PREVIEW / futures_5min / 2023-11-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-28.parquet
  size:    351 KB
  rows:    20,131

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
2023-11-28 00:00:00	ES	Futures	4954.31	4954.31	4953.77	4954.31	306.0
2023-11-28 00:05:00	ES	Futures	4954.04	4954.31	4953.5	4954.04	279.0
2023-11-28 00:10:00	ES	Futures	4954.04	4954.31	4953.77	4954.04	298.0
2023-11-28 00:15:00	ES	Futures	4954.04	4954.04	4953.5	4953.5	352.0
2023-11-28 00:20:00	ES	Futures	4953.5	4954.04	4953.22	4953.77	312.0
2023-11-28 00:25:00	ES	Futures	4954.04	4954.85	4953.77	4954.31	253.0
2023-11-28 00:30:00	ES	Futures	4954.31	4955.94	4954.31	4955.94	660.0
2023-11-28 00:35:00	ES	Futures	4955.67	4956.21	4955.67	4955.94	434.0
2023-11-28 00:40:00	ES	Futures	4956.21	4956.21	4954.58	4955.13	698.0
2023-11-28 00:45:00	ES	Futures	4955.13	4955.67	4955.13	4955.67	192.0
2023-11-28 00:50:00	ES	Futures	4955.67	4955.67	4954.58	4954.58	353.0
2023-11-28 00:55:00	ES	Futures	4954.31	4955.67	4954.31	4955.4	223.0
2023-11-28 01:00:00	ES	Futures	4955.67	4956.75	4955.13	4956.75	542.0
2023-11-28 01:05:00	ES	Futures	4956.48	4956.48	4955.94	4956.21	372.0
2023-11-28 01:10:00	ES	Futures	4956.21	4956.21	4955.4	4955.67	301.0
2023-11-28 01:15:00	ES	Futures	4955.94	4957.03	4955.94	4956.75	382.0
2023-11-28 01:20:00	ES	Futures	4957.03	4957.3	4956.75	4957.03	351.0
2023-11-28 01:25:00	ES	Futures	4957.03	4957.3	4956.75	4956.75	275.0
2023-11-28 01:30:00	ES	Futures	4956.75	4957.57	4956.75	4957.3	384.0
2023-11-28 01:35:00	ES	Futures	4957.3	4957.84	4957.3	4957.57	359.0
2023-11-28 01:40:00	ES	Futures	4957.3	4957.3	4956.48	4956.48	323.0
2023-11-28 01:45:00	ES	Futures	4956.48	4956.75	4956.48	4956.48	226.0
2023-11-28 01:50:00	ES	Futures	4956.48	4956.75	4956.21	4956.48	206.0
2023-11-28 01:55:00	ES	Futures	4956.48	4957.84	4955.94	4957.03	1009.0
2023-11-28 02:00:00	ES	Futures	4957.03	4957.3	4955.13	4955.67	770.0
2023-11-28 02:05:00	ES	Futures	4955.4	4955.4	4954.31	4954.58	516.0
2023-11-28 02:10:00	ES	Futures	4954.31	4954.58	4951.87	4952.41	1288.0
2023-11-28 02:15:00	ES	Futures	4952.14	4952.95	4950.51	4951.05	1769.0
2023-11-28 02:20:00	ES	Futures	4951.05	4951.32	4947.79	4948.06	2619.0
2023-11-28 02:25:00	ES	Futures	4948.34	4949.42	4946.98	4948.34	2242.0
2023-11-28 02:30:00	ES	Futures	4948.34	4949.69	4948.06	4948.34	1700.0
2023-11-28 02:35:00	ES	Futures	4948.34	4948.88	4947.79	4948.06	708.0
2023-11-28 02:40:00	ES	Futures	4948.34	4948.34	4945.62	4946.16	2366.0
2023-11-28 02:45:00	ES	Futures	4946.44	4947.79	4946.16	4947.25	1030.0
2023-11-28 02:50:00	ES	Futures	4947.25	4947.52	4946.44	4947.25	1221.0
2023-11-28 02:55:00	ES	Futures	4947.25	4948.34	4947.25	4947.79	831.0
2023-11-28 03:00:00	ES	Futures	4948.06	4948.61	4946.98	4947.52	2361.0
2023-11-28 03:05:00	ES	Futures	4947.52	4948.34	4945.89	4946.71	1875.0
2023-11-28 03:10:00	ES	Futures	4946.44	4949.15	4946.44	4948.34	1396.0
2023-11-28 03:15:00	ES	Futures	4948.61	4949.42	4946.44	4946.71	1343.0
2023-11-28 03:20:00	ES	Futures	4946.98	4947.79	4946.16	4946.71	976.0
2023-11-28 03:25:00	ES	Futures	4946.71	4947.79	4945.89	4945.89	763.0
2023-11-28 03:30:00	ES	Futures	4945.89	4948.34	4945.89	4947.79	1235.0
2023-11-28 03:35:00	ES	Futures	4947.52	4948.61	4945.62	4945.89	1303.0
2023-11-28 03:40:00	ES	Futures	4945.89	4945.89	4943.18	4943.45	3399.0
2023-11-28 03:45:00	ES	Futures	4943.45	4946.16	4942.91	4945.89	1487.0
2023-11-28 03:50:00	ES	Futures	4945.89	4949.42	4945.62	4948.34	2610.0
2023-11-28 03:55:00	ES	Futures	4948.06	4948.88	4946.98	4947.52	1136.0
2023-11-28 04:00:00	ES	Futures	4947.52	4949.15	4947.25	4948.88	1312.0
2023-11-28 04:05:00	ES	Futures	4948.61	4949.15	4946.71	4947.79	1073.0

> showing 50 of 20,131 rows — these rows as CSV

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