PREVIEW / futures_5min / 2024-07-17

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-17.parquet
  size:    361 KB
  rows:    20,497

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
2024-07-17 00:00:00	ES	Futures	5987.3	5987.82	5986.51	5987.04	390.0
2024-07-17 00:05:00	ES	Futures	5986.78	5987.3	5986.51	5986.51	111.0
2024-07-17 00:10:00	ES	Futures	5986.51	5986.78	5985.99	5986.51	205.0
2024-07-17 00:15:00	ES	Futures	5986.51	5986.78	5986.25	5986.51	108.0
2024-07-17 00:20:00	ES	Futures	5986.78	5987.3	5986.51	5986.78	116.0
2024-07-17 00:25:00	ES	Futures	5986.78	5987.04	5986.51	5986.51	100.0
2024-07-17 00:30:00	ES	Futures	5986.51	5986.78	5985.47	5985.47	270.0
2024-07-17 00:35:00	ES	Futures	5985.73	5986.25	5985.2	5985.73	302.0
2024-07-17 00:40:00	ES	Futures	5985.73	5985.99	5984.94	5985.2	338.0
2024-07-17 00:45:00	ES	Futures	5984.94	5985.2	5984.68	5985.2	219.0
2024-07-17 00:50:00	ES	Futures	5985.2	5985.2	5984.15	5984.42	291.0
2024-07-17 00:55:00	ES	Futures	5984.42	5985.47	5984.15	5985.2	274.0
2024-07-17 01:00:00	ES	Futures	5985.47	5986.78	5985.47	5985.73	831.0
2024-07-17 01:05:00	ES	Futures	5985.47	5985.47	5983.37	5984.15	811.0
2024-07-17 01:10:00	ES	Futures	5983.89	5983.89	5982.84	5983.11	749.0
2024-07-17 01:15:00	ES	Futures	5983.11	5984.15	5983.11	5983.37	365.0
2024-07-17 01:20:00	ES	Futures	5983.37	5983.89	5983.11	5983.37	284.0
2024-07-17 01:25:00	ES	Futures	5983.37	5983.89	5983.11	5983.11	189.0
2024-07-17 01:30:00	ES	Futures	5983.11	5983.37	5982.58	5983.11	378.0
2024-07-17 01:35:00	ES	Futures	5983.11	5984.68	5983.11	5984.42	207.0
2024-07-17 01:40:00	ES	Futures	5984.42	5984.42	5983.37	5983.63	509.0
2024-07-17 01:45:00	ES	Futures	5983.89	5983.89	5983.11	5983.37	267.0
2024-07-17 01:50:00	ES	Futures	5983.37	5983.89	5982.58	5982.58	561.0
2024-07-17 01:55:00	ES	Futures	5982.58	5983.11	5981.27	5981.53	1230.0
2024-07-17 02:00:00	ES	Futures	5981.79	5982.06	5980.22	5980.75	1502.0
2024-07-17 02:05:00	ES	Futures	5981.01	5981.53	5978.12	5978.12	1444.0
2024-07-17 02:10:00	ES	Futures	5978.12	5979.44	5977.86	5977.86	866.0
2024-07-17 02:15:00	ES	Futures	5977.86	5978.12	5970.0	5970.78	3691.0
2024-07-17 02:20:00	ES	Futures	5970.78	5971.57	5963.44	5964.49	5556.0
2024-07-17 02:25:00	ES	Futures	5964.23	5967.11	5962.39	5966.59	3124.0
2024-07-17 02:30:00	ES	Futures	5966.33	5966.59	5964.23	5965.02	1781.0
2024-07-17 02:35:00	ES	Futures	5965.28	5968.16	5965.28	5967.11	1517.0
2024-07-17 02:40:00	ES	Futures	5967.11	5968.95	5966.85	5968.16	1272.0
2024-07-17 02:45:00	ES	Futures	5968.16	5968.95	5966.59	5967.9	1716.0
2024-07-17 02:50:00	ES	Futures	5967.9	5968.95	5967.11	5967.9	668.0
2024-07-17 02:55:00	ES	Futures	5967.9	5969.74	5967.64	5969.21	1243.0
2024-07-17 03:00:00	ES	Futures	5969.21	5969.74	5961.87	5962.39	3277.0
2024-07-17 03:05:00	ES	Futures	5962.39	5963.97	5958.99	5963.71	3933.0
2024-07-17 03:10:00	ES	Futures	5963.71	5964.75	5961.35	5964.23	2212.0
2024-07-17 03:15:00	ES	Futures	5963.97	5965.02	5962.39	5963.71	2034.0
2024-07-17 03:20:00	ES	Futures	5963.71	5963.97	5961.87	5963.18	1790.0
2024-07-17 03:25:00	ES	Futures	5963.18	5964.23	5962.13	5963.71	1581.0
2024-07-17 03:30:00	ES	Futures	5963.71	5965.28	5962.39	5963.97	2326.0
2024-07-17 03:35:00	ES	Futures	5963.97	5965.54	5962.13	5962.66	2267.0
2024-07-17 03:40:00	ES	Futures	5962.66	5963.71	5959.51	5962.39	1956.0
2024-07-17 03:45:00	ES	Futures	5962.13	5962.66	5958.99	5958.99	1308.0
2024-07-17 03:50:00	ES	Futures	5958.99	5960.3	5956.89	5957.41	2424.0
2024-07-17 03:55:00	ES	Futures	5957.41	5957.68	5953.74	5955.32	2941.0
2024-07-17 04:00:00	ES	Futures	5955.58	5957.15	5952.69	5957.15	3555.0
2024-07-17 04:05:00	ES	Futures	5956.89	5957.15	5951.65	5953.48	3047.0

> showing 50 of 20,497 rows — these rows as CSV

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