2024-06-23 18:30:00	ES	Futures	5807.46	5807.98	5807.46	5807.72	183.0
2024-06-23 18:35:00	ES	Futures	5807.98	5808.24	5807.46	5807.72	240.0
2024-06-23 18:40:00	ES	Futures	5807.98	5807.98	5807.19	5807.46	150.0
2024-06-23 18:45:00	ES	Futures	5807.46	5807.46	5806.67	5807.19	182.0
2024-06-23 18:50:00	ES	Futures	5807.19	5807.19	5806.41	5806.67	121.0
2024-06-23 18:55:00	ES	Futures	5806.67	5807.46	5806.67	5806.93	153.0
2024-06-23 19:00:00	ES	Futures	5806.93	5809.03	5806.93	5808.5	612.0
2024-06-23 19:05:00	ES	Futures	5808.5	5808.77	5807.98	5808.5	192.0
2024-06-23 19:10:00	ES	Futures	5808.5	5808.77	5808.24	5808.5	195.0
2024-06-23 19:15:00	ES	Futures	5808.5	5808.5	5807.98	5808.24	172.0
2024-06-23 19:20:00	ES	Futures	5808.5	5808.77	5807.98	5808.77	129.0
2024-06-23 19:25:00	ES	Futures	5808.77	5809.03	5808.5	5808.5	175.0
2024-06-23 19:30:00	ES	Futures	5808.5	5808.5	5807.72	5807.72	178.0
2024-06-23 19:35:00	ES	Futures	5807.98	5808.5	5807.98	5808.5	99.0
2024-06-23 19:40:00	ES	Futures	5808.24	5808.5	5806.41	5806.67	422.0
2024-06-23 19:45:00	ES	Futures	5806.67	5806.93	5806.14	5806.41	233.0
2024-06-23 19:50:00	ES	Futures	5806.41	5806.41	5805.62	5806.14	214.0
2024-06-23 19:55:00	ES	Futures	5805.88	5806.41	5805.62	5806.14	178.0
2024-06-23 20:00:00	ES	Futures	5806.14	5806.41	5804.83	5806.14	514.0
2024-06-23 20:05:00	ES	Futures	5805.88	5805.88	5804.83	5805.88	359.0
2024-06-23 20:10:00	ES	Futures	5805.62	5806.41	5805.36	5805.36	417.0
2024-06-23 20:15:00	ES	Futures	5805.36	5806.41	5805.36	5805.88	565.0
2024-06-23 20:20:00	ES	Futures	5806.14	5806.41	5805.36	5806.41	409.0
2024-06-23 20:25:00	ES	Futures	5806.14	5806.93	5806.14	5806.93	318.0
2024-06-23 20:30:00	ES	Futures	5806.93	5807.46	5806.67	5807.46	352.0
2024-06-23 20:35:00	ES	Futures	5807.46	5807.72	5807.19	5807.72	154.0
2024-06-23 20:40:00	ES	Futures	5807.46	5807.46	5807.19	5807.46	128.0
2024-06-23 20:45:00	ES	Futures	5807.46	5807.46	5806.67	5806.67	130.0
2024-06-23 20:50:00	ES	Futures	5806.67	5807.19	5806.41	5807.19	270.0
2024-06-23 20:55:00	ES	Futures	5807.19	5807.19	5805.62	5806.14	327.0
2024-06-23 21:00:00	ES	Futures	5805.88	5806.41	5805.1	5805.1	571.0
2024-06-23 21:05:00	ES	Futures	5805.36	5805.36	5802.74	5803.0	976.0
2024-06-23 21:10:00	ES	Futures	5803.26	5803.26	5794.35	5796.71	3166.0
2024-06-23 21:15:00	ES	Futures	5796.97	5797.23	5788.58	5791.46	6149.0
2024-06-23 21:20:00	ES	Futures	5791.73	5793.04	5788.32	5792.77	1773.0
2024-06-23 21:25:00	ES	Futures	5792.77	5795.66	5792.25	5793.82	1263.0
2024-06-23 21:30:00	ES	Futures	5793.82	5794.61	5791.99	5792.51	922.0
2024-06-23 21:35:00	ES	Futures	5792.25	5793.3	5790.68	5792.25	715.0
2024-06-23 21:40:00	ES	Futures	5792.51	5793.56	5792.51	5793.3	398.0
2024-06-23 21:45:00	ES	Futures	5793.56	5795.66	5793.04	5795.13	626.0
2024-06-23 21:50:00	ES	Futures	5795.13	5795.4	5793.3	5793.56	388.0
2024-06-23 21:55:00	ES	Futures	5793.56	5795.4	5793.56	5794.87	465.0
2024-06-23 22:00:00	ES	Futures	5794.87	5795.4	5793.82	5795.13	390.0
2024-06-23 22:05:00	ES	Futures	5795.13	5795.92	5794.35	5794.61	285.0

> showing 50 of 3,845 rows — these rows as CSV

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