PREVIEW / futures_5min / 2024-07-10

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-10.parquet
  size:    328 KB
  rows:    19,512

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
2024-07-10 00:00:00	ES	Futures	5908.39	5908.65	5908.13	5908.13	155.0
2024-07-10 00:05:00	ES	Futures	5908.13	5908.39	5907.86	5908.39	212.0
2024-07-10 00:10:00	ES	Futures	5908.39	5908.39	5907.6	5907.86	152.0
2024-07-10 00:15:00	ES	Futures	5907.6	5908.13	5907.34	5908.13	263.0
2024-07-10 00:20:00	ES	Futures	5908.13	5908.13	5907.6	5907.6	142.0
2024-07-10 00:25:00	ES	Futures	5907.6	5908.13	5907.34	5907.86	175.0
2024-07-10 00:30:00	ES	Futures	5908.13	5908.91	5908.13	5908.91	181.0
2024-07-10 00:35:00	ES	Futures	5908.91	5909.44	5908.65	5909.44	166.0
2024-07-10 00:40:00	ES	Futures	5909.44	5909.44	5909.18	5909.44	35.0
2024-07-10 00:45:00	ES	Futures	5909.18	5909.44	5908.91	5908.91	42.0
2024-07-10 00:50:00	ES	Futures	5908.91	5909.18	5908.91	5909.18	165.0
2024-07-10 00:55:00	ES	Futures	5908.91	5909.7	5908.91	5909.44	250.0
2024-07-10 01:00:00	ES	Futures	5909.44	5909.96	5909.18	5909.18	363.0
2024-07-10 01:05:00	ES	Futures	5909.44	5909.44	5908.39	5908.39	524.0
2024-07-10 01:10:00	ES	Futures	5908.39	5908.39	5908.13	5908.13	404.0
2024-07-10 01:15:00	ES	Futures	5908.13	5908.39	5907.34	5907.86	372.0
2024-07-10 01:20:00	ES	Futures	5908.13	5908.13	5907.6	5907.6	325.0
2024-07-10 01:25:00	ES	Futures	5907.6	5908.13	5907.08	5907.08	318.0
2024-07-10 01:30:00	ES	Futures	5907.34	5907.6	5907.08	5907.34	301.0
2024-07-10 01:35:00	ES	Futures	5907.08	5907.34	5906.55	5906.55	455.0
2024-07-10 01:40:00	ES	Futures	5906.55	5906.82	5906.03	5906.55	435.0
2024-07-10 01:45:00	ES	Futures	5906.55	5906.55	5904.98	5905.24	601.0
2024-07-10 01:50:00	ES	Futures	5905.24	5906.03	5905.24	5905.51	421.0
2024-07-10 01:55:00	ES	Futures	5905.51	5905.51	5904.72	5904.72	746.0
2024-07-10 02:00:00	ES	Futures	5904.72	5906.03	5904.72	5905.24	1000.0
2024-07-10 02:05:00	ES	Futures	5905.51	5906.29	5905.24	5906.03	752.0
2024-07-10 02:10:00	ES	Futures	5906.03	5906.82	5906.03	5906.03	554.0
2024-07-10 02:15:00	ES	Futures	5906.03	5907.6	5906.03	5907.6	411.0
2024-07-10 02:20:00	ES	Futures	5907.34	5907.86	5907.08	5907.08	622.0
2024-07-10 02:25:00	ES	Futures	5906.82	5907.86	5906.82	5907.6	481.0
2024-07-10 02:30:00	ES	Futures	5907.6	5908.39	5907.34	5908.13	542.0
2024-07-10 02:35:00	ES	Futures	5907.86	5908.13	5907.34	5908.13	619.0
2024-07-10 02:40:00	ES	Futures	5908.13	5908.13	5906.82	5907.6	412.0
2024-07-10 02:45:00	ES	Futures	5907.6	5908.39	5906.82	5908.39	656.0
2024-07-10 02:50:00	ES	Futures	5908.39	5908.91	5907.86	5908.65	658.0
2024-07-10 02:55:00	ES	Futures	5908.91	5908.91	5906.55	5906.82	1053.0
2024-07-10 03:00:00	ES	Futures	5907.08	5907.86	5906.55	5907.34	807.0
2024-07-10 03:05:00	ES	Futures	5907.34	5908.91	5907.34	5908.13	1252.0
2024-07-10 03:10:00	ES	Futures	5908.39	5909.18	5907.6	5907.86	1120.0
2024-07-10 03:15:00	ES	Futures	5907.86	5909.18	5907.08	5908.39	1277.0
2024-07-10 03:20:00	ES	Futures	5908.39	5909.18	5908.39	5908.91	742.0
2024-07-10 03:25:00	ES	Futures	5908.65	5909.7	5907.6	5907.86	1160.0
2024-07-10 03:30:00	ES	Futures	5907.86	5909.18	5907.34	5908.91	855.0
2024-07-10 03:35:00	ES	Futures	5909.18	5909.7	5908.91	5909.18	660.0
2024-07-10 03:40:00	ES	Futures	5909.18	5909.18	5908.39	5908.39	495.0
2024-07-10 03:45:00	ES	Futures	5908.65	5909.7	5908.65	5909.44	497.0
2024-07-10 03:50:00	ES	Futures	5909.44	5909.7	5908.91	5909.7	641.0
2024-07-10 03:55:00	ES	Futures	5909.44	5910.22	5908.91	5909.18	763.0
2024-07-10 04:00:00	ES	Futures	5909.44	5909.96	5908.65	5909.96	1088.0
2024-07-10 04:05:00	ES	Futures	5909.96	5910.75	5909.7	5909.96	1358.0

> showing 50 of 19,512 rows — these rows as CSV

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