PREVIEW / futures_5min / 2023-11-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-24.parquet
  size:    216 KB
  rows:    12,293

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
2023-11-24 00:00:00	ES	Futures	4963.54	4963.82	4962.73	4963.0	498.0
2023-11-24 00:05:00	ES	Futures	4963.0	4963.54	4963.0	4963.54	236.0
2023-11-24 00:10:00	ES	Futures	4963.54	4964.36	4963.54	4963.82	297.0
2023-11-24 00:15:00	ES	Futures	4963.82	4963.82	4963.54	4963.54	126.0
2023-11-24 00:20:00	ES	Futures	4963.54	4964.36	4963.54	4964.09	240.0
2023-11-24 00:25:00	ES	Futures	4963.82	4963.82	4963.54	4963.82	82.0
2023-11-24 00:30:00	ES	Futures	4963.82	4964.36	4963.82	4964.09	149.0
2023-11-24 00:35:00	ES	Futures	4964.09	4964.09	4963.54	4963.54	122.0
2023-11-24 00:40:00	ES	Futures	4963.82	4963.82	4963.54	4963.82	215.0
2023-11-24 00:45:00	ES	Futures	4963.82	4964.09	4963.27	4963.27	90.0
2023-11-24 00:50:00	ES	Futures	4963.27	4963.82	4963.0	4963.54	155.0
2023-11-24 00:55:00	ES	Futures	4963.82	4964.36	4963.82	4964.09	207.0
2023-11-24 01:00:00	ES	Futures	4964.09	4964.09	4963.27	4963.27	200.0
2023-11-24 01:05:00	ES	Futures	4963.27	4963.27	4962.73	4963.0	515.0
2023-11-24 01:10:00	ES	Futures	4963.0	4963.0	4962.73	4962.73	172.0
2023-11-24 01:15:00	ES	Futures	4963.0	4963.54	4962.73	4963.27	408.0
2023-11-24 01:20:00	ES	Futures	4963.54	4963.54	4963.0	4963.0	214.0
2023-11-24 01:25:00	ES	Futures	4963.27	4963.54	4963.0	4963.0	202.0
2023-11-24 01:30:00	ES	Futures	4963.27	4964.36	4963.27	4964.09	285.0
2023-11-24 01:35:00	ES	Futures	4964.09	4964.09	4963.82	4963.82	214.0
2023-11-24 01:40:00	ES	Futures	4964.09	4964.09	4963.82	4964.09	146.0
2023-11-24 01:45:00	ES	Futures	4964.09	4964.09	4963.27	4963.82	220.0
2023-11-24 01:50:00	ES	Futures	4963.54	4963.82	4962.46	4963.0	473.0
2023-11-24 01:55:00	ES	Futures	4963.27	4964.36	4963.0	4964.09	296.0
2023-11-24 02:00:00	ES	Futures	4964.09	4964.09	4961.91	4961.91	675.0
2023-11-24 02:05:00	ES	Futures	4962.19	4962.46	4961.64	4961.64	498.0
2023-11-24 02:10:00	ES	Futures	4961.64	4962.19	4960.83	4961.37	867.0
2023-11-24 02:15:00	ES	Futures	4961.37	4961.64	4960.01	4960.01	684.0
2023-11-24 02:20:00	ES	Futures	4960.29	4961.64	4959.74	4961.37	622.0
2023-11-24 02:25:00	ES	Futures	4961.1	4961.91	4960.83	4961.1	436.0
2023-11-24 02:30:00	ES	Futures	4960.83	4961.37	4960.56	4961.1	340.0
2023-11-24 02:35:00	ES	Futures	4961.1	4961.64	4960.29	4961.37	494.0
2023-11-24 02:40:00	ES	Futures	4961.37	4961.37	4960.56	4961.1	348.0
2023-11-24 02:45:00	ES	Futures	4961.1	4961.64	4960.56	4961.1	343.0
2023-11-24 02:50:00	ES	Futures	4961.37	4961.91	4961.1	4961.64	238.0
2023-11-24 02:55:00	ES	Futures	4961.64	4962.46	4961.37	4962.19	428.0
2023-11-24 03:00:00	ES	Futures	4962.46	4962.46	4961.1	4961.64	1146.0
2023-11-24 03:05:00	ES	Futures	4961.64	4963.0	4961.37	4962.46	724.0
2023-11-24 03:10:00	ES	Futures	4962.46	4962.73	4961.64	4961.91	617.0
2023-11-24 03:15:00	ES	Futures	4962.19	4963.54	4961.91	4962.73	1070.0
2023-11-24 03:20:00	ES	Futures	4962.46	4963.54	4962.19	4963.0	1358.0
2023-11-24 03:25:00	ES	Futures	4963.0	4963.54	4962.46	4963.54	660.0
2023-11-24 03:30:00	ES	Futures	4963.27	4964.63	4963.27	4963.54	959.0
2023-11-24 03:35:00	ES	Futures	4963.82	4964.09	4963.27	4963.82	425.0
2023-11-24 03:40:00	ES	Futures	4964.09	4964.09	4963.27	4963.27	825.0
2023-11-24 03:45:00	ES	Futures	4963.54	4963.54	4962.73	4962.73	484.0
2023-11-24 03:50:00	ES	Futures	4963.0	4963.54	4961.91	4962.46	1020.0
2023-11-24 03:55:00	ES	Futures	4962.46	4962.46	4961.91	4961.91	699.0
2023-11-24 04:00:00	ES	Futures	4961.91	4963.54	4961.91	4963.54	814.0
2023-11-24 04:05:00	ES	Futures	4963.27	4964.9	4963.0	4964.9	1386.0

> showing 50 of 12,293 rows — these rows as CSV

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