PREVIEW / futures_5min / 2024-07-24

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-24.parquet
  size:    383 KB
  rows:    20,793

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
2024-07-24 00:00:00	ES	Futures	5847.04	5847.04	5846.52	5846.52	112.0
2024-07-24 00:05:00	ES	Futures	5846.78	5846.78	5845.73	5845.73	196.0
2024-07-24 00:10:00	ES	Futures	5845.73	5846.52	5837.34	5839.44	3690.0
2024-07-24 00:15:00	ES	Futures	5839.44	5839.7	5837.34	5837.34	1493.0
2024-07-24 00:20:00	ES	Futures	5837.6	5837.87	5830.79	5833.41	3413.0
2024-07-24 00:25:00	ES	Futures	5833.41	5834.2	5832.62	5833.15	560.0
2024-07-24 00:30:00	ES	Futures	5833.15	5834.72	5832.89	5834.46	452.0
2024-07-24 00:35:00	ES	Futures	5834.2	5835.25	5833.67	5834.2	295.0
2024-07-24 00:40:00	ES	Futures	5834.2	5834.98	5834.2	5834.72	244.0
2024-07-24 00:45:00	ES	Futures	5834.46	5835.77	5834.2	5835.51	354.0
2024-07-24 00:50:00	ES	Futures	5835.77	5835.77	5834.46	5835.51	357.0
2024-07-24 00:55:00	ES	Futures	5835.25	5835.51	5832.89	5833.67	846.0
2024-07-24 01:00:00	ES	Futures	5833.67	5836.03	5833.41	5836.03	575.0
2024-07-24 01:05:00	ES	Futures	5836.03	5836.56	5835.25	5836.56	314.0
2024-07-24 01:10:00	ES	Futures	5836.29	5837.87	5835.51	5836.82	564.0
2024-07-24 01:15:00	ES	Futures	5836.82	5838.92	5836.56	5838.65	533.0
2024-07-24 01:20:00	ES	Futures	5838.39	5841.01	5838.39	5840.75	583.0
2024-07-24 01:25:00	ES	Futures	5840.75	5841.54	5840.49	5841.27	407.0
2024-07-24 01:30:00	ES	Futures	5841.27	5841.8	5840.75	5841.27	257.0
2024-07-24 01:35:00	ES	Futures	5841.27	5842.59	5841.01	5842.32	482.0
2024-07-24 01:40:00	ES	Futures	5842.06	5842.59	5841.54	5841.54	427.0
2024-07-24 01:45:00	ES	Futures	5841.8	5841.8	5838.92	5839.7	533.0
2024-07-24 01:50:00	ES	Futures	5839.7	5841.27	5838.92	5840.23	478.0
2024-07-24 01:55:00	ES	Futures	5840.49	5840.75	5839.44	5839.7	233.0
2024-07-24 02:00:00	ES	Futures	5839.96	5841.01	5836.03	5837.34	1250.0
2024-07-24 02:05:00	ES	Futures	5837.34	5842.59	5836.82	5839.96	1282.0
2024-07-24 02:10:00	ES	Futures	5840.23	5840.49	5835.51	5836.56	1201.0
2024-07-24 02:15:00	ES	Futures	5836.29	5836.29	5833.41	5835.77	1755.0
2024-07-24 02:20:00	ES	Futures	5836.03	5838.39	5835.25	5838.39	898.0
2024-07-24 02:25:00	ES	Futures	5838.13	5838.13	5834.72	5834.98	717.0
2024-07-24 02:30:00	ES	Futures	5834.98	5834.98	5828.69	5831.05	2766.0
2024-07-24 02:35:00	ES	Futures	5831.05	5831.84	5829.22	5831.31	1210.0
2024-07-24 02:40:00	ES	Futures	5831.31	5832.1	5830.53	5831.31	641.0
2024-07-24 02:45:00	ES	Futures	5831.57	5834.98	5831.57	5832.36	1022.0
2024-07-24 02:50:00	ES	Futures	5832.62	5833.15	5831.05	5831.57	871.0
2024-07-24 02:55:00	ES	Futures	5831.57	5832.62	5830.0	5831.57	1055.0
2024-07-24 03:00:00	ES	Futures	5831.57	5832.89	5828.95	5832.89	3201.0
2024-07-24 03:05:00	ES	Futures	5832.89	5834.98	5832.36	5833.93	2054.0
2024-07-24 03:10:00	ES	Futures	5833.93	5836.56	5833.93	5836.29	1425.0
2024-07-24 03:15:00	ES	Futures	5836.03	5837.6	5833.67	5837.08	1678.0
2024-07-24 03:20:00	ES	Futures	5836.82	5838.65	5835.77	5837.08	1587.0
2024-07-24 03:25:00	ES	Futures	5837.34	5837.34	5833.41	5834.98	943.0
2024-07-24 03:30:00	ES	Futures	5834.98	5836.29	5833.67	5833.93	1626.0
2024-07-24 03:35:00	ES	Futures	5834.2	5837.08	5833.93	5836.82	1477.0
2024-07-24 03:40:00	ES	Futures	5836.82	5836.82	5832.62	5832.89	1196.0
2024-07-24 03:45:00	ES	Futures	5833.15	5834.2	5831.31	5832.62	1415.0
2024-07-24 03:50:00	ES	Futures	5832.89	5833.67	5828.43	5829.22	1863.0
2024-07-24 03:55:00	ES	Futures	5829.22	5832.1	5828.69	5829.48	1927.0
2024-07-24 04:00:00	ES	Futures	5829.74	5831.84	5828.69	5830.79	2034.0
2024-07-24 04:05:00	ES	Futures	5830.53	5831.31	5829.48	5830.26	1542.0

> showing 50 of 20,793 rows — these rows as CSV

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