PREVIEW / futures_5min / 2024-10-09

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-10-09.parquet
  size:    354 KB
  rows:    20,579

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
2024-10-09 00:00:00	ES	Futures	6010.82	6011.08	6010.3	6011.08	169.0
2024-10-09 00:05:00	ES	Futures	6011.08	6011.6	6011.08	6011.6	189.0
2024-10-09 00:10:00	ES	Futures	6011.34	6011.34	6010.82	6011.08	69.0
2024-10-09 00:15:00	ES	Futures	6011.08	6011.6	6010.82	6011.6	85.0
2024-10-09 00:20:00	ES	Futures	6011.6	6011.86	6011.34	6011.6	104.0
2024-10-09 00:25:00	ES	Futures	6011.34	6011.6	6011.08	6011.08	88.0
2024-10-09 00:30:00	ES	Futures	6011.08	6012.12	6011.08	6011.34	193.0
2024-10-09 00:35:00	ES	Futures	6011.34	6011.34	6010.56	6010.56	169.0
2024-10-09 00:40:00	ES	Futures	6010.82	6010.82	6010.04	6010.3	228.0
2024-10-09 00:45:00	ES	Futures	6010.3	6010.3	6009.52	6009.52	124.0
2024-10-09 00:50:00	ES	Futures	6009.52	6009.52	6007.97	6008.75	486.0
2024-10-09 00:55:00	ES	Futures	6008.75	6009.78	6008.75	6009.26	252.0
2024-10-09 01:00:00	ES	Futures	6009.52	6013.42	6009.26	6013.16	1157.0
2024-10-09 01:05:00	ES	Futures	6013.16	6013.94	6009.52	6011.08	825.0
2024-10-09 01:10:00	ES	Futures	6011.08	6011.34	6008.23	6009.26	953.0
2024-10-09 01:15:00	ES	Futures	6009.0	6011.08	6008.49	6009.78	424.0
2024-10-09 01:20:00	ES	Futures	6009.52	6011.34	6009.0	6011.08	328.0
2024-10-09 01:25:00	ES	Futures	6010.82	6011.6	6008.75	6008.75	313.0
2024-10-09 01:30:00	ES	Futures	6008.49	6010.04	6007.71	6010.04	405.0
2024-10-09 01:35:00	ES	Futures	6010.04	6011.08	6009.52	6010.04	389.0
2024-10-09 01:40:00	ES	Futures	6010.04	6011.08	6009.26	6011.08	476.0
2024-10-09 01:45:00	ES	Futures	6011.08	6011.86	6009.52	6009.78	410.0
2024-10-09 01:50:00	ES	Futures	6009.52	6010.3	6008.75	6009.52	459.0
2024-10-09 01:55:00	ES	Futures	6009.78	6010.3	6008.49	6008.75	544.0
2024-10-09 02:00:00	ES	Futures	6008.49	6010.04	6008.49	6009.52	587.0
2024-10-09 02:05:00	ES	Futures	6009.52	6010.82	6007.71	6007.97	543.0
2024-10-09 02:10:00	ES	Futures	6007.97	6008.75	6006.93	6007.45	543.0
2024-10-09 02:15:00	ES	Futures	6007.45	6007.71	6005.89	6006.41	675.0
2024-10-09 02:20:00	ES	Futures	6006.41	6006.93	6005.63	6006.67	535.0
2024-10-09 02:25:00	ES	Futures	6006.67	6007.19	6005.89	6006.41	392.0
2024-10-09 02:30:00	ES	Futures	6006.67	6006.67	6004.59	6005.37	879.0
2024-10-09 02:35:00	ES	Futures	6005.11	6005.89	6004.07	6004.85	510.0
2024-10-09 02:40:00	ES	Futures	6004.85	6006.41	6004.85	6005.63	550.0
2024-10-09 02:45:00	ES	Futures	6005.37	6007.71	6005.37	6007.19	575.0
2024-10-09 02:50:00	ES	Futures	6007.19	6007.97	6006.41	6006.93	447.0
2024-10-09 02:55:00	ES	Futures	6006.93	6007.45	6006.67	6006.93	591.0
2024-10-09 03:00:00	ES	Futures	6006.93	6007.19	6004.85	6006.67	1247.0
2024-10-09 03:05:00	ES	Futures	6006.93	6008.49	6003.81	6003.81	1220.0
2024-10-09 03:10:00	ES	Futures	6003.81	6004.07	6000.96	6003.04	1828.0
2024-10-09 03:15:00	ES	Futures	6002.78	6004.59	6001.48	6003.04	1208.0
2024-10-09 03:20:00	ES	Futures	6003.04	6004.59	6001.22	6002.26	1210.0
2024-10-09 03:25:00	ES	Futures	6002.52	6005.37	6002.52	6004.85	995.0
2024-10-09 03:30:00	ES	Futures	6004.59	6006.41	6003.04	6006.41	1346.0
2024-10-09 03:35:00	ES	Futures	6006.15	6007.45	6003.81	6005.11	1163.0
2024-10-09 03:40:00	ES	Futures	6005.37	6005.89	6002.78	6003.55	713.0
2024-10-09 03:45:00	ES	Futures	6003.3	6005.63	6002.52	6004.07	701.0
2024-10-09 03:50:00	ES	Futures	6004.33	6005.63	6002.78	6004.85	923.0
2024-10-09 03:55:00	ES	Futures	6004.85	6007.45	6004.33	6006.93	746.0
2024-10-09 04:00:00	ES	Futures	6006.93	6009.52	6006.15	6009.52	1547.0
2024-10-09 04:05:00	ES	Futures	6009.26	6009.26	6007.19	6007.45	929.0

> showing 50 of 20,579 rows — these rows as CSV

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