PREVIEW / futures_5min / 2023-11-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-23.parquet
  size:    209 KB
  rows:    14,432

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
2023-11-23 00:00:00	ES	Futures	4959.47	4959.74	4959.2	4959.47	148.0
2023-11-23 00:05:00	ES	Futures	4959.47	4959.74	4959.2	4959.74	145.0
2023-11-23 00:10:00	ES	Futures	4959.74	4960.01	4959.47	4960.01	234.0
2023-11-23 00:15:00	ES	Futures	4959.74	4960.01	4959.74	4959.74	127.0
2023-11-23 00:20:00	ES	Futures	4959.74	4960.29	4959.74	4959.74	125.0
2023-11-23 00:25:00	ES	Futures	4959.74	4960.56	4959.74	4960.56	329.0
2023-11-23 00:30:00	ES	Futures	4960.56	4961.1	4960.56	4961.1	560.0
2023-11-23 00:35:00	ES	Futures	4961.1	4962.19	4961.1	4961.91	516.0
2023-11-23 00:40:00	ES	Futures	4961.91	4962.46	4961.91	4962.46	85.0
2023-11-23 00:45:00	ES	Futures	4962.19	4962.73	4962.19	4962.73	294.0
2023-11-23 00:50:00	ES	Futures	4962.73	4963.0	4962.73	4963.0	95.0
2023-11-23 00:55:00	ES	Futures	4962.73	4963.27	4962.73	4963.0	252.0
2023-11-23 01:00:00	ES	Futures	4963.27	4964.63	4963.0	4964.36	1019.0
2023-11-23 01:05:00	ES	Futures	4964.09	4965.17	4964.09	4964.9	546.0
2023-11-23 01:10:00	ES	Futures	4964.9	4965.17	4964.63	4964.63	316.0
2023-11-23 01:15:00	ES	Futures	4964.63	4965.44	4964.36	4964.9	265.0
2023-11-23 01:20:00	ES	Futures	4964.9	4964.9	4964.36	4964.63	262.0
2023-11-23 01:25:00	ES	Futures	4964.9	4965.72	4964.63	4965.17	421.0
2023-11-23 01:30:00	ES	Futures	4965.17	4965.17	4963.82	4964.09	228.0
2023-11-23 01:35:00	ES	Futures	4964.09	4964.09	4963.82	4964.09	183.0
2023-11-23 01:40:00	ES	Futures	4964.09	4964.36	4963.82	4964.36	309.0
2023-11-23 01:45:00	ES	Futures	4964.36	4964.36	4963.27	4963.27	145.0
2023-11-23 01:50:00	ES	Futures	4963.0	4965.17	4962.19	4964.09	1295.0
2023-11-23 01:55:00	ES	Futures	4964.09	4964.09	4963.27	4963.82	253.0
2023-11-23 02:00:00	ES	Futures	4963.82	4964.36	4963.27	4964.09	461.0
2023-11-23 02:05:00	ES	Futures	4964.09	4964.36	4963.0	4964.36	566.0
2023-11-23 02:10:00	ES	Futures	4964.36	4964.9	4962.46	4963.54	1204.0
2023-11-23 02:15:00	ES	Futures	4963.54	4964.63	4963.54	4964.36	399.0
2023-11-23 02:20:00	ES	Futures	4964.36	4965.17	4964.36	4964.36	284.0
2023-11-23 02:25:00	ES	Futures	4964.36	4965.99	4964.36	4965.72	496.0
2023-11-23 02:30:00	ES	Futures	4965.44	4966.26	4964.9	4965.99	491.0
2023-11-23 02:35:00	ES	Futures	4965.99	4965.99	4965.44	4965.44	221.0
2023-11-23 02:40:00	ES	Futures	4965.72	4965.72	4964.63	4965.72	379.0
2023-11-23 02:45:00	ES	Futures	4965.99	4966.53	4965.44	4965.99	404.0
2023-11-23 02:50:00	ES	Futures	4965.72	4965.72	4964.36	4964.63	334.0
2023-11-23 02:55:00	ES	Futures	4964.9	4965.17	4964.36	4965.17	495.0
2023-11-23 03:00:00	ES	Futures	4965.17	4965.44	4963.54	4963.82	1188.0
2023-11-23 03:05:00	ES	Futures	4963.54	4964.36	4961.64	4961.64	1309.0
2023-11-23 03:10:00	ES	Futures	4961.91	4963.0	4961.1	4961.91	901.0
2023-11-23 03:15:00	ES	Futures	4961.91	4963.27	4961.37	4961.64	966.0
2023-11-23 03:20:00	ES	Futures	4961.91	4962.73	4961.1	4962.19	515.0
2023-11-23 03:25:00	ES	Futures	4962.19	4962.73	4961.64	4962.46	412.0
2023-11-23 03:30:00	ES	Futures	4962.46	4965.17	4961.91	4964.63	1694.0
2023-11-23 03:35:00	ES	Futures	4964.63	4965.99	4963.82	4965.72	624.0
2023-11-23 03:40:00	ES	Futures	4965.99	4966.26	4964.63	4964.9	619.0
2023-11-23 03:45:00	ES	Futures	4964.9	4965.72	4964.36	4965.72	522.0
2023-11-23 03:50:00	ES	Futures	4965.44	4965.72	4964.9	4965.72	359.0
2023-11-23 03:55:00	ES	Futures	4965.44	4965.99	4964.63	4965.72	348.0
2023-11-23 04:00:00	ES	Futures	4965.72	4966.26	4963.82	4963.82	795.0
2023-11-23 04:05:00	ES	Futures	4963.82	4964.63	4963.82	4964.63	418.0

> showing 50 of 14,432 rows — these rows as CSV

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