PREVIEW / futures_5min / 2023-12-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-03.parquet
  size:    82 KB
  rows:    3,998

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
2023-12-03 18:00:00	ES	Futures	5000.2	5001.56	4996.95	4996.95	4671.0
2023-12-03 18:05:00	ES	Futures	4996.95	4997.49	4993.96	4995.59	2187.0
2023-12-03 18:10:00	ES	Futures	4995.59	4996.13	4993.96	4994.23	2063.0
2023-12-03 18:15:00	ES	Futures	4993.96	4995.86	4993.96	4995.04	1342.0
2023-12-03 18:20:00	ES	Futures	4995.32	4996.13	4995.04	4995.59	1073.0
2023-12-03 18:25:00	ES	Futures	4995.59	4996.13	4994.77	4994.77	929.0
2023-12-03 18:30:00	ES	Futures	4994.77	4995.59	4994.5	4995.32	1106.0
2023-12-03 18:35:00	ES	Futures	4995.32	4995.59	4994.5	4995.32	651.0
2023-12-03 18:40:00	ES	Futures	4995.32	4995.86	4993.96	4994.77	781.0
2023-12-03 18:45:00	ES	Futures	4994.77	4994.77	4994.23	4994.5	922.0
2023-12-03 18:50:00	ES	Futures	4994.5	4994.77	4993.96	4994.5	561.0
2023-12-03 18:55:00	ES	Futures	4994.5	4994.77	4993.96	4994.23	869.0
2023-12-03 19:00:00	ES	Futures	4994.5	4994.77	4993.14	4993.42	1509.0
2023-12-03 19:05:00	ES	Futures	4993.14	4993.14	4992.06	4992.87	1394.0
2023-12-03 19:10:00	ES	Futures	4992.87	4993.14	4991.79	4991.79	700.0
2023-12-03 19:15:00	ES	Futures	4992.06	4992.33	4989.61	4990.16	2410.0
2023-12-03 19:20:00	ES	Futures	4990.16	4992.6	4989.88	4992.6	1213.0
2023-12-03 19:25:00	ES	Futures	4992.6	4992.6	4991.51	4991.79	749.0
2023-12-03 19:30:00	ES	Futures	4991.79	4992.06	4990.7	4990.97	1238.0
2023-12-03 19:35:00	ES	Futures	4991.24	4991.51	4990.43	4990.7	561.0
2023-12-03 19:40:00	ES	Futures	4990.97	4992.6	4990.97	4992.06	701.0
2023-12-03 19:45:00	ES	Futures	4992.06	4992.87	4991.51	4992.87	977.0
2023-12-03 19:50:00	ES	Futures	4992.87	4993.14	4992.33	4992.6	1050.0
2023-12-03 19:55:00	ES	Futures	4992.6	4992.6	4991.51	4991.79	731.0
2023-12-03 20:00:00	ES	Futures	4991.79	4992.33	4990.7	4990.7	975.0
2023-12-03 20:05:00	ES	Futures	4990.7	4992.06	4990.7	4992.06	1019.0
2023-12-03 20:10:00	ES	Futures	4992.06	4992.33	4991.24	4991.51	649.0
2023-12-03 20:15:00	ES	Futures	4991.51	4992.87	4991.51	4992.06	1517.0
2023-12-03 20:20:00	ES	Futures	4991.79	4992.87	4991.51	4992.6	729.0
2023-12-03 20:25:00	ES	Futures	4992.6	4992.6	4991.51	4992.33	491.0
2023-12-03 20:30:00	ES	Futures	4992.06	4992.33	4990.43	4990.7	1193.0
2023-12-03 20:35:00	ES	Futures	4990.43	4991.24	4989.88	4991.24	1278.0
2023-12-03 20:40:00	ES	Futures	4991.24	4991.51	4990.7	4990.97	764.0
2023-12-03 20:45:00	ES	Futures	4991.24	4991.51	4990.7	4991.51	514.0
2023-12-03 20:50:00	ES	Futures	4991.51	4991.79	4990.7	4991.24	625.0
2023-12-03 20:55:00	ES	Futures	4990.97	4991.51	4990.7	4991.51	331.0
2023-12-03 21:00:00	ES	Futures	4991.51	4991.79	4990.7	4990.97	555.0
2023-12-03 21:05:00	ES	Futures	4990.97	4991.24	4990.16	4990.16	500.0
2023-12-03 21:10:00	ES	Futures	4990.16	4990.7	4989.61	4989.88	926.0
2023-12-03 21:15:00	ES	Futures	4990.16	4990.97	4989.34	4990.7	703.0
2023-12-03 21:20:00	ES	Futures	4990.7	4990.7	4989.88	4990.43	516.0
2023-12-03 21:25:00	ES	Futures	4990.7	4991.51	4990.7	4991.24	695.0
2023-12-03 21:30:00	ES	Futures	4990.97	4990.97	4990.16	4990.16	394.0
2023-12-03 21:35:00	ES	Futures	4990.16	4990.43	4989.34	4989.34	668.0
2023-12-03 21:40:00	ES	Futures	4989.61	4989.88	4989.07	4989.61	466.0
2023-12-03 21:45:00	ES	Futures	4989.61	4989.88	4989.07	4989.88	495.0
2023-12-03 21:50:00	ES	Futures	4989.88	4990.7	4989.88	4990.16	521.0
2023-12-03 21:55:00	ES	Futures	4990.43	4990.43	4990.16	4990.16	363.0
2023-12-03 22:00:00	ES	Futures	4989.88	4990.43	4989.88	4990.16	417.0
2023-12-03 22:05:00	ES	Futures	4990.43	4990.43	4989.61	4990.16	488.0

> showing 50 of 3,998 rows — these rows as CSV

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