PREVIEW / futures_5min / 2023-12-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-13.parquet
  size:    363 KB
  rows:    19,801

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
2023-12-13 00:00:00	ES	Futures	5053.43	5053.43	5053.16	5053.43	101.0
2023-12-13 00:05:00	ES	Futures	5053.16	5053.7	5053.16	5053.16	31.0
2023-12-13 00:10:00	ES	Futures	5053.16	5053.7	5053.16	5053.7	85.0
2023-12-13 00:15:00	ES	Futures	5053.7	5053.97	5053.43	5053.97	368.0
2023-12-13 00:20:00	ES	Futures	5053.97	5054.24	5053.7	5053.7	41.0
2023-12-13 00:25:00	ES	Futures	5053.7	5053.7	5053.16	5053.43	203.0
2023-12-13 00:30:00	ES	Futures	5053.16	5053.97	5053.16	5053.7	120.0
2023-12-13 00:35:00	ES	Futures	5053.7	5053.97	5053.43	5053.43	107.0
2023-12-13 00:40:00	ES	Futures	5053.43	5053.43	5052.89	5053.43	51.0
2023-12-13 00:45:00	ES	Futures	5053.16	5053.16	5053.16	5053.16	14.0
2023-12-13 00:50:00	ES	Futures	5053.16	5053.43	5052.07	5052.34	80.0
2023-12-13 00:55:00	ES	Futures	5052.07	5053.16	5051.8	5052.89	75.0
2023-12-13 01:00:00	ES	Futures	5052.61	5052.89	5052.61	5052.61	22.0
2023-12-13 01:05:00	ES	Futures	5052.34	5052.34	5052.07	5052.07	92.0
2023-12-13 01:10:00	ES	Futures	5052.07	5052.34	5052.07	5052.34	85.0
2023-12-13 01:15:00	ES	Futures	5052.61	5053.16	5052.34	5052.34	53.0
2023-12-13 01:20:00	ES	Futures	5052.07	5052.34	5051.53	5052.07	74.0
2023-12-13 01:25:00	ES	Futures	5052.07	5052.07	5051.26	5051.26	173.0
2023-12-13 01:30:00	ES	Futures	5051.53	5051.8	5050.99	5051.26	160.0
2023-12-13 01:35:00	ES	Futures	5050.99	5052.07	5050.99	5052.07	71.0
2023-12-13 01:40:00	ES	Futures	5052.07	5052.34	5051.8	5051.8	52.0
2023-12-13 01:45:00	ES	Futures	5051.8	5052.07	5050.99	5051.26	82.0
2023-12-13 01:50:00	ES	Futures	5051.26	5051.53	5050.99	5050.99	219.0
2023-12-13 01:55:00	ES	Futures	5051.26	5051.8	5050.99	5051.53	161.0
2023-12-13 02:00:00	ES	Futures	5051.26	5051.53	5050.99	5051.53	906.0
2023-12-13 02:05:00	ES	Futures	5051.8	5053.16	5051.8	5052.89	170.0
2023-12-13 02:10:00	ES	Futures	5053.16	5053.16	5051.8	5052.07	163.0
2023-12-13 02:15:00	ES	Futures	5052.07	5052.34	5052.07	5052.34	52.0
2023-12-13 02:20:00	ES	Futures	5052.34	5053.16	5052.34	5053.16	63.0
2023-12-13 02:25:00	ES	Futures	5053.16	5053.7	5052.89	5053.43	179.0
2023-12-13 02:30:00	ES	Futures	5053.7	5053.7	5052.89	5053.16	104.0
2023-12-13 02:35:00	ES	Futures	5052.89	5052.89	5052.07	5052.61	129.0
2023-12-13 02:40:00	ES	Futures	5052.61	5053.16	5052.61	5053.16	141.0
2023-12-13 02:45:00	ES	Futures	5053.16	5054.24	5052.61	5052.61	358.0
2023-12-13 02:50:00	ES	Futures	5052.61	5052.61	5051.53	5051.53	566.0
2023-12-13 02:55:00	ES	Futures	5051.53	5051.53	5050.99	5051.26	869.0
2023-12-13 03:00:00	ES	Futures	5051.26	5053.16	5051.26	5052.61	506.0
2023-12-13 03:05:00	ES	Futures	5052.61	5053.7	5051.8	5053.43	307.0
2023-12-13 03:10:00	ES	Futures	5053.43	5053.43	5051.8	5052.34	341.0
2023-12-13 03:15:00	ES	Futures	5052.34	5053.16	5051.8	5052.89	129.0
2023-12-13 03:20:00	ES	Futures	5052.89	5052.89	5052.34	5052.89	107.0
2023-12-13 03:25:00	ES	Futures	5052.89	5052.89	5052.07	5052.34	528.0
2023-12-13 03:30:00	ES	Futures	5052.61	5053.97	5052.34	5053.7	229.0
2023-12-13 03:35:00	ES	Futures	5053.7	5053.97	5052.34	5053.16	235.0
2023-12-13 03:40:00	ES	Futures	5053.16	5053.16	5052.07	5052.07	232.0
2023-12-13 03:45:00	ES	Futures	5052.34	5053.16	5052.07	5052.89	373.0
2023-12-13 03:50:00	ES	Futures	5052.89	5052.89	5051.8	5052.89	382.0
2023-12-13 03:55:00	ES	Futures	5052.89	5054.52	5052.89	5054.52	213.0
2023-12-13 04:00:00	ES	Futures	5054.52	5055.06	5052.34	5052.61	361.0
2023-12-13 04:05:00	ES	Futures	5052.61	5053.43	5052.34	5053.16	148.0

> showing 50 of 19,801 rows — these rows as CSV

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