PREVIEW / futures_5min / 2024-09-16

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-09-16.parquet
  size:    326 KB
  rows:    19,738

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
2024-09-16 00:00:00	ES	Futures	5911.42	5911.42	5910.39	5910.65	90.0
2024-09-16 00:05:00	ES	Futures	5910.65	5910.91	5910.39	5910.65	54.0
2024-09-16 00:10:00	ES	Futures	5910.91	5911.16	5910.65	5911.16	42.0
2024-09-16 00:15:00	ES	Futures	5911.16	5911.42	5910.91	5911.42	28.0
2024-09-16 00:20:00	ES	Futures	5911.68	5911.68	5910.65	5911.42	31.0
2024-09-16 00:25:00	ES	Futures	5911.42	5911.68	5910.91	5911.68	40.0
2024-09-16 00:30:00	ES	Futures	5911.16	5911.42	5910.91	5910.91	43.0
2024-09-16 00:35:00	ES	Futures	5911.16	5911.16	5910.91	5910.91	39.0
2024-09-16 00:40:00	ES	Futures	5911.16	5911.68	5910.91	5911.16	50.0
2024-09-16 00:45:00	ES	Futures	5911.16	5911.16	5910.91	5910.91	28.0
2024-09-16 00:50:00	ES	Futures	5911.16	5911.42	5910.91	5911.42	26.0
2024-09-16 00:55:00	ES	Futures	5911.68	5911.68	5910.39	5910.65	89.0
2024-09-16 01:00:00	ES	Futures	5910.91	5911.16	5910.91	5910.91	73.0
2024-09-16 01:05:00	ES	Futures	5911.16	5911.42	5910.39	5910.91	109.0
2024-09-16 01:10:00	ES	Futures	5910.65	5910.65	5909.61	5910.13	111.0
2024-09-16 01:15:00	ES	Futures	5910.13	5910.39	5908.83	5908.83	116.0
2024-09-16 01:20:00	ES	Futures	5909.09	5909.35	5908.83	5908.83	72.0
2024-09-16 01:25:00	ES	Futures	5908.83	5909.35	5908.57	5909.09	95.0
2024-09-16 01:30:00	ES	Futures	5909.09	5909.09	5908.57	5908.83	46.0
2024-09-16 01:35:00	ES	Futures	5908.83	5909.09	5907.27	5907.79	94.0
2024-09-16 01:40:00	ES	Futures	5908.05	5908.83	5907.79	5908.31	123.0
2024-09-16 01:45:00	ES	Futures	5908.57	5909.61	5908.57	5909.61	84.0
2024-09-16 01:50:00	ES	Futures	5909.35	5909.35	5908.83	5909.09	45.0
2024-09-16 01:55:00	ES	Futures	5909.09	5910.39	5909.09	5909.35	123.0
2024-09-16 02:00:00	ES	Futures	5909.61	5909.61	5907.53	5907.53	203.0
2024-09-16 02:05:00	ES	Futures	5907.53	5907.53	5905.97	5906.49	315.0
2024-09-16 02:10:00	ES	Futures	5906.75	5906.75	5904.94	5905.2	283.0
2024-09-16 02:15:00	ES	Futures	5904.94	5905.2	5903.9	5904.16	270.0
2024-09-16 02:20:00	ES	Futures	5904.42	5904.68	5903.12	5903.64	231.0
2024-09-16 02:25:00	ES	Futures	5903.64	5904.16	5903.38	5903.38	196.0
2024-09-16 02:30:00	ES	Futures	5903.64	5904.42	5903.38	5904.16	198.0
2024-09-16 02:35:00	ES	Futures	5904.16	5904.94	5902.86	5904.42	795.0
2024-09-16 02:40:00	ES	Futures	5904.16	5904.94	5903.64	5903.64	273.0
2024-09-16 02:45:00	ES	Futures	5903.9	5904.68	5903.38	5904.68	209.0
2024-09-16 02:50:00	ES	Futures	5904.42	5904.94	5903.64	5904.16	208.0
2024-09-16 02:55:00	ES	Futures	5904.16	5904.16	5903.64	5903.9	118.0
2024-09-16 03:00:00	ES	Futures	5904.16	5904.16	5902.6	5903.38	510.0
2024-09-16 03:05:00	ES	Futures	5903.38	5905.71	5903.12	5904.68	595.0
2024-09-16 03:10:00	ES	Futures	5904.68	5905.97	5903.9	5905.46	579.0
2024-09-16 03:15:00	ES	Futures	5905.46	5905.46	5903.38	5903.9	501.0
2024-09-16 03:20:00	ES	Futures	5903.9	5905.2	5903.9	5904.94	224.0
2024-09-16 03:25:00	ES	Futures	5904.94	5904.94	5903.38	5903.9	400.0
2024-09-16 03:30:00	ES	Futures	5903.64	5904.94	5903.38	5904.94	294.0
2024-09-16 03:35:00	ES	Futures	5904.94	5905.46	5903.64	5904.94	242.0
2024-09-16 03:40:00	ES	Futures	5904.68	5906.49	5904.68	5905.97	218.0
2024-09-16 03:45:00	ES	Futures	5905.97	5907.79	5905.97	5907.27	352.0
2024-09-16 03:50:00	ES	Futures	5907.27	5909.35	5907.01	5909.35	337.0
2024-09-16 03:55:00	ES	Futures	5909.35	5910.91	5908.31	5910.39	851.0
2024-09-16 04:00:00	ES	Futures	5910.65	5914.02	5908.83	5914.02	1034.0
2024-09-16 04:05:00	ES	Futures	5913.76	5914.02	5912.2	5912.72	619.0

> showing 50 of 19,738 rows — these rows as CSV

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