PREVIEW / futures_5min / 2024-12-26

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-26.parquet
  size:    257 KB
  rows:    15,251

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
2024-12-26 00:00:00	ES	Futures	6256.64	6256.9	6255.87	6256.38	201.0
2024-12-26 00:05:00	ES	Futures	6256.64	6258.18	6256.38	6257.92	172.0
2024-12-26 00:10:00	ES	Futures	6257.66	6257.92	6256.64	6256.9	149.0
2024-12-26 00:15:00	ES	Futures	6257.15	6257.66	6256.64	6257.41	104.0
2024-12-26 00:20:00	ES	Futures	6257.66	6257.66	6256.9	6257.41	191.0
2024-12-26 00:25:00	ES	Futures	6257.41	6257.66	6256.9	6257.66	136.0
2024-12-26 00:30:00	ES	Futures	6257.92	6258.43	6257.66	6258.43	112.0
2024-12-26 00:35:00	ES	Futures	6258.43	6258.69	6258.18	6258.69	155.0
2024-12-26 00:40:00	ES	Futures	6258.69	6259.97	6258.43	6259.72	187.0
2024-12-26 00:45:00	ES	Futures	6259.46	6259.46	6258.95	6259.2	102.0
2024-12-26 00:50:00	ES	Futures	6259.2	6259.97	6258.69	6258.95	198.0
2024-12-26 00:55:00	ES	Futures	6258.95	6259.2	6258.18	6258.43	211.0
2024-12-26 01:00:00	ES	Futures	6258.69	6259.2	6258.43	6259.2	265.0
2024-12-26 01:05:00	ES	Futures	6258.95	6259.2	6257.66	6257.66	325.0
2024-12-26 01:10:00	ES	Futures	6258.18	6258.43	6257.92	6258.43	92.0
2024-12-26 01:15:00	ES	Futures	6258.43	6258.43	6258.18	6258.43	80.0
2024-12-26 01:20:00	ES	Futures	6258.43	6258.69	6257.92	6258.18	224.0
2024-12-26 01:25:00	ES	Futures	6257.92	6257.92	6256.64	6257.41	229.0
2024-12-26 01:30:00	ES	Futures	6257.41	6257.92	6256.9	6257.66	283.0
2024-12-26 01:35:00	ES	Futures	6257.66	6258.18	6256.64	6257.92	214.0
2024-12-26 01:40:00	ES	Futures	6258.18	6258.18	6257.15	6257.41	119.0
2024-12-26 01:45:00	ES	Futures	6257.41	6257.41	6256.38	6257.15	167.0
2024-12-26 01:50:00	ES	Futures	6257.15	6257.15	6255.1	6255.1	259.0
2024-12-26 01:55:00	ES	Futures	6255.1	6255.61	6254.84	6254.84	225.0
2024-12-26 02:00:00	ES	Futures	6255.1	6255.61	6253.82	6255.1	430.0
2024-12-26 02:05:00	ES	Futures	6255.1	6256.13	6254.84	6255.87	178.0
2024-12-26 02:10:00	ES	Futures	6255.61	6256.38	6255.61	6256.13	173.0
2024-12-26 02:15:00	ES	Futures	6256.38	6256.38	6255.1	6255.61	122.0
2024-12-26 02:20:00	ES	Futures	6255.61	6256.38	6255.61	6256.38	58.0
2024-12-26 02:25:00	ES	Futures	6256.38	6256.38	6255.1	6255.61	156.0
2024-12-26 02:30:00	ES	Futures	6255.87	6256.13	6255.36	6255.61	107.0
2024-12-26 02:35:00	ES	Futures	6255.36	6256.13	6255.36	6256.13	193.0
2024-12-26 02:40:00	ES	Futures	6255.87	6256.13	6255.87	6256.13	101.0
2024-12-26 02:45:00	ES	Futures	6256.13	6256.13	6255.61	6256.13	295.0
2024-12-26 02:50:00	ES	Futures	6256.13	6257.92	6256.13	6257.41	422.0
2024-12-26 02:55:00	ES	Futures	6257.15	6257.41	6256.38	6256.9	225.0
2024-12-26 03:00:00	ES	Futures	6256.64	6256.9	6252.28	6252.79	1313.0
2024-12-26 03:05:00	ES	Futures	6252.79	6253.82	6251.25	6252.54	757.0
2024-12-26 03:10:00	ES	Futures	6252.79	6253.31	6251.51	6252.28	488.0
2024-12-26 03:15:00	ES	Futures	6252.54	6252.54	6247.92	6248.95	1439.0
2024-12-26 03:20:00	ES	Futures	6249.2	6249.2	6243.05	6243.56	1493.0
2024-12-26 03:25:00	ES	Futures	6243.56	6245.87	6242.54	6245.61	1143.0
2024-12-26 03:30:00	ES	Futures	6245.61	6246.64	6238.44	6246.38	3264.0
2024-12-26 03:35:00	ES	Futures	6246.38	6246.9	6243.05	6244.85	994.0
2024-12-26 03:40:00	ES	Futures	6244.59	6246.38	6243.56	6243.82	749.0
2024-12-26 03:45:00	ES	Futures	6243.82	6244.33	6242.28	6244.08	726.0
2024-12-26 03:50:00	ES	Futures	6244.33	6244.33	6240.49	6240.49	831.0
2024-12-26 03:55:00	ES	Futures	6240.23	6241.26	6237.92	6240.23	1268.0
2024-12-26 04:00:00	ES	Futures	6240.23	6242.28	6236.64	6236.64	1590.0
2024-12-26 04:05:00	ES	Futures	6236.64	6239.97	6236.64	6238.95	944.0

> showing 50 of 15,251 rows — these rows as CSV

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