PREVIEW / futures_5min / 2023-12-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-06.parquet
  size:    334 KB
  rows:    19,291

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
2023-12-06 00:00:00	ES	Futures	4984.18	4984.45	4983.37	4983.37	511.0
2023-12-06 00:05:00	ES	Futures	4983.37	4984.45	4983.1	4984.45	457.0
2023-12-06 00:10:00	ES	Futures	4984.18	4984.73	4983.91	4984.73	395.0
2023-12-06 00:15:00	ES	Futures	4984.73	4985.27	4984.73	4985.0	565.0
2023-12-06 00:20:00	ES	Futures	4985.0	4985.81	4985.0	4985.54	597.0
2023-12-06 00:25:00	ES	Futures	4985.27	4986.08	4985.0	4985.81	792.0
2023-12-06 00:30:00	ES	Futures	4985.81	4986.08	4983.37	4984.18	1542.0
2023-12-06 00:35:00	ES	Futures	4983.91	4984.18	4983.1	4983.37	458.0
2023-12-06 00:40:00	ES	Futures	4983.37	4983.64	4982.28	4982.82	826.0
2023-12-06 00:45:00	ES	Futures	4982.82	4983.37	4982.55	4983.1	267.0
2023-12-06 00:50:00	ES	Futures	4983.1	4983.91	4983.1	4983.91	378.0
2023-12-06 00:55:00	ES	Futures	4983.91	4984.45	4983.37	4984.18	627.0
2023-12-06 01:00:00	ES	Futures	4984.18	4984.73	4983.1	4983.91	1004.0
2023-12-06 01:05:00	ES	Futures	4984.18	4984.73	4983.64	4984.18	570.0
2023-12-06 01:10:00	ES	Futures	4984.45	4984.73	4983.91	4984.45	252.0
2023-12-06 01:15:00	ES	Futures	4984.45	4984.73	4984.18	4984.18	354.0
2023-12-06 01:20:00	ES	Futures	4984.18	4984.73	4983.91	4983.91	434.0
2023-12-06 01:25:00	ES	Futures	4983.64	4983.64	4982.28	4982.55	565.0
2023-12-06 01:30:00	ES	Futures	4982.28	4982.82	4981.74	4982.55	879.0
2023-12-06 01:35:00	ES	Futures	4982.55	4982.55	4981.74	4982.55	569.0
2023-12-06 01:40:00	ES	Futures	4982.55	4982.82	4982.28	4982.55	264.0
2023-12-06 01:45:00	ES	Futures	4982.55	4983.1	4982.28	4982.28	196.0
2023-12-06 01:50:00	ES	Futures	4982.28	4982.55	4981.74	4981.74	601.0
2023-12-06 01:55:00	ES	Futures	4981.74	4982.28	4981.2	4981.74	417.0
2023-12-06 02:00:00	ES	Futures	4981.74	4981.74	4980.11	4980.65	1776.0
2023-12-06 02:05:00	ES	Futures	4980.65	4980.92	4979.02	4980.38	1096.0
2023-12-06 02:10:00	ES	Futures	4980.38	4980.38	4979.29	4979.29	670.0
2023-12-06 02:15:00	ES	Futures	4979.29	4979.57	4978.21	4979.29	1070.0
2023-12-06 02:20:00	ES	Futures	4979.02	4979.29	4977.94	4978.21	839.0
2023-12-06 02:25:00	ES	Futures	4978.21	4978.48	4977.66	4977.94	772.0
2023-12-06 02:30:00	ES	Futures	4977.94	4979.02	4977.66	4978.75	746.0
2023-12-06 02:35:00	ES	Futures	4978.75	4979.84	4978.75	4979.57	541.0
2023-12-06 02:40:00	ES	Futures	4979.57	4979.84	4979.02	4979.29	327.0
2023-12-06 02:45:00	ES	Futures	4979.57	4980.38	4979.57	4980.38	707.0
2023-12-06 02:50:00	ES	Futures	4980.38	4981.74	4980.38	4981.74	954.0
2023-12-06 02:55:00	ES	Futures	4982.01	4982.55	4981.47	4981.74	726.0
2023-12-06 03:00:00	ES	Futures	4981.74	4983.91	4980.65	4980.65	2676.0
2023-12-06 03:05:00	ES	Futures	4980.65	4980.92	4979.02	4979.84	2415.0
2023-12-06 03:10:00	ES	Futures	4979.84	4983.37	4979.84	4982.82	1630.0
2023-12-06 03:15:00	ES	Futures	4982.55	4983.91	4980.38	4983.64	1298.0
2023-12-06 03:20:00	ES	Futures	4983.37	4983.37	4981.47	4982.01	1642.0
2023-12-06 03:25:00	ES	Futures	4982.01	4983.91	4982.01	4983.1	1417.0
2023-12-06 03:30:00	ES	Futures	4983.1	4983.37	4981.2	4981.74	1794.0
2023-12-06 03:35:00	ES	Futures	4981.74	4982.82	4979.57	4979.57	2070.0
2023-12-06 03:40:00	ES	Futures	4979.84	4980.11	4978.48	4979.29	2075.0
2023-12-06 03:45:00	ES	Futures	4979.29	4982.01	4979.29	4980.92	1871.0
2023-12-06 03:50:00	ES	Futures	4980.65	4981.74	4979.84	4980.65	1215.0
2023-12-06 03:55:00	ES	Futures	4980.65	4981.47	4979.84	4980.11	1412.0
2023-12-06 04:00:00	ES	Futures	4980.11	4981.47	4979.29	4980.38	1851.0
2023-12-06 04:05:00	ES	Futures	4980.38	4981.47	4979.29	4980.92	1750.0

> showing 50 of 19,291 rows — these rows as CSV

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