PREVIEW / futures_5min / 2024-12-16

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-16.parquet
  size:    322 KB
  rows:    19,891

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
2024-12-16 00:00:00	ES	Futures	6285.35	6285.61	6285.35	6285.35	60.0
2024-12-16 00:05:00	ES	Futures	6285.1	6285.87	6285.1	6285.61	140.0
2024-12-16 00:10:00	ES	Futures	6285.61	6285.87	6285.61	6285.61	39.0
2024-12-16 00:15:00	ES	Futures	6285.61	6285.61	6285.35	6285.35	70.0
2024-12-16 00:20:00	ES	Futures	6285.1	6285.35	6284.33	6284.58	279.0
2024-12-16 00:25:00	ES	Futures	6284.33	6284.58	6283.05	6283.56	195.0
2024-12-16 00:30:00	ES	Futures	6283.56	6284.58	6283.56	6284.58	157.0
2024-12-16 00:35:00	ES	Futures	6284.58	6284.58	6284.07	6284.07	99.0
2024-12-16 00:40:00	ES	Futures	6284.33	6284.33	6282.79	6283.05	136.0
2024-12-16 00:45:00	ES	Futures	6283.05	6283.81	6283.05	6283.56	85.0
2024-12-16 00:50:00	ES	Futures	6283.56	6284.33	6283.56	6284.33	52.0
2024-12-16 00:55:00	ES	Futures	6284.33	6284.33	6283.56	6283.56	72.0
2024-12-16 01:00:00	ES	Futures	6283.56	6284.84	6283.56	6284.07	91.0
2024-12-16 01:05:00	ES	Futures	6284.07	6284.84	6284.07	6284.07	69.0
2024-12-16 01:10:00	ES	Futures	6284.07	6285.1	6283.81	6284.84	63.0
2024-12-16 01:15:00	ES	Futures	6284.84	6285.1	6284.33	6285.1	38.0
2024-12-16 01:20:00	ES	Futures	6285.1	6286.12	6285.1	6285.61	130.0
2024-12-16 01:25:00	ES	Futures	6285.61	6286.12	6285.35	6285.61	87.0
2024-12-16 01:30:00	ES	Futures	6285.87	6286.12	6285.35	6285.61	112.0
2024-12-16 01:35:00	ES	Futures	6285.35	6285.61	6284.33	6284.58	80.0
2024-12-16 01:40:00	ES	Futures	6284.84	6285.35	6284.84	6284.84	68.0
2024-12-16 01:45:00	ES	Futures	6284.84	6285.87	6284.84	6285.87	58.0
2024-12-16 01:50:00	ES	Futures	6285.87	6286.38	6285.61	6286.38	155.0
2024-12-16 01:55:00	ES	Futures	6286.12	6286.38	6285.87	6286.38	143.0
2024-12-16 02:00:00	ES	Futures	6286.38	6286.64	6284.84	6285.61	285.0
2024-12-16 02:05:00	ES	Futures	6285.87	6286.64	6285.87	6286.12	77.0
2024-12-16 02:10:00	ES	Futures	6286.38	6286.64	6285.61	6285.61	59.0
2024-12-16 02:15:00	ES	Futures	6285.61	6286.12	6285.1	6286.12	101.0
2024-12-16 02:20:00	ES	Futures	6285.87	6286.12	6285.87	6286.12	74.0
2024-12-16 02:25:00	ES	Futures	6286.38	6287.15	6286.12	6286.89	121.0
2024-12-16 02:30:00	ES	Futures	6286.89	6287.15	6285.35	6285.61	133.0
2024-12-16 02:35:00	ES	Futures	6285.61	6285.87	6284.58	6284.58	185.0
2024-12-16 02:40:00	ES	Futures	6284.84	6284.84	6283.56	6284.33	106.0
2024-12-16 02:45:00	ES	Futures	6284.33	6285.35	6284.33	6285.35	119.0
2024-12-16 02:50:00	ES	Futures	6285.61	6285.61	6284.07	6284.33	109.0
2024-12-16 02:55:00	ES	Futures	6284.33	6286.64	6284.33	6285.35	303.0
2024-12-16 03:00:00	ES	Futures	6285.35	6287.15	6284.84	6285.61	895.0
2024-12-16 03:05:00	ES	Futures	6285.61	6287.66	6284.84	6286.89	567.0
2024-12-16 03:10:00	ES	Futures	6287.4	6287.66	6285.61	6285.61	380.0
2024-12-16 03:15:00	ES	Futures	6285.87	6287.15	6284.07	6285.61	719.0
2024-12-16 03:20:00	ES	Futures	6286.12	6287.92	6286.12	6287.4	546.0
2024-12-16 03:25:00	ES	Futures	6287.4	6287.4	6284.58	6285.61	463.0
2024-12-16 03:30:00	ES	Futures	6285.87	6287.92	6285.35	6286.38	471.0
2024-12-16 03:35:00	ES	Futures	6286.12	6287.4	6285.87	6286.38	283.0
2024-12-16 03:40:00	ES	Futures	6286.38	6286.89	6285.1	6286.64	315.0
2024-12-16 03:45:00	ES	Futures	6286.64	6287.4	6285.35	6285.61	455.0
2024-12-16 03:50:00	ES	Futures	6285.87	6286.89	6285.61	6286.64	288.0
2024-12-16 03:55:00	ES	Futures	6286.64	6286.89	6285.1	6285.35	163.0
2024-12-16 04:00:00	ES	Futures	6285.35	6285.61	6284.07	6284.33	876.0
2024-12-16 04:05:00	ES	Futures	6284.58	6287.66	6284.33	6287.4	325.0

> showing 50 of 19,891 rows — these rows as CSV

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