PREVIEW / futures_5min / 2024-12-31

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-12-31.parquet
  size:    247 KB
  rows:    12,837

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
2024-12-31 00:00:00	ES	Futures	6107.43	6108.2	6106.15	6107.68	213.0
2024-12-31 00:05:00	ES	Futures	6107.43	6108.45	6107.17	6108.45	102.0
2024-12-31 00:10:00	ES	Futures	6108.45	6108.45	6106.15	6107.17	190.0
2024-12-31 00:15:00	ES	Futures	6107.17	6107.43	6106.15	6106.15	158.0
2024-12-31 00:20:00	ES	Futures	6106.4	6108.71	6106.4	6108.71	230.0
2024-12-31 00:25:00	ES	Futures	6108.71	6108.97	6107.17	6107.17	139.0
2024-12-31 00:30:00	ES	Futures	6107.17	6107.68	6104.86	6105.63	407.0
2024-12-31 00:35:00	ES	Futures	6105.89	6106.66	6104.09	6105.12	325.0
2024-12-31 00:40:00	ES	Futures	6105.12	6107.17	6104.35	6104.35	285.0
2024-12-31 00:45:00	ES	Futures	6104.61	6106.66	6104.61	6106.66	248.0
2024-12-31 00:50:00	ES	Futures	6106.4	6108.2	6106.15	6107.68	191.0
2024-12-31 00:55:00	ES	Futures	6107.68	6108.71	6106.91	6108.2	141.0
2024-12-31 01:00:00	ES	Futures	6108.2	6108.2	6105.63	6105.89	184.0
2024-12-31 01:05:00	ES	Futures	6105.89	6105.89	6102.56	6103.84	347.0
2024-12-31 01:10:00	ES	Futures	6103.58	6105.12	6103.58	6104.35	227.0
2024-12-31 01:15:00	ES	Futures	6104.09	6106.66	6104.09	6106.4	213.0
2024-12-31 01:20:00	ES	Futures	6106.4	6106.91	6104.86	6105.38	270.0
2024-12-31 01:25:00	ES	Futures	6105.38	6106.15	6104.86	6105.12	125.0
2024-12-31 01:30:00	ES	Futures	6105.38	6105.89	6103.07	6103.07	216.0
2024-12-31 01:35:00	ES	Futures	6103.07	6103.58	6102.04	6103.07	242.0
2024-12-31 01:40:00	ES	Futures	6103.07	6103.07	6100.25	6101.27	295.0
2024-12-31 01:45:00	ES	Futures	6101.27	6103.58	6101.27	6103.58	269.0
2024-12-31 01:50:00	ES	Futures	6103.84	6104.86	6103.33	6104.35	237.0
2024-12-31 01:55:00	ES	Futures	6104.61	6105.12	6103.58	6103.58	265.0
2024-12-31 02:00:00	ES	Futures	6103.33	6105.38	6103.07	6104.61	312.0
2024-12-31 02:05:00	ES	Futures	6104.61	6105.63	6103.84	6105.38	135.0
2024-12-31 02:10:00	ES	Futures	6105.12	6108.71	6104.86	6108.71	364.0
2024-12-31 02:15:00	ES	Futures	6108.71	6109.22	6106.15	6107.43	590.0
2024-12-31 02:20:00	ES	Futures	6107.43	6109.48	6106.91	6109.22	247.0
2024-12-31 02:25:00	ES	Futures	6109.22	6109.22	6105.63	6105.63	271.0
2024-12-31 02:30:00	ES	Futures	6105.63	6106.15	6102.04	6103.84	613.0
2024-12-31 02:35:00	ES	Futures	6103.58	6106.91	6103.33	6106.66	277.0
2024-12-31 02:40:00	ES	Futures	6106.66	6109.48	6106.4	6106.91	387.0
2024-12-31 02:45:00	ES	Futures	6106.66	6108.2	6105.89	6107.43	248.0
2024-12-31 02:50:00	ES	Futures	6107.17	6108.2	6106.15	6107.17	444.0
2024-12-31 02:55:00	ES	Futures	6107.17	6107.17	6105.12	6105.89	440.0
2024-12-31 03:00:00	ES	Futures	6106.15	6108.45	6104.61	6106.91	729.0
2024-12-31 03:05:00	ES	Futures	6106.66	6108.2	6105.38	6108.2	403.0
2024-12-31 03:10:00	ES	Futures	6108.2	6108.71	6103.07	6104.35	614.0
2024-12-31 03:15:00	ES	Futures	6104.09	6104.86	6101.27	6102.81	801.0
2024-12-31 03:20:00	ES	Futures	6102.81	6104.35	6101.27	6102.3	648.0
2024-12-31 03:25:00	ES	Futures	6102.3	6103.07	6101.02	6102.81	746.0
2024-12-31 03:30:00	ES	Futures	6102.81	6107.94	6102.04	6106.15	725.0
2024-12-31 03:35:00	ES	Futures	6106.15	6106.66	6104.61	6105.12	610.0
2024-12-31 03:40:00	ES	Futures	6104.86	6105.89	6103.07	6104.61	558.0
2024-12-31 03:45:00	ES	Futures	6104.61	6104.86	6102.56	6103.07	337.0
2024-12-31 03:50:00	ES	Futures	6103.33	6106.4	6103.07	6106.4	338.0
2024-12-31 03:55:00	ES	Futures	6106.15	6107.17	6104.61	6105.12	285.0
2024-12-31 04:00:00	ES	Futures	6105.38	6107.68	6103.84	6106.4	710.0
2024-12-31 04:05:00	ES	Futures	6106.15	6112.3	6105.63	6111.53	1075.0

> showing 50 of 12,837 rows — these rows as CSV

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