PREVIEW / futures_5min / 2023-11-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-26.parquet
  size:    80 KB
  rows:    3,992

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
2023-11-26 18:00:00	ES	Futures	4962.46	4962.73	4955.94	4957.57	2894.0
2023-11-26 18:05:00	ES	Futures	4957.57	4957.84	4956.75	4957.57	1266.0
2023-11-26 18:10:00	ES	Futures	4957.57	4958.66	4957.03	4958.38	1070.0
2023-11-26 18:15:00	ES	Futures	4958.38	4958.38	4957.84	4958.38	469.0
2023-11-26 18:20:00	ES	Futures	4958.38	4958.38	4957.57	4957.57	410.0
2023-11-26 18:25:00	ES	Futures	4957.57	4957.84	4956.75	4957.3	749.0
2023-11-26 18:30:00	ES	Futures	4957.3	4957.57	4955.94	4956.21	844.0
2023-11-26 18:35:00	ES	Futures	4956.21	4956.48	4954.31	4954.58	1266.0
2023-11-26 18:40:00	ES	Futures	4954.58	4955.13	4954.58	4954.85	241.0
2023-11-26 18:45:00	ES	Futures	4955.13	4955.94	4954.85	4955.94	579.0
2023-11-26 18:50:00	ES	Futures	4955.94	4955.94	4955.13	4955.67	360.0
2023-11-26 18:55:00	ES	Futures	4955.67	4955.67	4955.13	4955.4	202.0
2023-11-26 19:00:00	ES	Futures	4955.4	4955.4	4953.77	4954.04	1095.0
2023-11-26 19:05:00	ES	Futures	4954.04	4954.31	4952.95	4953.77	1275.0
2023-11-26 19:10:00	ES	Futures	4954.04	4954.58	4953.22	4953.22	655.0
2023-11-26 19:15:00	ES	Futures	4953.5	4953.5	4951.05	4951.05	1752.0
2023-11-26 19:20:00	ES	Futures	4951.32	4953.22	4951.32	4952.95	1270.0
2023-11-26 19:25:00	ES	Futures	4952.95	4952.95	4951.6	4952.14	642.0
2023-11-26 19:30:00	ES	Futures	4952.14	4952.41	4951.32	4951.32	492.0
2023-11-26 19:35:00	ES	Futures	4951.32	4952.14	4951.05	4951.32	629.0
2023-11-26 19:40:00	ES	Futures	4951.05	4952.41	4951.05	4951.87	428.0
2023-11-26 19:45:00	ES	Futures	4951.87	4952.41	4951.6	4951.87	903.0
2023-11-26 19:50:00	ES	Futures	4951.87	4952.41	4951.32	4951.6	469.0
2023-11-26 19:55:00	ES	Futures	4951.87	4951.87	4950.78	4951.05	541.0
2023-11-26 20:00:00	ES	Futures	4951.05	4951.32	4950.24	4950.51	1226.0
2023-11-26 20:05:00	ES	Futures	4950.51	4951.87	4950.24	4951.32	1323.0
2023-11-26 20:10:00	ES	Futures	4951.6	4952.41	4951.32	4952.41	688.0
2023-11-26 20:15:00	ES	Futures	4952.68	4954.04	4952.14	4953.77	1538.0
2023-11-26 20:20:00	ES	Futures	4953.77	4954.58	4952.95	4954.58	1174.0
2023-11-26 20:25:00	ES	Futures	4954.31	4956.21	4954.31	4956.21	2376.0
2023-11-26 20:30:00	ES	Futures	4955.94	4955.94	4953.77	4954.58	1248.0
2023-11-26 20:35:00	ES	Futures	4954.58	4954.85	4952.68	4952.95	849.0
2023-11-26 20:40:00	ES	Futures	4952.95	4953.22	4952.14	4952.95	632.0
2023-11-26 20:45:00	ES	Futures	4952.95	4953.5	4952.68	4953.5	378.0
2023-11-26 20:50:00	ES	Futures	4953.5	4953.5	4952.68	4952.68	383.0
2023-11-26 20:55:00	ES	Futures	4952.41	4952.68	4951.87	4952.41	534.0
2023-11-26 21:00:00	ES	Futures	4952.41	4952.68	4950.24	4950.51	1149.0
2023-11-26 21:05:00	ES	Futures	4950.51	4950.78	4949.15	4949.15	1140.0
2023-11-26 21:10:00	ES	Futures	4949.42	4950.51	4948.61	4949.97	662.0
2023-11-26 21:15:00	ES	Futures	4949.97	4950.24	4949.42	4949.42	520.0
2023-11-26 21:20:00	ES	Futures	4949.42	4949.42	4948.34	4948.61	787.0
2023-11-26 21:25:00	ES	Futures	4948.61	4949.15	4948.61	4948.88	600.0
2023-11-26 21:30:00	ES	Futures	4948.61	4948.88	4947.79	4948.34	950.0
2023-11-26 21:35:00	ES	Futures	4948.61	4948.88	4948.06	4948.88	583.0
2023-11-26 21:40:00	ES	Futures	4948.88	4948.88	4947.79	4948.61	492.0
2023-11-26 21:45:00	ES	Futures	4948.61	4948.61	4948.06	4948.34	301.0
2023-11-26 21:50:00	ES	Futures	4948.34	4948.88	4948.34	4948.61	297.0
2023-11-26 21:55:00	ES	Futures	4948.61	4948.61	4948.06	4948.34	433.0
2023-11-26 22:00:00	ES	Futures	4948.61	4948.88	4948.34	4948.34	244.0
2023-11-26 22:05:00	ES	Futures	4948.34	4948.34	4947.52	4947.79	533.0

> showing 50 of 3,992 rows — these rows as CSV

> unlock the full archive -- $79 one-time