PREVIEW / futures_5min / 2024-07-09

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-09.parquet
  size:    321 KB
  rows:    19,651

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
2024-07-09 00:00:00	ES	Futures	5912.32	5912.58	5912.06	5912.32	215.0
2024-07-09 00:05:00	ES	Futures	5912.32	5912.58	5912.06	5912.58	197.0
2024-07-09 00:10:00	ES	Futures	5912.58	5912.85	5912.32	5912.32	132.0
2024-07-09 00:15:00	ES	Futures	5912.32	5912.85	5912.06	5912.58	358.0
2024-07-09 00:20:00	ES	Futures	5912.85	5912.85	5912.32	5912.58	104.0
2024-07-09 00:25:00	ES	Futures	5912.58	5912.85	5912.32	5912.85	198.0
2024-07-09 00:30:00	ES	Futures	5912.85	5912.85	5911.53	5911.53	426.0
2024-07-09 00:35:00	ES	Futures	5911.53	5912.06	5911.53	5912.06	116.0
2024-07-09 00:40:00	ES	Futures	5911.8	5912.85	5911.8	5912.85	347.0
2024-07-09 00:45:00	ES	Futures	5912.85	5913.37	5912.32	5912.58	268.0
2024-07-09 00:50:00	ES	Futures	5912.58	5912.85	5912.32	5912.85	101.0
2024-07-09 00:55:00	ES	Futures	5912.85	5913.63	5912.85	5913.37	390.0
2024-07-09 01:00:00	ES	Futures	5913.37	5914.16	5913.11	5914.16	356.0
2024-07-09 01:05:00	ES	Futures	5914.16	5914.42	5913.11	5913.37	413.0
2024-07-09 01:10:00	ES	Futures	5913.37	5913.63	5913.11	5913.11	217.0
2024-07-09 01:15:00	ES	Futures	5913.11	5914.16	5912.85	5913.63	304.0
2024-07-09 01:20:00	ES	Futures	5913.63	5913.63	5911.53	5911.8	895.0
2024-07-09 01:25:00	ES	Futures	5911.8	5912.32	5911.53	5912.32	390.0
2024-07-09 01:30:00	ES	Futures	5912.32	5912.85	5911.8	5911.8	352.0
2024-07-09 01:35:00	ES	Futures	5912.06	5912.58	5911.53	5912.58	247.0
2024-07-09 01:40:00	ES	Futures	5912.58	5913.63	5912.58	5913.11	355.0
2024-07-09 01:45:00	ES	Futures	5913.11	5913.63	5912.58	5912.85	343.0
2024-07-09 01:50:00	ES	Futures	5912.58	5912.85	5911.8	5911.8	277.0
2024-07-09 01:55:00	ES	Futures	5911.8	5912.58	5911.27	5912.58	705.0
2024-07-09 02:00:00	ES	Futures	5912.32	5912.32	5910.49	5910.75	896.0
2024-07-09 02:05:00	ES	Futures	5911.01	5911.8	5910.49	5911.01	450.0
2024-07-09 02:10:00	ES	Futures	5911.01	5911.27	5910.22	5911.01	303.0
2024-07-09 02:15:00	ES	Futures	5911.01	5911.01	5910.49	5910.49	331.0
2024-07-09 02:20:00	ES	Futures	5910.75	5911.53	5910.49	5911.27	418.0
2024-07-09 02:25:00	ES	Futures	5911.53	5911.53	5910.22	5910.22	396.0
2024-07-09 02:30:00	ES	Futures	5909.96	5910.49	5909.18	5909.44	515.0
2024-07-09 02:35:00	ES	Futures	5909.44	5909.7	5908.91	5909.7	379.0
2024-07-09 02:40:00	ES	Futures	5909.44	5909.96	5908.91	5909.44	345.0
2024-07-09 02:45:00	ES	Futures	5909.44	5909.7	5908.39	5909.44	811.0
2024-07-09 02:50:00	ES	Futures	5909.44	5909.96	5908.91	5909.7	347.0
2024-07-09 02:55:00	ES	Futures	5909.44	5910.22	5909.18	5910.22	510.0
2024-07-09 03:00:00	ES	Futures	5909.96	5910.75	5907.6	5908.91	1893.0
2024-07-09 03:05:00	ES	Futures	5908.91	5910.49	5908.65	5910.49	1443.0
2024-07-09 03:10:00	ES	Futures	5910.49	5910.49	5907.86	5907.86	1155.0
2024-07-09 03:15:00	ES	Futures	5908.13	5909.44	5907.86	5907.86	1201.0
2024-07-09 03:20:00	ES	Futures	5908.13	5909.7	5907.6	5908.91	1373.0
2024-07-09 03:25:00	ES	Futures	5908.65	5911.27	5908.13	5911.27	1473.0
2024-07-09 03:30:00	ES	Futures	5911.27	5911.8	5910.75	5911.53	1241.0
2024-07-09 03:35:00	ES	Futures	5911.8	5912.32	5911.01	5912.06	949.0
2024-07-09 03:40:00	ES	Futures	5912.06	5913.11	5912.06	5912.32	1012.0
2024-07-09 03:45:00	ES	Futures	5912.32	5912.32	5911.53	5912.06	582.0
2024-07-09 03:50:00	ES	Futures	5912.06	5912.58	5911.53	5912.06	501.0
2024-07-09 03:55:00	ES	Futures	5912.06	5912.58	5912.06	5912.32	432.0
2024-07-09 04:00:00	ES	Futures	5912.32	5913.37	5912.06	5912.85	1047.0
2024-07-09 04:05:00	ES	Futures	5912.58	5913.89	5912.06	5912.32	1275.0

> showing 50 of 19,651 rows — these rows as CSV

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