PREVIEW / futures_5min / 2023-11-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-29.parquet
  size:    326 KB
  rows:    20,048

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
2023-11-29 00:00:00	ES	Futures	4963.82	4964.36	4963.54	4964.09	366.0
2023-11-29 00:05:00	ES	Futures	4963.82	4964.63	4963.54	4964.63	317.0
2023-11-29 00:10:00	ES	Futures	4964.36	4964.36	4962.73	4963.0	600.0
2023-11-29 00:15:00	ES	Futures	4963.0	4963.82	4962.73	4963.54	948.0
2023-11-29 00:20:00	ES	Futures	4963.54	4963.54	4962.73	4962.73	417.0
2023-11-29 00:25:00	ES	Futures	4962.73	4963.27	4962.19	4963.27	765.0
2023-11-29 00:30:00	ES	Futures	4963.0	4963.27	4962.19	4962.46	760.0
2023-11-29 00:35:00	ES	Futures	4962.46	4963.0	4962.19	4962.73	265.0
2023-11-29 00:40:00	ES	Futures	4962.46	4962.73	4961.64	4962.46	464.0
2023-11-29 00:45:00	ES	Futures	4962.46	4963.0	4961.91	4962.73	441.0
2023-11-29 00:50:00	ES	Futures	4962.73	4963.27	4962.73	4963.0	536.0
2023-11-29 00:55:00	ES	Futures	4963.0	4964.09	4963.0	4963.54	469.0
2023-11-29 01:00:00	ES	Futures	4963.54	4963.82	4962.46	4962.73	757.0
2023-11-29 01:05:00	ES	Futures	4962.46	4963.0	4962.46	4963.0	157.0
2023-11-29 01:10:00	ES	Futures	4962.73	4962.73	4961.91	4962.19	328.0
2023-11-29 01:15:00	ES	Futures	4962.19	4962.19	4961.64	4962.19	354.0
2023-11-29 01:20:00	ES	Futures	4962.19	4963.0	4961.91	4962.73	578.0
2023-11-29 01:25:00	ES	Futures	4962.73	4963.27	4962.19	4962.46	446.0
2023-11-29 01:30:00	ES	Futures	4962.19	4965.44	4962.19	4964.9	2183.0
2023-11-29 01:35:00	ES	Futures	4965.17	4965.44	4964.63	4965.17	744.0
2023-11-29 01:40:00	ES	Futures	4965.17	4965.44	4964.36	4964.36	589.0
2023-11-29 01:45:00	ES	Futures	4964.63	4965.17	4964.36	4964.9	411.0
2023-11-29 01:50:00	ES	Futures	4964.9	4965.17	4964.36	4965.17	438.0
2023-11-29 01:55:00	ES	Futures	4964.9	4965.72	4964.36	4965.17	846.0
2023-11-29 02:00:00	ES	Futures	4965.17	4965.17	4963.0	4963.82	1518.0
2023-11-29 02:05:00	ES	Futures	4963.54	4964.09	4962.73	4963.27	913.0
2023-11-29 02:10:00	ES	Futures	4963.27	4964.09	4963.27	4963.54	493.0
2023-11-29 02:15:00	ES	Futures	4963.54	4964.09	4963.27	4963.82	340.0
2023-11-29 02:20:00	ES	Futures	4963.54	4963.82	4963.27	4963.82	439.0
2023-11-29 02:25:00	ES	Futures	4964.09	4964.09	4963.27	4963.82	989.0
2023-11-29 02:30:00	ES	Futures	4963.82	4964.36	4963.27	4963.82	713.0
2023-11-29 02:35:00	ES	Futures	4963.82	4964.09	4962.46	4963.27	787.0
2023-11-29 02:40:00	ES	Futures	4963.0	4963.0	4961.64	4962.73	1032.0
2023-11-29 02:45:00	ES	Futures	4962.73	4963.27	4962.46	4963.0	708.0
2023-11-29 02:50:00	ES	Futures	4963.0	4963.54	4962.46	4962.46	501.0
2023-11-29 02:55:00	ES	Futures	4962.73	4963.54	4962.19	4962.19	1208.0
2023-11-29 03:00:00	ES	Futures	4962.46	4964.09	4961.91	4963.27	2823.0
2023-11-29 03:05:00	ES	Futures	4963.27	4965.17	4963.0	4964.9	1843.0
2023-11-29 03:10:00	ES	Futures	4965.17	4965.17	4963.27	4964.63	1823.0
2023-11-29 03:15:00	ES	Futures	4964.9	4965.44	4964.36	4964.36	1498.0
2023-11-29 03:20:00	ES	Futures	4964.36	4964.36	4962.46	4963.0	1271.0
2023-11-29 03:25:00	ES	Futures	4963.27	4963.54	4961.1	4961.1	1405.0
2023-11-29 03:30:00	ES	Futures	4961.1	4963.82	4961.1	4962.46	1287.0
2023-11-29 03:35:00	ES	Futures	4962.46	4967.62	4962.46	4967.35	2622.0
2023-11-29 03:40:00	ES	Futures	4967.62	4969.79	4967.35	4968.43	2954.0
2023-11-29 03:45:00	ES	Futures	4968.43	4969.25	4967.62	4967.62	1201.0
2023-11-29 03:50:00	ES	Futures	4967.62	4968.16	4966.53	4967.35	1756.0
2023-11-29 03:55:00	ES	Futures	4967.35	4968.16	4967.07	4967.35	1004.0
2023-11-29 04:00:00	ES	Futures	4967.62	4968.16	4966.26	4967.62	1444.0
2023-11-29 04:05:00	ES	Futures	4967.35	4968.7	4967.07	4968.43	1200.0

> showing 50 of 20,048 rows — these rows as CSV

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