PREVIEW / futures_5min / 2023-12-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-01.parquet
  size:    308 KB
  rows:    16,214

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
2023-12-01 00:00:00	ES	Futures	4968.43	4968.7	4968.16	4968.16	357.0
2023-12-01 00:05:00	ES	Futures	4968.16	4968.16	4965.72	4967.07	1159.0
2023-12-01 00:10:00	ES	Futures	4967.35	4968.43	4966.8	4967.07	540.0
2023-12-01 00:15:00	ES	Futures	4967.35	4967.89	4967.07	4967.89	296.0
2023-12-01 00:20:00	ES	Futures	4967.89	4968.16	4967.35	4967.89	238.0
2023-12-01 00:25:00	ES	Futures	4968.16	4968.43	4967.89	4967.89	275.0
2023-12-01 00:30:00	ES	Futures	4967.89	4968.7	4966.26	4968.43	995.0
2023-12-01 00:35:00	ES	Futures	4968.43	4969.79	4968.43	4968.97	1088.0
2023-12-01 00:40:00	ES	Futures	4969.25	4969.25	4968.43	4968.97	451.0
2023-12-01 00:45:00	ES	Futures	4968.7	4969.52	4968.43	4969.25	256.0
2023-12-01 00:50:00	ES	Futures	4969.25	4969.79	4968.7	4968.97	374.0
2023-12-01 00:55:00	ES	Futures	4968.7	4969.52	4968.43	4968.7	478.0
2023-12-01 01:00:00	ES	Futures	4968.43	4968.7	4968.16	4968.43	531.0
2023-12-01 01:05:00	ES	Futures	4968.43	4968.7	4967.89	4968.43	483.0
2023-12-01 01:10:00	ES	Futures	4968.43	4970.33	4968.16	4969.52	1237.0
2023-12-01 01:15:00	ES	Futures	4969.52	4969.79	4968.97	4969.25	297.0
2023-12-01 01:20:00	ES	Futures	4969.52	4969.79	4969.25	4969.52	276.0
2023-12-01 01:25:00	ES	Futures	4969.52	4969.52	4967.89	4967.89	634.0
2023-12-01 01:30:00	ES	Futures	4967.89	4968.43	4967.07	4968.43	392.0
2023-12-01 01:35:00	ES	Futures	4968.16	4968.16	4967.35	4967.35	189.0
2023-12-01 01:40:00	ES	Futures	4967.35	4967.62	4967.07	4967.07	297.0
2023-12-01 01:45:00	ES	Futures	4967.07	4967.35	4966.53	4966.8	305.0
2023-12-01 01:50:00	ES	Futures	4966.8	4968.43	4966.8	4967.89	687.0
2023-12-01 01:55:00	ES	Futures	4967.89	4968.43	4967.07	4967.62	436.0
2023-12-01 02:00:00	ES	Futures	4967.89	4969.25	4966.26	4968.43	1819.0
2023-12-01 02:05:00	ES	Futures	4968.43	4968.7	4967.62	4968.16	544.0
2023-12-01 02:10:00	ES	Futures	4967.89	4968.16	4967.62	4968.16	345.0
2023-12-01 02:15:00	ES	Futures	4967.89	4968.7	4967.62	4968.16	394.0
2023-12-01 02:20:00	ES	Futures	4968.16	4968.7	4967.89	4967.89	717.0
2023-12-01 02:25:00	ES	Futures	4968.16	4968.97	4967.62	4968.16	891.0
2023-12-01 02:30:00	ES	Futures	4968.16	4968.97	4967.62	4968.97	736.0
2023-12-01 02:35:00	ES	Futures	4968.7	4969.25	4968.7	4968.97	468.0
2023-12-01 02:40:00	ES	Futures	4968.97	4969.79	4968.97	4969.52	573.0
2023-12-01 02:45:00	ES	Futures	4969.52	4970.06	4968.7	4968.7	664.0
2023-12-01 02:50:00	ES	Futures	4968.7	4968.7	4967.07	4967.35	545.0
2023-12-01 02:55:00	ES	Futures	4967.35	4968.16	4967.07	4967.62	797.0
2023-12-01 03:00:00	ES	Futures	4967.35	4970.6	4967.07	4970.33	3356.0
2023-12-01 03:05:00	ES	Futures	4970.6	4971.69	4970.06	4970.6	2209.0
2023-12-01 03:10:00	ES	Futures	4970.6	4971.69	4969.52	4970.06	1699.0
2023-12-01 03:15:00	ES	Futures	4969.79	4971.42	4969.25	4971.15	1368.0
2023-12-01 03:20:00	ES	Futures	4970.88	4971.42	4970.33	4970.6	1172.0
2023-12-01 03:25:00	ES	Futures	4970.6	4971.15	4970.06	4970.88	1044.0
2023-12-01 03:30:00	ES	Futures	4970.88	4973.32	4970.6	4972.78	1956.0
2023-12-01 03:35:00	ES	Futures	4972.51	4975.49	4972.51	4974.68	2306.0
2023-12-01 03:40:00	ES	Futures	4974.68	4975.49	4973.86	4974.68	1336.0
2023-12-01 03:45:00	ES	Futures	4974.68	4976.31	4974.68	4976.31	1553.0
2023-12-01 03:50:00	ES	Futures	4976.04	4977.39	4975.76	4977.12	1638.0
2023-12-01 03:55:00	ES	Futures	4976.85	4977.94	4976.85	4977.12	1716.0
2023-12-01 04:00:00	ES	Futures	4977.12	4978.21	4976.58	4977.39	1953.0
2023-12-01 04:05:00	ES	Futures	4977.39	4978.21	4976.31	4977.94	1685.0

> showing 50 of 16,214 rows — these rows as CSV

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