PREVIEW / futures_5min / 2023-12-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-07.parquet
  size:    339 KB
  rows:    19,526

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
2023-12-07 00:00:00	ES	Futures	4946.71	4947.25	4946.44	4946.71	355.0
2023-12-07 00:05:00	ES	Futures	4946.98	4946.98	4946.16	4946.16	350.0
2023-12-07 00:10:00	ES	Futures	4946.44	4946.98	4945.62	4945.62	542.0
2023-12-07 00:15:00	ES	Futures	4945.62	4946.16	4945.35	4945.62	630.0
2023-12-07 00:20:00	ES	Futures	4945.62	4946.98	4945.62	4945.89	515.0
2023-12-07 00:25:00	ES	Futures	4946.16	4946.44	4945.62	4945.62	528.0
2023-12-07 00:30:00	ES	Futures	4945.62	4945.89	4944.53	4944.81	948.0
2023-12-07 00:35:00	ES	Futures	4944.81	4945.35	4943.99	4944.81	695.0
2023-12-07 00:40:00	ES	Futures	4945.08	4945.35	4944.81	4945.35	439.0
2023-12-07 00:45:00	ES	Futures	4945.35	4945.35	4944.81	4944.81	321.0
2023-12-07 00:50:00	ES	Futures	4944.81	4944.81	4943.45	4944.26	1012.0
2023-12-07 00:55:00	ES	Futures	4944.26	4944.81	4944.26	4944.53	574.0
2023-12-07 01:00:00	ES	Futures	4944.81	4945.35	4944.53	4944.81	656.0
2023-12-07 01:05:00	ES	Futures	4945.08	4945.35	4944.53	4945.35	320.0
2023-12-07 01:10:00	ES	Futures	4945.08	4945.62	4944.81	4945.62	507.0
2023-12-07 01:15:00	ES	Futures	4945.62	4946.44	4945.62	4946.44	393.0
2023-12-07 01:20:00	ES	Futures	4946.44	4947.25	4946.16	4946.71	790.0
2023-12-07 01:25:00	ES	Futures	4946.71	4947.52	4946.44	4946.44	602.0
2023-12-07 01:30:00	ES	Futures	4946.44	4946.71	4946.16	4946.71	675.0
2023-12-07 01:35:00	ES	Futures	4946.44	4946.71	4945.89	4946.44	283.0
2023-12-07 01:40:00	ES	Futures	4946.44	4946.44	4945.35	4945.89	207.0
2023-12-07 01:45:00	ES	Futures	4945.62	4945.62	4944.53	4945.08	420.0
2023-12-07 01:50:00	ES	Futures	4944.81	4945.08	4944.53	4944.53	274.0
2023-12-07 01:55:00	ES	Futures	4944.26	4944.81	4942.91	4943.45	873.0
2023-12-07 02:00:00	ES	Futures	4943.72	4944.26	4942.63	4943.99	1612.0
2023-12-07 02:05:00	ES	Futures	4943.99	4945.35	4943.18	4943.45	997.0
2023-12-07 02:10:00	ES	Futures	4943.18	4946.16	4943.18	4945.89	804.0
2023-12-07 02:15:00	ES	Futures	4945.89	4946.98	4945.08	4946.98	809.0
2023-12-07 02:20:00	ES	Futures	4946.98	4947.52	4946.98	4946.98	748.0
2023-12-07 02:25:00	ES	Futures	4946.71	4946.98	4945.35	4946.98	1365.0
2023-12-07 02:30:00	ES	Futures	4946.98	4947.25	4945.89	4946.44	940.0
2023-12-07 02:35:00	ES	Futures	4946.71	4946.71	4946.16	4946.44	574.0
2023-12-07 02:40:00	ES	Futures	4946.44	4947.25	4946.16	4946.98	709.0
2023-12-07 02:45:00	ES	Futures	4946.98	4948.34	4946.71	4947.79	1154.0
2023-12-07 02:50:00	ES	Futures	4947.79	4948.06	4946.71	4946.71	828.0
2023-12-07 02:55:00	ES	Futures	4946.98	4948.06	4946.71	4947.25	738.0
2023-12-07 03:00:00	ES	Futures	4947.52	4949.69	4947.52	4949.42	4408.0
2023-12-07 03:05:00	ES	Futures	4949.15	4949.42	4946.44	4946.71	2208.0
2023-12-07 03:10:00	ES	Futures	4946.98	4949.42	4946.16	4949.15	2706.0
2023-12-07 03:15:00	ES	Futures	4949.15	4949.97	4946.71	4949.69	1459.0
2023-12-07 03:20:00	ES	Futures	4949.69	4950.24	4948.34	4949.42	1939.0
2023-12-07 03:25:00	ES	Futures	4949.15	4949.42	4947.25	4947.52	1435.0
2023-12-07 03:30:00	ES	Futures	4947.25	4948.34	4946.16	4947.25	1848.0
2023-12-07 03:35:00	ES	Futures	4946.98	4948.34	4946.44	4946.98	1665.0
2023-12-07 03:40:00	ES	Futures	4946.98	4947.52	4945.89	4946.16	1943.0
2023-12-07 03:45:00	ES	Futures	4945.89	4946.44	4943.72	4944.26	2383.0
2023-12-07 03:50:00	ES	Futures	4944.26	4945.62	4943.72	4944.26	1894.0
2023-12-07 03:55:00	ES	Futures	4943.99	4944.53	4943.18	4943.18	1675.0
2023-12-07 04:00:00	ES	Futures	4943.18	4945.89	4943.18	4945.62	2140.0
2023-12-07 04:05:00	ES	Futures	4945.89	4946.71	4943.18	4943.18	1882.0

> showing 50 of 19,526 rows — these rows as CSV

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