PREVIEW / futures_5min / 2023-11-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-08.parquet
  size:    347 KB
  rows:    20,358

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
2023-11-08 00:00:00	ES	Futures	4771.55	4772.64	4771.01	4771.01	448.0
2023-11-08 00:05:00	ES	Futures	4771.01	4772.37	4771.01	4771.82	360.0
2023-11-08 00:10:00	ES	Futures	4771.82	4772.1	4771.55	4771.82	173.0
2023-11-08 00:15:00	ES	Futures	4771.82	4771.82	4770.74	4771.01	253.0
2023-11-08 00:20:00	ES	Futures	4771.01	4771.82	4770.74	4771.01	266.0
2023-11-08 00:25:00	ES	Futures	4771.28	4771.28	4769.65	4769.65	326.0
2023-11-08 00:30:00	ES	Futures	4769.92	4770.74	4769.38	4769.38	552.0
2023-11-08 00:35:00	ES	Futures	4769.38	4771.82	4769.38	4770.74	573.0
2023-11-08 00:40:00	ES	Futures	4770.74	4770.74	4769.65	4769.92	240.0
2023-11-08 00:45:00	ES	Futures	4769.92	4770.19	4768.84	4769.11	319.0
2023-11-08 00:50:00	ES	Futures	4769.11	4769.92	4768.84	4769.11	517.0
2023-11-08 00:55:00	ES	Futures	4769.38	4769.65	4768.29	4768.84	671.0
2023-11-08 01:00:00	ES	Futures	4768.84	4769.11	4767.21	4767.48	1122.0
2023-11-08 01:05:00	ES	Futures	4767.48	4767.48	4766.66	4767.21	706.0
2023-11-08 01:10:00	ES	Futures	4767.21	4768.02	4766.94	4768.02	432.0
2023-11-08 01:15:00	ES	Futures	4768.02	4768.56	4766.94	4767.21	755.0
2023-11-08 01:20:00	ES	Futures	4767.21	4768.56	4767.21	4767.48	443.0
2023-11-08 01:25:00	ES	Futures	4767.48	4768.56	4766.94	4768.02	548.0
2023-11-08 01:30:00	ES	Futures	4768.29	4768.84	4768.02	4768.84	395.0
2023-11-08 01:35:00	ES	Futures	4768.84	4769.11	4767.48	4768.02	403.0
2023-11-08 01:40:00	ES	Futures	4768.02	4769.11	4768.02	4769.11	406.0
2023-11-08 01:45:00	ES	Futures	4769.11	4769.92	4768.56	4769.65	1215.0
2023-11-08 01:50:00	ES	Futures	4769.65	4769.92	4767.21	4767.48	742.0
2023-11-08 01:55:00	ES	Futures	4767.21	4768.29	4767.21	4767.48	449.0
2023-11-08 02:00:00	ES	Futures	4767.48	4768.84	4767.48	4768.02	980.0
2023-11-08 02:05:00	ES	Futures	4768.02	4768.02	4766.39	4767.75	895.0
2023-11-08 02:10:00	ES	Futures	4767.48	4768.02	4766.94	4767.21	642.0
2023-11-08 02:15:00	ES	Futures	4767.21	4767.21	4765.85	4766.66	439.0
2023-11-08 02:20:00	ES	Futures	4766.39	4766.94	4766.12	4766.39	438.0
2023-11-08 02:25:00	ES	Futures	4766.39	4767.48	4766.12	4767.48	482.0
2023-11-08 02:30:00	ES	Futures	4767.48	4769.11	4766.94	4768.56	1259.0
2023-11-08 02:35:00	ES	Futures	4768.56	4768.84	4767.21	4768.02	309.0
2023-11-08 02:40:00	ES	Futures	4768.02	4768.84	4768.02	4768.29	431.0
2023-11-08 02:45:00	ES	Futures	4768.29	4768.56	4767.75	4767.75	469.0
2023-11-08 02:50:00	ES	Futures	4768.02	4768.84	4767.48	4768.29	423.0
2023-11-08 02:55:00	ES	Futures	4768.29	4768.29	4766.94	4767.48	506.0
2023-11-08 03:00:00	ES	Futures	4767.48	4769.92	4766.12	4767.75	2998.0
2023-11-08 03:05:00	ES	Futures	4767.48	4770.19	4767.21	4768.84	1447.0
2023-11-08 03:10:00	ES	Futures	4768.84	4770.74	4768.56	4768.56	1805.0
2023-11-08 03:15:00	ES	Futures	4768.56	4771.01	4768.29	4769.92	1456.0
2023-11-08 03:20:00	ES	Futures	4770.19	4773.18	4770.19	4772.37	1884.0
2023-11-08 03:25:00	ES	Futures	4772.64	4773.72	4771.55	4773.72	1327.0
2023-11-08 03:30:00	ES	Futures	4773.45	4773.72	4771.82	4773.45	1220.0
2023-11-08 03:35:00	ES	Futures	4773.45	4773.45	4772.1	4772.1	629.0
2023-11-08 03:40:00	ES	Futures	4772.1	4773.72	4771.55	4772.91	1183.0
2023-11-08 03:45:00	ES	Futures	4772.91	4774.27	4772.64	4774.0	950.0
2023-11-08 03:50:00	ES	Futures	4774.0	4774.27	4772.37	4772.64	910.0
2023-11-08 03:55:00	ES	Futures	4772.37	4773.45	4771.55	4772.1	870.0
2023-11-08 04:00:00	ES	Futures	4772.1	4772.37	4769.92	4771.28	1970.0
2023-11-08 04:05:00	ES	Futures	4771.28	4772.37	4770.74	4771.28	1147.0

> showing 50 of 20,358 rows — these rows as CSV

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