PREVIEW / futures_5min / 2023-12-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-12.parquet
  size:    312 KB
  rows:    18,522

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
2023-12-12 00:00:00	ES	Futures	5026.0	5026.55	5025.73	5026.55	305.0
2023-12-12 00:05:00	ES	Futures	5026.27	5026.27	5026.0	5026.0	214.0
2023-12-12 00:10:00	ES	Futures	5026.0	5026.27	5025.73	5026.0	36.0
2023-12-12 00:15:00	ES	Futures	5026.0	5026.27	5026.0	5026.27	49.0
2023-12-12 00:20:00	ES	Futures	5026.0	5026.27	5025.73	5026.0	264.0
2023-12-12 00:25:00	ES	Futures	5025.73	5026.27	5025.73	5026.27	223.0
2023-12-12 00:30:00	ES	Futures	5026.27	5026.55	5026.0	5026.55	56.0
2023-12-12 00:35:00	ES	Futures	5026.27	5027.36	5026.27	5027.09	97.0
2023-12-12 00:40:00	ES	Futures	5027.09	5028.17	5027.09	5027.9	260.0
2023-12-12 00:45:00	ES	Futures	5027.63	5027.63	5027.09	5027.09	108.0
2023-12-12 00:50:00	ES	Futures	5027.09	5027.09	5026.82	5026.82	141.0
2023-12-12 00:55:00	ES	Futures	5027.09	5027.09	5026.82	5027.09	23.0
2023-12-12 01:00:00	ES	Futures	5026.82	5027.36	5026.82	5027.09	75.0
2023-12-12 01:05:00	ES	Futures	5026.82	5026.82	5025.46	5025.73	592.0
2023-12-12 01:10:00	ES	Futures	5026.0	5026.55	5025.73	5025.73	446.0
2023-12-12 01:15:00	ES	Futures	5025.73	5026.0	5025.73	5025.73	157.0
2023-12-12 01:20:00	ES	Futures	5026.0	5026.0	5025.46	5025.46	311.0
2023-12-12 01:25:00	ES	Futures	5025.46	5025.46	5024.64	5024.92	361.0
2023-12-12 01:30:00	ES	Futures	5024.92	5025.19	5024.1	5025.19	204.0
2023-12-12 01:35:00	ES	Futures	5025.19	5025.46	5024.92	5025.46	148.0
2023-12-12 01:40:00	ES	Futures	5025.19	5026.55	5025.19	5026.0	166.0
2023-12-12 01:45:00	ES	Futures	5026.0	5026.27	5026.0	5026.0	88.0
2023-12-12 01:50:00	ES	Futures	5026.27	5026.55	5026.27	5026.27	50.0
2023-12-12 01:55:00	ES	Futures	5026.55	5026.82	5026.0	5026.27	117.0
2023-12-12 02:00:00	ES	Futures	5026.27	5027.09	5025.46	5026.82	171.0
2023-12-12 02:05:00	ES	Futures	5027.09	5027.9	5027.09	5027.36	182.0
2023-12-12 02:10:00	ES	Futures	5027.36	5027.36	5026.55	5026.55	229.0
2023-12-12 02:15:00	ES	Futures	5026.55	5026.82	5026.27	5026.82	136.0
2023-12-12 02:20:00	ES	Futures	5026.55	5027.36	5026.27	5027.36	207.0
2023-12-12 02:25:00	ES	Futures	5027.36	5027.36	5026.27	5026.27	90.0
2023-12-12 02:30:00	ES	Futures	5026.0	5026.82	5026.0	5026.27	241.0
2023-12-12 02:35:00	ES	Futures	5026.0	5026.82	5026.0	5026.82	199.0
2023-12-12 02:40:00	ES	Futures	5026.82	5027.09	5026.55	5026.82	162.0
2023-12-12 02:45:00	ES	Futures	5027.09	5028.99	5026.82	5028.72	392.0
2023-12-12 02:50:00	ES	Futures	5028.72	5028.72	5027.9	5028.45	370.0
2023-12-12 02:55:00	ES	Futures	5028.17	5028.72	5026.55	5026.55	489.0
2023-12-12 03:00:00	ES	Futures	5026.55	5027.09	5026.27	5027.09	444.0
2023-12-12 03:05:00	ES	Futures	5026.82	5028.45	5025.73	5027.63	765.0
2023-12-12 03:10:00	ES	Futures	5027.36	5028.72	5026.82	5028.72	443.0
2023-12-12 03:15:00	ES	Futures	5028.72	5029.8	5027.63	5027.63	518.0
2023-12-12 03:20:00	ES	Futures	5027.63	5029.8	5027.63	5028.99	343.0
2023-12-12 03:25:00	ES	Futures	5029.26	5031.16	5028.45	5028.99	736.0
2023-12-12 03:30:00	ES	Futures	5028.99	5028.99	5026.82	5027.36	281.0
2023-12-12 03:35:00	ES	Futures	5027.36	5027.9	5026.0	5027.9	267.0
2023-12-12 03:40:00	ES	Futures	5027.63	5027.9	5027.09	5027.9	365.0
2023-12-12 03:45:00	ES	Futures	5028.17	5028.72	5027.9	5028.45	200.0
2023-12-12 03:50:00	ES	Futures	5028.17	5028.45	5026.27	5026.27	229.0
2023-12-12 03:55:00	ES	Futures	5026.55	5027.36	5026.27	5026.55	359.0
2023-12-12 04:00:00	ES	Futures	5026.55	5028.99	5026.0	5028.99	308.0
2023-12-12 04:05:00	ES	Futures	5028.72	5028.72	5026.27	5026.82	272.0

> showing 50 of 18,522 rows — these rows as CSV

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