PREVIEW / futures_5min / 2024-12-13

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-13.parquet
  size:    283 KB
  rows:    15,551

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
2024-12-13 00:00:00	ES	Futures	6297.59	6297.85	6297.08	6297.85	222.0
2024-12-13 00:05:00	ES	Futures	6297.85	6297.85	6296.3	6296.3	112.0
2024-12-13 00:10:00	ES	Futures	6296.3	6296.56	6295.26	6296.04	237.0
2024-12-13 00:15:00	ES	Futures	6296.04	6296.04	6295.26	6295.78	117.0
2024-12-13 00:20:00	ES	Futures	6295.78	6296.04	6295.26	6295.78	98.0
2024-12-13 00:25:00	ES	Futures	6295.78	6296.56	6295.52	6296.3	216.0
2024-12-13 00:30:00	ES	Futures	6296.04	6296.3	6295.52	6295.78	222.0
2024-12-13 00:35:00	ES	Futures	6295.78	6296.3	6295.52	6296.04	100.0
2024-12-13 00:40:00	ES	Futures	6296.04	6296.82	6296.04	6296.3	155.0
2024-12-13 00:45:00	ES	Futures	6296.3	6296.82	6296.04	6296.82	93.0
2024-12-13 00:50:00	ES	Futures	6296.56	6296.82	6296.04	6296.82	101.0
2024-12-13 00:55:00	ES	Futures	6296.82	6296.82	6296.3	6296.3	125.0
2024-12-13 01:00:00	ES	Futures	6296.56	6297.85	6296.56	6297.59	214.0
2024-12-13 01:05:00	ES	Futures	6297.85	6298.37	6297.59	6297.85	154.0
2024-12-13 01:10:00	ES	Futures	6297.59	6298.37	6297.59	6298.37	149.0
2024-12-13 01:15:00	ES	Futures	6298.11	6298.37	6297.08	6297.59	208.0
2024-12-13 01:20:00	ES	Futures	6297.59	6298.63	6297.59	6298.63	209.0
2024-12-13 01:25:00	ES	Futures	6298.63	6299.15	6298.11	6298.89	243.0
2024-12-13 01:30:00	ES	Futures	6298.63	6298.89	6298.11	6298.11	282.0
2024-12-13 01:35:00	ES	Futures	6298.11	6298.63	6297.34	6298.63	177.0
2024-12-13 01:40:00	ES	Futures	6298.37	6299.15	6298.37	6299.15	268.0
2024-12-13 01:45:00	ES	Futures	6298.89	6299.41	6298.63	6299.15	312.0
2024-12-13 01:50:00	ES	Futures	6298.89	6300.97	6298.89	6300.45	427.0
2024-12-13 01:55:00	ES	Futures	6300.45	6300.97	6300.45	6300.97	266.0
2024-12-13 02:00:00	ES	Futures	6300.71	6301.49	6299.15	6299.41	735.0
2024-12-13 02:05:00	ES	Futures	6299.15	6299.93	6297.85	6299.93	605.0
2024-12-13 02:10:00	ES	Futures	6299.67	6300.45	6298.37	6300.19	359.0
2024-12-13 02:15:00	ES	Futures	6300.19	6300.19	6299.15	6300.19	317.0
2024-12-13 02:20:00	ES	Futures	6299.93	6301.23	6299.93	6301.23	414.0
2024-12-13 02:25:00	ES	Futures	6301.23	6302.53	6300.71	6302.01	463.0
2024-12-13 02:30:00	ES	Futures	6302.01	6302.79	6301.49	6301.75	462.0
2024-12-13 02:35:00	ES	Futures	6302.01	6302.27	6300.97	6301.23	315.0
2024-12-13 02:40:00	ES	Futures	6301.49	6301.75	6300.71	6301.23	193.0
2024-12-13 02:45:00	ES	Futures	6301.23	6301.49	6300.45	6301.49	219.0
2024-12-13 02:50:00	ES	Futures	6301.49	6302.53	6301.49	6302.01	358.0
2024-12-13 02:55:00	ES	Futures	6302.27	6302.53	6300.97	6301.23	490.0
2024-12-13 03:00:00	ES	Futures	6301.23	6303.56	6300.45	6303.3	1474.0
2024-12-13 03:05:00	ES	Futures	6303.3	6303.82	6302.27	6303.3	732.0
2024-12-13 03:10:00	ES	Futures	6303.3	6304.08	6302.79	6303.04	491.0
2024-12-13 03:15:00	ES	Futures	6303.3	6305.12	6303.3	6305.12	881.0
2024-12-13 03:20:00	ES	Futures	6304.86	6306.16	6304.86	6305.9	755.0
2024-12-13 03:25:00	ES	Futures	6306.16	6307.72	6305.9	6307.46	1016.0
2024-12-13 03:30:00	ES	Futures	6307.2	6307.72	6305.38	6305.38	1164.0
2024-12-13 03:35:00	ES	Futures	6305.64	6306.94	6305.12	6306.42	665.0
2024-12-13 03:40:00	ES	Futures	6306.42	6306.94	6305.12	6305.38	312.0
2024-12-13 03:45:00	ES	Futures	6305.12	6305.9	6303.82	6305.38	553.0
2024-12-13 03:50:00	ES	Futures	6305.38	6305.9	6304.86	6305.64	232.0
2024-12-13 03:55:00	ES	Futures	6305.64	6306.68	6305.38	6306.16	277.0
2024-12-13 04:00:00	ES	Futures	6306.16	6306.94	6305.64	6306.68	989.0
2024-12-13 04:05:00	ES	Futures	6306.68	6307.46	6305.64	6306.16	507.0

> showing 50 of 15,551 rows — these rows as CSV

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