PREVIEW / futures_5min / 2024-09-09

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-09-09.parquet
  size:    348 KB
  rows:    20,126

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
2024-09-09 00:00:00	ES	Futures	5699.97	5700.76	5699.71	5700.23	556.0
2024-09-09 00:05:00	ES	Futures	5700.23	5704.16	5699.71	5703.64	1228.0
2024-09-09 00:10:00	ES	Futures	5703.64	5708.88	5703.38	5708.36	2268.0
2024-09-09 00:15:00	ES	Futures	5708.1	5708.1	5705.21	5706.0	667.0
2024-09-09 00:20:00	ES	Futures	5706.0	5706.78	5703.11	5703.9	666.0
2024-09-09 00:25:00	ES	Futures	5703.64	5706.78	5703.64	5706.0	512.0
2024-09-09 00:30:00	ES	Futures	5705.74	5707.31	5705.21	5707.05	558.0
2024-09-09 00:35:00	ES	Futures	5706.78	5708.1	5706.0	5707.57	429.0
2024-09-09 00:40:00	ES	Futures	5707.57	5708.62	5706.52	5707.05	556.0
2024-09-09 00:45:00	ES	Futures	5707.05	5708.62	5706.52	5708.62	649.0
2024-09-09 00:50:00	ES	Futures	5708.88	5709.93	5707.31	5707.31	660.0
2024-09-09 00:55:00	ES	Futures	5707.57	5707.83	5705.74	5706.26	601.0
2024-09-09 01:00:00	ES	Futures	5706.52	5706.78	5703.9	5704.16	910.0
2024-09-09 01:05:00	ES	Futures	5704.16	5705.47	5704.16	5705.21	587.0
2024-09-09 01:10:00	ES	Futures	5705.47	5706.78	5704.69	5705.21	765.0
2024-09-09 01:15:00	ES	Futures	5705.47	5705.74	5704.43	5705.21	595.0
2024-09-09 01:20:00	ES	Futures	5705.21	5705.74	5703.64	5705.47	526.0
2024-09-09 01:25:00	ES	Futures	5705.47	5706.26	5703.64	5703.9	516.0
2024-09-09 01:30:00	ES	Futures	5703.9	5705.74	5703.64	5704.95	710.0
2024-09-09 01:35:00	ES	Futures	5704.95	5706.0	5703.11	5704.95	946.0
2024-09-09 01:40:00	ES	Futures	5705.21	5706.26	5701.02	5702.33	1118.0
2024-09-09 01:45:00	ES	Futures	5702.33	5702.85	5700.76	5702.33	803.0
2024-09-09 01:50:00	ES	Futures	5702.59	5703.64	5701.28	5701.8	533.0
2024-09-09 01:55:00	ES	Futures	5701.8	5704.16	5701.02	5703.11	830.0
2024-09-09 02:00:00	ES	Futures	5703.11	5704.95	5702.07	5704.43	1201.0
2024-09-09 02:05:00	ES	Futures	5704.43	5707.83	5703.11	5704.95	1208.0
2024-09-09 02:10:00	ES	Futures	5705.21	5705.47	5703.64	5704.16	830.0
2024-09-09 02:15:00	ES	Futures	5704.16	5706.0	5704.16	5705.47	580.0
2024-09-09 02:20:00	ES	Futures	5705.21	5707.31	5704.95	5706.26	780.0
2024-09-09 02:25:00	ES	Futures	5706.26	5707.83	5706.26	5707.31	597.0
2024-09-09 02:30:00	ES	Futures	5707.31	5708.88	5706.0	5706.78	1038.0
2024-09-09 02:35:00	ES	Futures	5706.78	5706.78	5704.69	5706.26	841.0
2024-09-09 02:40:00	ES	Futures	5706.26	5706.26	5705.47	5705.74	410.0
2024-09-09 02:45:00	ES	Futures	5706.0	5706.52	5703.64	5705.74	757.0
2024-09-09 02:50:00	ES	Futures	5706.0	5707.31	5704.95	5707.05	592.0
2024-09-09 02:55:00	ES	Futures	5707.05	5707.83	5705.74	5707.57	573.0
2024-09-09 03:00:00	ES	Futures	5707.83	5712.29	5707.31	5708.88	3753.0
2024-09-09 03:05:00	ES	Futures	5709.14	5711.5	5708.62	5710.72	2019.0
2024-09-09 03:10:00	ES	Futures	5710.98	5713.34	5709.67	5713.08	2694.0
2024-09-09 03:15:00	ES	Futures	5713.08	5714.13	5711.24	5711.5	2186.0
2024-09-09 03:20:00	ES	Futures	5711.5	5714.65	5709.93	5710.72	2103.0
2024-09-09 03:25:00	ES	Futures	5710.98	5712.81	5710.98	5712.03	1389.0
2024-09-09 03:30:00	ES	Futures	5712.03	5714.65	5712.03	5713.08	1472.0
2024-09-09 03:35:00	ES	Futures	5713.08	5715.7	5712.81	5715.7	1328.0
2024-09-09 03:40:00	ES	Futures	5715.7	5716.48	5713.34	5714.91	1572.0
2024-09-09 03:45:00	ES	Futures	5714.65	5717.53	5714.39	5716.75	1292.0
2024-09-09 03:50:00	ES	Futures	5716.75	5719.63	5716.75	5718.32	1844.0
2024-09-09 03:55:00	ES	Futures	5718.06	5719.89	5717.27	5719.37	1463.0
2024-09-09 04:00:00	ES	Futures	5719.37	5719.63	5717.27	5718.06	2267.0
2024-09-09 04:05:00	ES	Futures	5718.32	5719.11	5715.96	5716.22	1364.0

> showing 50 of 20,126 rows — these rows as CSV

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