PREVIEW / futures_5min / 2024-07-04

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-04.parquet
  size:    232 KB
  rows:    15,246

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
2024-07-04 00:00:00	ES	Futures	5861.2	5861.46	5860.94	5861.46	32.0
2024-07-04 00:05:00	ES	Futures	5861.46	5861.72	5860.41	5860.94	160.0
2024-07-04 00:10:00	ES	Futures	5860.94	5861.46	5860.94	5861.46	50.0
2024-07-04 00:15:00	ES	Futures	5861.72	5861.99	5860.94	5861.2	226.0
2024-07-04 00:20:00	ES	Futures	5861.2	5861.72	5861.2	5861.72	98.0
2024-07-04 00:25:00	ES	Futures	5861.46	5861.72	5860.94	5861.46	164.0
2024-07-04 00:30:00	ES	Futures	5861.72	5861.72	5861.2	5861.2	56.0
2024-07-04 00:35:00	ES	Futures	5861.2	5861.2	5860.68	5860.94	155.0
2024-07-04 00:40:00	ES	Futures	5860.68	5861.2	5860.68	5860.94	59.0
2024-07-04 00:45:00	ES	Futures	5861.2	5861.2	5860.94	5860.94	19.0
2024-07-04 00:50:00	ES	Futures	5861.2	5861.72	5860.94	5861.72	70.0
2024-07-04 00:55:00	ES	Futures	5861.72	5861.99	5861.72	5861.72	144.0
2024-07-04 01:00:00	ES	Futures	5861.72	5861.99	5860.94	5860.94	157.0
2024-07-04 01:05:00	ES	Futures	5860.68	5860.94	5860.68	5860.94	95.0
2024-07-04 01:10:00	ES	Futures	5860.68	5861.72	5860.68	5861.72	153.0
2024-07-04 01:15:00	ES	Futures	5861.72	5862.25	5861.46	5861.72	124.0
2024-07-04 01:20:00	ES	Futures	5861.46	5861.99	5861.2	5861.72	108.0
2024-07-04 01:25:00	ES	Futures	5861.72	5861.99	5860.94	5861.99	198.0
2024-07-04 01:30:00	ES	Futures	5861.99	5863.03	5861.99	5862.77	328.0
2024-07-04 01:35:00	ES	Futures	5862.51	5863.3	5861.72	5863.03	256.0
2024-07-04 01:40:00	ES	Futures	5863.3	5863.3	5862.77	5863.03	132.0
2024-07-04 01:45:00	ES	Futures	5863.03	5863.82	5862.77	5863.3	127.0
2024-07-04 01:50:00	ES	Futures	5863.3	5863.56	5862.51	5862.77	332.0
2024-07-04 01:55:00	ES	Futures	5862.77	5863.82	5862.25	5863.56	311.0
2024-07-04 02:00:00	ES	Futures	5863.3	5863.56	5861.99	5862.25	500.0
2024-07-04 02:05:00	ES	Futures	5862.51	5862.77	5861.46	5861.72	485.0
2024-07-04 02:10:00	ES	Futures	5861.72	5863.03	5861.72	5862.51	353.0
2024-07-04 02:15:00	ES	Futures	5862.25	5862.77	5861.72	5861.99	267.0
2024-07-04 02:20:00	ES	Futures	5861.99	5862.25	5861.72	5861.72	257.0
2024-07-04 02:25:00	ES	Futures	5861.72	5861.99	5861.2	5861.46	273.0
2024-07-04 02:30:00	ES	Futures	5861.46	5861.99	5861.46	5861.72	239.0
2024-07-04 02:35:00	ES	Futures	5861.72	5862.51	5861.72	5862.25	158.0
2024-07-04 02:40:00	ES	Futures	5861.99	5862.77	5861.72	5862.77	279.0
2024-07-04 02:45:00	ES	Futures	5862.51	5863.56	5862.51	5862.77	339.0
2024-07-04 02:50:00	ES	Futures	5863.03	5865.39	5863.03	5864.35	592.0
2024-07-04 02:55:00	ES	Futures	5864.08	5864.35	5863.3	5863.56	617.0
2024-07-04 03:00:00	ES	Futures	5863.56	5864.35	5863.3	5864.35	693.0
2024-07-04 03:05:00	ES	Futures	5864.35	5864.35	5863.3	5863.56	543.0
2024-07-04 03:10:00	ES	Futures	5863.56	5864.35	5863.03	5863.82	561.0
2024-07-04 03:15:00	ES	Futures	5863.56	5864.87	5863.56	5864.08	545.0
2024-07-04 03:20:00	ES	Futures	5864.08	5865.66	5864.08	5865.39	561.0
2024-07-04 03:25:00	ES	Futures	5865.13	5865.39	5863.3	5863.56	627.0
2024-07-04 03:30:00	ES	Futures	5863.56	5863.56	5862.77	5863.3	650.0
2024-07-04 03:35:00	ES	Futures	5863.3	5863.56	5861.99	5862.25	427.0
2024-07-04 03:40:00	ES	Futures	5862.51	5863.82	5862.25	5863.56	395.0
2024-07-04 03:45:00	ES	Futures	5863.56	5864.87	5863.3	5864.87	237.0
2024-07-04 03:50:00	ES	Futures	5864.87	5865.66	5864.35	5864.61	529.0
2024-07-04 03:55:00	ES	Futures	5864.61	5866.18	5864.35	5865.92	752.0
2024-07-04 04:00:00	ES	Futures	5865.92	5866.44	5865.13	5865.39	760.0
2024-07-04 04:05:00	ES	Futures	5865.13	5865.92	5865.13	5865.66	810.0

> showing 50 of 15,246 rows — these rows as CSV

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