PREVIEW / futures_5min / 2023-11-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-30.parquet
  size:    344 KB
  rows:    19,963

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
2023-11-30 00:00:00	ES	Futures	4959.2	4959.47	4958.93	4959.2	338.0
2023-11-30 00:05:00	ES	Futures	4959.2	4960.01	4958.38	4959.74	637.0
2023-11-30 00:10:00	ES	Futures	4959.47	4960.56	4959.47	4960.29	594.0
2023-11-30 00:15:00	ES	Futures	4960.29	4960.56	4960.01	4960.29	500.0
2023-11-30 00:20:00	ES	Futures	4960.56	4961.1	4959.74	4960.01	648.0
2023-11-30 00:25:00	ES	Futures	4960.01	4960.29	4959.2	4959.2	666.0
2023-11-30 00:30:00	ES	Futures	4959.2	4959.74	4958.93	4959.2	408.0
2023-11-30 00:35:00	ES	Futures	4959.2	4959.74	4958.93	4959.47	245.0
2023-11-30 00:40:00	ES	Futures	4959.47	4960.01	4959.2	4959.2	271.0
2023-11-30 00:45:00	ES	Futures	4959.2	4959.74	4959.2	4959.47	290.0
2023-11-30 00:50:00	ES	Futures	4959.47	4960.29	4959.47	4960.01	368.0
2023-11-30 00:55:00	ES	Futures	4960.01	4961.37	4959.74	4961.1	479.0
2023-11-30 01:00:00	ES	Futures	4961.1	4961.91	4960.56	4961.37	902.0
2023-11-30 01:05:00	ES	Futures	4961.37	4962.19	4961.37	4961.91	514.0
2023-11-30 01:10:00	ES	Futures	4961.64	4961.91	4961.1	4961.64	232.0
2023-11-30 01:15:00	ES	Futures	4961.64	4962.19	4961.37	4961.64	525.0
2023-11-30 01:20:00	ES	Futures	4961.91	4962.19	4961.37	4961.37	370.0
2023-11-30 01:25:00	ES	Futures	4961.37	4961.64	4961.1	4961.1	234.0
2023-11-30 01:30:00	ES	Futures	4961.1	4961.37	4960.01	4960.01	605.0
2023-11-30 01:35:00	ES	Futures	4960.29	4960.83	4960.01	4960.83	254.0
2023-11-30 01:40:00	ES	Futures	4960.83	4961.64	4960.56	4960.83	465.0
2023-11-30 01:45:00	ES	Futures	4961.1	4961.1	4960.56	4960.83	254.0
2023-11-30 01:50:00	ES	Futures	4960.56	4961.1	4960.01	4960.56	641.0
2023-11-30 01:55:00	ES	Futures	4960.29	4960.29	4959.74	4960.01	488.0
2023-11-30 02:00:00	ES	Futures	4960.01	4960.29	4959.2	4960.01	893.0
2023-11-30 02:05:00	ES	Futures	4960.01	4960.56	4959.2	4959.47	601.0
2023-11-30 02:10:00	ES	Futures	4959.74	4960.29	4959.2	4960.01	402.0
2023-11-30 02:15:00	ES	Futures	4959.74	4960.83	4959.2	4960.83	553.0
2023-11-30 02:20:00	ES	Futures	4960.83	4961.37	4959.47	4959.47	580.0
2023-11-30 02:25:00	ES	Futures	4959.74	4960.01	4959.2	4959.47	391.0
2023-11-30 02:30:00	ES	Futures	4959.47	4959.47	4958.38	4958.66	613.0
2023-11-30 02:35:00	ES	Futures	4958.66	4959.2	4958.38	4959.2	322.0
2023-11-30 02:40:00	ES	Futures	4958.93	4958.93	4957.3	4957.3	916.0
2023-11-30 02:45:00	ES	Futures	4957.57	4960.01	4957.57	4959.74	1804.0
2023-11-30 02:50:00	ES	Futures	4959.74	4960.56	4959.47	4959.74	890.0
2023-11-30 02:55:00	ES	Futures	4960.01	4961.1	4959.47	4961.1	641.0
2023-11-30 03:00:00	ES	Futures	4960.83	4961.37	4960.01	4960.56	2384.0
2023-11-30 03:05:00	ES	Futures	4960.56	4962.19	4960.29	4961.1	1856.0
2023-11-30 03:10:00	ES	Futures	4961.1	4961.37	4958.38	4958.66	1315.0
2023-11-30 03:15:00	ES	Futures	4958.66	4960.29	4958.66	4959.47	1259.0
2023-11-30 03:20:00	ES	Futures	4959.74	4960.29	4957.84	4958.66	1124.0
2023-11-30 03:25:00	ES	Futures	4958.66	4958.66	4957.57	4957.57	1025.0
2023-11-30 03:30:00	ES	Futures	4957.57	4959.2	4957.57	4958.38	1208.0
2023-11-30 03:35:00	ES	Futures	4958.66	4958.93	4955.67	4955.67	1509.0
2023-11-30 03:40:00	ES	Futures	4955.94	4956.21	4952.95	4952.95	2833.0
2023-11-30 03:45:00	ES	Futures	4953.22	4953.77	4952.41	4952.41	1718.0
2023-11-30 03:50:00	ES	Futures	4952.41	4954.31	4951.6	4953.77	1838.0
2023-11-30 03:55:00	ES	Futures	4953.77	4954.58	4953.22	4954.31	1293.0
2023-11-30 04:00:00	ES	Futures	4954.04	4957.57	4954.04	4956.75	2251.0
2023-11-30 04:05:00	ES	Futures	4956.75	4960.01	4956.75	4959.2	1949.0

> showing 50 of 19,963 rows — these rows as CSV

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