PREVIEW / futures_5min / 2024-07-18

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-18.parquet
  size:    364 KB
  rows:    20,350

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
2024-07-18 00:00:00	ES	Futures	5925.43	5926.48	5925.43	5925.69	180.0
2024-07-18 00:05:00	ES	Futures	5925.69	5926.22	5925.17	5925.17	267.0
2024-07-18 00:10:00	ES	Futures	5925.17	5925.69	5924.91	5925.17	300.0
2024-07-18 00:15:00	ES	Futures	5925.17	5925.17	5922.28	5922.81	595.0
2024-07-18 00:20:00	ES	Futures	5922.81	5923.86	5922.81	5923.33	267.0
2024-07-18 00:25:00	ES	Futures	5923.33	5924.12	5923.33	5923.59	232.0
2024-07-18 00:30:00	ES	Futures	5923.33	5923.59	5922.55	5923.07	272.0
2024-07-18 00:35:00	ES	Futures	5923.07	5923.86	5923.07	5923.59	236.0
2024-07-18 00:40:00	ES	Futures	5923.33	5923.59	5922.81	5923.33	138.0
2024-07-18 00:45:00	ES	Futures	5923.07	5923.33	5922.55	5922.81	309.0
2024-07-18 00:50:00	ES	Futures	5922.55	5923.86	5922.55	5923.33	278.0
2024-07-18 00:55:00	ES	Futures	5923.33	5924.64	5923.07	5924.38	266.0
2024-07-18 01:00:00	ES	Futures	5924.64	5924.64	5923.33	5923.33	365.0
2024-07-18 01:05:00	ES	Futures	5923.33	5924.64	5923.33	5924.12	181.0
2024-07-18 01:10:00	ES	Futures	5924.12	5924.38	5923.59	5923.59	117.0
2024-07-18 01:15:00	ES	Futures	5923.86	5924.38	5923.59	5924.38	278.0
2024-07-18 01:20:00	ES	Futures	5924.38	5924.64	5923.86	5924.12	210.0
2024-07-18 01:25:00	ES	Futures	5923.86	5924.12	5923.07	5923.59	450.0
2024-07-18 01:30:00	ES	Futures	5923.59	5925.95	5923.59	5924.91	1019.0
2024-07-18 01:35:00	ES	Futures	5924.64	5926.22	5923.59	5923.86	854.0
2024-07-18 01:40:00	ES	Futures	5923.86	5925.17	5923.86	5925.17	517.0
2024-07-18 01:45:00	ES	Futures	5925.17	5925.69	5924.91	5925.17	357.0
2024-07-18 01:50:00	ES	Futures	5925.17	5925.95	5924.91	5925.43	490.0
2024-07-18 01:55:00	ES	Futures	5925.43	5926.48	5925.17	5925.95	305.0
2024-07-18 02:00:00	ES	Futures	5925.95	5927.0	5923.59	5924.12	1568.0
2024-07-18 02:05:00	ES	Futures	5923.86	5925.69	5922.02	5925.43	1577.0
2024-07-18 02:10:00	ES	Futures	5925.69	5928.84	5924.91	5928.05	2208.0
2024-07-18 02:15:00	ES	Futures	5927.79	5933.03	5927.26	5932.51	3529.0
2024-07-18 02:20:00	ES	Futures	5932.25	5932.77	5930.41	5932.25	2531.0
2024-07-18 02:25:00	ES	Futures	5931.98	5932.25	5930.94	5931.98	1476.0
2024-07-18 02:30:00	ES	Futures	5931.98	5933.82	5931.72	5933.56	2222.0
2024-07-18 02:35:00	ES	Futures	5933.29	5936.18	5933.03	5935.92	1866.0
2024-07-18 02:40:00	ES	Futures	5935.65	5938.01	5935.65	5937.75	2031.0
2024-07-18 02:45:00	ES	Futures	5937.75	5938.01	5936.96	5938.01	1257.0
2024-07-18 02:50:00	ES	Futures	5938.01	5939.59	5936.18	5936.96	1709.0
2024-07-18 02:55:00	ES	Futures	5936.96	5938.01	5936.7	5936.96	740.0
2024-07-18 03:00:00	ES	Futures	5937.23	5937.49	5933.82	5934.61	2285.0
2024-07-18 03:05:00	ES	Futures	5934.34	5934.87	5931.2	5933.03	2057.0
2024-07-18 03:10:00	ES	Futures	5933.03	5933.29	5930.67	5931.2	2114.0
2024-07-18 03:15:00	ES	Futures	5931.2	5931.2	5926.74	5927.26	2197.0
2024-07-18 03:20:00	ES	Futures	5927.26	5929.89	5925.95	5925.95	1722.0
2024-07-18 03:25:00	ES	Futures	5925.69	5926.22	5919.14	5920.19	3652.0
2024-07-18 03:30:00	ES	Futures	5920.19	5922.02	5914.42	5921.5	4900.0
2024-07-18 03:35:00	ES	Futures	5921.5	5922.28	5916.25	5918.09	2250.0
2024-07-18 03:40:00	ES	Futures	5918.35	5923.86	5918.09	5923.07	2142.0
2024-07-18 03:45:00	ES	Futures	5923.33	5923.33	5920.71	5920.97	1235.0
2024-07-18 03:50:00	ES	Futures	5920.71	5924.64	5920.45	5923.59	1254.0
2024-07-18 03:55:00	ES	Futures	5923.59	5924.64	5922.55	5924.12	1148.0
2024-07-18 04:00:00	ES	Futures	5924.38	5925.43	5922.55	5923.07	3183.0
2024-07-18 04:05:00	ES	Futures	5923.33	5924.64	5920.45	5922.02	2527.0

> showing 50 of 20,350 rows — these rows as CSV

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