PREVIEW / futures_5min / 2024-12-06

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-06.parquet
  size:    284 KB
  rows:    15,771

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
2024-12-06 00:00:00	ES	Futures	6316.54	6316.54	6315.5	6315.5	263.0
2024-12-06 00:05:00	ES	Futures	6315.5	6315.76	6315.24	6315.24	123.0
2024-12-06 00:10:00	ES	Futures	6315.5	6315.76	6315.24	6315.76	144.0
2024-12-06 00:15:00	ES	Futures	6316.02	6316.28	6315.5	6315.76	162.0
2024-12-06 00:20:00	ES	Futures	6315.5	6315.76	6315.24	6315.5	259.0
2024-12-06 00:25:00	ES	Futures	6315.76	6316.28	6315.5	6316.28	205.0
2024-12-06 00:30:00	ES	Futures	6316.28	6316.28	6315.5	6315.76	190.0
2024-12-06 00:35:00	ES	Futures	6315.76	6316.02	6315.5	6315.76	159.0
2024-12-06 00:40:00	ES	Futures	6315.76	6316.02	6314.98	6314.98	191.0
2024-12-06 00:45:00	ES	Futures	6314.98	6315.5	6314.98	6314.98	136.0
2024-12-06 00:50:00	ES	Futures	6314.98	6316.28	6314.98	6316.28	122.0
2024-12-06 00:55:00	ES	Futures	6316.02	6316.8	6316.02	6316.54	187.0
2024-12-06 01:00:00	ES	Futures	6316.54	6316.8	6316.28	6316.8	176.0
2024-12-06 01:05:00	ES	Futures	6316.8	6317.32	6316.8	6317.32	147.0
2024-12-06 01:10:00	ES	Futures	6317.32	6317.32	6316.02	6316.54	230.0
2024-12-06 01:15:00	ES	Futures	6316.8	6317.32	6316.54	6317.32	85.0
2024-12-06 01:20:00	ES	Futures	6317.06	6318.1	6317.06	6318.1	140.0
2024-12-06 01:25:00	ES	Futures	6317.84	6318.1	6317.58	6317.84	178.0
2024-12-06 01:30:00	ES	Futures	6317.58	6317.84	6317.32	6317.58	414.0
2024-12-06 01:35:00	ES	Futures	6317.58	6317.58	6316.8	6317.06	151.0
2024-12-06 01:40:00	ES	Futures	6317.32	6317.58	6317.06	6317.06	123.0
2024-12-06 01:45:00	ES	Futures	6316.8	6317.84	6316.8	6317.58	109.0
2024-12-06 01:50:00	ES	Futures	6317.58	6317.58	6317.06	6317.06	164.0
2024-12-06 01:55:00	ES	Futures	6317.06	6317.32	6316.28	6316.8	318.0
2024-12-06 02:00:00	ES	Futures	6316.8	6317.32	6316.54	6317.06	278.0
2024-12-06 02:05:00	ES	Futures	6317.06	6317.58	6317.06	6317.58	234.0
2024-12-06 02:10:00	ES	Futures	6317.58	6317.84	6317.32	6317.84	160.0
2024-12-06 02:15:00	ES	Futures	6317.84	6318.36	6317.58	6318.1	580.0
2024-12-06 02:20:00	ES	Futures	6318.36	6318.62	6316.8	6317.06	482.0
2024-12-06 02:25:00	ES	Futures	6317.06	6317.84	6316.8	6317.06	193.0
2024-12-06 02:30:00	ES	Futures	6317.06	6317.06	6316.28	6316.28	229.0
2024-12-06 02:35:00	ES	Futures	6316.28	6316.54	6316.02	6316.02	151.0
2024-12-06 02:40:00	ES	Futures	6316.28	6316.28	6315.76	6316.02	242.0
2024-12-06 02:45:00	ES	Futures	6316.02	6317.06	6315.76	6316.8	542.0
2024-12-06 02:50:00	ES	Futures	6316.8	6316.8	6316.02	6316.02	684.0
2024-12-06 02:55:00	ES	Futures	6316.02	6317.06	6315.76	6317.06	366.0
2024-12-06 03:00:00	ES	Futures	6316.8	6318.1	6316.02	6316.8	1392.0
2024-12-06 03:05:00	ES	Futures	6316.8	6317.32	6316.54	6317.06	674.0
2024-12-06 03:10:00	ES	Futures	6317.06	6318.62	6316.54	6318.1	790.0
2024-12-06 03:15:00	ES	Futures	6318.1	6318.88	6318.1	6318.36	621.0
2024-12-06 03:20:00	ES	Futures	6318.1	6318.36	6317.32	6317.84	453.0
2024-12-06 03:25:00	ES	Futures	6317.84	6319.14	6317.06	6318.62	707.0
2024-12-06 03:30:00	ES	Futures	6318.88	6319.65	6317.84	6319.39	587.0
2024-12-06 03:35:00	ES	Futures	6319.39	6320.17	6319.14	6319.14	492.0
2024-12-06 03:40:00	ES	Futures	6318.88	6320.17	6318.62	6319.91	778.0
2024-12-06 03:45:00	ES	Futures	6319.91	6320.17	6319.39	6320.17	594.0
2024-12-06 03:50:00	ES	Futures	6319.91	6320.95	6319.39	6319.39	1030.0
2024-12-06 03:55:00	ES	Futures	6319.65	6319.65	6318.1	6319.39	545.0
2024-12-06 04:00:00	ES	Futures	6319.14	6319.91	6317.58	6318.1	970.0
2024-12-06 04:05:00	ES	Futures	6318.1	6318.1	6316.28	6316.54	788.0

> showing 50 of 15,771 rows — these rows as CSV

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