PREVIEW / futures_5min / 2023-12-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-11.parquet
  size:    302 KB
  rows:    18,018

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
2023-12-11 00:00:00	ES	Futures	5001.56	5002.38	5001.29	5002.11	146.0
2023-12-11 00:05:00	ES	Futures	5002.11	5002.38	5001.56	5001.56	90.0
2023-12-11 00:10:00	ES	Futures	5001.56	5001.83	5001.56	5001.83	81.0
2023-12-11 00:15:00	ES	Futures	5001.56	5001.83	5001.29	5001.56	104.0
2023-12-11 00:20:00	ES	Futures	5001.56	5001.83	5001.29	5001.29	76.0
2023-12-11 00:25:00	ES	Futures	5001.29	5001.29	5000.75	5001.02	197.0
2023-12-11 00:30:00	ES	Futures	5001.02	5002.38	5001.02	5002.38	125.0
2023-12-11 00:35:00	ES	Futures	5002.38	5002.38	5001.56	5002.11	96.0
2023-12-11 00:40:00	ES	Futures	5001.83	5003.19	5001.83	5002.92	249.0
2023-12-11 00:45:00	ES	Futures	5002.65	5003.73	5002.65	5003.46	275.0
2023-12-11 00:50:00	ES	Futures	5003.73	5004.55	5003.46	5004.01	326.0
2023-12-11 00:55:00	ES	Futures	5004.01	5004.28	5003.46	5003.73	298.0
2023-12-11 01:00:00	ES	Futures	5003.73	5005.36	5003.19	5005.09	334.0
2023-12-11 01:05:00	ES	Futures	5005.09	5005.64	5004.82	5005.36	335.0
2023-12-11 01:10:00	ES	Futures	5005.09	5005.09	5003.46	5004.28	260.0
2023-12-11 01:15:00	ES	Futures	5004.01	5005.64	5004.01	5005.64	212.0
2023-12-11 01:20:00	ES	Futures	5005.36	5005.64	5004.82	5004.82	134.0
2023-12-11 01:25:00	ES	Futures	5005.09	5005.64	5004.82	5005.09	168.0
2023-12-11 01:30:00	ES	Futures	5005.09	5005.36	5004.55	5004.55	182.0
2023-12-11 01:35:00	ES	Futures	5004.55	5004.82	5004.01	5004.01	214.0
2023-12-11 01:40:00	ES	Futures	5004.01	5004.01	5003.19	5003.46	274.0
2023-12-11 01:45:00	ES	Futures	5003.19	5003.19	5001.29	5001.29	393.0
2023-12-11 01:50:00	ES	Futures	5001.56	5001.83	5001.29	5001.56	135.0
2023-12-11 01:55:00	ES	Futures	5001.29	5002.38	5001.29	5001.29	162.0
2023-12-11 02:00:00	ES	Futures	5001.02	5001.56	4999.93	5001.29	574.0
2023-12-11 02:05:00	ES	Futures	5001.56	5001.83	5000.48	5001.29	302.0
2023-12-11 02:10:00	ES	Futures	5001.56	5003.19	5001.56	5002.92	607.0
2023-12-11 02:15:00	ES	Futures	5002.92	5002.92	5000.75	5000.75	306.0
2023-12-11 02:20:00	ES	Futures	5000.75	5001.02	5000.2	5000.2	227.0
2023-12-11 02:25:00	ES	Futures	5000.2	5000.75	4999.93	4999.93	160.0
2023-12-11 02:30:00	ES	Futures	5000.2	5000.48	4999.66	4999.66	316.0
2023-12-11 02:35:00	ES	Futures	4999.93	5000.2	4998.85	4999.12	329.0
2023-12-11 02:40:00	ES	Futures	4999.39	5002.38	4999.39	5001.02	759.0
2023-12-11 02:45:00	ES	Futures	5001.29	5002.38	5001.02	5001.56	488.0
2023-12-11 02:50:00	ES	Futures	5001.83	5001.83	5000.2	5000.48	329.0
2023-12-11 02:55:00	ES	Futures	5000.75	5001.83	5000.2	5000.48	267.0
2023-12-11 03:00:00	ES	Futures	5000.48	5001.83	4999.39	5001.29	929.0
2023-12-11 03:05:00	ES	Futures	5001.56	5003.19	5000.75	5001.02	676.0
2023-12-11 03:10:00	ES	Futures	5001.02	5002.38	4999.39	4999.66	471.0
2023-12-11 03:15:00	ES	Futures	4999.39	5000.75	4999.12	4999.12	766.0
2023-12-11 03:20:00	ES	Futures	4999.12	4999.93	4998.85	4999.93	546.0
2023-12-11 03:25:00	ES	Futures	4999.93	5001.56	4999.39	5000.2	717.0
2023-12-11 03:30:00	ES	Futures	5000.2	5002.11	4999.93	5001.83	400.0
2023-12-11 03:35:00	ES	Futures	5001.83	5002.38	4999.66	5000.48	529.0
2023-12-11 03:40:00	ES	Futures	5000.2	5000.48	4998.85	4999.66	580.0
2023-12-11 03:45:00	ES	Futures	4999.66	5000.48	4999.12	4999.93	328.0
2023-12-11 03:50:00	ES	Futures	4999.93	5001.02	4998.85	5000.75	476.0
2023-12-11 03:55:00	ES	Futures	5000.48	5000.48	4999.39	4999.66	255.0
2023-12-11 04:00:00	ES	Futures	4999.66	5001.02	4998.85	5001.02	319.0
2023-12-11 04:05:00	ES	Futures	5000.75	5004.28	5000.75	5004.01	798.0

> showing 50 of 18,018 rows — these rows as CSV

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