PREVIEW / futures_5min / 2024-10-22

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-10-22.parquet
  size:    340 KB
  rows:    20,394

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
2024-10-22 00:00:00	ES	Futures	6109.96	6110.48	6108.92	6108.92	292.0
2024-10-22 00:05:00	ES	Futures	6108.92	6109.18	6108.4	6108.66	536.0
2024-10-22 00:10:00	ES	Futures	6108.4	6109.7	6107.88	6109.44	411.0
2024-10-22 00:15:00	ES	Futures	6109.18	6111.0	6108.92	6110.48	424.0
2024-10-22 00:20:00	ES	Futures	6110.74	6111.26	6110.22	6110.48	203.0
2024-10-22 00:25:00	ES	Futures	6110.74	6111.0	6110.22	6110.48	228.0
2024-10-22 00:30:00	ES	Futures	6110.48	6111.0	6109.7	6110.48	267.0
2024-10-22 00:35:00	ES	Futures	6110.22	6110.48	6109.7	6109.96	133.0
2024-10-22 00:40:00	ES	Futures	6110.22	6110.22	6109.44	6109.7	140.0
2024-10-22 00:45:00	ES	Futures	6109.7	6109.96	6108.4	6108.66	192.0
2024-10-22 00:50:00	ES	Futures	6108.66	6109.18	6107.1	6107.36	308.0
2024-10-22 00:55:00	ES	Futures	6107.36	6107.88	6106.33	6106.59	387.0
2024-10-22 01:00:00	ES	Futures	6106.59	6107.88	6105.55	6107.88	783.0
2024-10-22 01:05:00	ES	Futures	6107.88	6107.88	6106.33	6106.59	289.0
2024-10-22 01:10:00	ES	Futures	6106.59	6106.59	6105.81	6106.07	208.0
2024-10-22 01:15:00	ES	Futures	6105.81	6106.59	6105.81	6106.59	180.0
2024-10-22 01:20:00	ES	Futures	6106.59	6107.88	6106.33	6107.62	261.0
2024-10-22 01:25:00	ES	Futures	6107.88	6109.44	6107.88	6108.92	348.0
2024-10-22 01:30:00	ES	Futures	6108.92	6109.96	6108.66	6109.7	380.0
2024-10-22 01:35:00	ES	Futures	6109.7	6110.48	6109.44	6110.48	342.0
2024-10-22 01:40:00	ES	Futures	6110.74	6111.0	6109.18	6109.7	269.0
2024-10-22 01:45:00	ES	Futures	6109.7	6110.22	6108.14	6108.14	384.0
2024-10-22 01:50:00	ES	Futures	6108.14	6108.4	6106.33	6108.14	413.0
2024-10-22 01:55:00	ES	Futures	6108.14	6108.14	6107.1	6107.36	245.0
2024-10-22 02:00:00	ES	Futures	6107.36	6109.18	6107.1	6107.88	731.0
2024-10-22 02:05:00	ES	Futures	6107.62	6107.62	6106.33	6106.59	297.0
2024-10-22 02:10:00	ES	Futures	6106.59	6107.36	6106.33	6106.59	313.0
2024-10-22 02:15:00	ES	Futures	6106.59	6107.36	6105.81	6106.59	232.0
2024-10-22 02:20:00	ES	Futures	6106.85	6108.14	6106.85	6107.88	233.0
2024-10-22 02:25:00	ES	Futures	6107.88	6107.88	6106.59	6106.59	196.0
2024-10-22 02:30:00	ES	Futures	6106.59	6108.14	6105.81	6107.88	436.0
2024-10-22 02:35:00	ES	Futures	6107.88	6108.4	6107.1	6107.36	250.0
2024-10-22 02:40:00	ES	Futures	6107.36	6107.62	6102.95	6104.51	1021.0
2024-10-22 02:45:00	ES	Futures	6104.51	6105.55	6103.21	6105.55	734.0
2024-10-22 02:50:00	ES	Futures	6105.29	6106.59	6105.29	6106.07	378.0
2024-10-22 02:55:00	ES	Futures	6106.07	6107.62	6105.81	6106.85	468.0
2024-10-22 03:00:00	ES	Futures	6107.1	6107.88	6105.03	6107.36	1541.0
2024-10-22 03:05:00	ES	Futures	6107.1	6108.14	6105.03	6108.14	1149.0
2024-10-22 03:10:00	ES	Futures	6108.14	6111.78	6108.14	6111.78	1671.0
2024-10-22 03:15:00	ES	Futures	6111.78	6112.04	6109.18	6110.48	1391.0
2024-10-22 03:20:00	ES	Futures	6110.48	6111.0	6108.4	6109.18	1020.0
2024-10-22 03:25:00	ES	Futures	6109.44	6111.26	6109.44	6110.22	635.0
2024-10-22 03:30:00	ES	Futures	6110.22	6110.22	6106.85	6108.14	871.0
2024-10-22 03:35:00	ES	Futures	6108.14	6109.18	6107.62	6108.66	759.0
2024-10-22 03:40:00	ES	Futures	6108.66	6111.78	6108.4	6111.52	745.0
2024-10-22 03:45:00	ES	Futures	6111.52	6112.04	6107.88	6108.14	798.0
2024-10-22 03:50:00	ES	Futures	6108.14	6108.66	6105.81	6107.62	754.0
2024-10-22 03:55:00	ES	Futures	6107.62	6107.88	6105.29	6106.59	786.0
2024-10-22 04:00:00	ES	Futures	6106.33	6107.88	6103.99	6105.29	1276.0
2024-10-22 04:05:00	ES	Futures	6105.29	6108.14	6104.51	6107.36	882.0

> showing 50 of 20,394 rows — these rows as CSV

> unlock the full archive -- $79 one-time