PREVIEW / futures_5min / 2023-12-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-10.parquet
  size:    70 KB
  rows:    3,469

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
2023-12-10 18:00:00	ES	Futures	5005.09	5006.45	5004.55	5006.45	1003.0
2023-12-10 18:05:00	ES	Futures	5006.18	5007.81	5005.91	5007.81	565.0
2023-12-10 18:10:00	ES	Futures	5007.81	5010.79	5007.54	5008.62	1310.0
2023-12-10 18:15:00	ES	Futures	5008.89	5011.88	5008.89	5010.25	897.0
2023-12-10 18:20:00	ES	Futures	5009.98	5011.88	5009.71	5011.61	443.0
2023-12-10 18:25:00	ES	Futures	5011.61	5012.15	5009.44	5009.71	465.0
2023-12-10 18:30:00	ES	Futures	5009.71	5010.25	5008.35	5008.89	471.0
2023-12-10 18:35:00	ES	Futures	5008.62	5009.71	5007.81	5008.08	233.0
2023-12-10 18:40:00	ES	Futures	5008.35	5008.35	5007.81	5008.08	213.0
2023-12-10 18:45:00	ES	Futures	5008.08	5008.35	5007.54	5008.35	216.0
2023-12-10 18:50:00	ES	Futures	5008.08	5008.89	5007.81	5008.35	197.0
2023-12-10 18:55:00	ES	Futures	5008.35	5009.44	5008.35	5009.17	274.0
2023-12-10 19:00:00	ES	Futures	5008.62	5009.44	5007.54	5008.89	352.0
2023-12-10 19:05:00	ES	Futures	5008.89	5011.07	5008.89	5009.98	475.0
2023-12-10 19:10:00	ES	Futures	5009.71	5010.79	5009.44	5010.52	498.0
2023-12-10 19:15:00	ES	Futures	5010.52	5010.79	5009.44	5010.25	396.0
2023-12-10 19:20:00	ES	Futures	5010.25	5011.61	5009.98	5010.25	397.0
2023-12-10 19:25:00	ES	Futures	5010.25	5010.52	5006.45	5006.72	1109.0
2023-12-10 19:30:00	ES	Futures	5006.99	5007.26	5005.64	5005.64	639.0
2023-12-10 19:35:00	ES	Futures	5005.91	5006.45	5005.64	5005.91	329.0
2023-12-10 19:40:00	ES	Futures	5005.91	5005.91	5004.55	5004.82	545.0
2023-12-10 19:45:00	ES	Futures	5004.82	5005.91	5004.55	5004.82	531.0
2023-12-10 19:50:00	ES	Futures	5004.82	5004.82	5003.73	5003.73	582.0
2023-12-10 19:55:00	ES	Futures	5004.01	5005.91	5004.01	5005.09	570.0
2023-12-10 20:00:00	ES	Futures	5005.09	5005.36	5003.73	5004.01	284.0
2023-12-10 20:05:00	ES	Futures	5004.28	5005.09	5004.01	5005.09	458.0
2023-12-10 20:10:00	ES	Futures	5005.09	5005.64	5004.55	5005.36	156.0
2023-12-10 20:15:00	ES	Futures	5005.36	5005.36	5002.65	5002.92	1067.0
2023-12-10 20:20:00	ES	Futures	5003.19	5005.09	5003.19	5004.82	448.0
2023-12-10 20:25:00	ES	Futures	5005.09	5005.09	5004.28	5004.28	125.0
2023-12-10 20:30:00	ES	Futures	5004.55	5005.36	5003.19	5005.09	375.0
2023-12-10 20:35:00	ES	Futures	5004.82	5006.18	5004.55	5005.36	393.0
2023-12-10 20:40:00	ES	Futures	5005.09	5005.09	5004.01	5004.01	897.0
2023-12-10 20:45:00	ES	Futures	5003.73	5004.55	5003.73	5004.28	301.0
2023-12-10 20:50:00	ES	Futures	5004.28	5005.64	5004.01	5004.01	525.0
2023-12-10 20:55:00	ES	Futures	5003.73	5005.36	5003.73	5004.82	266.0
2023-12-10 21:00:00	ES	Futures	5004.55	5004.82	5004.01	5004.55	282.0
2023-12-10 21:05:00	ES	Futures	5004.55	5005.36	5004.28	5005.36	132.0
2023-12-10 21:10:00	ES	Futures	5005.09	5005.64	5004.55	5004.55	266.0
2023-12-10 21:15:00	ES	Futures	5004.82	5005.36	5004.28	5005.36	302.0
2023-12-10 21:20:00	ES	Futures	5005.36	5005.64	5003.46	5003.46	272.0
2023-12-10 21:25:00	ES	Futures	5003.46	5004.01	5002.65	5002.92	440.0
2023-12-10 21:30:00	ES	Futures	5002.92	5002.92	5002.38	5002.65	266.0
2023-12-10 21:35:00	ES	Futures	5002.65	5003.46	5002.65	5003.19	179.0
2023-12-10 21:40:00	ES	Futures	5003.19	5004.01	5003.19	5003.46	244.0
2023-12-10 21:45:00	ES	Futures	5003.46	5003.73	5002.65	5002.65	175.0
2023-12-10 21:50:00	ES	Futures	5002.65	5003.19	5002.11	5002.38	267.0
2023-12-10 21:55:00	ES	Futures	5002.65	5002.65	5001.56	5002.11	285.0
2023-12-10 22:00:00	ES	Futures	5002.38	5002.65	5002.11	5002.38	166.0
2023-12-10 22:05:00	ES	Futures	5002.38	5003.19	5002.38	5002.38	135.0

> showing 50 of 3,469 rows — these rows as CSV

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