PREVIEW / futures_5min / 2024-07-02

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-02.parquet
  size:    338 KB
  rows:    19,930

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
2024-07-02 00:00:00	ES	Futures	5790.42	5790.68	5790.15	5790.68	271.0
2024-07-02 00:05:00	ES	Futures	5790.68	5790.68	5789.89	5790.15	309.0
2024-07-02 00:10:00	ES	Futures	5790.42	5791.2	5790.15	5790.94	436.0
2024-07-02 00:15:00	ES	Futures	5790.68	5791.2	5790.42	5790.94	131.0
2024-07-02 00:20:00	ES	Futures	5791.2	5791.73	5790.94	5790.94	304.0
2024-07-02 00:25:00	ES	Futures	5791.2	5791.99	5791.2	5791.73	426.0
2024-07-02 00:30:00	ES	Futures	5791.73	5792.77	5791.46	5792.25	348.0
2024-07-02 00:35:00	ES	Futures	5792.25	5792.77	5791.99	5791.99	171.0
2024-07-02 00:40:00	ES	Futures	5792.25	5792.25	5791.2	5791.46	190.0
2024-07-02 00:45:00	ES	Futures	5791.46	5791.73	5790.68	5791.46	266.0
2024-07-02 00:50:00	ES	Futures	5791.2	5791.46	5790.94	5791.46	162.0
2024-07-02 00:55:00	ES	Futures	5791.2	5791.73	5791.2	5791.46	126.0
2024-07-02 01:00:00	ES	Futures	5791.73	5791.73	5790.94	5791.2	207.0
2024-07-02 01:05:00	ES	Futures	5791.2	5791.46	5790.68	5790.68	158.0
2024-07-02 01:10:00	ES	Futures	5790.94	5791.46	5790.42	5791.46	234.0
2024-07-02 01:15:00	ES	Futures	5791.46	5791.99	5790.94	5790.94	326.0
2024-07-02 01:20:00	ES	Futures	5791.2	5791.73	5790.94	5790.94	253.0
2024-07-02 01:25:00	ES	Futures	5791.2	5793.04	5791.2	5793.04	327.0
2024-07-02 01:30:00	ES	Futures	5792.77	5793.82	5792.77	5793.82	620.0
2024-07-02 01:35:00	ES	Futures	5793.56	5794.35	5793.04	5793.56	282.0
2024-07-02 01:40:00	ES	Futures	5793.82	5796.44	5793.82	5795.92	1012.0
2024-07-02 01:45:00	ES	Futures	5795.92	5796.18	5794.87	5795.4	472.0
2024-07-02 01:50:00	ES	Futures	5795.4	5796.44	5795.4	5795.66	267.0
2024-07-02 01:55:00	ES	Futures	5795.4	5796.18	5794.87	5795.4	393.0
2024-07-02 02:00:00	ES	Futures	5795.4	5796.71	5794.09	5794.61	1179.0
2024-07-02 02:05:00	ES	Futures	5794.61	5795.13	5793.82	5794.35	757.0
2024-07-02 02:10:00	ES	Futures	5794.61	5794.61	5792.77	5793.3	735.0
2024-07-02 02:15:00	ES	Futures	5793.3	5793.56	5790.94	5791.99	799.0
2024-07-02 02:20:00	ES	Futures	5792.25	5793.3	5792.25	5793.3	672.0
2024-07-02 02:25:00	ES	Futures	5793.3	5793.82	5793.04	5793.56	358.0
2024-07-02 02:30:00	ES	Futures	5793.56	5793.56	5790.68	5790.68	715.0
2024-07-02 02:35:00	ES	Futures	5790.68	5791.46	5789.89	5790.94	723.0
2024-07-02 02:40:00	ES	Futures	5790.94	5791.73	5789.89	5791.46	663.0
2024-07-02 02:45:00	ES	Futures	5791.73	5793.04	5790.68	5791.2	761.0
2024-07-02 02:50:00	ES	Futures	5791.2	5791.2	5789.37	5790.15	693.0
2024-07-02 02:55:00	ES	Futures	5790.42	5790.42	5788.58	5790.15	965.0
2024-07-02 03:00:00	ES	Futures	5790.15	5790.15	5783.6	5787.01	4013.0
2024-07-02 03:05:00	ES	Futures	5787.27	5788.32	5784.65	5784.91	2323.0
2024-07-02 03:10:00	ES	Futures	5784.91	5786.74	5782.55	5783.34	2267.0
2024-07-02 03:15:00	ES	Futures	5783.34	5784.12	5781.5	5783.34	2440.0
2024-07-02 03:20:00	ES	Futures	5783.34	5784.39	5781.24	5782.55	2146.0
2024-07-02 03:25:00	ES	Futures	5782.55	5783.07	5780.45	5781.24	2612.0
2024-07-02 03:30:00	ES	Futures	5781.5	5782.81	5780.72	5781.5	1737.0
2024-07-02 03:35:00	ES	Futures	5781.76	5782.81	5779.4	5779.4	1857.0
2024-07-02 03:40:00	ES	Futures	5779.4	5780.45	5776.78	5778.09	3628.0
2024-07-02 03:45:00	ES	Futures	5778.09	5779.93	5776.78	5779.67	2053.0
2024-07-02 03:50:00	ES	Futures	5779.93	5781.76	5779.67	5780.45	1433.0
2024-07-02 03:55:00	ES	Futures	5780.72	5783.86	5780.45	5782.81	1218.0
2024-07-02 04:00:00	ES	Futures	5782.81	5784.12	5780.19	5780.45	2105.0
2024-07-02 04:05:00	ES	Futures	5780.72	5783.34	5780.19	5782.03	1666.0

> showing 50 of 19,930 rows — these rows as CSV

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