PREVIEW / futures_5min / 2024-12-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-12.parquet
  size:    327 KB
  rows:    18,160

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
2024-12-12 00:00:00	ES	Futures	6316.8	6317.32	6316.54	6316.54	318.0
2024-12-12 00:05:00	ES	Futures	6316.8	6316.8	6316.28	6316.54	166.0
2024-12-12 00:10:00	ES	Futures	6316.54	6316.8	6316.28	6316.54	74.0
2024-12-12 00:15:00	ES	Futures	6316.28	6316.54	6316.02	6316.54	201.0
2024-12-12 00:20:00	ES	Futures	6316.54	6316.8	6316.28	6316.54	88.0
2024-12-12 00:25:00	ES	Futures	6316.54	6316.8	6316.54	6316.8	43.0
2024-12-12 00:30:00	ES	Futures	6316.54	6317.32	6316.54	6317.32	215.0
2024-12-12 00:35:00	ES	Futures	6317.32	6317.84	6317.06	6317.58	308.0
2024-12-12 00:40:00	ES	Futures	6317.58	6317.58	6316.54	6317.32	334.0
2024-12-12 00:45:00	ES	Futures	6317.58	6318.1	6317.58	6318.1	233.0
2024-12-12 00:50:00	ES	Futures	6318.1	6318.62	6317.58	6317.84	369.0
2024-12-12 00:55:00	ES	Futures	6317.84	6318.36	6317.84	6318.36	104.0
2024-12-12 01:00:00	ES	Futures	6318.36	6319.39	6317.58	6317.58	758.0
2024-12-12 01:05:00	ES	Futures	6317.58	6317.84	6317.32	6317.84	218.0
2024-12-12 01:10:00	ES	Futures	6317.84	6318.36	6317.58	6317.84	323.0
2024-12-12 01:15:00	ES	Futures	6317.84	6318.36	6317.84	6318.36	158.0
2024-12-12 01:20:00	ES	Futures	6318.36	6318.36	6317.32	6317.58	343.0
2024-12-12 01:25:00	ES	Futures	6317.32	6317.58	6317.06	6317.06	152.0
2024-12-12 01:30:00	ES	Futures	6317.06	6317.06	6316.28	6316.28	444.0
2024-12-12 01:35:00	ES	Futures	6316.28	6316.8	6316.02	6316.54	396.0
2024-12-12 01:40:00	ES	Futures	6316.54	6316.54	6316.02	6316.02	203.0
2024-12-12 01:45:00	ES	Futures	6316.02	6316.28	6315.24	6315.76	456.0
2024-12-12 01:50:00	ES	Futures	6315.76	6316.54	6315.76	6316.28	221.0
2024-12-12 01:55:00	ES	Futures	6316.28	6316.8	6316.02	6316.28	145.0
2024-12-12 02:00:00	ES	Futures	6316.28	6316.54	6314.72	6316.54	894.0
2024-12-12 02:05:00	ES	Futures	6316.28	6317.32	6316.28	6317.32	281.0
2024-12-12 02:10:00	ES	Futures	6317.06	6317.06	6316.54	6317.06	451.0
2024-12-12 02:15:00	ES	Futures	6317.06	6317.06	6316.54	6316.54	226.0
2024-12-12 02:20:00	ES	Futures	6316.28	6316.8	6316.28	6316.54	186.0
2024-12-12 02:25:00	ES	Futures	6316.28	6316.28	6315.76	6316.02	137.0
2024-12-12 02:30:00	ES	Futures	6316.02	6316.28	6316.02	6316.28	221.0
2024-12-12 02:35:00	ES	Futures	6316.28	6316.28	6316.02	6316.02	168.0
2024-12-12 02:40:00	ES	Futures	6316.28	6316.28	6314.98	6315.24	370.0
2024-12-12 02:45:00	ES	Futures	6314.98	6315.5	6314.72	6315.5	343.0
2024-12-12 02:50:00	ES	Futures	6315.5	6315.76	6314.2	6314.46	400.0
2024-12-12 02:55:00	ES	Futures	6314.46	6315.24	6313.94	6314.72	536.0
2024-12-12 03:00:00	ES	Futures	6314.72	6317.06	6314.46	6316.8	1471.0
2024-12-12 03:05:00	ES	Futures	6317.06	6317.06	6315.76	6316.28	1449.0
2024-12-12 03:10:00	ES	Futures	6316.02	6316.02	6315.5	6315.76	951.0
2024-12-12 03:15:00	ES	Futures	6315.76	6316.28	6315.24	6316.02	737.0
2024-12-12 03:20:00	ES	Futures	6316.02	6316.28	6315.5	6315.76	520.0
2024-12-12 03:25:00	ES	Futures	6316.02	6317.58	6314.72	6317.32	1136.0
2024-12-12 03:30:00	ES	Futures	6317.32	6317.58	6314.46	6314.72	1282.0
2024-12-12 03:35:00	ES	Futures	6314.98	6314.98	6313.69	6314.2	544.0
2024-12-12 03:40:00	ES	Futures	6313.94	6314.2	6313.17	6314.2	728.0
2024-12-12 03:45:00	ES	Futures	6314.46	6314.72	6313.94	6314.46	572.0
2024-12-12 03:50:00	ES	Futures	6314.72	6314.98	6314.2	6314.72	339.0
2024-12-12 03:55:00	ES	Futures	6314.72	6314.98	6313.94	6314.2	330.0
2024-12-12 04:00:00	ES	Futures	6314.46	6316.02	6314.2	6315.5	1086.0
2024-12-12 04:05:00	ES	Futures	6315.24	6315.76	6314.46	6314.46	749.0

> showing 50 of 18,160 rows — these rows as CSV

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