PREVIEW / futures_5min / 2023-12-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-08.parquet
  size:    294 KB
  rows:    15,943

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
2023-12-08 00:00:00	ES	Futures	4985.27	4985.81	4985.27	4985.54	341.0
2023-12-08 00:05:00	ES	Futures	4985.54	4986.08	4985.0	4985.27	589.0
2023-12-08 00:10:00	ES	Futures	4985.27	4985.54	4985.27	4985.54	246.0
2023-12-08 00:15:00	ES	Futures	4985.54	4986.08	4985.0	4985.54	648.0
2023-12-08 00:20:00	ES	Futures	4985.54	4985.54	4984.18	4984.18	421.0
2023-12-08 00:25:00	ES	Futures	4984.18	4984.18	4983.37	4984.18	445.0
2023-12-08 00:30:00	ES	Futures	4984.18	4984.18	4983.37	4983.64	401.0
2023-12-08 00:35:00	ES	Futures	4983.37	4983.37	4982.82	4983.37	314.0
2023-12-08 00:40:00	ES	Futures	4983.1	4984.18	4982.82	4984.18	500.0
2023-12-08 00:45:00	ES	Futures	4984.45	4984.45	4983.91	4984.18	231.0
2023-12-08 00:50:00	ES	Futures	4983.91	4984.45	4983.91	4984.45	265.0
2023-12-08 00:55:00	ES	Futures	4984.45	4984.45	4983.1	4983.91	282.0
2023-12-08 01:00:00	ES	Futures	4983.91	4984.18	4983.37	4984.18	430.0
2023-12-08 01:05:00	ES	Futures	4984.18	4984.18	4983.37	4983.64	334.0
2023-12-08 01:10:00	ES	Futures	4983.64	4983.91	4983.64	4983.64	347.0
2023-12-08 01:15:00	ES	Futures	4983.64	4983.64	4983.1	4983.64	251.0
2023-12-08 01:20:00	ES	Futures	4983.37	4984.18	4983.37	4983.91	388.0
2023-12-08 01:25:00	ES	Futures	4983.91	4983.91	4983.1	4983.64	174.0
2023-12-08 01:30:00	ES	Futures	4983.64	4983.64	4982.28	4982.55	484.0
2023-12-08 01:35:00	ES	Futures	4982.55	4983.1	4982.28	4982.82	127.0
2023-12-08 01:40:00	ES	Futures	4982.82	4982.82	4982.55	4982.82	199.0
2023-12-08 01:45:00	ES	Futures	4982.55	4982.55	4982.28	4982.28	180.0
2023-12-08 01:50:00	ES	Futures	4982.28	4982.55	4982.01	4982.28	150.0
2023-12-08 01:55:00	ES	Futures	4982.28	4982.55	4981.74	4982.55	235.0
2023-12-08 02:00:00	ES	Futures	4982.55	4982.82	4980.92	4981.47	582.0
2023-12-08 02:05:00	ES	Futures	4981.47	4982.01	4981.47	4981.74	365.0
2023-12-08 02:10:00	ES	Futures	4981.74	4982.01	4981.2	4981.2	342.0
2023-12-08 02:15:00	ES	Futures	4981.47	4981.47	4979.84	4980.11	662.0
2023-12-08 02:20:00	ES	Futures	4980.11	4980.92	4979.84	4980.38	514.0
2023-12-08 02:25:00	ES	Futures	4980.38	4980.92	4979.84	4980.11	489.0
2023-12-08 02:30:00	ES	Futures	4980.11	4980.38	4979.02	4979.57	622.0
2023-12-08 02:35:00	ES	Futures	4979.57	4979.57	4978.48	4978.48	812.0
2023-12-08 02:40:00	ES	Futures	4978.48	4979.29	4978.48	4978.75	540.0
2023-12-08 02:45:00	ES	Futures	4978.75	4979.29	4978.48	4978.48	280.0
2023-12-08 02:50:00	ES	Futures	4978.75	4979.02	4978.21	4978.48	384.0
2023-12-08 02:55:00	ES	Futures	4978.48	4979.29	4978.48	4978.48	646.0
2023-12-08 03:00:00	ES	Futures	4978.48	4979.29	4975.76	4976.04	2770.0
2023-12-08 03:05:00	ES	Futures	4976.31	4977.12	4976.04	4976.85	997.0
2023-12-08 03:10:00	ES	Futures	4976.58	4977.39	4976.04	4976.31	1609.0
2023-12-08 03:15:00	ES	Futures	4976.58	4978.48	4976.04	4978.48	1301.0
2023-12-08 03:20:00	ES	Futures	4978.21	4979.29	4977.94	4979.02	1162.0
2023-12-08 03:25:00	ES	Futures	4979.02	4980.11	4978.48	4979.02	1211.0
2023-12-08 03:30:00	ES	Futures	4979.29	4980.92	4978.75	4980.92	887.0
2023-12-08 03:35:00	ES	Futures	4980.92	4982.01	4980.65	4981.47	1174.0
2023-12-08 03:40:00	ES	Futures	4981.2	4981.74	4980.92	4981.74	558.0
2023-12-08 03:45:00	ES	Futures	4981.74	4981.74	4980.92	4981.47	681.0
2023-12-08 03:50:00	ES	Futures	4981.2	4981.47	4980.11	4981.2	1034.0
2023-12-08 03:55:00	ES	Futures	4981.2	4982.55	4980.38	4982.01	500.0
2023-12-08 04:00:00	ES	Futures	4982.01	4983.64	4981.74	4983.64	960.0
2023-12-08 04:05:00	ES	Futures	4983.37	4984.18	4982.82	4983.91	863.0

> showing 50 of 15,943 rows — these rows as CSV

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