PREVIEW / futures_5min / 2024-12-05

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-05.parquet
  size:    331 KB
  rows:    19,419

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
2024-12-05 00:00:00	ES	Futures	6325.88	6326.4	6325.88	6325.88	111.0
2024-12-05 00:05:00	ES	Futures	6325.88	6326.14	6325.62	6326.14	111.0
2024-12-05 00:10:00	ES	Futures	6326.14	6326.4	6326.14	6326.14	68.0
2024-12-05 00:15:00	ES	Futures	6326.4	6326.92	6326.14	6326.66	165.0
2024-12-05 00:20:00	ES	Futures	6326.66	6327.18	6326.66	6326.92	224.0
2024-12-05 00:25:00	ES	Futures	6326.92	6327.18	6325.88	6326.14	189.0
2024-12-05 00:30:00	ES	Futures	6326.4	6327.18	6326.4	6327.18	161.0
2024-12-05 00:35:00	ES	Futures	6327.44	6327.7	6326.92	6327.18	225.0
2024-12-05 00:40:00	ES	Futures	6327.18	6327.44	6326.92	6326.92	132.0
2024-12-05 00:45:00	ES	Futures	6326.92	6326.92	6325.88	6326.66	373.0
2024-12-05 00:50:00	ES	Futures	6326.66	6327.18	6326.4	6327.18	239.0
2024-12-05 00:55:00	ES	Futures	6327.18	6328.48	6326.92	6328.48	250.0
2024-12-05 01:00:00	ES	Futures	6328.48	6329.26	6328.22	6328.22	577.0
2024-12-05 01:05:00	ES	Futures	6328.22	6328.74	6327.96	6328.48	298.0
2024-12-05 01:10:00	ES	Futures	6328.48	6328.74	6327.7	6327.96	227.0
2024-12-05 01:15:00	ES	Futures	6327.96	6328.48	6327.96	6328.22	204.0
2024-12-05 01:20:00	ES	Futures	6328.22	6328.74	6327.96	6328.74	181.0
2024-12-05 01:25:00	ES	Futures	6328.48	6328.48	6327.44	6328.48	397.0
2024-12-05 01:30:00	ES	Futures	6328.48	6329.0	6327.96	6329.0	431.0
2024-12-05 01:35:00	ES	Futures	6329.0	6329.26	6328.48	6328.48	136.0
2024-12-05 01:40:00	ES	Futures	6328.48	6328.74	6327.44	6328.22	300.0
2024-12-05 01:45:00	ES	Futures	6328.48	6329.0	6327.96	6328.22	495.0
2024-12-05 01:50:00	ES	Futures	6328.22	6328.22	6327.18	6327.7	278.0
2024-12-05 01:55:00	ES	Futures	6327.96	6328.48	6327.7	6327.96	192.0
2024-12-05 02:00:00	ES	Futures	6327.96	6327.96	6326.4	6326.92	861.0
2024-12-05 02:05:00	ES	Futures	6326.92	6328.22	6326.66	6327.44	337.0
2024-12-05 02:10:00	ES	Futures	6327.7	6328.22	6327.44	6327.96	425.0
2024-12-05 02:15:00	ES	Futures	6327.96	6328.22	6326.14	6327.7	428.0
2024-12-05 02:20:00	ES	Futures	6327.7	6327.7	6326.66	6326.92	376.0
2024-12-05 02:25:00	ES	Futures	6327.18	6328.48	6326.92	6327.96	670.0
2024-12-05 02:30:00	ES	Futures	6327.7	6328.48	6327.18	6327.44	292.0
2024-12-05 02:35:00	ES	Futures	6327.44	6327.44	6326.4	6326.92	391.0
2024-12-05 02:40:00	ES	Futures	6326.92	6327.18	6326.66	6327.18	208.0
2024-12-05 02:45:00	ES	Futures	6327.18	6327.44	6326.66	6327.18	226.0
2024-12-05 02:50:00	ES	Futures	6327.44	6327.96	6326.66	6327.44	479.0
2024-12-05 02:55:00	ES	Futures	6327.44	6327.7	6325.62	6326.14	755.0
2024-12-05 03:00:00	ES	Futures	6326.14	6327.44	6325.36	6327.18	2233.0
2024-12-05 03:05:00	ES	Futures	6327.18	6327.96	6326.14	6327.44	1501.0
2024-12-05 03:10:00	ES	Futures	6327.44	6329.26	6327.18	6329.0	1775.0
2024-12-05 03:15:00	ES	Futures	6329.0	6329.0	6327.18	6328.22	1209.0
2024-12-05 03:20:00	ES	Futures	6328.22	6329.78	6327.96	6329.26	967.0
2024-12-05 03:25:00	ES	Futures	6329.52	6330.04	6328.74	6329.26	883.0
2024-12-05 03:30:00	ES	Futures	6329.0	6329.0	6327.44	6327.96	1575.0
2024-12-05 03:35:00	ES	Futures	6328.22	6328.48	6327.18	6327.7	662.0
2024-12-05 03:40:00	ES	Futures	6327.7	6328.22	6327.18	6327.7	552.0
2024-12-05 03:45:00	ES	Futures	6327.44	6327.96	6326.92	6327.7	544.0
2024-12-05 03:50:00	ES	Futures	6327.96	6328.48	6327.18	6327.18	545.0
2024-12-05 03:55:00	ES	Futures	6327.18	6327.96	6326.66	6327.96	454.0
2024-12-05 04:00:00	ES	Futures	6327.96	6328.22	6326.66	6327.44	1396.0
2024-12-05 04:05:00	ES	Futures	6327.44	6327.7	6325.1	6325.62	1095.0

> showing 50 of 19,419 rows — these rows as CSV

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