PREVIEW / futures_5min / 2024-12-15

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-15.parquet
  size:    74 KB
  rows:    4,035

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
2024-12-15 18:00:00	ES	Futures	6281.76	6282.53	6278.17	6279.2	772.0
2024-12-15 18:05:00	ES	Futures	6279.46	6283.56	6279.46	6282.79	375.0
2024-12-15 18:10:00	ES	Futures	6283.05	6283.56	6279.97	6280.74	230.0
2024-12-15 18:15:00	ES	Futures	6280.48	6280.99	6279.46	6280.74	224.0
2024-12-15 18:20:00	ES	Futures	6280.74	6283.56	6280.74	6283.05	207.0
2024-12-15 18:25:00	ES	Futures	6283.3	6284.33	6282.79	6283.56	261.0
2024-12-15 18:30:00	ES	Futures	6283.56	6284.58	6283.3	6284.33	302.0
2024-12-15 18:35:00	ES	Futures	6284.07	6285.61	6284.07	6285.35	163.0
2024-12-15 18:40:00	ES	Futures	6285.1	6285.61	6284.58	6284.84	127.0
2024-12-15 18:45:00	ES	Futures	6285.1	6285.87	6284.58	6285.1	382.0
2024-12-15 18:50:00	ES	Futures	6285.35	6285.61	6284.07	6284.58	227.0
2024-12-15 18:55:00	ES	Futures	6284.33	6284.33	6282.53	6283.81	286.0
2024-12-15 19:00:00	ES	Futures	6283.81	6285.61	6283.81	6284.33	368.0
2024-12-15 19:05:00	ES	Futures	6284.33	6286.12	6284.07	6285.61	291.0
2024-12-15 19:10:00	ES	Futures	6285.61	6285.87	6284.84	6284.84	117.0
2024-12-15 19:15:00	ES	Futures	6285.1	6285.87	6284.84	6285.35	267.0
2024-12-15 19:20:00	ES	Futures	6285.61	6287.92	6285.1	6287.15	631.0
2024-12-15 19:25:00	ES	Futures	6287.4	6287.4	6285.1	6286.64	414.0
2024-12-15 19:30:00	ES	Futures	6286.64	6286.64	6285.1	6285.61	285.0
2024-12-15 19:35:00	ES	Futures	6285.61	6286.64	6285.35	6286.12	150.0
2024-12-15 19:40:00	ES	Futures	6286.12	6286.38	6285.1	6285.35	228.0
2024-12-15 19:45:00	ES	Futures	6285.61	6286.89	6285.35	6286.64	136.0
2024-12-15 19:50:00	ES	Futures	6286.64	6288.17	6284.58	6286.89	812.0
2024-12-15 19:55:00	ES	Futures	6287.15	6287.15	6286.12	6286.12	103.0
2024-12-15 20:00:00	ES	Futures	6285.87	6287.66	6285.87	6287.4	214.0
2024-12-15 20:05:00	ES	Futures	6287.66	6287.66	6286.64	6286.64	322.0
2024-12-15 20:10:00	ES	Futures	6286.89	6287.66	6286.12	6286.64	190.0
2024-12-15 20:15:00	ES	Futures	6286.38	6286.64	6284.58	6284.58	206.0
2024-12-15 20:20:00	ES	Futures	6284.58	6285.61	6284.58	6285.1	118.0
2024-12-15 20:25:00	ES	Futures	6285.35	6286.38	6285.35	6285.35	191.0
2024-12-15 20:30:00	ES	Futures	6285.61	6286.64	6285.61	6286.38	169.0
2024-12-15 20:35:00	ES	Futures	6286.38	6286.64	6284.33	6284.84	328.0
2024-12-15 20:40:00	ES	Futures	6284.84	6285.87	6284.84	6285.1	78.0
2024-12-15 20:45:00	ES	Futures	6285.1	6285.61	6284.58	6285.35	111.0
2024-12-15 20:50:00	ES	Futures	6285.61	6285.87	6285.1	6285.87	128.0
2024-12-15 20:55:00	ES	Futures	6286.12	6288.17	6286.12	6288.17	398.0
2024-12-15 21:00:00	ES	Futures	6288.17	6288.43	6287.15	6288.17	142.0
2024-12-15 21:05:00	ES	Futures	6288.17	6288.43	6287.4	6287.66	233.0
2024-12-15 21:10:00	ES	Futures	6287.92	6289.46	6287.66	6289.2	237.0
2024-12-15 21:15:00	ES	Futures	6289.2	6289.46	6288.43	6288.43	135.0
2024-12-15 21:20:00	ES	Futures	6288.43	6289.46	6288.43	6289.46	195.0
2024-12-15 21:25:00	ES	Futures	6289.46	6289.46	6288.43	6288.69	139.0
2024-12-15 21:30:00	ES	Futures	6288.43	6289.2	6288.43	6289.2	55.0
2024-12-15 21:35:00	ES	Futures	6289.46	6289.46	6288.43	6288.94	106.0
2024-12-15 21:40:00	ES	Futures	6288.94	6289.46	6288.94	6289.46	168.0
2024-12-15 21:45:00	ES	Futures	6289.46	6289.71	6289.2	6289.2	150.0
2024-12-15 21:50:00	ES	Futures	6289.2	6290.22	6289.2	6289.97	94.0
2024-12-15 21:55:00	ES	Futures	6289.71	6289.71	6288.69	6288.94	210.0
2024-12-15 22:00:00	ES	Futures	6288.94	6289.2	6288.43	6288.94	130.0
2024-12-15 22:05:00	ES	Futures	6288.94	6289.2	6288.94	6289.2	58.0

> showing 50 of 4,035 rows — these rows as CSV

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