PREVIEW / futures_5min / 2023-12-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-05.parquet
  size:    343 KB
  rows:    19,486

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
2023-12-05 00:00:00	ES	Futures	4960.29	4961.1	4960.29	4960.56	369.0
2023-12-05 00:05:00	ES	Futures	4960.29	4960.83	4960.29	4960.29	158.0
2023-12-05 00:10:00	ES	Futures	4960.29	4960.83	4960.01	4960.29	320.0
2023-12-05 00:15:00	ES	Futures	4960.01	4960.29	4959.74	4960.01	248.0
2023-12-05 00:20:00	ES	Futures	4960.01	4960.01	4959.47	4959.47	406.0
2023-12-05 00:25:00	ES	Futures	4959.47	4960.83	4959.47	4960.29	515.0
2023-12-05 00:30:00	ES	Futures	4960.29	4961.1	4960.01	4960.29	603.0
2023-12-05 00:35:00	ES	Futures	4960.29	4961.1	4960.29	4961.1	452.0
2023-12-05 00:40:00	ES	Futures	4960.83	4961.37	4960.29	4960.83	445.0
2023-12-05 00:45:00	ES	Futures	4960.83	4961.1	4960.29	4960.29	272.0
2023-12-05 00:50:00	ES	Futures	4960.56	4960.56	4960.01	4960.01	373.0
2023-12-05 00:55:00	ES	Futures	4960.29	4961.37	4960.29	4961.1	408.0
2023-12-05 01:00:00	ES	Futures	4961.1	4961.1	4960.01	4960.56	594.0
2023-12-05 01:05:00	ES	Futures	4960.56	4960.83	4959.74	4960.01	330.0
2023-12-05 01:10:00	ES	Futures	4959.74	4960.29	4959.74	4960.01	260.0
2023-12-05 01:15:00	ES	Futures	4960.01	4960.56	4959.74	4960.01	327.0
2023-12-05 01:20:00	ES	Futures	4959.74	4960.01	4959.2	4959.74	630.0
2023-12-05 01:25:00	ES	Futures	4959.47	4959.47	4958.93	4958.93	288.0
2023-12-05 01:30:00	ES	Futures	4958.66	4958.93	4957.57	4958.66	1223.0
2023-12-05 01:35:00	ES	Futures	4958.93	4958.93	4956.75	4957.03	1355.0
2023-12-05 01:40:00	ES	Futures	4957.03	4957.57	4955.67	4956.21	1268.0
2023-12-05 01:45:00	ES	Futures	4956.21	4956.75	4955.4	4956.21	852.0
2023-12-05 01:50:00	ES	Futures	4956.48	4956.48	4955.4	4955.4	461.0
2023-12-05 01:55:00	ES	Futures	4955.67	4955.67	4954.31	4955.4	1296.0
2023-12-05 02:00:00	ES	Futures	4955.13	4955.13	4952.68	4953.5	2098.0
2023-12-05 02:05:00	ES	Futures	4953.22	4953.5	4952.14	4953.22	1623.0
2023-12-05 02:10:00	ES	Futures	4953.22	4954.04	4952.68	4953.22	1122.0
2023-12-05 02:15:00	ES	Futures	4953.22	4953.22	4951.87	4952.95	1135.0
2023-12-05 02:20:00	ES	Futures	4952.68	4952.68	4950.51	4950.51	1487.0
2023-12-05 02:25:00	ES	Futures	4950.78	4951.32	4949.42	4949.69	1248.0
2023-12-05 02:30:00	ES	Futures	4949.69	4951.87	4949.69	4951.6	1331.0
2023-12-05 02:35:00	ES	Futures	4951.6	4952.95	4951.32	4952.14	1243.0
2023-12-05 02:40:00	ES	Futures	4952.41	4953.22	4951.32	4952.95	1241.0
2023-12-05 02:45:00	ES	Futures	4952.68	4952.95	4952.14	4952.41	911.0
2023-12-05 02:50:00	ES	Futures	4952.68	4952.95	4951.6	4952.14	817.0
2023-12-05 02:55:00	ES	Futures	4951.87	4952.68	4950.51	4950.78	1367.0
2023-12-05 03:00:00	ES	Futures	4950.78	4956.21	4950.78	4955.94	4177.0
2023-12-05 03:05:00	ES	Futures	4956.21	4957.84	4956.21	4957.84	2197.0
2023-12-05 03:10:00	ES	Futures	4957.84	4958.66	4957.3	4958.38	1644.0
2023-12-05 03:15:00	ES	Futures	4958.66	4960.01	4957.3	4958.93	1790.0
2023-12-05 03:20:00	ES	Futures	4959.47	4960.01	4957.57	4958.66	1230.0
2023-12-05 03:25:00	ES	Futures	4958.66	4959.2	4957.03	4957.57	1261.0
2023-12-05 03:30:00	ES	Futures	4957.57	4958.66	4957.3	4957.57	1084.0
2023-12-05 03:35:00	ES	Futures	4957.57	4959.47	4956.21	4959.2	1122.0
2023-12-05 03:40:00	ES	Futures	4959.2	4959.47	4956.21	4956.21	1193.0
2023-12-05 03:45:00	ES	Futures	4956.21	4956.21	4953.77	4955.13	1992.0
2023-12-05 03:50:00	ES	Futures	4955.13	4956.48	4954.85	4956.48	1038.0
2023-12-05 03:55:00	ES	Futures	4956.48	4959.2	4955.94	4959.2	1184.0
2023-12-05 04:00:00	ES	Futures	4958.93	4960.56	4958.93	4958.93	2087.0
2023-12-05 04:05:00	ES	Futures	4958.93	4960.56	4958.38	4960.29	1274.0

> showing 50 of 19,486 rows — these rows as CSV

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