PREVIEW / futures_5min / 2024-09-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-09-12.parquet
  size:    334 KB
  rows:    18,637

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
2024-09-12 00:00:00	ES	Futures	5838.13	5838.92	5837.34	5838.65	303.0
2024-09-12 00:05:00	ES	Futures	5838.39	5838.65	5837.87	5837.87	285.0
2024-09-12 00:10:00	ES	Futures	5837.87	5840.23	5837.87	5839.7	682.0
2024-09-12 00:15:00	ES	Futures	5839.7	5839.96	5837.87	5837.87	393.0
2024-09-12 00:20:00	ES	Futures	5838.13	5839.18	5837.34	5838.92	497.0
2024-09-12 00:25:00	ES	Futures	5838.92	5839.44	5838.65	5839.44	202.0
2024-09-12 00:30:00	ES	Futures	5839.44	5840.75	5839.18	5840.23	390.0
2024-09-12 00:35:00	ES	Futures	5840.23	5841.54	5839.96	5840.23	765.0
2024-09-12 00:40:00	ES	Futures	5840.23	5841.54	5840.23	5841.01	438.0
2024-09-12 00:45:00	ES	Futures	5841.01	5841.27	5840.49	5841.27	344.0
2024-09-12 00:50:00	ES	Futures	5841.27	5841.54	5839.44	5839.96	422.0
2024-09-12 00:55:00	ES	Futures	5840.23	5841.01	5839.7	5841.01	274.0
2024-09-12 01:00:00	ES	Futures	5840.75	5840.75	5839.96	5840.23	247.0
2024-09-12 01:05:00	ES	Futures	5840.49	5841.01	5839.7	5841.01	267.0
2024-09-12 01:10:00	ES	Futures	5841.01	5841.01	5839.7	5840.49	425.0
2024-09-12 01:15:00	ES	Futures	5840.75	5841.27	5840.49	5841.27	330.0
2024-09-12 01:20:00	ES	Futures	5841.27	5842.59	5841.27	5842.32	492.0
2024-09-12 01:25:00	ES	Futures	5842.32	5843.37	5842.32	5843.11	642.0
2024-09-12 01:30:00	ES	Futures	5842.85	5843.37	5841.8	5841.8	588.0
2024-09-12 01:35:00	ES	Futures	5841.8	5842.06	5839.18	5840.23	756.0
2024-09-12 01:40:00	ES	Futures	5840.49	5841.8	5840.23	5841.54	744.0
2024-09-12 01:45:00	ES	Futures	5841.54	5842.06	5840.49	5842.06	485.0
2024-09-12 01:50:00	ES	Futures	5842.06	5843.37	5840.75	5841.01	777.0
2024-09-12 01:55:00	ES	Futures	5841.01	5842.32	5840.49	5841.27	854.0
2024-09-12 02:00:00	ES	Futures	5841.01	5843.37	5841.01	5842.85	1313.0
2024-09-12 02:05:00	ES	Futures	5842.85	5844.68	5842.85	5844.42	1098.0
2024-09-12 02:10:00	ES	Futures	5844.42	5844.95	5843.63	5844.16	860.0
2024-09-12 02:15:00	ES	Futures	5844.16	5844.16	5841.54	5842.06	511.0
2024-09-12 02:20:00	ES	Futures	5841.8	5841.8	5839.96	5841.27	660.0
2024-09-12 02:25:00	ES	Futures	5841.01	5841.54	5840.49	5841.54	468.0
2024-09-12 02:30:00	ES	Futures	5841.54	5842.59	5841.01	5842.06	516.0
2024-09-12 02:35:00	ES	Futures	5842.06	5842.85	5840.75	5842.32	676.0
2024-09-12 02:40:00	ES	Futures	5842.59	5842.85	5841.01	5841.54	603.0
2024-09-12 02:45:00	ES	Futures	5841.27	5841.27	5839.18	5840.49	760.0
2024-09-12 02:50:00	ES	Futures	5840.49	5842.59	5840.23	5840.23	697.0
2024-09-12 02:55:00	ES	Futures	5840.23	5840.49	5837.34	5837.87	1074.0
2024-09-12 03:00:00	ES	Futures	5838.13	5842.85	5837.87	5841.01	2030.0
2024-09-12 03:05:00	ES	Futures	5841.01	5842.06	5838.65	5839.96	1653.0
2024-09-12 03:10:00	ES	Futures	5839.7	5842.59	5839.44	5840.49	973.0
2024-09-12 03:15:00	ES	Futures	5840.75	5841.8	5837.08	5837.6	1357.0
2024-09-12 03:20:00	ES	Futures	5837.6	5842.85	5837.34	5839.7	1593.0
2024-09-12 03:25:00	ES	Futures	5839.7	5848.88	5839.7	5847.3	4436.0
2024-09-12 03:30:00	ES	Futures	5847.04	5848.09	5841.54	5844.68	2669.0
2024-09-12 03:35:00	ES	Futures	5844.68	5845.47	5841.27	5842.85	2193.0
2024-09-12 03:40:00	ES	Futures	5843.11	5844.16	5841.54	5842.85	1509.0
2024-09-12 03:45:00	ES	Futures	5842.59	5843.63	5839.18	5841.01	1697.0
2024-09-12 03:50:00	ES	Futures	5841.01	5842.85	5838.92	5839.7	1237.0
2024-09-12 03:55:00	ES	Futures	5839.7	5840.23	5836.03	5837.6	2401.0
2024-09-12 04:00:00	ES	Futures	5837.6	5837.87	5832.62	5834.98	3294.0
2024-09-12 04:05:00	ES	Futures	5835.25	5837.08	5833.93	5836.29	1772.0

> showing 50 of 18,637 rows — these rows as CSV

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