PREVIEW / futures_5min / 2023-11-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-12.parquet
  size:    77 KB
  rows:    4,014

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
2023-11-12 18:00:00	ES	Futures	4807.4	4810.93	4804.41	4805.77	3716.0
2023-11-12 18:05:00	ES	Futures	4805.5	4806.85	4804.68	4805.5	1436.0
2023-11-12 18:10:00	ES	Futures	4805.77	4806.31	4804.95	4806.31	1466.0
2023-11-12 18:15:00	ES	Futures	4806.31	4807.4	4805.5	4806.04	1000.0
2023-11-12 18:20:00	ES	Futures	4806.04	4806.58	4805.5	4806.31	478.0
2023-11-12 18:25:00	ES	Futures	4806.31	4806.31	4805.23	4806.31	512.0
2023-11-12 18:30:00	ES	Futures	4806.31	4807.67	4806.04	4806.85	608.0
2023-11-12 18:35:00	ES	Futures	4806.85	4806.85	4803.32	4805.23	1776.0
2023-11-12 18:40:00	ES	Futures	4805.23	4806.04	4804.68	4806.04	742.0
2023-11-12 18:45:00	ES	Futures	4806.04	4806.58	4803.6	4804.14	1071.0
2023-11-12 18:50:00	ES	Futures	4804.14	4804.95	4800.88	4803.32	2337.0
2023-11-12 18:55:00	ES	Futures	4803.32	4803.6	4802.24	4802.24	414.0
2023-11-12 19:00:00	ES	Futures	4802.24	4803.32	4801.42	4802.51	853.0
2023-11-12 19:05:00	ES	Futures	4802.24	4803.05	4801.15	4801.42	696.0
2023-11-12 19:10:00	ES	Futures	4801.42	4801.7	4799.52	4799.79	1504.0
2023-11-12 19:15:00	ES	Futures	4799.79	4800.88	4799.79	4800.34	876.0
2023-11-12 19:20:00	ES	Futures	4800.34	4800.88	4799.79	4800.61	1125.0
2023-11-12 19:25:00	ES	Futures	4800.61	4800.88	4799.79	4800.34	394.0
2023-11-12 19:30:00	ES	Futures	4800.34	4801.15	4800.07	4800.34	1100.0
2023-11-12 19:35:00	ES	Futures	4800.34	4800.61	4799.79	4799.79	293.0
2023-11-12 19:40:00	ES	Futures	4799.52	4800.61	4798.71	4800.61	738.0
2023-11-12 19:45:00	ES	Futures	4800.61	4800.61	4797.89	4798.71	992.0
2023-11-12 19:50:00	ES	Futures	4798.71	4798.71	4796.54	4797.08	1070.0
2023-11-12 19:55:00	ES	Futures	4797.35	4798.98	4797.35	4798.16	588.0
2023-11-12 20:00:00	ES	Futures	4798.44	4798.44	4796.81	4798.44	752.0
2023-11-12 20:05:00	ES	Futures	4798.44	4798.98	4797.62	4797.89	688.0
2023-11-12 20:10:00	ES	Futures	4797.89	4798.44	4797.62	4797.62	450.0
2023-11-12 20:15:00	ES	Futures	4797.89	4798.98	4797.62	4798.44	571.0
2023-11-12 20:20:00	ES	Futures	4798.16	4798.71	4796.54	4796.54	806.0
2023-11-12 20:25:00	ES	Futures	4796.54	4798.44	4796.54	4798.44	622.0
2023-11-12 20:30:00	ES	Futures	4798.16	4799.52	4797.89	4798.16	867.0
2023-11-12 20:35:00	ES	Futures	4797.89	4797.89	4796.81	4797.35	549.0
2023-11-12 20:40:00	ES	Futures	4797.62	4798.16	4797.08	4798.16	530.0
2023-11-12 20:45:00	ES	Futures	4798.16	4798.71	4797.62	4798.44	718.0
2023-11-12 20:50:00	ES	Futures	4798.44	4798.71	4797.62	4797.62	354.0
2023-11-12 20:55:00	ES	Futures	4797.89	4798.71	4797.62	4798.44	395.0
2023-11-12 21:00:00	ES	Futures	4798.16	4798.71	4797.89	4798.16	271.0
2023-11-12 21:05:00	ES	Futures	4797.89	4798.44	4797.89	4798.16	249.0
2023-11-12 21:10:00	ES	Futures	4798.16	4799.25	4798.16	4798.98	408.0
2023-11-12 21:15:00	ES	Futures	4798.98	4799.52	4798.44	4798.98	473.0
2023-11-12 21:20:00	ES	Futures	4798.98	4799.52	4798.71	4798.98	295.0
2023-11-12 21:25:00	ES	Futures	4798.98	4798.98	4797.62	4798.16	714.0
2023-11-12 21:30:00	ES	Futures	4797.89	4798.98	4797.89	4798.44	413.0
2023-11-12 21:35:00	ES	Futures	4798.44	4798.71	4794.91	4795.99	1995.0
2023-11-12 21:40:00	ES	Futures	4795.99	4796.54	4795.45	4795.72	521.0
2023-11-12 21:45:00	ES	Futures	4795.72	4795.99	4793.28	4793.82	2137.0
2023-11-12 21:50:00	ES	Futures	4794.09	4794.91	4793.01	4793.28	1119.0
2023-11-12 21:55:00	ES	Futures	4793.28	4793.82	4793.01	4793.28	657.0
2023-11-12 22:00:00	ES	Futures	4793.28	4793.55	4791.38	4791.38	1685.0
2023-11-12 22:05:00	ES	Futures	4791.38	4791.38	4789.2	4789.47	2042.0

> showing 50 of 4,014 rows — these rows as CSV

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