PREVIEW / futures_5min / 2023-11-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-27.parquet
  size:    319 KB
  rows:    19,919

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
2023-11-27 00:00:00	ES	Futures	4948.06	4948.34	4946.71	4947.25	412.0
2023-11-27 00:05:00	ES	Futures	4946.98	4947.25	4946.44	4946.44	176.0
2023-11-27 00:10:00	ES	Futures	4946.44	4946.71	4945.89	4946.44	483.0
2023-11-27 00:15:00	ES	Futures	4946.44	4946.71	4945.89	4946.16	368.0
2023-11-27 00:20:00	ES	Futures	4946.16	4946.44	4945.62	4945.62	379.0
2023-11-27 00:25:00	ES	Futures	4945.89	4947.25	4945.62	4945.62	674.0
2023-11-27 00:30:00	ES	Futures	4945.89	4947.52	4945.89	4946.98	460.0
2023-11-27 00:35:00	ES	Futures	4947.25	4947.25	4946.98	4947.25	203.0
2023-11-27 00:40:00	ES	Futures	4947.25	4949.15	4947.25	4948.06	1309.0
2023-11-27 00:45:00	ES	Futures	4947.79	4948.34	4947.79	4947.79	248.0
2023-11-27 00:50:00	ES	Futures	4947.79	4947.79	4946.71	4946.98	312.0
2023-11-27 00:55:00	ES	Futures	4946.71	4946.71	4944.53	4944.53	1654.0
2023-11-27 01:00:00	ES	Futures	4944.81	4945.89	4944.81	4945.35	769.0
2023-11-27 01:05:00	ES	Futures	4945.62	4947.25	4945.08	4947.25	750.0
2023-11-27 01:10:00	ES	Futures	4947.25	4948.06	4946.98	4948.06	730.0
2023-11-27 01:15:00	ES	Futures	4947.79	4948.06	4946.98	4947.52	341.0
2023-11-27 01:20:00	ES	Futures	4947.52	4948.34	4947.52	4948.34	488.0
2023-11-27 01:25:00	ES	Futures	4948.34	4948.88	4947.79	4947.79	636.0
2023-11-27 01:30:00	ES	Futures	4948.06	4948.06	4946.71	4948.06	620.0
2023-11-27 01:35:00	ES	Futures	4948.06	4948.06	4947.25	4947.52	546.0
2023-11-27 01:40:00	ES	Futures	4947.25	4947.79	4947.25	4947.52	396.0
2023-11-27 01:45:00	ES	Futures	4947.52	4948.61	4947.25	4948.34	421.0
2023-11-27 01:50:00	ES	Futures	4948.34	4948.61	4947.52	4948.06	248.0
2023-11-27 01:55:00	ES	Futures	4947.79	4948.61	4947.52	4947.52	867.0
2023-11-27 02:00:00	ES	Futures	4947.79	4949.69	4947.52	4949.42	2384.0
2023-11-27 02:05:00	ES	Futures	4949.69	4949.69	4948.88	4949.42	967.0
2023-11-27 02:10:00	ES	Futures	4949.69	4950.78	4949.15	4950.51	1012.0
2023-11-27 02:15:00	ES	Futures	4950.51	4950.78	4949.97	4950.51	701.0
2023-11-27 02:20:00	ES	Futures	4950.51	4952.14	4950.51	4951.87	1170.0
2023-11-27 02:25:00	ES	Futures	4951.6	4952.14	4951.05	4951.32	998.0
2023-11-27 02:30:00	ES	Futures	4951.05	4951.87	4950.78	4951.32	656.0
2023-11-27 02:35:00	ES	Futures	4951.32	4951.87	4951.05	4951.6	451.0
2023-11-27 02:40:00	ES	Futures	4951.6	4951.87	4950.51	4950.78	562.0
2023-11-27 02:45:00	ES	Futures	4950.78	4951.6	4950.78	4951.32	338.0
2023-11-27 02:50:00	ES	Futures	4951.6	4952.68	4951.6	4952.41	799.0
2023-11-27 02:55:00	ES	Futures	4952.41	4952.95	4951.6	4952.41	1077.0
2023-11-27 03:00:00	ES	Futures	4952.68	4952.95	4951.05	4952.41	2819.0
2023-11-27 03:05:00	ES	Futures	4952.14	4952.95	4951.32	4952.14	1880.0
2023-11-27 03:10:00	ES	Futures	4952.41	4952.95	4951.32	4951.87	1317.0
2023-11-27 03:15:00	ES	Futures	4951.87	4954.31	4951.87	4954.31	2242.0
2023-11-27 03:20:00	ES	Futures	4954.31	4955.13	4953.77	4954.85	1208.0
2023-11-27 03:25:00	ES	Futures	4954.85	4955.94	4954.31	4954.31	1945.0
2023-11-27 03:30:00	ES	Futures	4954.58	4955.94	4954.04	4955.4	1315.0
2023-11-27 03:35:00	ES	Futures	4955.4	4956.21	4955.4	4955.67	1007.0
2023-11-27 03:40:00	ES	Futures	4955.67	4956.21	4954.04	4954.31	1050.0
2023-11-27 03:45:00	ES	Futures	4954.31	4954.85	4953.77	4954.31	1039.0
2023-11-27 03:50:00	ES	Futures	4954.04	4954.85	4953.5	4954.04	777.0
2023-11-27 03:55:00	ES	Futures	4954.04	4954.04	4952.95	4954.04	753.0
2023-11-27 04:00:00	ES	Futures	4953.77	4954.04	4951.32	4951.6	1792.0
2023-11-27 04:05:00	ES	Futures	4951.32	4951.87	4950.51	4951.32	727.0

> showing 50 of 19,919 rows — these rows as CSV

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