PREVIEW / futures_5min / 2024-07-03

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-03.parquet
  size:    326 KB
  rows:    18,905

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
2024-07-03 00:00:00	ES	Futures	5832.1	5832.89	5831.84	5832.62	230.0
2024-07-03 00:05:00	ES	Futures	5832.62	5833.15	5832.36	5833.15	135.0
2024-07-03 00:10:00	ES	Futures	5833.15	5833.67	5832.89	5833.67	108.0
2024-07-03 00:15:00	ES	Futures	5833.67	5833.67	5833.41	5833.41	134.0
2024-07-03 00:20:00	ES	Futures	5833.41	5833.67	5833.41	5833.41	149.0
2024-07-03 00:25:00	ES	Futures	5833.41	5833.93	5833.41	5833.93	148.0
2024-07-03 00:30:00	ES	Futures	5833.93	5834.46	5833.67	5834.46	130.0
2024-07-03 00:35:00	ES	Futures	5834.2	5834.72	5833.67	5834.72	196.0
2024-07-03 00:40:00	ES	Futures	5834.72	5834.98	5834.46	5834.72	203.0
2024-07-03 00:45:00	ES	Futures	5834.72	5834.72	5834.2	5834.46	171.0
2024-07-03 00:50:00	ES	Futures	5834.46	5834.98	5833.67	5833.93	475.0
2024-07-03 00:55:00	ES	Futures	5833.93	5834.72	5833.41	5834.46	291.0
2024-07-03 01:00:00	ES	Futures	5834.46	5834.72	5833.93	5833.93	282.0
2024-07-03 01:05:00	ES	Futures	5833.93	5834.46	5832.89	5832.89	389.0
2024-07-03 01:10:00	ES	Futures	5833.15	5833.93	5832.89	5833.41	414.0
2024-07-03 01:15:00	ES	Futures	5833.41	5833.67	5832.89	5833.15	321.0
2024-07-03 01:20:00	ES	Futures	5833.15	5834.72	5833.15	5834.2	678.0
2024-07-03 01:25:00	ES	Futures	5834.46	5834.46	5832.36	5833.15	526.0
2024-07-03 01:30:00	ES	Futures	5833.41	5833.93	5833.41	5833.41	343.0
2024-07-03 01:35:00	ES	Futures	5833.41	5834.2	5832.89	5833.41	419.0
2024-07-03 01:40:00	ES	Futures	5833.41	5834.2	5833.15	5833.67	448.0
2024-07-03 01:45:00	ES	Futures	5833.67	5833.93	5833.15	5833.67	277.0
2024-07-03 01:50:00	ES	Futures	5833.67	5833.67	5832.62	5833.15	289.0
2024-07-03 01:55:00	ES	Futures	5833.15	5833.67	5832.36	5833.67	423.0
2024-07-03 02:00:00	ES	Futures	5833.93	5836.03	5833.67	5834.72	1945.0
2024-07-03 02:05:00	ES	Futures	5834.72	5835.77	5834.46	5834.98	744.0
2024-07-03 02:10:00	ES	Futures	5835.25	5836.82	5834.46	5836.03	1342.0
2024-07-03 02:15:00	ES	Futures	5836.29	5836.56	5834.2	5835.77	777.0
2024-07-03 02:20:00	ES	Futures	5835.77	5836.56	5834.72	5835.25	989.0
2024-07-03 02:25:00	ES	Futures	5835.25	5836.56	5834.98	5835.51	557.0
2024-07-03 02:30:00	ES	Futures	5835.51	5836.03	5834.98	5835.77	357.0
2024-07-03 02:35:00	ES	Futures	5835.77	5836.03	5834.98	5835.25	374.0
2024-07-03 02:40:00	ES	Futures	5835.25	5835.51	5834.72	5835.51	389.0
2024-07-03 02:45:00	ES	Futures	5835.51	5836.03	5834.98	5835.77	423.0
2024-07-03 02:50:00	ES	Futures	5836.03	5837.08	5836.03	5836.82	410.0
2024-07-03 02:55:00	ES	Futures	5836.56	5836.56	5834.98	5835.51	703.0
2024-07-03 03:00:00	ES	Futures	5835.77	5836.29	5834.2	5835.51	1859.0
2024-07-03 03:05:00	ES	Futures	5835.77	5836.29	5834.2	5834.2	838.0
2024-07-03 03:10:00	ES	Futures	5834.46	5836.03	5833.93	5835.77	521.0
2024-07-03 03:15:00	ES	Futures	5835.77	5837.08	5835.25	5836.56	1126.0
2024-07-03 03:20:00	ES	Futures	5836.82	5838.39	5835.51	5836.56	1147.0
2024-07-03 03:25:00	ES	Futures	5836.56	5837.87	5836.56	5837.6	915.0
2024-07-03 03:30:00	ES	Futures	5837.87	5838.39	5836.56	5837.34	1166.0
2024-07-03 03:35:00	ES	Futures	5837.6	5839.44	5837.34	5838.92	878.0
2024-07-03 03:40:00	ES	Futures	5839.18	5839.18	5837.34	5837.6	966.0
2024-07-03 03:45:00	ES	Futures	5837.6	5837.6	5835.25	5836.03	1333.0
2024-07-03 03:50:00	ES	Futures	5835.77	5836.82	5835.25	5835.51	540.0
2024-07-03 03:55:00	ES	Futures	5835.77	5836.29	5835.51	5836.03	516.0
2024-07-03 04:00:00	ES	Futures	5836.29	5836.56	5834.72	5835.51	1024.0
2024-07-03 04:05:00	ES	Futures	5835.51	5837.08	5834.72	5836.56	914.0

> showing 50 of 18,905 rows — these rows as CSV

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