PREVIEW / futures_5min / 2023-11-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-14.parquet
  size:    374 KB
  rows:    20,710

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
2023-11-14 00:00:00	ES	Futures	4809.3	4809.3	4808.76	4809.03	317.0
2023-11-14 00:05:00	ES	Futures	4809.03	4809.3	4808.76	4808.76	153.0
2023-11-14 00:10:00	ES	Futures	4809.03	4809.3	4808.48	4808.76	206.0
2023-11-14 00:15:00	ES	Futures	4808.48	4808.48	4807.94	4808.21	113.0
2023-11-14 00:20:00	ES	Futures	4808.21	4808.21	4807.94	4807.94	93.0
2023-11-14 00:25:00	ES	Futures	4808.21	4808.21	4807.67	4808.21	211.0
2023-11-14 00:30:00	ES	Futures	4808.21	4808.48	4807.67	4807.94	296.0
2023-11-14 00:35:00	ES	Futures	4807.67	4809.03	4807.4	4808.76	439.0
2023-11-14 00:40:00	ES	Futures	4808.48	4808.76	4808.21	4808.76	126.0
2023-11-14 00:45:00	ES	Futures	4808.48	4808.76	4808.21	4808.21	187.0
2023-11-14 00:50:00	ES	Futures	4807.94	4808.48	4807.67	4808.21	372.0
2023-11-14 00:55:00	ES	Futures	4808.48	4808.76	4807.94	4807.94	502.0
2023-11-14 01:00:00	ES	Futures	4807.94	4807.94	4806.58	4807.67	802.0
2023-11-14 01:05:00	ES	Futures	4807.67	4808.21	4807.4	4807.94	271.0
2023-11-14 01:10:00	ES	Futures	4807.94	4808.48	4807.67	4808.21	331.0
2023-11-14 01:15:00	ES	Futures	4807.94	4809.03	4807.13	4808.76	1051.0
2023-11-14 01:20:00	ES	Futures	4808.76	4809.03	4807.94	4808.76	252.0
2023-11-14 01:25:00	ES	Futures	4808.76	4809.03	4808.48	4808.76	148.0
2023-11-14 01:30:00	ES	Futures	4808.76	4809.03	4807.94	4808.21	289.0
2023-11-14 01:35:00	ES	Futures	4808.21	4808.76	4807.94	4808.48	209.0
2023-11-14 01:40:00	ES	Futures	4808.48	4809.57	4808.48	4809.3	331.0
2023-11-14 01:45:00	ES	Futures	4809.57	4809.84	4808.48	4808.76	565.0
2023-11-14 01:50:00	ES	Futures	4809.03	4810.93	4809.03	4810.38	693.0
2023-11-14 01:55:00	ES	Futures	4810.38	4810.38	4809.3	4809.57	413.0
2023-11-14 02:00:00	ES	Futures	4809.3	4809.84	4807.94	4809.57	1226.0
2023-11-14 02:05:00	ES	Futures	4809.57	4809.84	4809.03	4809.03	502.0
2023-11-14 02:10:00	ES	Futures	4808.76	4809.57	4808.48	4809.3	310.0
2023-11-14 02:15:00	ES	Futures	4809.57	4810.38	4809.3	4810.11	469.0
2023-11-14 02:20:00	ES	Futures	4810.38	4810.93	4809.84	4810.11	333.0
2023-11-14 02:25:00	ES	Futures	4809.84	4810.66	4809.84	4810.66	246.0
2023-11-14 02:30:00	ES	Futures	4810.66	4811.74	4810.38	4811.47	621.0
2023-11-14 02:35:00	ES	Futures	4811.74	4812.01	4811.2	4811.47	452.0
2023-11-14 02:40:00	ES	Futures	4811.47	4812.29	4811.2	4812.29	435.0
2023-11-14 02:45:00	ES	Futures	4812.01	4812.83	4811.74	4812.56	757.0
2023-11-14 02:50:00	ES	Futures	4812.56	4813.37	4812.29	4812.56	866.0
2023-11-14 02:55:00	ES	Futures	4812.56	4813.1	4812.56	4812.83	398.0
2023-11-14 03:00:00	ES	Futures	4813.1	4813.92	4810.93	4812.01	2707.0
2023-11-14 03:05:00	ES	Futures	4812.01	4813.92	4811.2	4811.2	1506.0
2023-11-14 03:10:00	ES	Futures	4811.2	4811.2	4809.3	4809.3	953.0
2023-11-14 03:15:00	ES	Futures	4809.03	4810.38	4809.03	4810.38	1206.0
2023-11-14 03:20:00	ES	Futures	4810.38	4811.2	4809.57	4810.66	878.0
2023-11-14 03:25:00	ES	Futures	4810.93	4811.47	4809.57	4811.2	652.0
2023-11-14 03:30:00	ES	Futures	4811.47	4813.64	4810.93	4813.1	842.0
2023-11-14 03:35:00	ES	Futures	4813.1	4813.64	4811.47	4813.64	701.0
2023-11-14 03:40:00	ES	Futures	4813.64	4813.92	4810.93	4811.74	1081.0
2023-11-14 03:45:00	ES	Futures	4811.74	4812.83	4810.93	4812.83	999.0
2023-11-14 03:50:00	ES	Futures	4812.83	4814.19	4812.56	4813.92	1051.0
2023-11-14 03:55:00	ES	Futures	4813.92	4815.0	4813.64	4814.46	1223.0
2023-11-14 04:00:00	ES	Futures	4814.19	4815.0	4813.64	4814.46	1040.0
2023-11-14 04:05:00	ES	Futures	4814.19	4816.63	4813.92	4816.36	1872.0

> showing 50 of 20,710 rows — these rows as CSV

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