PREVIEW / futures_5min / 2023-11-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-15.parquet
  size:    360 KB
  rows:    20,800

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
2023-11-15 00:00:00	ES	Futures	4910.59	4910.86	4910.32	4910.86	744.0
2023-11-15 00:05:00	ES	Futures	4910.86	4911.13	4910.32	4910.32	400.0
2023-11-15 00:10:00	ES	Futures	4910.32	4911.4	4910.32	4911.4	311.0
2023-11-15 00:15:00	ES	Futures	4911.4	4911.95	4911.13	4911.95	373.0
2023-11-15 00:20:00	ES	Futures	4911.68	4912.49	4911.4	4912.49	459.0
2023-11-15 00:25:00	ES	Futures	4912.22	4915.21	4911.95	4914.93	1639.0
2023-11-15 00:30:00	ES	Futures	4914.66	4915.21	4914.12	4914.93	811.0
2023-11-15 00:35:00	ES	Futures	4915.21	4915.48	4914.66	4914.93	786.0
2023-11-15 00:40:00	ES	Futures	4914.93	4915.21	4913.85	4914.12	643.0
2023-11-15 00:45:00	ES	Futures	4913.85	4914.93	4913.85	4914.39	325.0
2023-11-15 00:50:00	ES	Futures	4914.66	4914.93	4913.03	4913.03	606.0
2023-11-15 00:55:00	ES	Futures	4913.03	4913.58	4912.49	4913.31	844.0
2023-11-15 01:00:00	ES	Futures	4913.03	4913.03	4911.68	4912.49	972.0
2023-11-15 01:05:00	ES	Futures	4912.49	4912.76	4911.95	4911.95	315.0
2023-11-15 01:10:00	ES	Futures	4912.22	4912.49	4911.68	4911.68	442.0
2023-11-15 01:15:00	ES	Futures	4911.95	4912.76	4911.95	4912.49	447.0
2023-11-15 01:20:00	ES	Futures	4912.49	4913.03	4911.95	4911.95	337.0
2023-11-15 01:25:00	ES	Futures	4911.95	4913.03	4911.95	4913.03	464.0
2023-11-15 01:30:00	ES	Futures	4912.76	4912.76	4911.95	4912.49	670.0
2023-11-15 01:35:00	ES	Futures	4912.49	4914.12	4912.22	4914.12	663.0
2023-11-15 01:40:00	ES	Futures	4914.12	4915.48	4913.85	4914.66	1130.0
2023-11-15 01:45:00	ES	Futures	4914.93	4916.29	4913.31	4913.58	1211.0
2023-11-15 01:50:00	ES	Futures	4913.58	4915.21	4913.03	4913.85	885.0
2023-11-15 01:55:00	ES	Futures	4913.85	4915.21	4912.76	4914.12	1438.0
2023-11-15 02:00:00	ES	Futures	4914.12	4915.21	4910.32	4910.59	3514.0
2023-11-15 02:05:00	ES	Futures	4910.59	4911.13	4908.69	4909.23	1159.0
2023-11-15 02:10:00	ES	Futures	4908.96	4909.78	4908.15	4908.69	1026.0
2023-11-15 02:15:00	ES	Futures	4908.96	4909.5	4908.15	4908.96	982.0
2023-11-15 02:20:00	ES	Futures	4908.96	4909.5	4908.42	4909.23	837.0
2023-11-15 02:25:00	ES	Futures	4908.96	4909.78	4908.69	4909.5	1056.0
2023-11-15 02:30:00	ES	Futures	4909.78	4910.32	4909.23	4909.5	1067.0
2023-11-15 02:35:00	ES	Futures	4909.5	4911.13	4909.5	4910.59	760.0
2023-11-15 02:40:00	ES	Futures	4910.59	4911.13	4909.78	4910.05	1081.0
2023-11-15 02:45:00	ES	Futures	4910.05	4910.05	4908.96	4909.5	888.0
2023-11-15 02:50:00	ES	Futures	4909.23	4910.32	4909.23	4909.5	863.0
2023-11-15 02:55:00	ES	Futures	4909.5	4909.5	4908.42	4909.23	875.0
2023-11-15 03:00:00	ES	Futures	4909.23	4912.49	4908.96	4912.22	3565.0
2023-11-15 03:05:00	ES	Futures	4912.22	4913.58	4910.86	4911.68	2797.0
2023-11-15 03:10:00	ES	Futures	4911.68	4914.12	4909.78	4912.49	2654.0
2023-11-15 03:15:00	ES	Futures	4912.49	4914.66	4912.49	4913.58	2238.0
2023-11-15 03:20:00	ES	Futures	4913.58	4914.66	4913.03	4914.12	1525.0
2023-11-15 03:25:00	ES	Futures	4914.12	4914.66	4912.49	4913.03	1347.0
2023-11-15 03:30:00	ES	Futures	4913.03	4914.12	4912.49	4914.12	1598.0
2023-11-15 03:35:00	ES	Futures	4914.12	4915.75	4914.12	4914.93	1747.0
2023-11-15 03:40:00	ES	Futures	4915.21	4917.92	4914.39	4917.92	2013.0
2023-11-15 03:45:00	ES	Futures	4917.92	4919.01	4917.38	4918.19	2578.0
2023-11-15 03:50:00	ES	Futures	4918.47	4919.55	4918.19	4918.47	1792.0
2023-11-15 03:55:00	ES	Futures	4918.47	4920.09	4918.19	4919.28	1839.0
2023-11-15 04:00:00	ES	Futures	4919.28	4919.82	4917.11	4918.19	2281.0
2023-11-15 04:05:00	ES	Futures	4918.19	4919.01	4916.84	4917.11	1761.0

> showing 50 of 20,800 rows — these rows as CSV

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