PREVIEW / futures_5min / 2023-11-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-22.parquet
  size:    322 KB
  rows:    19,165

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
2023-11-22 00:00:00	ES	Futures	4943.18	4943.99	4942.63	4943.45	273.0
2023-11-22 00:05:00	ES	Futures	4943.72	4944.53	4943.45	4944.26	242.0
2023-11-22 00:10:00	ES	Futures	4944.26	4945.08	4943.72	4943.99	355.0
2023-11-22 00:15:00	ES	Futures	4943.72	4943.99	4942.36	4942.91	395.0
2023-11-22 00:20:00	ES	Futures	4942.91	4942.91	4941.0	4941.28	519.0
2023-11-22 00:25:00	ES	Futures	4941.28	4942.09	4941.0	4941.82	643.0
2023-11-22 00:30:00	ES	Futures	4942.09	4942.63	4941.82	4942.36	270.0
2023-11-22 00:35:00	ES	Futures	4942.09	4942.63	4941.82	4941.82	313.0
2023-11-22 00:40:00	ES	Futures	4941.55	4942.09	4941.28	4941.28	311.0
2023-11-22 00:45:00	ES	Futures	4941.28	4941.55	4940.73	4941.55	545.0
2023-11-22 00:50:00	ES	Futures	4941.55	4941.82	4940.73	4940.73	373.0
2023-11-22 00:55:00	ES	Futures	4940.73	4941.55	4940.19	4940.73	375.0
2023-11-22 01:00:00	ES	Futures	4940.73	4941.28	4939.1	4939.38	586.0
2023-11-22 01:05:00	ES	Futures	4939.1	4939.65	4938.02	4938.29	975.0
2023-11-22 01:10:00	ES	Futures	4938.02	4939.1	4937.75	4938.83	583.0
2023-11-22 01:15:00	ES	Futures	4938.83	4939.38	4938.56	4938.83	406.0
2023-11-22 01:20:00	ES	Futures	4938.83	4939.38	4938.83	4938.83	177.0
2023-11-22 01:25:00	ES	Futures	4938.56	4939.1	4938.29	4938.56	382.0
2023-11-22 01:30:00	ES	Futures	4938.56	4939.38	4938.29	4938.56	285.0
2023-11-22 01:35:00	ES	Futures	4938.83	4939.38	4938.56	4939.38	248.0
2023-11-22 01:40:00	ES	Futures	4939.1	4939.65	4939.1	4939.65	238.0
2023-11-22 01:45:00	ES	Futures	4939.65	4939.65	4939.1	4939.1	130.0
2023-11-22 01:50:00	ES	Futures	4938.83	4938.83	4938.02	4938.83	316.0
2023-11-22 01:55:00	ES	Futures	4938.83	4940.73	4938.56	4939.92	1023.0
2023-11-22 02:00:00	ES	Futures	4939.92	4940.73	4939.65	4940.46	552.0
2023-11-22 02:05:00	ES	Futures	4940.46	4941.0	4939.92	4940.73	462.0
2023-11-22 02:10:00	ES	Futures	4940.73	4941.0	4940.19	4940.19	435.0
2023-11-22 02:15:00	ES	Futures	4940.46	4940.46	4939.65	4939.92	323.0
2023-11-22 02:20:00	ES	Futures	4939.92	4940.46	4939.1	4939.65	398.0
2023-11-22 02:25:00	ES	Futures	4939.65	4940.46	4939.1	4939.65	787.0
2023-11-22 02:30:00	ES	Futures	4939.65	4939.65	4938.02	4938.83	788.0
2023-11-22 02:35:00	ES	Futures	4939.1	4940.19	4939.1	4939.65	472.0
2023-11-22 02:40:00	ES	Futures	4939.38	4939.92	4938.83	4939.38	366.0
2023-11-22 02:45:00	ES	Futures	4939.1	4940.73	4938.56	4940.46	640.0
2023-11-22 02:50:00	ES	Futures	4940.73	4941.82	4940.46	4941.82	750.0
2023-11-22 02:55:00	ES	Futures	4941.55	4942.91	4941.55	4941.82	1045.0
2023-11-22 03:00:00	ES	Futures	4941.82	4944.26	4941.28	4942.91	1776.0
2023-11-22 03:05:00	ES	Futures	4943.18	4944.53	4942.63	4943.18	1332.0
2023-11-22 03:10:00	ES	Futures	4943.18	4944.26	4942.91	4944.26	1008.0
2023-11-22 03:15:00	ES	Futures	4944.26	4944.81	4943.45	4944.26	1039.0
2023-11-22 03:20:00	ES	Futures	4943.99	4945.08	4943.72	4944.26	800.0
2023-11-22 03:25:00	ES	Futures	4943.99	4945.08	4943.45	4944.26	964.0
2023-11-22 03:30:00	ES	Futures	4944.53	4945.89	4944.26	4945.08	926.0
2023-11-22 03:35:00	ES	Futures	4944.81	4944.81	4941.0	4941.55	1307.0
2023-11-22 03:40:00	ES	Futures	4941.55	4942.91	4940.19	4942.36	1218.0
2023-11-22 03:45:00	ES	Futures	4942.36	4942.91	4940.46	4940.46	1014.0
2023-11-22 03:50:00	ES	Futures	4940.46	4941.28	4939.65	4940.73	682.0
2023-11-22 03:55:00	ES	Futures	4940.73	4942.63	4940.46	4942.63	690.0
2023-11-22 04:00:00	ES	Futures	4942.36	4943.72	4941.82	4943.45	2192.0
2023-11-22 04:05:00	ES	Futures	4943.72	4946.16	4943.45	4946.16	1445.0

> showing 50 of 19,165 rows — these rows as CSV

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