PREVIEW / futures_5min / 2024-12-23

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-23.parquet
  size:    339 KB
  rows:    19,678

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
2024-12-23 00:00:00	ES	Futures	6182.29	6183.31	6182.03	6183.31	344.0
2024-12-23 00:05:00	ES	Futures	6183.31	6183.83	6183.06	6183.06	383.0
2024-12-23 00:10:00	ES	Futures	6183.31	6183.57	6181.52	6182.03	488.0
2024-12-23 00:15:00	ES	Futures	6182.03	6182.03	6179.73	6181.01	585.0
2024-12-23 00:20:00	ES	Futures	6180.75	6181.52	6180.49	6181.01	217.0
2024-12-23 00:25:00	ES	Futures	6181.26	6184.6	6180.75	6184.08	925.0
2024-12-23 00:30:00	ES	Futures	6183.83	6185.37	6183.57	6184.6	691.0
2024-12-23 00:35:00	ES	Futures	6184.34	6184.85	6183.83	6184.34	304.0
2024-12-23 00:40:00	ES	Futures	6184.34	6185.62	6184.34	6185.62	304.0
2024-12-23 00:45:00	ES	Futures	6185.62	6185.88	6184.6	6184.6	344.0
2024-12-23 00:50:00	ES	Futures	6184.6	6185.37	6184.6	6184.6	155.0
2024-12-23 00:55:00	ES	Futures	6184.6	6185.11	6184.34	6185.11	243.0
2024-12-23 01:00:00	ES	Futures	6185.11	6185.37	6183.31	6184.08	319.0
2024-12-23 01:05:00	ES	Futures	6184.34	6186.39	6184.34	6186.14	423.0
2024-12-23 01:10:00	ES	Futures	6186.39	6186.65	6185.11	6185.37	611.0
2024-12-23 01:15:00	ES	Futures	6185.11	6186.39	6185.11	6185.88	311.0
2024-12-23 01:20:00	ES	Futures	6186.14	6186.9	6186.14	6186.39	407.0
2024-12-23 01:25:00	ES	Futures	6186.14	6186.39	6185.11	6185.11	457.0
2024-12-23 01:30:00	ES	Futures	6185.37	6186.14	6184.85	6185.37	469.0
2024-12-23 01:35:00	ES	Futures	6185.11	6185.88	6184.6	6185.88	223.0
2024-12-23 01:40:00	ES	Futures	6185.37	6185.37	6184.08	6184.6	313.0
2024-12-23 01:45:00	ES	Futures	6184.34	6185.88	6184.34	6185.11	228.0
2024-12-23 01:50:00	ES	Futures	6185.37	6185.37	6182.8	6184.34	474.0
2024-12-23 01:55:00	ES	Futures	6184.6	6185.88	6184.34	6184.6	437.0
2024-12-23 02:00:00	ES	Futures	6184.85	6185.37	6182.29	6183.57	916.0
2024-12-23 02:05:00	ES	Futures	6183.57	6184.85	6182.03	6182.55	628.0
2024-12-23 02:10:00	ES	Futures	6182.8	6184.85	6182.55	6184.6	478.0
2024-12-23 02:15:00	ES	Futures	6184.6	6184.6	6176.39	6177.93	1650.0
2024-12-23 02:20:00	ES	Futures	6178.19	6182.03	6176.65	6180.24	1248.0
2024-12-23 02:25:00	ES	Futures	6179.98	6182.55	6179.98	6180.75	738.0
2024-12-23 02:30:00	ES	Futures	6180.75	6182.55	6178.96	6181.52	1421.0
2024-12-23 02:35:00	ES	Futures	6181.52	6182.03	6179.21	6180.49	584.0
2024-12-23 02:40:00	ES	Futures	6180.24	6182.55	6180.24	6182.29	457.0
2024-12-23 02:45:00	ES	Futures	6182.29	6183.31	6181.26	6181.78	733.0
2024-12-23 02:50:00	ES	Futures	6181.52	6182.55	6180.75	6181.01	535.0
2024-12-23 02:55:00	ES	Futures	6181.01	6182.55	6179.73	6180.24	514.0
2024-12-23 03:00:00	ES	Futures	6180.49	6180.75	6176.39	6177.16	1494.0
2024-12-23 03:05:00	ES	Futures	6177.42	6179.21	6175.62	6178.7	1118.0
2024-12-23 03:10:00	ES	Futures	6178.7	6182.29	6178.7	6179.21	1130.0
2024-12-23 03:15:00	ES	Futures	6178.96	6181.26	6176.91	6177.16	1076.0
2024-12-23 03:20:00	ES	Futures	6177.42	6177.67	6175.11	6175.62	1242.0
2024-12-23 03:25:00	ES	Futures	6175.37	6175.37	6169.98	6170.75	1845.0
2024-12-23 03:30:00	ES	Futures	6171.01	6172.29	6168.96	6169.73	964.0
2024-12-23 03:35:00	ES	Futures	6169.47	6173.32	6168.7	6172.03	1165.0
2024-12-23 03:40:00	ES	Futures	6172.03	6175.62	6170.5	6174.34	1846.0
2024-12-23 03:45:00	ES	Futures	6174.34	6176.65	6173.06	6174.6	1075.0
2024-12-23 03:50:00	ES	Futures	6174.34	6177.93	6173.57	6175.88	1258.0
2024-12-23 03:55:00	ES	Futures	6175.62	6176.91	6173.83	6173.83	872.0
2024-12-23 04:00:00	ES	Futures	6174.09	6177.67	6171.52	6172.29	2022.0
2024-12-23 04:05:00	ES	Futures	6172.55	6176.65	6171.27	6176.39	1248.0

> showing 50 of 19,678 rows — these rows as CSV

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