PREVIEW / futures_5min / 2023-11-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-19.parquet
  size:    81 KB
  rows:    3,987

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
2023-11-19 18:00:00	ES	Futures	4917.11	4919.55	4915.75	4917.65	2035.0
2023-11-19 18:05:00	ES	Futures	4917.38	4917.38	4914.93	4916.56	1703.0
2023-11-19 18:10:00	ES	Futures	4916.56	4916.84	4913.03	4914.66	2125.0
2023-11-19 18:15:00	ES	Futures	4914.93	4916.02	4911.95	4912.22	1217.0
2023-11-19 18:20:00	ES	Futures	4912.49	4912.49	4910.32	4911.13	1666.0
2023-11-19 18:25:00	ES	Futures	4911.13	4911.68	4910.59	4910.86	661.0
2023-11-19 18:30:00	ES	Futures	4910.86	4912.76	4910.86	4912.49	471.0
2023-11-19 18:35:00	ES	Futures	4912.49	4913.03	4912.22	4913.03	437.0
2023-11-19 18:40:00	ES	Futures	4912.76	4914.39	4912.76	4914.39	909.0
2023-11-19 18:45:00	ES	Futures	4914.39	4914.93	4913.31	4914.12	1580.0
2023-11-19 18:50:00	ES	Futures	4914.12	4914.66	4913.58	4914.66	1269.0
2023-11-19 18:55:00	ES	Futures	4914.66	4915.48	4914.12	4914.66	701.0
2023-11-19 19:00:00	ES	Futures	4914.66	4914.93	4913.03	4913.58	824.0
2023-11-19 19:05:00	ES	Futures	4913.58	4914.12	4913.03	4913.58	524.0
2023-11-19 19:10:00	ES	Futures	4913.31	4913.58	4913.03	4913.31	286.0
2023-11-19 19:15:00	ES	Futures	4913.31	4914.39	4913.31	4913.85	625.0
2023-11-19 19:20:00	ES	Futures	4914.12	4915.48	4913.85	4915.21	547.0
2023-11-19 19:25:00	ES	Futures	4915.21	4915.48	4914.12	4914.39	484.0
2023-11-19 19:30:00	ES	Futures	4914.39	4914.39	4913.31	4914.39	442.0
2023-11-19 19:35:00	ES	Futures	4914.39	4915.48	4914.39	4914.66	683.0
2023-11-19 19:40:00	ES	Futures	4914.93	4915.75	4914.39	4915.48	575.0
2023-11-19 19:45:00	ES	Futures	4915.75	4916.02	4914.93	4915.21	653.0
2023-11-19 19:50:00	ES	Futures	4915.48	4915.48	4914.39	4914.93	461.0
2023-11-19 19:55:00	ES	Futures	4914.93	4914.93	4914.12	4914.39	391.0
2023-11-19 20:00:00	ES	Futures	4914.39	4914.93	4913.85	4914.12	632.0
2023-11-19 20:05:00	ES	Futures	4914.39	4916.02	4914.39	4915.21	392.0
2023-11-19 20:10:00	ES	Futures	4915.21	4915.75	4914.93	4915.48	361.0
2023-11-19 20:15:00	ES	Futures	4915.48	4916.84	4915.48	4916.02	755.0
2023-11-19 20:20:00	ES	Futures	4915.75	4915.75	4913.85	4914.39	905.0
2023-11-19 20:25:00	ES	Futures	4914.39	4915.21	4913.85	4914.93	505.0
2023-11-19 20:30:00	ES	Futures	4915.21	4915.21	4913.31	4913.85	622.0
2023-11-19 20:35:00	ES	Futures	4913.85	4914.66	4913.58	4913.85	340.0
2023-11-19 20:40:00	ES	Futures	4913.85	4914.12	4912.22	4912.49	685.0
2023-11-19 20:45:00	ES	Futures	4912.76	4913.31	4912.22	4913.31	380.0
2023-11-19 20:50:00	ES	Futures	4913.31	4914.12	4913.03	4913.85	327.0
2023-11-19 20:55:00	ES	Futures	4913.85	4913.85	4913.03	4913.31	290.0
2023-11-19 21:00:00	ES	Futures	4913.58	4914.39	4913.31	4913.85	545.0
2023-11-19 21:05:00	ES	Futures	4913.85	4914.66	4913.31	4914.66	253.0
2023-11-19 21:10:00	ES	Futures	4914.39	4914.66	4913.58	4914.12	402.0
2023-11-19 21:15:00	ES	Futures	4913.85	4914.39	4913.31	4914.12	451.0
2023-11-19 21:20:00	ES	Futures	4914.39	4914.66	4913.85	4914.66	326.0
2023-11-19 21:25:00	ES	Futures	4914.66	4915.75	4914.66	4915.21	640.0
2023-11-19 21:30:00	ES	Futures	4915.21	4915.48	4913.85	4914.66	516.0
2023-11-19 21:35:00	ES	Futures	4914.93	4916.02	4914.39	4915.21	587.0
2023-11-19 21:40:00	ES	Futures	4915.21	4916.29	4915.21	4916.02	420.0
2023-11-19 21:45:00	ES	Futures	4916.02	4916.29	4914.39	4914.39	459.0
2023-11-19 21:50:00	ES	Futures	4914.66	4915.48	4914.39	4915.48	268.0
2023-11-19 21:55:00	ES	Futures	4915.21	4915.48	4914.66	4915.48	278.0
2023-11-19 22:00:00	ES	Futures	4915.48	4915.75	4914.66	4914.66	222.0
2023-11-19 22:05:00	ES	Futures	4914.66	4915.21	4914.12	4914.66	345.0

> showing 50 of 3,987 rows — these rows as CSV

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