PREVIEW / futures_5min / 2023-11-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-17.parquet
  size:    292 KB
  rows:    16,314

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
2023-11-17 00:00:00	ES	Futures	4919.01	4919.01	4918.19	4918.47	378.0
2023-11-17 00:05:00	ES	Futures	4918.19	4918.47	4917.65	4918.19	447.0
2023-11-17 00:10:00	ES	Futures	4918.19	4918.47	4917.65	4917.65	111.0
2023-11-17 00:15:00	ES	Futures	4917.92	4918.19	4917.11	4917.38	372.0
2023-11-17 00:20:00	ES	Futures	4917.65	4917.92	4916.29	4916.56	479.0
2023-11-17 00:25:00	ES	Futures	4916.56	4916.84	4915.75	4915.75	495.0
2023-11-17 00:30:00	ES	Futures	4916.02	4916.02	4914.66	4915.75	879.0
2023-11-17 00:35:00	ES	Futures	4915.48	4915.75	4915.21	4915.21	191.0
2023-11-17 00:40:00	ES	Futures	4915.48	4915.75	4914.66	4915.75	399.0
2023-11-17 00:45:00	ES	Futures	4915.75	4916.56	4915.48	4916.02	300.0
2023-11-17 00:50:00	ES	Futures	4916.02	4916.29	4915.75	4916.29	256.0
2023-11-17 00:55:00	ES	Futures	4916.29	4917.11	4916.29	4916.84	533.0
2023-11-17 01:00:00	ES	Futures	4916.84	4917.65	4916.02	4917.38	1362.0
2023-11-17 01:05:00	ES	Futures	4917.38	4917.65	4917.11	4917.11	344.0
2023-11-17 01:10:00	ES	Futures	4917.38	4917.65	4916.56	4917.38	222.0
2023-11-17 01:15:00	ES	Futures	4917.11	4917.65	4916.84	4917.11	184.0
2023-11-17 01:20:00	ES	Futures	4917.11	4917.38	4916.56	4916.56	214.0
2023-11-17 01:25:00	ES	Futures	4916.56	4917.11	4916.02	4916.84	262.0
2023-11-17 01:30:00	ES	Futures	4916.84	4917.38	4916.56	4917.11	162.0
2023-11-17 01:35:00	ES	Futures	4917.11	4917.11	4916.02	4916.56	333.0
2023-11-17 01:40:00	ES	Futures	4916.29	4916.56	4915.48	4915.75	296.0
2023-11-17 01:45:00	ES	Futures	4915.75	4917.92	4915.75	4917.38	576.0
2023-11-17 01:50:00	ES	Futures	4917.38	4918.19	4916.56	4917.38	724.0
2023-11-17 01:55:00	ES	Futures	4917.38	4917.92	4917.11	4917.65	264.0
2023-11-17 02:00:00	ES	Futures	4917.65	4917.65	4915.75	4916.02	728.0
2023-11-17 02:05:00	ES	Futures	4916.02	4916.56	4914.66	4914.66	614.0
2023-11-17 02:10:00	ES	Futures	4914.66	4914.93	4914.12	4914.66	701.0
2023-11-17 02:15:00	ES	Futures	4914.39	4915.48	4914.12	4914.93	421.0
2023-11-17 02:20:00	ES	Futures	4914.93	4915.75	4914.93	4915.75	522.0
2023-11-17 02:25:00	ES	Futures	4916.02	4917.11	4915.75	4917.11	659.0
2023-11-17 02:30:00	ES	Futures	4917.11	4917.11	4915.75	4916.56	484.0
2023-11-17 02:35:00	ES	Futures	4916.56	4918.47	4916.29	4917.92	737.0
2023-11-17 02:40:00	ES	Futures	4918.19	4918.47	4916.29	4916.29	532.0
2023-11-17 02:45:00	ES	Futures	4916.29	4917.65	4916.29	4917.38	448.0
2023-11-17 02:50:00	ES	Futures	4917.11	4917.38	4916.56	4917.38	406.0
2023-11-17 02:55:00	ES	Futures	4917.38	4917.92	4916.84	4917.11	454.0
2023-11-17 03:00:00	ES	Futures	4917.38	4918.19	4915.75	4917.65	1758.0
2023-11-17 03:05:00	ES	Futures	4917.65	4918.19	4916.02	4918.19	868.0
2023-11-17 03:10:00	ES	Futures	4918.47	4918.74	4917.11	4918.19	1675.0
2023-11-17 03:15:00	ES	Futures	4918.19	4918.74	4917.65	4917.92	668.0
2023-11-17 03:20:00	ES	Futures	4917.92	4919.01	4917.65	4918.47	1436.0
2023-11-17 03:25:00	ES	Futures	4918.47	4920.91	4918.19	4920.91	1702.0
2023-11-17 03:30:00	ES	Futures	4920.91	4925.8	4920.37	4925.53	3932.0
2023-11-17 03:35:00	ES	Futures	4925.8	4925.8	4923.08	4924.98	1953.0
2023-11-17 03:40:00	ES	Futures	4924.98	4925.25	4923.9	4924.71	1784.0
2023-11-17 03:45:00	ES	Futures	4924.71	4924.98	4922.54	4922.81	1405.0
2023-11-17 03:50:00	ES	Futures	4922.81	4923.9	4921.45	4922.0	1514.0
2023-11-17 03:55:00	ES	Futures	4922.0	4923.08	4920.91	4922.81	1732.0
2023-11-17 04:00:00	ES	Futures	4922.81	4923.62	4921.72	4923.62	1733.0
2023-11-17 04:05:00	ES	Futures	4923.62	4925.8	4923.62	4924.71	1706.0

> showing 50 of 16,314 rows — these rows as CSV

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