PREVIEW / futures_5min / 2024-07-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-12.parquet
  size:    292 KB
  rows:    15,979

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
2024-07-12 00:00:00	ES	Futures	5914.16	5914.68	5913.63	5913.89	193.0
2024-07-12 00:05:00	ES	Futures	5913.63	5914.68	5913.37	5914.42	219.0
2024-07-12 00:10:00	ES	Futures	5914.68	5915.47	5914.42	5915.47	197.0
2024-07-12 00:15:00	ES	Futures	5915.47	5915.47	5914.94	5915.21	228.0
2024-07-12 00:20:00	ES	Futures	5914.94	5915.47	5914.68	5915.21	127.0
2024-07-12 00:25:00	ES	Futures	5914.94	5915.21	5914.16	5914.68	205.0
2024-07-12 00:30:00	ES	Futures	5914.42	5914.68	5913.11	5913.37	393.0
2024-07-12 00:35:00	ES	Futures	5913.63	5913.89	5913.37	5913.89	202.0
2024-07-12 00:40:00	ES	Futures	5913.89	5914.16	5913.37	5913.37	173.0
2024-07-12 00:45:00	ES	Futures	5913.63	5914.42	5913.63	5913.63	244.0
2024-07-12 00:50:00	ES	Futures	5913.63	5913.63	5911.27	5911.27	700.0
2024-07-12 00:55:00	ES	Futures	5911.53	5912.06	5910.75	5911.53	918.0
2024-07-12 01:00:00	ES	Futures	5911.8	5912.85	5911.53	5912.06	428.0
2024-07-12 01:05:00	ES	Futures	5912.06	5912.58	5911.53	5911.53	309.0
2024-07-12 01:10:00	ES	Futures	5911.53	5911.53	5909.18	5909.18	610.0
2024-07-12 01:15:00	ES	Futures	5909.44	5911.27	5908.39	5910.49	612.0
2024-07-12 01:20:00	ES	Futures	5910.49	5912.85	5909.96	5912.85	628.0
2024-07-12 01:25:00	ES	Futures	5913.11	5913.63	5912.85	5913.63	433.0
2024-07-12 01:30:00	ES	Futures	5913.63	5915.21	5913.63	5914.42	766.0
2024-07-12 01:35:00	ES	Futures	5914.42	5914.68	5913.11	5913.89	563.0
2024-07-12 01:40:00	ES	Futures	5913.89	5915.73	5913.63	5915.47	815.0
2024-07-12 01:45:00	ES	Futures	5915.47	5915.73	5914.68	5914.68	309.0
2024-07-12 01:50:00	ES	Futures	5914.94	5915.47	5914.42	5914.42	292.0
2024-07-12 01:55:00	ES	Futures	5914.42	5915.99	5913.89	5915.47	519.0
2024-07-12 02:00:00	ES	Futures	5915.47	5917.83	5915.47	5916.25	1362.0
2024-07-12 02:05:00	ES	Futures	5916.52	5916.52	5915.21	5915.21	532.0
2024-07-12 02:10:00	ES	Futures	5915.47	5916.25	5914.16	5914.42	472.0
2024-07-12 02:15:00	ES	Futures	5914.68	5917.04	5914.16	5916.78	764.0
2024-07-12 02:20:00	ES	Futures	5916.52	5917.56	5916.25	5917.3	524.0
2024-07-12 02:25:00	ES	Futures	5917.56	5917.83	5916.78	5916.78	486.0
2024-07-12 02:30:00	ES	Futures	5917.04	5917.83	5917.04	5917.04	512.0
2024-07-12 02:35:00	ES	Futures	5917.04	5917.3	5916.25	5916.52	437.0
2024-07-12 02:40:00	ES	Futures	5916.52	5917.04	5915.47	5915.47	532.0
2024-07-12 02:45:00	ES	Futures	5915.47	5916.78	5915.47	5915.47	549.0
2024-07-12 02:50:00	ES	Futures	5915.47	5916.25	5914.94	5915.21	446.0
2024-07-12 02:55:00	ES	Futures	5915.21	5915.99	5914.68	5915.73	621.0
2024-07-12 03:00:00	ES	Futures	5915.73	5917.56	5915.47	5917.04	1573.0
2024-07-12 03:05:00	ES	Futures	5917.04	5917.04	5914.94	5915.73	876.0
2024-07-12 03:10:00	ES	Futures	5915.99	5915.99	5913.37	5914.16	862.0
2024-07-12 03:15:00	ES	Futures	5913.89	5914.42	5912.85	5913.63	752.0
2024-07-12 03:20:00	ES	Futures	5913.89	5915.47	5913.63	5915.47	748.0
2024-07-12 03:25:00	ES	Futures	5915.73	5915.73	5913.37	5913.89	496.0
2024-07-12 03:30:00	ES	Futures	5913.89	5914.68	5911.8	5912.06	915.0
2024-07-12 03:35:00	ES	Futures	5912.06	5912.58	5911.27	5912.32	1090.0
2024-07-12 03:40:00	ES	Futures	5912.06	5913.63	5911.27	5912.85	863.0
2024-07-12 03:45:00	ES	Futures	5913.11	5914.42	5912.85	5913.63	712.0
2024-07-12 03:50:00	ES	Futures	5913.63	5914.94	5913.11	5913.89	472.0
2024-07-12 03:55:00	ES	Futures	5913.89	5915.21	5913.63	5914.68	510.0
2024-07-12 04:00:00	ES	Futures	5914.68	5916.78	5914.68	5916.25	1252.0
2024-07-12 04:05:00	ES	Futures	5916.25	5916.52	5915.47	5916.25	899.0

> showing 50 of 15,979 rows — these rows as CSV

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