PREVIEW / futures_5min / 2024-12-17

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-17.parquet
  size:    344 KB
  rows:    20,338

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
2024-12-17 00:00:00	ES	Futures	6306.12	6306.12	6304.84	6305.35	227.0
2024-12-17 00:05:00	ES	Futures	6305.35	6305.86	6305.35	6305.86	159.0
2024-12-17 00:10:00	ES	Futures	6305.86	6306.63	6305.86	6306.12	149.0
2024-12-17 00:15:00	ES	Futures	6305.86	6306.38	6305.35	6305.61	152.0
2024-12-17 00:20:00	ES	Futures	6305.61	6305.61	6305.35	6305.35	236.0
2024-12-17 00:25:00	ES	Futures	6305.61	6306.12	6305.35	6305.86	261.0
2024-12-17 00:30:00	ES	Futures	6305.86	6306.12	6304.58	6304.58	261.0
2024-12-17 00:35:00	ES	Futures	6304.84	6304.84	6303.56	6303.81	278.0
2024-12-17 00:40:00	ES	Futures	6303.81	6304.07	6303.3	6303.3	169.0
2024-12-17 00:45:00	ES	Futures	6303.56	6303.56	6302.79	6303.04	272.0
2024-12-17 00:50:00	ES	Futures	6303.04	6303.81	6302.79	6303.3	233.0
2024-12-17 00:55:00	ES	Futures	6303.3	6303.3	6302.79	6303.3	237.0
2024-12-17 01:00:00	ES	Futures	6303.3	6304.07	6303.04	6303.56	234.0
2024-12-17 01:05:00	ES	Futures	6303.56	6303.81	6303.04	6303.04	156.0
2024-12-17 01:10:00	ES	Futures	6303.04	6303.56	6303.04	6303.04	207.0
2024-12-17 01:15:00	ES	Futures	6303.04	6303.3	6302.53	6302.79	209.0
2024-12-17 01:20:00	ES	Futures	6302.79	6302.79	6300.99	6301.5	257.0
2024-12-17 01:25:00	ES	Futures	6301.5	6301.5	6298.43	6298.68	903.0
2024-12-17 01:30:00	ES	Futures	6298.68	6299.97	6297.92	6299.71	703.0
2024-12-17 01:35:00	ES	Futures	6299.45	6299.71	6298.43	6299.2	272.0
2024-12-17 01:40:00	ES	Futures	6299.2	6299.2	6298.17	6298.43	383.0
2024-12-17 01:45:00	ES	Futures	6298.43	6298.43	6297.4	6297.4	353.0
2024-12-17 01:50:00	ES	Futures	6297.66	6298.17	6297.15	6298.17	196.0
2024-12-17 01:55:00	ES	Futures	6298.17	6298.94	6298.17	6298.94	128.0
2024-12-17 02:00:00	ES	Futures	6298.94	6299.45	6298.17	6298.68	477.0
2024-12-17 02:05:00	ES	Futures	6298.68	6299.97	6298.68	6299.71	330.0
2024-12-17 02:10:00	ES	Futures	6299.45	6300.48	6299.2	6299.97	356.0
2024-12-17 02:15:00	ES	Futures	6299.97	6300.22	6299.45	6299.97	320.0
2024-12-17 02:20:00	ES	Futures	6300.22	6300.22	6299.45	6299.71	275.0
2024-12-17 02:25:00	ES	Futures	6299.71	6300.22	6299.45	6299.97	196.0
2024-12-17 02:30:00	ES	Futures	6299.97	6299.97	6298.43	6298.68	296.0
2024-12-17 02:35:00	ES	Futures	6298.43	6298.43	6296.89	6297.15	411.0
2024-12-17 02:40:00	ES	Futures	6297.15	6297.4	6294.33	6294.58	1189.0
2024-12-17 02:45:00	ES	Futures	6294.33	6294.33	6291.76	6292.02	1705.0
2024-12-17 02:50:00	ES	Futures	6292.02	6293.56	6291.51	6293.3	797.0
2024-12-17 02:55:00	ES	Futures	6293.3	6294.58	6292.53	6292.53	706.0
2024-12-17 03:00:00	ES	Futures	6292.28	6293.04	6290.74	6290.99	1326.0
2024-12-17 03:05:00	ES	Futures	6290.99	6290.99	6288.94	6289.97	1356.0
2024-12-17 03:10:00	ES	Futures	6290.22	6291.25	6288.94	6290.99	839.0
2024-12-17 03:15:00	ES	Futures	6291.25	6292.28	6290.48	6290.99	850.0
2024-12-17 03:20:00	ES	Futures	6291.25	6292.53	6291.25	6291.76	808.0
2024-12-17 03:25:00	ES	Futures	6292.02	6292.02	6290.22	6292.02	657.0
2024-12-17 03:30:00	ES	Futures	6291.76	6293.81	6291.51	6292.28	1222.0
2024-12-17 03:35:00	ES	Futures	6292.53	6292.79	6290.48	6290.74	789.0
2024-12-17 03:40:00	ES	Futures	6290.48	6291.51	6289.46	6289.71	874.0
2024-12-17 03:45:00	ES	Futures	6289.71	6292.02	6288.94	6291.76	829.0
2024-12-17 03:50:00	ES	Futures	6292.02	6292.02	6289.2	6289.46	923.0
2024-12-17 03:55:00	ES	Futures	6289.71	6290.22	6289.2	6289.71	712.0
2024-12-17 04:00:00	ES	Futures	6289.46	6293.3	6289.2	6292.53	2009.0
2024-12-17 04:05:00	ES	Futures	6292.53	6293.56	6290.99	6293.3	1563.0

> showing 50 of 20,338 rows — these rows as CSV

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