PREVIEW / futures_5min / 2024-11-19

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-11-19.parquet
  size:    373 KB
  rows:    20,633

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
2024-11-19 00:00:00	ES	Futures	6156.41	6156.93	6155.9	6156.41	385.0
2024-11-19 00:05:00	ES	Futures	6156.41	6156.67	6155.64	6155.64	413.0
2024-11-19 00:10:00	ES	Futures	6155.38	6156.15	6154.6	6155.38	661.0
2024-11-19 00:15:00	ES	Futures	6155.38	6156.15	6153.56	6153.82	648.0
2024-11-19 00:20:00	ES	Futures	6154.08	6154.6	6153.3	6153.56	429.0
2024-11-19 00:25:00	ES	Futures	6153.82	6154.08	6153.04	6153.3	311.0
2024-11-19 00:30:00	ES	Futures	6153.3	6154.08	6153.3	6153.56	217.0
2024-11-19 00:35:00	ES	Futures	6153.3	6153.56	6153.04	6153.3	172.0
2024-11-19 00:40:00	ES	Futures	6153.04	6153.56	6153.04	6153.3	238.0
2024-11-19 00:45:00	ES	Futures	6153.04	6153.56	6152.52	6153.04	293.0
2024-11-19 00:50:00	ES	Futures	6153.04	6153.82	6152.26	6153.82	461.0
2024-11-19 00:55:00	ES	Futures	6153.56	6154.08	6153.04	6154.08	281.0
2024-11-19 01:00:00	ES	Futures	6154.08	6154.08	6153.04	6153.04	432.0
2024-11-19 01:05:00	ES	Futures	6153.3	6153.82	6152.78	6153.3	268.0
2024-11-19 01:10:00	ES	Futures	6153.04	6153.56	6152.26	6152.52	373.0
2024-11-19 01:15:00	ES	Futures	6152.52	6153.82	6152.26	6153.56	250.0
2024-11-19 01:20:00	ES	Futures	6153.56	6155.38	6153.3	6154.08	760.0
2024-11-19 01:25:00	ES	Futures	6153.82	6154.08	6153.3	6153.56	261.0
2024-11-19 01:30:00	ES	Futures	6153.56	6154.34	6152.78	6153.04	430.0
2024-11-19 01:35:00	ES	Futures	6153.3	6153.82	6152.52	6153.56	330.0
2024-11-19 01:40:00	ES	Futures	6153.56	6153.82	6153.04	6153.56	211.0
2024-11-19 01:45:00	ES	Futures	6153.56	6154.34	6153.3	6154.34	199.0
2024-11-19 01:50:00	ES	Futures	6154.34	6154.86	6153.04	6153.04	262.0
2024-11-19 01:55:00	ES	Futures	6153.3	6153.3	6152.52	6153.3	292.0
2024-11-19 02:00:00	ES	Futures	6153.3	6153.3	6150.96	6151.48	540.0
2024-11-19 02:05:00	ES	Futures	6151.22	6151.48	6149.15	6150.45	490.0
2024-11-19 02:10:00	ES	Futures	6150.7	6150.7	6148.37	6148.89	559.0
2024-11-19 02:15:00	ES	Futures	6149.15	6150.96	6148.89	6150.7	358.0
2024-11-19 02:20:00	ES	Futures	6150.96	6152.78	6150.96	6152.52	477.0
2024-11-19 02:25:00	ES	Futures	6152.52	6152.78	6151.22	6152.0	345.0
2024-11-19 02:30:00	ES	Futures	6152.0	6154.86	6152.0	6153.82	696.0
2024-11-19 02:35:00	ES	Futures	6153.82	6155.64	6153.56	6155.12	706.0
2024-11-19 02:40:00	ES	Futures	6155.12	6155.38	6153.82	6154.6	456.0
2024-11-19 02:45:00	ES	Futures	6154.86	6154.86	6153.3	6154.08	477.0
2024-11-19 02:50:00	ES	Futures	6154.08	6155.12	6153.82	6154.6	414.0
2024-11-19 02:55:00	ES	Futures	6154.6	6154.6	6152.0	6153.04	1004.0
2024-11-19 03:00:00	ES	Futures	6152.78	6156.93	6152.26	6156.41	1486.0
2024-11-19 03:05:00	ES	Futures	6156.67	6157.45	6153.82	6154.34	1052.0
2024-11-19 03:10:00	ES	Futures	6154.08	6155.38	6149.15	6151.22	2118.0
2024-11-19 03:15:00	ES	Futures	6151.22	6154.6	6151.22	6153.3	1580.0
2024-11-19 03:20:00	ES	Futures	6153.3	6155.38	6153.3	6154.6	1369.0
2024-11-19 03:25:00	ES	Futures	6154.6	6155.12	6151.48	6153.56	1676.0
2024-11-19 03:30:00	ES	Futures	6153.82	6154.34	6148.11	6148.37	2033.0
2024-11-19 03:35:00	ES	Futures	6148.37	6148.63	6131.24	6131.24	5350.0
2024-11-19 03:40:00	ES	Futures	6131.5	6134.61	6129.42	6132.02	5688.0
2024-11-19 03:45:00	ES	Futures	6131.76	6142.66	6131.76	6142.14	4252.0
2024-11-19 03:50:00	ES	Futures	6141.88	6142.92	6137.47	6138.77	2940.0
2024-11-19 03:55:00	ES	Futures	6138.77	6143.44	6137.99	6141.1	1904.0
2024-11-19 04:00:00	ES	Futures	6141.1	6145.51	6140.84	6144.22	2204.0
2024-11-19 04:05:00	ES	Futures	6144.22	6145.25	6141.36	6143.44	1509.0

> showing 50 of 20,633 rows — these rows as CSV

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