PREVIEW / futures_5min / 2023-11-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-16.parquet
  size:    346 KB
  rows:    20,416

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
2023-11-16 00:00:00	ES	Futures	4901.63	4902.17	4901.36	4902.17	468.0
2023-11-16 00:05:00	ES	Futures	4902.17	4904.07	4901.36	4903.8	1433.0
2023-11-16 00:10:00	ES	Futures	4903.8	4904.34	4902.99	4903.8	824.0
2023-11-16 00:15:00	ES	Futures	4903.53	4904.62	4903.53	4903.53	577.0
2023-11-16 00:20:00	ES	Futures	4903.53	4903.8	4903.26	4903.8	335.0
2023-11-16 00:25:00	ES	Futures	4903.8	4904.07	4902.99	4902.99	389.0
2023-11-16 00:30:00	ES	Futures	4902.99	4904.89	4902.99	4904.34	645.0
2023-11-16 00:35:00	ES	Futures	4904.34	4905.7	4904.07	4904.89	876.0
2023-11-16 00:40:00	ES	Futures	4904.89	4904.89	4903.8	4904.34	340.0
2023-11-16 00:45:00	ES	Futures	4904.07	4904.62	4904.07	4904.34	255.0
2023-11-16 00:50:00	ES	Futures	4904.34	4904.62	4903.8	4903.8	222.0
2023-11-16 00:55:00	ES	Futures	4903.8	4904.89	4903.53	4904.34	489.0
2023-11-16 01:00:00	ES	Futures	4904.34	4906.79	4904.34	4906.52	1353.0
2023-11-16 01:05:00	ES	Futures	4906.24	4906.79	4905.7	4905.7	502.0
2023-11-16 01:10:00	ES	Futures	4905.7	4907.33	4905.43	4907.33	484.0
2023-11-16 01:15:00	ES	Futures	4907.06	4907.6	4906.24	4906.24	678.0
2023-11-16 01:20:00	ES	Futures	4905.97	4906.52	4905.7	4905.97	451.0
2023-11-16 01:25:00	ES	Futures	4905.7	4906.24	4905.7	4905.7	223.0
2023-11-16 01:30:00	ES	Futures	4905.7	4906.24	4905.43	4905.7	362.0
2023-11-16 01:35:00	ES	Futures	4905.43	4905.97	4904.89	4905.7	252.0
2023-11-16 01:40:00	ES	Futures	4905.43	4906.79	4905.16	4906.24	249.0
2023-11-16 01:45:00	ES	Futures	4906.52	4906.52	4905.16	4906.24	309.0
2023-11-16 01:50:00	ES	Futures	4906.24	4907.06	4906.24	4906.79	287.0
2023-11-16 01:55:00	ES	Futures	4906.79	4908.69	4906.79	4907.87	943.0
2023-11-16 02:00:00	ES	Futures	4907.87	4908.15	4905.16	4907.33	1749.0
2023-11-16 02:05:00	ES	Futures	4907.33	4907.33	4905.97	4907.06	492.0
2023-11-16 02:10:00	ES	Futures	4906.79	4907.87	4906.79	4907.33	401.0
2023-11-16 02:15:00	ES	Futures	4907.33	4907.6	4905.16	4905.43	681.0
2023-11-16 02:20:00	ES	Futures	4905.16	4905.7	4904.62	4905.7	634.0
2023-11-16 02:25:00	ES	Futures	4905.7	4905.7	4904.62	4905.7	437.0
2023-11-16 02:30:00	ES	Futures	4905.43	4906.52	4905.16	4906.52	824.0
2023-11-16 02:35:00	ES	Futures	4906.24	4906.24	4904.89	4905.16	621.0
2023-11-16 02:40:00	ES	Futures	4904.89	4906.52	4904.62	4905.97	709.0
2023-11-16 02:45:00	ES	Futures	4905.97	4906.79	4904.62	4904.62	616.0
2023-11-16 02:50:00	ES	Futures	4904.62	4905.7	4904.34	4904.62	681.0
2023-11-16 02:55:00	ES	Futures	4904.62	4905.7	4904.34	4905.16	937.0
2023-11-16 03:00:00	ES	Futures	4905.16	4906.52	4903.26	4906.24	4249.0
2023-11-16 03:05:00	ES	Futures	4906.24	4907.33	4904.07	4904.34	1774.0
2023-11-16 03:10:00	ES	Futures	4904.07	4906.24	4903.53	4906.24	1531.0
2023-11-16 03:15:00	ES	Futures	4906.24	4907.06	4905.43	4905.97	1043.0
2023-11-16 03:20:00	ES	Futures	4905.7	4907.06	4905.16	4906.24	907.0
2023-11-16 03:25:00	ES	Futures	4906.24	4907.87	4905.43	4905.7	1188.0
2023-11-16 03:30:00	ES	Futures	4905.97	4907.06	4905.16	4906.24	1160.0
2023-11-16 03:35:00	ES	Futures	4906.52	4908.42	4905.7	4908.42	1020.0
2023-11-16 03:40:00	ES	Futures	4908.42	4908.42	4904.89	4905.7	1471.0
2023-11-16 03:45:00	ES	Futures	4905.7	4908.42	4905.16	4906.79	1042.0
2023-11-16 03:50:00	ES	Futures	4906.79	4907.87	4905.97	4905.97	915.0
2023-11-16 03:55:00	ES	Futures	4906.24	4907.06	4904.62	4906.79	1286.0
2023-11-16 04:00:00	ES	Futures	4906.79	4907.06	4904.07	4904.34	1316.0
2023-11-16 04:05:00	ES	Futures	4904.34	4907.06	4903.8	4906.79	1147.0

> showing 50 of 20,416 rows — these rows as CSV

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