PREVIEW / futures_5min / 2023-12-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-04.parquet
  size:    333 KB
  rows:    19,623

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
2023-12-04 00:00:00	ES	Futures	4991.79	4991.79	4989.88	4990.16	910.0
2023-12-04 00:05:00	ES	Futures	4990.16	4990.43	4989.34	4989.61	313.0
2023-12-04 00:10:00	ES	Futures	4989.88	4990.16	4989.61	4989.88	300.0
2023-12-04 00:15:00	ES	Futures	4989.88	4989.88	4989.07	4989.34	381.0
2023-12-04 00:20:00	ES	Futures	4989.34	4989.88	4989.34	4989.61	259.0
2023-12-04 00:25:00	ES	Futures	4989.61	4990.16	4989.34	4989.34	297.0
2023-12-04 00:30:00	ES	Futures	4989.34	4989.88	4989.34	4989.61	190.0
2023-12-04 00:35:00	ES	Futures	4989.61	4990.7	4989.61	4989.88	422.0
2023-12-04 00:40:00	ES	Futures	4990.16	4990.16	4989.07	4989.07	518.0
2023-12-04 00:45:00	ES	Futures	4989.34	4989.61	4988.8	4988.8	345.0
2023-12-04 00:50:00	ES	Futures	4988.8	4989.34	4988.53	4989.07	362.0
2023-12-04 00:55:00	ES	Futures	4989.07	4989.34	4988.53	4988.8	430.0
2023-12-04 01:00:00	ES	Futures	4989.07	4989.34	4988.8	4989.34	605.0
2023-12-04 01:05:00	ES	Futures	4989.34	4990.43	4989.07	4989.88	668.0
2023-12-04 01:10:00	ES	Futures	4989.61	4990.16	4989.34	4989.61	491.0
2023-12-04 01:15:00	ES	Futures	4989.61	4990.16	4989.61	4989.61	263.0
2023-12-04 01:20:00	ES	Futures	4989.61	4989.88	4989.34	4989.34	290.0
2023-12-04 01:25:00	ES	Futures	4989.34	4989.34	4988.8	4988.8	363.0
2023-12-04 01:30:00	ES	Futures	4989.07	4989.34	4988.53	4989.34	451.0
2023-12-04 01:35:00	ES	Futures	4989.34	4989.61	4988.53	4989.07	592.0
2023-12-04 01:40:00	ES	Futures	4989.34	4989.34	4987.98	4988.53	685.0
2023-12-04 01:45:00	ES	Futures	4988.26	4988.8	4987.98	4988.26	560.0
2023-12-04 01:50:00	ES	Futures	4988.26	4988.53	4988.26	4988.26	489.0
2023-12-04 01:55:00	ES	Futures	4988.26	4988.53	4986.35	4987.71	2171.0
2023-12-04 02:00:00	ES	Futures	4987.98	4989.61	4987.98	4988.26	1584.0
2023-12-04 02:05:00	ES	Futures	4987.98	4988.26	4986.63	4987.17	922.0
2023-12-04 02:10:00	ES	Futures	4986.9	4987.17	4986.08	4986.63	1089.0
2023-12-04 02:15:00	ES	Futures	4986.63	4986.63	4985.27	4985.81	1446.0
2023-12-04 02:20:00	ES	Futures	4985.81	4986.35	4985.27	4986.08	916.0
2023-12-04 02:25:00	ES	Futures	4985.81	4986.9	4985.81	4986.08	719.0
2023-12-04 02:30:00	ES	Futures	4986.08	4986.35	4985.0	4985.27	1027.0
2023-12-04 02:35:00	ES	Futures	4985.54	4985.54	4984.45	4984.73	724.0
2023-12-04 02:40:00	ES	Futures	4984.73	4985.0	4983.64	4984.45	1205.0
2023-12-04 02:45:00	ES	Futures	4984.45	4985.81	4984.45	4985.27	1065.0
2023-12-04 02:50:00	ES	Futures	4985.54	4985.54	4983.1	4983.91	1497.0
2023-12-04 02:55:00	ES	Futures	4983.64	4984.18	4981.74	4982.55	2265.0
2023-12-04 03:00:00	ES	Futures	4982.55	4983.91	4981.47	4981.74	3359.0
2023-12-04 03:05:00	ES	Futures	4982.01	4982.55	4981.2	4982.01	1782.0
2023-12-04 03:10:00	ES	Futures	4981.74	4983.1	4980.65	4982.82	2091.0
2023-12-04 03:15:00	ES	Futures	4982.82	4983.64	4981.74	4982.28	1780.0
2023-12-04 03:20:00	ES	Futures	4982.28	4983.91	4982.01	4983.91	1276.0
2023-12-04 03:25:00	ES	Futures	4983.91	4985.81	4983.91	4985.81	2126.0
2023-12-04 03:30:00	ES	Futures	4985.81	4988.53	4985.81	4987.71	1970.0
2023-12-04 03:35:00	ES	Futures	4987.44	4988.8	4986.63	4988.53	1639.0
2023-12-04 03:40:00	ES	Futures	4988.53	4988.8	4987.98	4988.53	1518.0
2023-12-04 03:45:00	ES	Futures	4988.8	4990.43	4987.71	4990.16	1983.0
2023-12-04 03:50:00	ES	Futures	4990.16	4990.7	4987.71	4988.26	1531.0
2023-12-04 03:55:00	ES	Futures	4987.98	4988.26	4987.17	4987.44	1521.0
2023-12-04 04:00:00	ES	Futures	4987.44	4988.26	4986.35	4986.35	2142.0
2023-12-04 04:05:00	ES	Futures	4986.08	4986.08	4982.01	4982.28	2343.0

> showing 50 of 19,623 rows — these rows as CSV

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