PREVIEW / futures_5min / 2023-11-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-21.parquet
  size:    320 KB
  rows:    19,794

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
2023-11-21 00:00:00	ES	Futures	4957.57	4958.11	4957.3	4958.11	415.0
2023-11-21 00:05:00	ES	Futures	4958.11	4958.66	4957.3	4957.57	455.0
2023-11-21 00:10:00	ES	Futures	4957.57	4958.38	4957.57	4958.11	226.0
2023-11-21 00:15:00	ES	Futures	4958.11	4958.38	4957.84	4957.84	330.0
2023-11-21 00:20:00	ES	Futures	4957.84	4958.38	4957.84	4958.11	241.0
2023-11-21 00:25:00	ES	Futures	4957.84	4957.84	4956.75	4956.75	293.0
2023-11-21 00:30:00	ES	Futures	4957.03	4957.57	4956.75	4957.03	398.0
2023-11-21 00:35:00	ES	Futures	4956.75	4957.03	4955.94	4957.03	781.0
2023-11-21 00:40:00	ES	Futures	4956.75	4957.57	4956.48	4957.57	272.0
2023-11-21 00:45:00	ES	Futures	4957.57	4959.2	4957.57	4958.38	892.0
2023-11-21 00:50:00	ES	Futures	4958.11	4958.11	4957.03	4957.3	237.0
2023-11-21 00:55:00	ES	Futures	4957.3	4957.3	4955.94	4956.48	382.0
2023-11-21 01:00:00	ES	Futures	4956.48	4957.3	4956.21	4956.48	344.0
2023-11-21 01:05:00	ES	Futures	4956.75	4956.75	4955.67	4956.21	363.0
2023-11-21 01:10:00	ES	Futures	4956.21	4956.21	4955.4	4955.4	510.0
2023-11-21 01:15:00	ES	Futures	4955.4	4955.4	4954.58	4954.58	757.0
2023-11-21 01:20:00	ES	Futures	4954.58	4954.85	4953.77	4954.31	761.0
2023-11-21 01:25:00	ES	Futures	4954.04	4955.67	4954.04	4955.13	528.0
2023-11-21 01:30:00	ES	Futures	4955.13	4955.67	4954.85	4955.4	330.0
2023-11-21 01:35:00	ES	Futures	4955.4	4955.4	4954.85	4955.4	200.0
2023-11-21 01:40:00	ES	Futures	4955.4	4956.75	4955.4	4955.94	667.0
2023-11-21 01:45:00	ES	Futures	4955.94	4956.48	4955.67	4956.21	267.0
2023-11-21 01:50:00	ES	Futures	4956.21	4956.75	4956.21	4956.48	251.0
2023-11-21 01:55:00	ES	Futures	4956.48	4957.84	4956.48	4957.3	636.0
2023-11-21 02:00:00	ES	Futures	4957.3	4957.57	4955.4	4955.67	556.0
2023-11-21 02:05:00	ES	Futures	4955.67	4956.75	4955.67	4955.94	315.0
2023-11-21 02:10:00	ES	Futures	4955.94	4956.48	4955.67	4955.67	355.0
2023-11-21 02:15:00	ES	Futures	4955.94	4956.21	4955.13	4955.13	528.0
2023-11-21 02:20:00	ES	Futures	4955.13	4955.67	4954.85	4955.67	381.0
2023-11-21 02:25:00	ES	Futures	4955.4	4955.4	4954.31	4955.13	756.0
2023-11-21 02:30:00	ES	Futures	4955.13	4955.13	4953.77	4954.04	811.0
2023-11-21 02:35:00	ES	Futures	4954.04	4954.31	4952.68	4953.22	968.0
2023-11-21 02:40:00	ES	Futures	4953.22	4953.5	4951.87	4951.87	1096.0
2023-11-21 02:45:00	ES	Futures	4952.14	4952.41	4951.6	4951.87	847.0
2023-11-21 02:50:00	ES	Futures	4951.87	4952.14	4951.05	4951.6	483.0
2023-11-21 02:55:00	ES	Futures	4951.32	4952.14	4950.51	4951.32	1443.0
2023-11-21 03:00:00	ES	Futures	4951.32	4953.5	4951.05	4952.95	1797.0
2023-11-21 03:05:00	ES	Futures	4952.95	4954.04	4952.41	4952.68	1215.0
2023-11-21 03:10:00	ES	Futures	4952.41	4953.22	4951.32	4951.87	773.0
2023-11-21 03:15:00	ES	Futures	4952.14	4953.22	4951.32	4952.14	672.0
2023-11-21 03:20:00	ES	Futures	4951.87	4952.14	4950.24	4950.78	848.0
2023-11-21 03:25:00	ES	Futures	4950.51	4952.95	4950.24	4951.6	1540.0
2023-11-21 03:30:00	ES	Futures	4951.87	4953.5	4951.6	4952.68	1023.0
2023-11-21 03:35:00	ES	Futures	4952.41	4952.68	4950.51	4950.78	860.0
2023-11-21 03:40:00	ES	Futures	4950.51	4951.05	4949.97	4950.24	1102.0
2023-11-21 03:45:00	ES	Futures	4950.51	4951.87	4949.97	4951.05	921.0
2023-11-21 03:50:00	ES	Futures	4950.78	4952.41	4950.78	4952.14	737.0
2023-11-21 03:55:00	ES	Futures	4952.14	4952.68	4950.78	4951.05	734.0
2023-11-21 04:00:00	ES	Futures	4951.05	4952.14	4949.69	4951.32	2354.0
2023-11-21 04:05:00	ES	Futures	4951.05	4951.32	4949.15	4949.97	1773.0

> showing 50 of 19,794 rows — these rows as CSV

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