PREVIEW / futures_5min / 2024-07-15

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-15.parquet
  size:    336 KB
  rows:    19,925

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
2024-07-15 00:00:00	ES	Futures	5951.65	5951.91	5951.38	5951.38	122.0
2024-07-15 00:05:00	ES	Futures	5951.65	5952.17	5951.38	5951.65	115.0
2024-07-15 00:10:00	ES	Futures	5951.65	5951.65	5950.86	5951.12	149.0
2024-07-15 00:15:00	ES	Futures	5951.38	5951.38	5950.86	5951.12	113.0
2024-07-15 00:20:00	ES	Futures	5951.12	5951.65	5951.12	5951.65	63.0
2024-07-15 00:25:00	ES	Futures	5951.65	5951.65	5951.38	5951.65	74.0
2024-07-15 00:30:00	ES	Futures	5951.65	5952.96	5951.38	5952.69	314.0
2024-07-15 00:35:00	ES	Futures	5952.96	5953.22	5952.17	5952.69	288.0
2024-07-15 00:40:00	ES	Futures	5952.69	5952.69	5951.91	5952.69	237.0
2024-07-15 00:45:00	ES	Futures	5952.69	5952.69	5952.17	5952.17	103.0
2024-07-15 00:50:00	ES	Futures	5952.17	5953.22	5952.17	5953.22	86.0
2024-07-15 00:55:00	ES	Futures	5953.22	5953.48	5952.17	5952.69	372.0
2024-07-15 01:00:00	ES	Futures	5952.69	5952.96	5952.43	5952.43	211.0
2024-07-15 01:05:00	ES	Futures	5952.43	5952.96	5952.17	5952.96	183.0
2024-07-15 01:10:00	ES	Futures	5952.96	5954.01	5952.96	5953.48	375.0
2024-07-15 01:15:00	ES	Futures	5953.48	5953.48	5952.69	5952.69	259.0
2024-07-15 01:20:00	ES	Futures	5952.69	5953.74	5952.43	5953.48	291.0
2024-07-15 01:25:00	ES	Futures	5953.48	5954.01	5953.22	5954.01	238.0
2024-07-15 01:30:00	ES	Futures	5954.01	5954.53	5953.48	5953.48	490.0
2024-07-15 01:35:00	ES	Futures	5953.48	5954.79	5953.48	5954.53	224.0
2024-07-15 01:40:00	ES	Futures	5954.53	5956.1	5954.53	5955.84	825.0
2024-07-15 01:45:00	ES	Futures	5955.84	5956.1	5955.32	5955.84	257.0
2024-07-15 01:50:00	ES	Futures	5955.84	5956.63	5955.32	5955.84	461.0
2024-07-15 01:55:00	ES	Futures	5956.1	5956.36	5955.58	5955.58	310.0
2024-07-15 02:00:00	ES	Futures	5955.58	5955.84	5954.01	5954.53	1202.0
2024-07-15 02:05:00	ES	Futures	5954.79	5955.32	5954.53	5954.53	413.0
2024-07-15 02:10:00	ES	Futures	5954.79	5956.36	5954.79	5955.84	551.0
2024-07-15 02:15:00	ES	Futures	5955.84	5957.15	5955.32	5956.89	638.0
2024-07-15 02:20:00	ES	Futures	5956.89	5957.41	5955.58	5955.58	769.0
2024-07-15 02:25:00	ES	Futures	5955.58	5956.1	5955.05	5955.84	650.0
2024-07-15 02:30:00	ES	Futures	5955.58	5956.36	5955.58	5956.1	389.0
2024-07-15 02:35:00	ES	Futures	5956.1	5956.89	5955.58	5956.63	448.0
2024-07-15 02:40:00	ES	Futures	5956.36	5956.63	5955.58	5956.63	354.0
2024-07-15 02:45:00	ES	Futures	5956.63	5957.15	5956.36	5957.15	529.0
2024-07-15 02:50:00	ES	Futures	5956.89	5957.15	5956.36	5956.89	355.0
2024-07-15 02:55:00	ES	Futures	5956.89	5957.94	5956.36	5957.68	580.0
2024-07-15 03:00:00	ES	Futures	5957.68	5957.94	5956.36	5957.41	2399.0
2024-07-15 03:05:00	ES	Futures	5957.15	5957.41	5956.36	5956.36	1670.0
2024-07-15 03:10:00	ES	Futures	5956.36	5957.68	5956.36	5956.63	958.0
2024-07-15 03:15:00	ES	Futures	5956.63	5957.94	5956.36	5957.41	878.0
2024-07-15 03:20:00	ES	Futures	5957.41	5958.72	5956.89	5958.2	1449.0
2024-07-15 03:25:00	ES	Futures	5958.2	5959.25	5957.68	5958.72	938.0
2024-07-15 03:30:00	ES	Futures	5958.72	5959.25	5957.94	5958.72	862.0
2024-07-15 03:35:00	ES	Futures	5958.72	5960.82	5958.46	5960.56	1302.0
2024-07-15 03:40:00	ES	Futures	5960.3	5960.82	5958.72	5959.25	1148.0
2024-07-15 03:45:00	ES	Futures	5959.25	5960.3	5959.25	5960.04	840.0
2024-07-15 03:50:00	ES	Futures	5960.04	5960.82	5958.46	5959.51	1358.0
2024-07-15 03:55:00	ES	Futures	5959.51	5960.56	5958.99	5960.3	1021.0
2024-07-15 04:00:00	ES	Futures	5960.56	5962.13	5960.3	5961.87	2289.0
2024-07-15 04:05:00	ES	Futures	5961.87	5963.44	5961.08	5963.18	1450.0

> showing 50 of 19,925 rows — these rows as CSV

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