PREVIEW / futures_5min / 2024-10-18

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-10-18.parquet
  size:    294 KB
  rows:    16,599

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
2024-10-18 00:00:00	ES	Futures	6108.4	6108.66	6107.62	6107.62	121.0
2024-10-18 00:05:00	ES	Futures	6107.62	6109.18	6107.62	6108.14	167.0
2024-10-18 00:10:00	ES	Futures	6108.14	6108.66	6107.88	6108.4	89.0
2024-10-18 00:15:00	ES	Futures	6107.88	6109.44	6107.62	6108.92	194.0
2024-10-18 00:20:00	ES	Futures	6109.18	6110.22	6109.18	6109.96	350.0
2024-10-18 00:25:00	ES	Futures	6109.96	6109.96	6108.4	6108.66	90.0
2024-10-18 00:30:00	ES	Futures	6108.92	6109.96	6108.66	6109.96	125.0
2024-10-18 00:35:00	ES	Futures	6109.96	6110.48	6109.18	6109.96	211.0
2024-10-18 00:40:00	ES	Futures	6109.96	6110.74	6109.96	6110.22	273.0
2024-10-18 00:45:00	ES	Futures	6109.96	6110.74	6109.7	6110.48	72.0
2024-10-18 00:50:00	ES	Futures	6110.48	6110.74	6110.22	6110.22	76.0
2024-10-18 00:55:00	ES	Futures	6110.22	6110.22	6108.92	6109.7	126.0
2024-10-18 01:00:00	ES	Futures	6109.7	6110.48	6109.18	6109.7	238.0
2024-10-18 01:05:00	ES	Futures	6109.96	6110.48	6109.18	6109.96	197.0
2024-10-18 01:10:00	ES	Futures	6109.96	6111.0	6109.96	6111.0	395.0
2024-10-18 01:15:00	ES	Futures	6111.0	6111.26	6110.22	6111.0	430.0
2024-10-18 01:20:00	ES	Futures	6110.74	6111.0	6109.18	6109.44	233.0
2024-10-18 01:25:00	ES	Futures	6109.44	6110.22	6108.92	6109.18	244.0
2024-10-18 01:30:00	ES	Futures	6109.44	6111.26	6109.44	6110.74	242.0
2024-10-18 01:35:00	ES	Futures	6111.0	6111.52	6110.74	6111.0	415.0
2024-10-18 01:40:00	ES	Futures	6110.74	6111.52	6110.74	6111.26	135.0
2024-10-18 01:45:00	ES	Futures	6111.26	6111.26	6110.22	6110.48	267.0
2024-10-18 01:50:00	ES	Futures	6110.22	6112.04	6110.22	6112.04	659.0
2024-10-18 01:55:00	ES	Futures	6112.04	6113.07	6111.52	6112.55	1239.0
2024-10-18 02:00:00	ES	Futures	6112.81	6113.07	6111.52	6112.04	537.0
2024-10-18 02:05:00	ES	Futures	6112.3	6113.33	6112.04	6112.81	734.0
2024-10-18 02:10:00	ES	Futures	6113.07	6113.59	6112.55	6113.07	767.0
2024-10-18 02:15:00	ES	Futures	6113.07	6113.85	6112.81	6113.59	534.0
2024-10-18 02:20:00	ES	Futures	6113.59	6113.85	6112.55	6113.07	379.0
2024-10-18 02:25:00	ES	Futures	6113.07	6113.33	6112.3	6112.81	304.0
2024-10-18 02:30:00	ES	Futures	6112.81	6114.11	6112.55	6113.59	578.0
2024-10-18 02:35:00	ES	Futures	6113.85	6114.63	6113.59	6114.37	963.0
2024-10-18 02:40:00	ES	Futures	6114.37	6114.37	6112.81	6113.07	491.0
2024-10-18 02:45:00	ES	Futures	6112.81	6113.33	6111.52	6112.3	497.0
2024-10-18 02:50:00	ES	Futures	6112.3	6113.33	6111.78	6113.07	369.0
2024-10-18 02:55:00	ES	Futures	6113.07	6113.85	6112.81	6113.59	419.0
2024-10-18 03:00:00	ES	Futures	6113.85	6115.15	6113.33	6114.63	1301.0
2024-10-18 03:05:00	ES	Futures	6114.89	6115.41	6113.85	6115.15	887.0
2024-10-18 03:10:00	ES	Futures	6115.15	6115.67	6114.11	6115.41	889.0
2024-10-18 03:15:00	ES	Futures	6115.67	6115.93	6114.89	6115.15	599.0
2024-10-18 03:20:00	ES	Futures	6115.41	6115.67	6113.85	6115.41	451.0
2024-10-18 03:25:00	ES	Futures	6115.41	6115.93	6115.15	6115.67	556.0
2024-10-18 03:30:00	ES	Futures	6115.41	6115.67	6114.63	6115.41	497.0
2024-10-18 03:35:00	ES	Futures	6115.67	6116.19	6115.41	6115.93	517.0
2024-10-18 03:40:00	ES	Futures	6116.19	6116.97	6115.41	6116.19	1195.0
2024-10-18 03:45:00	ES	Futures	6115.93	6116.45	6115.15	6116.45	658.0
2024-10-18 03:50:00	ES	Futures	6116.45	6119.82	6116.19	6119.56	2148.0
2024-10-18 03:55:00	ES	Futures	6119.3	6121.9	6118.78	6121.9	1589.0
2024-10-18 04:00:00	ES	Futures	6121.9	6122.68	6120.86	6122.42	1449.0
2024-10-18 04:05:00	ES	Futures	6122.42	6123.71	6121.9	6122.94	1030.0

> showing 50 of 16,599 rows — these rows as CSV

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