PREVIEW / futures_5min / 2024-08-28

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-08-28.parquet
  size:    341 KB
  rows:    20,187

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
2024-08-28 00:00:00	ES	Futures	5917.04	5917.56	5917.04	5917.3	89.0
2024-08-28 00:05:00	ES	Futures	5917.3	5917.3	5916.52	5917.04	90.0
2024-08-28 00:10:00	ES	Futures	5917.04	5917.56	5917.04	5917.3	73.0
2024-08-28 00:15:00	ES	Futures	5917.3	5918.09	5917.04	5917.83	104.0
2024-08-28 00:20:00	ES	Futures	5917.83	5918.09	5917.56	5917.83	98.0
2024-08-28 00:25:00	ES	Futures	5917.83	5919.4	5917.83	5919.4	214.0
2024-08-28 00:30:00	ES	Futures	5919.4	5919.92	5919.14	5919.14	194.0
2024-08-28 00:35:00	ES	Futures	5919.14	5919.4	5918.61	5918.88	141.0
2024-08-28 00:40:00	ES	Futures	5919.14	5919.66	5918.88	5919.14	100.0
2024-08-28 00:45:00	ES	Futures	5919.14	5919.4	5918.61	5919.14	103.0
2024-08-28 00:50:00	ES	Futures	5919.14	5919.66	5918.61	5919.4	115.0
2024-08-28 00:55:00	ES	Futures	5919.14	5919.14	5918.61	5918.61	89.0
2024-08-28 01:00:00	ES	Futures	5918.61	5919.14	5917.83	5917.83	267.0
2024-08-28 01:05:00	ES	Futures	5917.83	5918.09	5916.78	5917.56	235.0
2024-08-28 01:10:00	ES	Futures	5917.3	5917.83	5917.04	5917.56	182.0
2024-08-28 01:15:00	ES	Futures	5917.56	5917.83	5916.78	5917.83	190.0
2024-08-28 01:20:00	ES	Futures	5918.09	5918.09	5917.3	5917.56	79.0
2024-08-28 01:25:00	ES	Futures	5917.83	5918.61	5917.83	5918.35	134.0
2024-08-28 01:30:00	ES	Futures	5918.35	5918.61	5917.04	5918.09	159.0
2024-08-28 01:35:00	ES	Futures	5917.83	5918.88	5917.83	5918.61	185.0
2024-08-28 01:40:00	ES	Futures	5918.61	5918.88	5917.04	5917.83	360.0
2024-08-28 01:45:00	ES	Futures	5917.83	5918.35	5917.3	5917.3	129.0
2024-08-28 01:50:00	ES	Futures	5917.56	5918.61	5917.3	5918.35	120.0
2024-08-28 01:55:00	ES	Futures	5918.09	5919.4	5918.09	5918.88	117.0
2024-08-28 02:00:00	ES	Futures	5918.88	5919.14	5918.35	5918.88	324.0
2024-08-28 02:05:00	ES	Futures	5918.88	5920.19	5918.88	5919.66	340.0
2024-08-28 02:10:00	ES	Futures	5919.66	5920.19	5918.88	5918.88	206.0
2024-08-28 02:15:00	ES	Futures	5918.88	5919.14	5917.56	5919.14	241.0
2024-08-28 02:20:00	ES	Futures	5919.14	5920.19	5918.88	5919.66	261.0
2024-08-28 02:25:00	ES	Futures	5919.66	5920.19	5919.4	5919.92	197.0
2024-08-28 02:30:00	ES	Futures	5919.92	5920.71	5919.66	5920.71	203.0
2024-08-28 02:35:00	ES	Futures	5920.97	5921.23	5920.19	5920.45	208.0
2024-08-28 02:40:00	ES	Futures	5920.19	5920.97	5920.19	5920.45	172.0
2024-08-28 02:45:00	ES	Futures	5920.19	5921.23	5919.92	5920.71	431.0
2024-08-28 02:50:00	ES	Futures	5920.45	5921.23	5920.19	5920.71	394.0
2024-08-28 02:55:00	ES	Futures	5920.71	5920.97	5919.66	5920.19	596.0
2024-08-28 03:00:00	ES	Futures	5920.45	5920.71	5919.4	5920.45	1070.0
2024-08-28 03:05:00	ES	Futures	5920.19	5920.71	5919.14	5919.92	929.0
2024-08-28 03:10:00	ES	Futures	5920.19	5920.19	5919.4	5919.92	426.0
2024-08-28 03:15:00	ES	Futures	5919.66	5919.92	5919.14	5919.4	504.0
2024-08-28 03:20:00	ES	Futures	5919.4	5919.66	5918.88	5918.88	328.0
2024-08-28 03:25:00	ES	Futures	5919.14	5919.4	5918.88	5919.4	285.0
2024-08-28 03:30:00	ES	Futures	5919.4	5919.4	5917.3	5917.3	555.0
2024-08-28 03:35:00	ES	Futures	5917.3	5918.09	5915.99	5918.09	989.0
2024-08-28 03:40:00	ES	Futures	5918.09	5918.35	5916.78	5917.56	419.0
2024-08-28 03:45:00	ES	Futures	5917.83	5917.83	5916.25	5917.56	451.0
2024-08-28 03:50:00	ES	Futures	5917.3	5918.61	5917.3	5918.61	330.0
2024-08-28 03:55:00	ES	Futures	5918.61	5920.19	5918.61	5919.66	791.0
2024-08-28 04:00:00	ES	Futures	5919.66	5920.45	5918.61	5920.45	576.0
2024-08-28 04:05:00	ES	Futures	5920.45	5920.71	5917.83	5918.09	680.0

> showing 50 of 20,187 rows — these rows as CSV

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