PREVIEW / futures_5min / 2024-08-14

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-08-14.parquet
  size:    349 KB
  rows:    20,493

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
2024-08-14 00:00:00	ES	Futures	5723.3	5724.35	5722.51	5723.56	349.0
2024-08-14 00:05:00	ES	Futures	5723.56	5724.35	5723.3	5724.35	128.0
2024-08-14 00:10:00	ES	Futures	5724.35	5724.61	5723.83	5724.09	205.0
2024-08-14 00:15:00	ES	Futures	5724.09	5724.35	5723.56	5723.56	221.0
2024-08-14 00:20:00	ES	Futures	5723.56	5724.87	5723.56	5724.35	552.0
2024-08-14 00:25:00	ES	Futures	5724.61	5724.87	5724.35	5724.61	246.0
2024-08-14 00:30:00	ES	Futures	5724.61	5725.14	5724.09	5724.87	148.0
2024-08-14 00:35:00	ES	Futures	5724.87	5725.4	5724.61	5724.87	97.0
2024-08-14 00:40:00	ES	Futures	5724.87	5725.66	5724.87	5725.14	214.0
2024-08-14 00:45:00	ES	Futures	5725.14	5725.14	5724.35	5724.87	96.0
2024-08-14 00:50:00	ES	Futures	5724.87	5725.14	5723.56	5724.09	161.0
2024-08-14 00:55:00	ES	Futures	5724.09	5724.35	5723.3	5723.83	249.0
2024-08-14 01:00:00	ES	Futures	5723.83	5724.09	5722.78	5723.56	255.0
2024-08-14 01:05:00	ES	Futures	5723.56	5724.09	5723.3	5723.56	147.0
2024-08-14 01:10:00	ES	Futures	5723.56	5724.35	5723.3	5723.83	135.0
2024-08-14 01:15:00	ES	Futures	5723.56	5724.87	5723.56	5724.61	183.0
2024-08-14 01:20:00	ES	Futures	5724.87	5724.87	5724.09	5724.09	137.0
2024-08-14 01:25:00	ES	Futures	5724.09	5724.09	5723.04	5723.3	197.0
2024-08-14 01:30:00	ES	Futures	5723.3	5724.87	5722.51	5724.61	349.0
2024-08-14 01:35:00	ES	Futures	5724.61	5726.45	5724.35	5724.61	328.0
2024-08-14 01:40:00	ES	Futures	5725.14	5726.18	5724.87	5725.92	273.0
2024-08-14 01:45:00	ES	Futures	5726.18	5727.5	5724.87	5724.87	755.0
2024-08-14 01:50:00	ES	Futures	5724.87	5725.66	5724.09	5725.4	600.0
2024-08-14 01:55:00	ES	Futures	5724.87	5727.76	5724.35	5726.45	677.0
2024-08-14 02:00:00	ES	Futures	5726.45	5727.23	5724.09	5726.71	1353.0
2024-08-14 02:05:00	ES	Futures	5726.71	5726.97	5724.87	5725.66	532.0
2024-08-14 02:10:00	ES	Futures	5725.66	5725.92	5724.87	5724.87	312.0
2024-08-14 02:15:00	ES	Futures	5724.87	5726.18	5724.35	5726.18	288.0
2024-08-14 02:20:00	ES	Futures	5725.92	5727.76	5725.66	5727.76	692.0
2024-08-14 02:25:00	ES	Futures	5727.76	5728.28	5727.23	5727.5	474.0
2024-08-14 02:30:00	ES	Futures	5727.5	5728.81	5726.97	5728.54	566.0
2024-08-14 02:35:00	ES	Futures	5728.54	5729.59	5728.02	5729.33	635.0
2024-08-14 02:40:00	ES	Futures	5729.33	5729.33	5727.76	5728.54	353.0
2024-08-14 02:45:00	ES	Futures	5728.28	5728.28	5725.66	5726.45	546.0
2024-08-14 02:50:00	ES	Futures	5726.45	5726.97	5726.18	5726.71	327.0
2024-08-14 02:55:00	ES	Futures	5726.97	5726.97	5725.14	5725.4	553.0
2024-08-14 03:00:00	ES	Futures	5725.66	5726.45	5723.83	5725.92	972.0
2024-08-14 03:05:00	ES	Futures	5726.18	5727.23	5723.56	5723.56	1251.0
2024-08-14 03:10:00	ES	Futures	5723.83	5725.14	5722.25	5723.83	1144.0
2024-08-14 03:15:00	ES	Futures	5724.09	5726.18	5723.56	5726.18	731.0
2024-08-14 03:20:00	ES	Futures	5726.45	5728.02	5726.18	5726.45	612.0
2024-08-14 03:25:00	ES	Futures	5726.45	5727.5	5724.09	5724.61	597.0
2024-08-14 03:30:00	ES	Futures	5724.87	5724.87	5722.25	5722.51	1445.0
2024-08-14 03:35:00	ES	Futures	5722.78	5724.61	5722.78	5723.56	920.0
2024-08-14 03:40:00	ES	Futures	5723.56	5725.4	5723.3	5723.83	664.0
2024-08-14 03:45:00	ES	Futures	5723.56	5725.66	5723.04	5725.14	761.0
2024-08-14 03:50:00	ES	Futures	5725.14	5725.92	5723.3	5723.3	641.0
2024-08-14 03:55:00	ES	Futures	5723.3	5723.83	5722.78	5723.04	529.0
2024-08-14 04:00:00	ES	Futures	5723.04	5725.66	5721.99	5722.51	1296.0
2024-08-14 04:05:00	ES	Futures	5722.78	5724.09	5720.94	5720.94	1561.0

> showing 50 of 20,493 rows — these rows as CSV

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