PREVIEW / futures_5min / 2023-11-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-20.parquet
  size:    330 KB
  rows:    19,790

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
2023-11-20 00:00:00	ES	Futures	4912.76	4913.31	4912.76	4912.76	237.0
2023-11-20 00:05:00	ES	Futures	4912.76	4913.85	4912.49	4913.58	487.0
2023-11-20 00:10:00	ES	Futures	4913.31	4913.85	4913.03	4913.31	489.0
2023-11-20 00:15:00	ES	Futures	4913.31	4914.12	4913.31	4913.85	257.0
2023-11-20 00:20:00	ES	Futures	4913.58	4914.12	4913.58	4913.85	147.0
2023-11-20 00:25:00	ES	Futures	4913.85	4913.85	4913.03	4913.31	174.0
2023-11-20 00:30:00	ES	Futures	4913.31	4913.58	4912.76	4913.31	167.0
2023-11-20 00:35:00	ES	Futures	4913.31	4913.58	4913.03	4913.03	282.0
2023-11-20 00:40:00	ES	Futures	4913.03	4913.31	4912.76	4913.03	239.0
2023-11-20 00:45:00	ES	Futures	4912.76	4913.03	4911.95	4911.95	285.0
2023-11-20 00:50:00	ES	Futures	4912.22	4912.22	4909.78	4909.78	1391.0
2023-11-20 00:55:00	ES	Futures	4909.78	4910.59	4909.78	4909.78	553.0
2023-11-20 01:00:00	ES	Futures	4909.78	4911.4	4909.78	4911.4	534.0
2023-11-20 01:05:00	ES	Futures	4911.13	4911.4	4910.05	4910.59	600.0
2023-11-20 01:10:00	ES	Futures	4910.32	4910.59	4910.05	4910.59	555.0
2023-11-20 01:15:00	ES	Futures	4910.32	4910.59	4910.05	4910.05	289.0
2023-11-20 01:20:00	ES	Futures	4910.32	4911.13	4910.05	4910.59	366.0
2023-11-20 01:25:00	ES	Futures	4910.59	4910.86	4909.78	4909.78	200.0
2023-11-20 01:30:00	ES	Futures	4909.78	4911.13	4909.78	4910.59	661.0
2023-11-20 01:35:00	ES	Futures	4910.59	4911.13	4910.05	4910.86	402.0
2023-11-20 01:40:00	ES	Futures	4910.86	4911.13	4910.32	4910.59	298.0
2023-11-20 01:45:00	ES	Futures	4910.59	4910.59	4910.05	4910.32	325.0
2023-11-20 01:50:00	ES	Futures	4910.59	4910.86	4910.05	4910.05	155.0
2023-11-20 01:55:00	ES	Futures	4910.32	4911.13	4910.32	4910.59	343.0
2023-11-20 02:00:00	ES	Futures	4910.86	4912.22	4910.59	4911.13	1018.0
2023-11-20 02:05:00	ES	Futures	4911.13	4911.68	4910.86	4910.86	581.0
2023-11-20 02:10:00	ES	Futures	4911.13	4911.95	4911.13	4911.68	423.0
2023-11-20 02:15:00	ES	Futures	4911.68	4912.49	4911.13	4912.22	793.0
2023-11-20 02:20:00	ES	Futures	4912.22	4912.49	4910.59	4911.13	405.0
2023-11-20 02:25:00	ES	Futures	4910.86	4911.68	4910.32	4910.86	267.0
2023-11-20 02:30:00	ES	Futures	4910.59	4912.22	4910.59	4911.95	551.0
2023-11-20 02:35:00	ES	Futures	4911.95	4912.49	4911.68	4911.95	503.0
2023-11-20 02:40:00	ES	Futures	4911.95	4912.22	4910.86	4912.22	873.0
2023-11-20 02:45:00	ES	Futures	4912.22	4913.31	4911.95	4912.76	553.0
2023-11-20 02:50:00	ES	Futures	4912.76	4913.31	4912.49	4913.03	711.0
2023-11-20 02:55:00	ES	Futures	4913.03	4913.85	4912.76	4913.03	1006.0
2023-11-20 03:00:00	ES	Futures	4913.03	4916.56	4913.03	4916.56	4026.0
2023-11-20 03:05:00	ES	Futures	4916.56	4916.84	4914.93	4915.75	1824.0
2023-11-20 03:10:00	ES	Futures	4915.75	4917.38	4914.39	4917.38	1945.0
2023-11-20 03:15:00	ES	Futures	4917.11	4917.38	4913.31	4913.58	1785.0
2023-11-20 03:20:00	ES	Futures	4913.58	4914.66	4912.76	4913.58	1281.0
2023-11-20 03:25:00	ES	Futures	4913.31	4915.21	4913.03	4913.58	1256.0
2023-11-20 03:30:00	ES	Futures	4913.58	4915.75	4913.58	4915.48	1016.0
2023-11-20 03:35:00	ES	Futures	4915.21	4916.56	4914.93	4915.75	1372.0
2023-11-20 03:40:00	ES	Futures	4915.75	4916.29	4914.12	4915.48	1171.0
2023-11-20 03:45:00	ES	Futures	4915.21	4916.02	4913.58	4914.66	1151.0
2023-11-20 03:50:00	ES	Futures	4914.66	4916.29	4914.39	4915.48	974.0
2023-11-20 03:55:00	ES	Futures	4915.48	4916.02	4914.39	4914.66	1422.0
2023-11-20 04:00:00	ES	Futures	4914.66	4917.92	4914.66	4916.29	3059.0
2023-11-20 04:05:00	ES	Futures	4916.56	4918.74	4916.02	4918.19	1300.0

> showing 50 of 19,790 rows — these rows as CSV

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