PREVIEW / futures_5min / 2024-12-27

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-27.parquet
  size:    294 KB
  rows:    16,480

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
2024-12-27 00:00:00	ES	Futures	6238.44	6239.72	6238.18	6238.95	226.0
2024-12-27 00:05:00	ES	Futures	6238.95	6240.49	6238.95	6240.23	228.0
2024-12-27 00:10:00	ES	Futures	6240.23	6241.0	6239.72	6240.49	267.0
2024-12-27 00:15:00	ES	Futures	6240.74	6241.77	6240.74	6241.26	212.0
2024-12-27 00:20:00	ES	Futures	6241.26	6241.26	6239.72	6239.97	394.0
2024-12-27 00:25:00	ES	Futures	6239.97	6241.26	6239.97	6240.49	209.0
2024-12-27 00:30:00	ES	Futures	6240.49	6240.74	6239.46	6239.72	119.0
2024-12-27 00:35:00	ES	Futures	6239.72	6239.72	6238.95	6239.21	117.0
2024-12-27 00:40:00	ES	Futures	6238.95	6239.46	6238.18	6238.95	272.0
2024-12-27 00:45:00	ES	Futures	6238.95	6238.95	6238.18	6238.44	161.0
2024-12-27 00:50:00	ES	Futures	6238.69	6238.69	6237.92	6238.18	133.0
2024-12-27 00:55:00	ES	Futures	6238.18	6238.44	6237.67	6238.18	146.0
2024-12-27 01:00:00	ES	Futures	6237.92	6238.18	6235.87	6236.64	496.0
2024-12-27 01:05:00	ES	Futures	6236.39	6236.64	6233.05	6233.82	823.0
2024-12-27 01:10:00	ES	Futures	6233.56	6234.33	6233.31	6234.33	368.0
2024-12-27 01:15:00	ES	Futures	6234.59	6235.36	6233.82	6234.85	249.0
2024-12-27 01:20:00	ES	Futures	6234.85	6235.1	6234.33	6234.33	128.0
2024-12-27 01:25:00	ES	Futures	6234.33	6234.33	6232.54	6233.56	592.0
2024-12-27 01:30:00	ES	Futures	6233.31	6234.59	6233.31	6233.82	576.0
2024-12-27 01:35:00	ES	Futures	6233.82	6234.85	6233.31	6234.59	188.0
2024-12-27 01:40:00	ES	Futures	6234.59	6235.1	6233.82	6234.85	309.0
2024-12-27 01:45:00	ES	Futures	6234.85	6235.1	6233.82	6233.82	353.0
2024-12-27 01:50:00	ES	Futures	6233.82	6234.33	6233.56	6234.08	133.0
2024-12-27 01:55:00	ES	Futures	6234.33	6235.1	6234.08	6234.33	292.0
2024-12-27 02:00:00	ES	Futures	6234.33	6234.59	6233.31	6233.56	325.0
2024-12-27 02:05:00	ES	Futures	6233.56	6233.82	6232.28	6233.05	305.0
2024-12-27 02:10:00	ES	Futures	6233.05	6233.56	6232.28	6233.31	288.0
2024-12-27 02:15:00	ES	Futures	6233.31	6234.59	6233.31	6234.33	152.0
2024-12-27 02:20:00	ES	Futures	6234.08	6236.39	6234.08	6235.87	327.0
2024-12-27 02:25:00	ES	Futures	6235.87	6236.13	6234.33	6234.59	206.0
2024-12-27 02:30:00	ES	Futures	6234.59	6235.1	6234.33	6234.85	173.0
2024-12-27 02:35:00	ES	Futures	6234.85	6235.1	6233.82	6234.33	141.0
2024-12-27 02:40:00	ES	Futures	6234.33	6234.85	6233.82	6234.08	117.0
2024-12-27 02:45:00	ES	Futures	6234.08	6234.33	6233.56	6234.08	192.0
2024-12-27 02:50:00	ES	Futures	6233.82	6234.33	6233.31	6233.56	268.0
2024-12-27 02:55:00	ES	Futures	6233.82	6233.82	6230.74	6232.03	770.0
2024-12-27 03:00:00	ES	Futures	6232.03	6233.56	6227.41	6227.67	2047.0
2024-12-27 03:05:00	ES	Futures	6227.67	6230.23	6226.64	6229.46	1225.0
2024-12-27 03:10:00	ES	Futures	6229.72	6231.26	6228.95	6228.95	873.0
2024-12-27 03:15:00	ES	Futures	6228.95	6233.31	6228.95	6229.21	1415.0
2024-12-27 03:20:00	ES	Futures	6229.21	6232.03	6228.95	6231.26	933.0
2024-12-27 03:25:00	ES	Futures	6231.51	6231.77	6229.98	6230.49	758.0
2024-12-27 03:30:00	ES	Futures	6230.49	6231.51	6227.67	6227.92	971.0
2024-12-27 03:35:00	ES	Futures	6227.92	6228.69	6226.39	6226.9	852.0
2024-12-27 03:40:00	ES	Futures	6227.16	6227.67	6225.36	6226.13	862.0
2024-12-27 03:45:00	ES	Futures	6226.39	6227.67	6225.87	6226.39	721.0
2024-12-27 03:50:00	ES	Futures	6226.39	6227.41	6225.87	6227.16	526.0
2024-12-27 03:55:00	ES	Futures	6227.16	6228.18	6226.39	6226.9	787.0
2024-12-27 04:00:00	ES	Futures	6226.64	6227.92	6225.87	6226.9	976.0
2024-12-27 04:05:00	ES	Futures	6226.9	6228.69	6225.87	6227.92	1048.0

> showing 50 of 16,480 rows — these rows as CSV

> unlock the full archive -- $79 one-time