PREVIEW / futures_5min / 2023-11-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-13.parquet
  size:    327 KB
  rows:    20,130

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
2023-11-13 00:00:00	ES	Futures	4789.75	4790.02	4789.47	4789.75	158.0
2023-11-13 00:05:00	ES	Futures	4789.47	4789.75	4788.66	4789.47	916.0
2023-11-13 00:10:00	ES	Futures	4789.75	4791.1	4789.47	4791.1	457.0
2023-11-13 00:15:00	ES	Futures	4790.83	4791.92	4790.56	4791.65	549.0
2023-11-13 00:20:00	ES	Futures	4791.65	4794.09	4791.65	4793.01	1711.0
2023-11-13 00:25:00	ES	Futures	4793.28	4793.28	4791.38	4791.65	604.0
2023-11-13 00:30:00	ES	Futures	4791.65	4792.19	4791.1	4791.92	409.0
2023-11-13 00:35:00	ES	Futures	4791.65	4791.92	4791.38	4791.38	370.0
2023-11-13 00:40:00	ES	Futures	4791.38	4791.38	4790.56	4791.1	601.0
2023-11-13 00:45:00	ES	Futures	4790.83	4791.1	4790.29	4790.56	644.0
2023-11-13 00:50:00	ES	Futures	4790.83	4791.1	4790.56	4791.1	226.0
2023-11-13 00:55:00	ES	Futures	4791.1	4791.38	4790.56	4791.1	321.0
2023-11-13 01:00:00	ES	Futures	4791.1	4791.92	4790.83	4790.83	412.0
2023-11-13 01:05:00	ES	Futures	4790.83	4791.1	4790.56	4790.83	331.0
2023-11-13 01:10:00	ES	Futures	4791.1	4791.92	4790.56	4791.38	305.0
2023-11-13 01:15:00	ES	Futures	4791.38	4792.19	4791.1	4792.19	426.0
2023-11-13 01:20:00	ES	Futures	4792.19	4794.63	4792.19	4794.09	1394.0
2023-11-13 01:25:00	ES	Futures	4793.82	4794.63	4793.28	4794.36	1446.0
2023-11-13 01:30:00	ES	Futures	4794.36	4795.18	4793.82	4794.09	896.0
2023-11-13 01:35:00	ES	Futures	4794.36	4796.54	4794.36	4795.45	1053.0
2023-11-13 01:40:00	ES	Futures	4795.45	4795.72	4794.63	4795.45	843.0
2023-11-13 01:45:00	ES	Futures	4795.45	4795.72	4795.18	4795.45	357.0
2023-11-13 01:50:00	ES	Futures	4795.72	4796.26	4794.63	4794.63	544.0
2023-11-13 01:55:00	ES	Futures	4794.63	4796.54	4794.63	4795.99	555.0
2023-11-13 02:00:00	ES	Futures	4795.99	4796.81	4794.63	4796.26	1549.0
2023-11-13 02:05:00	ES	Futures	4796.54	4796.54	4795.18	4796.26	539.0
2023-11-13 02:10:00	ES	Futures	4796.26	4797.08	4795.45	4796.26	608.0
2023-11-13 02:15:00	ES	Futures	4796.26	4797.62	4796.26	4797.08	1004.0
2023-11-13 02:20:00	ES	Futures	4797.08	4797.08	4795.45	4795.45	742.0
2023-11-13 02:25:00	ES	Futures	4795.72	4795.99	4795.45	4795.45	357.0
2023-11-13 02:30:00	ES	Futures	4795.45	4795.45	4794.09	4794.63	851.0
2023-11-13 02:35:00	ES	Futures	4794.63	4796.26	4794.36	4795.99	1034.0
2023-11-13 02:40:00	ES	Futures	4795.99	4796.54	4794.91	4795.99	608.0
2023-11-13 02:45:00	ES	Futures	4795.99	4797.35	4795.99	4797.08	740.0
2023-11-13 02:50:00	ES	Futures	4796.81	4797.08	4795.72	4796.26	549.0
2023-11-13 02:55:00	ES	Futures	4796.26	4798.16	4796.26	4797.08	850.0
2023-11-13 03:00:00	ES	Futures	4797.08	4797.62	4794.91	4795.72	2793.0
2023-11-13 03:05:00	ES	Futures	4795.72	4798.16	4794.63	4797.89	2145.0
2023-11-13 03:10:00	ES	Futures	4797.89	4798.44	4795.18	4795.18	1869.0
2023-11-13 03:15:00	ES	Futures	4795.18	4795.72	4793.55	4794.09	1471.0
2023-11-13 03:20:00	ES	Futures	4794.36	4796.81	4794.09	4796.26	1132.0
2023-11-13 03:25:00	ES	Futures	4796.54	4798.71	4796.54	4797.62	1483.0
2023-11-13 03:30:00	ES	Futures	4797.62	4798.98	4797.35	4798.44	1405.0
2023-11-13 03:35:00	ES	Futures	4798.44	4798.98	4796.81	4798.16	1311.0
2023-11-13 03:40:00	ES	Futures	4798.16	4799.52	4798.16	4799.25	967.0
2023-11-13 03:45:00	ES	Futures	4799.25	4799.52	4797.89	4798.44	1066.0
2023-11-13 03:50:00	ES	Futures	4798.16	4800.61	4798.16	4800.07	1167.0
2023-11-13 03:55:00	ES	Futures	4800.34	4800.61	4799.79	4800.07	936.0
2023-11-13 04:00:00	ES	Futures	4800.34	4801.15	4798.71	4800.34	2284.0
2023-11-13 04:05:00	ES	Futures	4800.61	4801.15	4798.98	4800.61	2031.0

> showing 50 of 20,130 rows — these rows as CSV

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