PREVIEW / futures_5min / 2024-12-20

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-20.parquet
  size:    333 KB
  rows:    16,898

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
2024-12-20 00:00:00	ES	Futures	6064.87	6065.12	6062.82	6065.12	831.0
2024-12-20 00:05:00	ES	Futures	6065.38	6066.15	6064.61	6065.89	856.0
2024-12-20 00:10:00	ES	Futures	6066.15	6068.71	6065.64	6066.92	803.0
2024-12-20 00:15:00	ES	Futures	6066.66	6066.92	6063.84	6065.64	702.0
2024-12-20 00:20:00	ES	Futures	6065.64	6067.69	6065.64	6066.15	682.0
2024-12-20 00:25:00	ES	Futures	6066.15	6067.18	6065.64	6066.15	397.0
2024-12-20 00:30:00	ES	Futures	6065.89	6067.18	6064.1	6064.36	531.0
2024-12-20 00:35:00	ES	Futures	6064.61	6065.64	6064.36	6064.87	403.0
2024-12-20 00:40:00	ES	Futures	6064.87	6067.18	6064.1	6066.92	484.0
2024-12-20 00:45:00	ES	Futures	6066.66	6066.66	6065.64	6065.89	358.0
2024-12-20 00:50:00	ES	Futures	6066.15	6067.94	6066.15	6067.43	438.0
2024-12-20 00:55:00	ES	Futures	6067.69	6068.97	6067.18	6068.71	544.0
2024-12-20 01:00:00	ES	Futures	6068.46	6068.71	6067.18	6067.69	560.0
2024-12-20 01:05:00	ES	Futures	6067.69	6069.23	6064.1	6065.38	1299.0
2024-12-20 01:10:00	ES	Futures	6065.12	6067.94	6064.1	6067.69	682.0
2024-12-20 01:15:00	ES	Futures	6067.94	6071.02	6067.94	6070.77	774.0
2024-12-20 01:20:00	ES	Futures	6070.77	6071.02	6069.48	6071.02	667.0
2024-12-20 01:25:00	ES	Futures	6071.02	6072.05	6070.25	6071.02	640.0
2024-12-20 01:30:00	ES	Futures	6071.02	6072.56	6070.77	6071.53	802.0
2024-12-20 01:35:00	ES	Futures	6071.53	6073.33	6071.53	6073.33	634.0
2024-12-20 01:40:00	ES	Futures	6073.07	6074.61	6073.07	6074.1	571.0
2024-12-20 01:45:00	ES	Futures	6074.1	6074.61	6073.84	6074.1	334.0
2024-12-20 01:50:00	ES	Futures	6074.1	6075.12	6073.33	6075.12	637.0
2024-12-20 01:55:00	ES	Futures	6075.38	6077.94	6075.38	6077.69	1066.0
2024-12-20 02:00:00	ES	Futures	6077.43	6078.97	6076.66	6076.66	908.0
2024-12-20 02:05:00	ES	Futures	6076.66	6077.69	6076.41	6077.43	465.0
2024-12-20 02:10:00	ES	Futures	6077.43	6077.69	6074.61	6075.64	470.0
2024-12-20 02:15:00	ES	Futures	6075.64	6075.89	6069.23	6070.77	1498.0
2024-12-20 02:20:00	ES	Futures	6070.77	6073.33	6070.77	6072.05	1024.0
2024-12-20 02:25:00	ES	Futures	6072.05	6072.05	6070.25	6071.53	484.0
2024-12-20 02:30:00	ES	Futures	6071.53	6073.07	6069.74	6070.77	762.0
2024-12-20 02:35:00	ES	Futures	6070.77	6071.28	6069.74	6070.25	782.0
2024-12-20 02:40:00	ES	Futures	6070.25	6073.84	6068.46	6072.82	975.0
2024-12-20 02:45:00	ES	Futures	6072.82	6073.84	6070.77	6070.77	1002.0
2024-12-20 02:50:00	ES	Futures	6070.51	6070.77	6067.18	6069.23	769.0
2024-12-20 02:55:00	ES	Futures	6069.23	6073.07	6069.23	6073.07	1338.0
2024-12-20 03:00:00	ES	Futures	6072.82	6073.84	6070.0	6070.25	2102.0
2024-12-20 03:05:00	ES	Futures	6070.25	6071.02	6064.61	6067.94	2134.0
2024-12-20 03:10:00	ES	Futures	6067.94	6069.23	6064.87	6065.64	1417.0
2024-12-20 03:15:00	ES	Futures	6065.89	6066.41	6056.66	6057.43	2814.0
2024-12-20 03:20:00	ES	Futures	6057.43	6064.36	6057.43	6060.51	2215.0
2024-12-20 03:25:00	ES	Futures	6060.51	6061.54	6056.66	6058.46	2216.0
2024-12-20 03:30:00	ES	Futures	6058.46	6058.72	6053.08	6054.36	1560.0
2024-12-20 03:35:00	ES	Futures	6054.36	6055.13	6041.79	6043.08	4909.0
2024-12-20 03:40:00	ES	Futures	6043.08	6047.95	6042.82	6044.87	2202.0
2024-12-20 03:45:00	ES	Futures	6044.87	6049.23	6044.1	6049.23	2372.0
2024-12-20 03:50:00	ES	Futures	6049.23	6054.87	6049.23	6054.61	1961.0
2024-12-20 03:55:00	ES	Futures	6054.61	6056.66	6051.28	6052.56	2703.0
2024-12-20 04:00:00	ES	Futures	6052.56	6053.59	6043.59	6044.1	3428.0
2024-12-20 04:05:00	ES	Futures	6043.85	6044.61	6034.36	6040.0	4196.0

> showing 50 of 16,898 rows — these rows as CSV

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