PREVIEW / futures_5min / 2024-07-05

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-05.parquet
  size:    283 KB
  rows:    15,548

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
2024-07-05 00:00:00	ES	Futures	5865.13	5865.39	5864.87	5865.13	156.0
2024-07-05 00:05:00	ES	Futures	5865.13	5865.39	5864.87	5864.87	96.0
2024-07-05 00:10:00	ES	Futures	5865.13	5865.13	5864.35	5864.61	116.0
2024-07-05 00:15:00	ES	Futures	5864.61	5865.13	5864.35	5865.13	149.0
2024-07-05 00:20:00	ES	Futures	5865.13	5865.92	5864.87	5865.39	335.0
2024-07-05 00:25:00	ES	Futures	5865.39	5865.39	5864.87	5865.39	168.0
2024-07-05 00:30:00	ES	Futures	5865.39	5865.66	5864.87	5864.87	220.0
2024-07-05 00:35:00	ES	Futures	5865.13	5865.66	5864.87	5865.13	170.0
2024-07-05 00:40:00	ES	Futures	5865.39	5865.92	5865.39	5865.66	157.0
2024-07-05 00:45:00	ES	Futures	5865.66	5865.66	5865.13	5865.66	164.0
2024-07-05 00:50:00	ES	Futures	5865.66	5866.18	5865.66	5866.18	249.0
2024-07-05 00:55:00	ES	Futures	5865.92	5867.23	5865.66	5865.66	552.0
2024-07-05 01:00:00	ES	Futures	5865.92	5865.92	5865.39	5865.39	337.0
2024-07-05 01:05:00	ES	Futures	5865.66	5865.92	5865.13	5865.39	286.0
2024-07-05 01:10:00	ES	Futures	5865.39	5865.39	5864.87	5865.13	178.0
2024-07-05 01:15:00	ES	Futures	5865.13	5865.39	5864.87	5865.39	172.0
2024-07-05 01:20:00	ES	Futures	5865.39	5866.44	5865.13	5866.44	238.0
2024-07-05 01:25:00	ES	Futures	5866.44	5866.97	5866.18	5866.18	424.0
2024-07-05 01:30:00	ES	Futures	5866.44	5866.97	5866.18	5866.7	315.0
2024-07-05 01:35:00	ES	Futures	5866.7	5866.7	5865.92	5866.18	562.0
2024-07-05 01:40:00	ES	Futures	5866.18	5867.23	5865.92	5867.23	233.0
2024-07-05 01:45:00	ES	Futures	5867.23	5868.02	5866.97	5867.75	793.0
2024-07-05 01:50:00	ES	Futures	5867.75	5868.28	5867.49	5868.02	399.0
2024-07-05 01:55:00	ES	Futures	5868.02	5868.54	5867.75	5868.02	502.0
2024-07-05 02:00:00	ES	Futures	5867.75	5868.28	5867.49	5867.75	676.0
2024-07-05 02:05:00	ES	Futures	5868.02	5868.8	5867.49	5868.54	604.0
2024-07-05 02:10:00	ES	Futures	5868.54	5869.06	5867.49	5868.02	731.0
2024-07-05 02:15:00	ES	Futures	5868.02	5869.33	5868.02	5869.06	686.0
2024-07-05 02:20:00	ES	Futures	5868.8	5869.33	5868.54	5869.06	453.0
2024-07-05 02:25:00	ES	Futures	5869.06	5870.38	5868.8	5868.8	986.0
2024-07-05 02:30:00	ES	Futures	5869.06	5871.16	5868.8	5870.11	869.0
2024-07-05 02:35:00	ES	Futures	5870.38	5870.64	5869.85	5869.85	460.0
2024-07-05 02:40:00	ES	Futures	5869.85	5870.64	5869.59	5870.38	354.0
2024-07-05 02:45:00	ES	Futures	5870.38	5870.64	5869.59	5869.59	507.0
2024-07-05 02:50:00	ES	Futures	5869.59	5870.11	5869.06	5869.33	699.0
2024-07-05 02:55:00	ES	Futures	5869.59	5869.59	5868.8	5869.06	558.0
2024-07-05 03:00:00	ES	Futures	5869.06	5870.38	5868.54	5869.85	1328.0
2024-07-05 03:05:00	ES	Futures	5870.11	5870.64	5868.8	5870.11	973.0
2024-07-05 03:10:00	ES	Futures	5870.38	5870.9	5870.11	5870.11	949.0
2024-07-05 03:15:00	ES	Futures	5870.38	5870.64	5868.8	5869.59	1503.0
2024-07-05 03:20:00	ES	Futures	5869.59	5869.85	5865.66	5865.92	2391.0
2024-07-05 03:25:00	ES	Futures	5866.18	5866.97	5865.66	5866.97	1123.0
2024-07-05 03:30:00	ES	Futures	5866.97	5866.97	5865.13	5866.18	2193.0
2024-07-05 03:35:00	ES	Futures	5866.18	5866.7	5865.13	5865.92	2289.0
2024-07-05 03:40:00	ES	Futures	5865.92	5867.49	5865.39	5867.23	1061.0
2024-07-05 03:45:00	ES	Futures	5867.23	5868.28	5866.97	5867.23	1037.0
2024-07-05 03:50:00	ES	Futures	5867.49	5868.02	5865.92	5867.49	817.0
2024-07-05 03:55:00	ES	Futures	5867.75	5867.75	5866.44	5867.49	510.0
2024-07-05 04:00:00	ES	Futures	5867.23	5867.49	5865.39	5866.18	1430.0
2024-07-05 04:05:00	ES	Futures	5866.18	5867.75	5865.92	5867.49	1474.0

> showing 50 of 15,548 rows — these rows as CSV

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