PREVIEW / futures_5min / 2024-10-23

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-10-23.parquet
  size:    360 KB
  rows:    20,699

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
2024-10-23 00:00:00	ES	Futures	6110.74	6111.78	6110.22	6111.0	339.0
2024-10-23 00:05:00	ES	Futures	6111.0	6111.0	6110.48	6111.0	146.0
2024-10-23 00:10:00	ES	Futures	6111.0	6111.52	6110.74	6111.52	81.0
2024-10-23 00:15:00	ES	Futures	6111.26	6112.55	6111.0	6112.55	190.0
2024-10-23 00:20:00	ES	Futures	6112.3	6112.55	6111.78	6112.04	97.0
2024-10-23 00:25:00	ES	Futures	6112.04	6112.55	6111.78	6112.3	118.0
2024-10-23 00:30:00	ES	Futures	6112.3	6112.81	6112.04	6112.3	128.0
2024-10-23 00:35:00	ES	Futures	6112.3	6112.81	6112.3	6112.55	91.0
2024-10-23 00:40:00	ES	Futures	6112.55	6113.07	6112.3	6112.55	156.0
2024-10-23 00:45:00	ES	Futures	6112.81	6113.07	6112.3	6112.81	95.0
2024-10-23 00:50:00	ES	Futures	6112.55	6112.81	6112.3	6112.81	144.0
2024-10-23 00:55:00	ES	Futures	6112.81	6112.81	6112.3	6112.55	141.0
2024-10-23 01:00:00	ES	Futures	6112.55	6112.81	6112.3	6112.55	123.0
2024-10-23 01:05:00	ES	Futures	6112.81	6113.59	6112.81	6113.07	221.0
2024-10-23 01:10:00	ES	Futures	6113.07	6113.33	6112.04	6112.3	287.0
2024-10-23 01:15:00	ES	Futures	6112.55	6113.59	6112.55	6113.33	163.0
2024-10-23 01:20:00	ES	Futures	6113.07	6113.07	6112.04	6112.04	186.0
2024-10-23 01:25:00	ES	Futures	6112.04	6112.3	6111.26	6111.52	226.0
2024-10-23 01:30:00	ES	Futures	6111.52	6112.04	6111.0	6111.52	212.0
2024-10-23 01:35:00	ES	Futures	6111.52	6112.3	6111.26	6111.26	236.0
2024-10-23 01:40:00	ES	Futures	6111.26	6111.78	6111.0	6111.78	236.0
2024-10-23 01:45:00	ES	Futures	6111.52	6111.78	6110.74	6111.78	242.0
2024-10-23 01:50:00	ES	Futures	6111.52	6111.52	6110.74	6111.26	287.0
2024-10-23 01:55:00	ES	Futures	6111.26	6111.26	6110.48	6111.0	294.0
2024-10-23 02:00:00	ES	Futures	6111.0	6111.26	6110.48	6110.48	472.0
2024-10-23 02:05:00	ES	Futures	6110.74	6111.26	6110.22	6110.48	332.0
2024-10-23 02:10:00	ES	Futures	6110.48	6111.0	6109.96	6110.22	517.0
2024-10-23 02:15:00	ES	Futures	6110.22	6111.26	6109.96	6111.0	275.0
2024-10-23 02:20:00	ES	Futures	6110.74	6111.0	6109.44	6110.22	474.0
2024-10-23 02:25:00	ES	Futures	6110.22	6111.0	6109.7	6110.74	363.0
2024-10-23 02:30:00	ES	Futures	6110.74	6110.74	6108.4	6108.4	953.0
2024-10-23 02:35:00	ES	Futures	6108.4	6109.44	6108.14	6109.44	998.0
2024-10-23 02:40:00	ES	Futures	6109.18	6110.22	6108.92	6109.96	454.0
2024-10-23 02:45:00	ES	Futures	6109.96	6109.96	6109.44	6109.7	548.0
2024-10-23 02:50:00	ES	Futures	6109.44	6110.48	6109.44	6110.22	291.0
2024-10-23 02:55:00	ES	Futures	6110.22	6110.48	6109.7	6109.7	738.0
2024-10-23 03:00:00	ES	Futures	6109.96	6112.3	6108.92	6111.26	2359.0
2024-10-23 03:05:00	ES	Futures	6111.52	6114.63	6111.0	6113.33	1167.0
2024-10-23 03:10:00	ES	Futures	6113.33	6115.67	6113.33	6115.41	1049.0
2024-10-23 03:15:00	ES	Futures	6115.67	6116.97	6114.89	6116.45	1045.0
2024-10-23 03:20:00	ES	Futures	6116.45	6118.26	6115.41	6115.41	1276.0
2024-10-23 03:25:00	ES	Futures	6115.67	6115.67	6113.07	6115.15	923.0
2024-10-23 03:30:00	ES	Futures	6115.41	6115.67	6113.07	6114.11	708.0
2024-10-23 03:35:00	ES	Futures	6114.11	6115.15	6113.33	6114.89	514.0
2024-10-23 03:40:00	ES	Futures	6114.89	6114.89	6113.33	6113.59	726.0
2024-10-23 03:45:00	ES	Futures	6113.59	6113.85	6112.81	6113.59	714.0
2024-10-23 03:50:00	ES	Futures	6113.59	6113.59	6112.55	6112.81	449.0
2024-10-23 03:55:00	ES	Futures	6112.81	6112.81	6111.78	6112.55	750.0
2024-10-23 04:00:00	ES	Futures	6112.3	6113.59	6112.04	6113.59	1103.0
2024-10-23 04:05:00	ES	Futures	6113.33	6114.63	6112.81	6114.37	702.0

> showing 50 of 20,699 rows — these rows as CSV

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