PREVIEW / futures_5min / 2024-09-04

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-09-04.parquet
  size:    350 KB
  rows:    19,991

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
2024-09-04 00:00:00	ES	Futures	5783.34	5785.7	5783.34	5784.65	640.0
2024-09-04 00:05:00	ES	Futures	5784.65	5789.1	5784.12	5787.79	509.0
2024-09-04 00:10:00	ES	Futures	5787.79	5789.1	5784.12	5785.43	1160.0
2024-09-04 00:15:00	ES	Futures	5785.17	5785.17	5782.29	5782.55	588.0
2024-09-04 00:20:00	ES	Futures	5782.81	5783.34	5780.45	5780.98	542.0
2024-09-04 00:25:00	ES	Futures	5781.24	5783.34	5779.4	5780.72	448.0
2024-09-04 00:30:00	ES	Futures	5780.45	5782.55	5780.45	5782.55	262.0
2024-09-04 00:35:00	ES	Futures	5782.81	5783.6	5782.03	5782.55	298.0
2024-09-04 00:40:00	ES	Futures	5782.55	5784.65	5782.55	5783.86	351.0
2024-09-04 00:45:00	ES	Futures	5783.6	5783.86	5782.03	5782.29	267.0
2024-09-04 00:50:00	ES	Futures	5782.29	5782.81	5778.62	5780.72	871.0
2024-09-04 00:55:00	ES	Futures	5780.72	5781.24	5778.88	5779.67	349.0
2024-09-04 01:00:00	ES	Futures	5779.67	5779.93	5777.83	5778.36	1110.0
2024-09-04 01:05:00	ES	Futures	5778.62	5778.88	5777.04	5777.57	1158.0
2024-09-04 01:10:00	ES	Futures	5777.57	5779.4	5777.31	5777.31	602.0
2024-09-04 01:15:00	ES	Futures	5777.04	5779.67	5776.78	5777.83	761.0
2024-09-04 01:20:00	ES	Futures	5777.83	5780.72	5777.57	5779.93	578.0
2024-09-04 01:25:00	ES	Futures	5779.93	5784.12	5779.93	5780.98	666.0
2024-09-04 01:30:00	ES	Futures	5781.24	5783.6	5780.45	5782.29	825.0
2024-09-04 01:35:00	ES	Futures	5782.29	5782.81	5778.88	5778.88	619.0
2024-09-04 01:40:00	ES	Futures	5779.14	5780.19	5777.57	5778.36	1165.0
2024-09-04 01:45:00	ES	Futures	5778.62	5780.72	5776.26	5776.52	1440.0
2024-09-04 01:50:00	ES	Futures	5776.52	5781.24	5776.26	5779.14	2061.0
2024-09-04 01:55:00	ES	Futures	5779.14	5782.03	5778.36	5778.36	1568.0
2024-09-04 02:00:00	ES	Futures	5778.36	5786.22	5778.09	5783.6	2778.0
2024-09-04 02:05:00	ES	Futures	5783.6	5785.7	5778.09	5779.14	2230.0
2024-09-04 02:10:00	ES	Futures	5779.4	5782.03	5778.36	5780.45	1327.0
2024-09-04 02:15:00	ES	Futures	5780.72	5784.12	5779.14	5780.72	1792.0
2024-09-04 02:20:00	ES	Futures	5780.72	5784.39	5780.45	5782.29	1030.0
2024-09-04 02:25:00	ES	Futures	5782.03	5788.06	5781.24	5787.79	1694.0
2024-09-04 02:30:00	ES	Futures	5788.06	5788.32	5784.91	5786.22	3188.0
2024-09-04 02:35:00	ES	Futures	5785.96	5786.74	5784.39	5784.65	1353.0
2024-09-04 02:40:00	ES	Futures	5784.65	5785.7	5781.76	5784.12	1046.0
2024-09-04 02:45:00	ES	Futures	5784.12	5785.17	5782.81	5784.12	659.0
2024-09-04 02:50:00	ES	Futures	5784.12	5784.12	5779.14	5779.4	1545.0
2024-09-04 02:55:00	ES	Futures	5779.4	5779.93	5776.0	5776.0	2098.0
2024-09-04 03:00:00	ES	Futures	5776.26	5780.72	5774.69	5779.93	5547.0
2024-09-04 03:05:00	ES	Futures	5779.67	5787.27	5778.62	5787.01	3369.0
2024-09-04 03:10:00	ES	Futures	5786.74	5791.73	5785.43	5788.06	3429.0
2024-09-04 03:15:00	ES	Futures	5788.06	5790.94	5786.22	5786.48	2547.0
2024-09-04 03:20:00	ES	Futures	5786.74	5788.84	5783.34	5786.74	2823.0
2024-09-04 03:25:00	ES	Futures	5787.01	5787.53	5780.72	5781.5	2796.0
2024-09-04 03:30:00	ES	Futures	5781.76	5785.96	5781.24	5785.43	2182.0
2024-09-04 03:35:00	ES	Futures	5785.7	5788.84	5782.55	5788.32	2212.0
2024-09-04 03:40:00	ES	Futures	5788.32	5791.73	5786.74	5790.94	2531.0
2024-09-04 03:45:00	ES	Futures	5790.68	5794.61	5789.37	5794.35	2385.0
2024-09-04 03:50:00	ES	Futures	5794.09	5794.35	5789.63	5791.2	1712.0
2024-09-04 03:55:00	ES	Futures	5791.2	5792.25	5790.68	5791.46	909.0
2024-09-04 04:00:00	ES	Futures	5791.2	5794.09	5789.37	5790.68	2513.0
2024-09-04 04:05:00	ES	Futures	5790.68	5790.68	5788.32	5788.84	2641.0

> showing 50 of 19,991 rows — these rows as CSV

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