PREVIEW / futures_5min / 2023-12-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-14.parquet
  size:    370 KB
  rows:    20,436

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
2023-12-14 00:00:00	ES	Futures	5136.53	5136.8	5135.72	5136.26	882.0
2023-12-14 00:05:00	ES	Futures	5136.26	5136.26	5135.45	5135.72	579.0
2023-12-14 00:10:00	ES	Futures	5135.72	5136.26	5135.45	5136.26	564.0
2023-12-14 00:15:00	ES	Futures	5136.26	5136.26	5135.18	5135.45	258.0
2023-12-14 00:20:00	ES	Futures	5135.72	5136.26	5135.45	5135.72	359.0
2023-12-14 00:25:00	ES	Futures	5135.99	5135.99	5135.45	5135.72	362.0
2023-12-14 00:30:00	ES	Futures	5135.72	5135.72	5134.92	5135.18	344.0
2023-12-14 00:35:00	ES	Futures	5134.92	5134.92	5133.57	5134.38	810.0
2023-12-14 00:40:00	ES	Futures	5134.65	5134.65	5132.5	5133.03	820.0
2023-12-14 00:45:00	ES	Futures	5133.03	5134.38	5133.03	5133.57	569.0
2023-12-14 00:50:00	ES	Futures	5133.57	5134.38	5133.3	5134.11	500.0
2023-12-14 00:55:00	ES	Futures	5134.38	5134.38	5133.84	5134.11	518.0
2023-12-14 01:00:00	ES	Futures	5134.11	5134.38	5133.03	5134.38	1294.0
2023-12-14 01:05:00	ES	Futures	5134.38	5134.65	5132.77	5133.03	756.0
2023-12-14 01:10:00	ES	Futures	5133.03	5134.11	5133.03	5133.57	694.0
2023-12-14 01:15:00	ES	Futures	5133.84	5134.11	5133.3	5133.84	519.0
2023-12-14 01:20:00	ES	Futures	5134.11	5134.38	5133.3	5133.57	508.0
2023-12-14 01:25:00	ES	Futures	5133.57	5134.11	5133.03	5133.03	532.0
2023-12-14 01:30:00	ES	Futures	5133.03	5134.38	5132.77	5134.11	720.0
2023-12-14 01:35:00	ES	Futures	5134.11	5135.45	5133.84	5135.18	765.0
2023-12-14 01:40:00	ES	Futures	5135.18	5135.45	5134.11	5134.92	820.0
2023-12-14 01:45:00	ES	Futures	5134.92	5134.92	5133.57	5133.84	986.0
2023-12-14 01:50:00	ES	Futures	5133.57	5134.11	5133.3	5133.57	657.0
2023-12-14 01:55:00	ES	Futures	5133.57	5134.92	5133.3	5134.92	518.0
2023-12-14 02:00:00	ES	Futures	5134.65	5134.65	5132.77	5133.3	1902.0
2023-12-14 02:05:00	ES	Futures	5133.03	5133.3	5131.96	5132.23	1486.0
2023-12-14 02:10:00	ES	Futures	5132.23	5133.03	5131.69	5132.23	1273.0
2023-12-14 02:15:00	ES	Futures	5132.23	5132.77	5131.15	5132.5	1258.0
2023-12-14 02:20:00	ES	Futures	5132.5	5133.3	5132.23	5132.77	1032.0
2023-12-14 02:25:00	ES	Futures	5132.77	5132.77	5130.35	5130.89	1927.0
2023-12-14 02:30:00	ES	Futures	5130.62	5131.15	5129.27	5129.54	1638.0
2023-12-14 02:35:00	ES	Futures	5129.27	5130.08	5128.47	5129.54	1847.0
2023-12-14 02:40:00	ES	Futures	5129.27	5130.35	5129.27	5129.81	932.0
2023-12-14 02:45:00	ES	Futures	5129.81	5129.81	5128.74	5129.54	1193.0
2023-12-14 02:50:00	ES	Futures	5129.54	5131.42	5129.54	5129.81	1796.0
2023-12-14 02:55:00	ES	Futures	5129.81	5130.08	5127.39	5127.66	2072.0
2023-12-14 03:00:00	ES	Futures	5127.66	5130.08	5127.39	5129.54	5343.0
2023-12-14 03:05:00	ES	Futures	5129.54	5131.42	5129.54	5130.35	3874.0
2023-12-14 03:10:00	ES	Futures	5130.35	5135.18	5130.08	5134.92	3941.0
2023-12-14 03:15:00	ES	Futures	5134.92	5134.92	5127.66	5128.47	4401.0
2023-12-14 03:20:00	ES	Futures	5128.74	5132.5	5127.13	5132.5	2687.0
2023-12-14 03:25:00	ES	Futures	5132.5	5135.18	5131.42	5134.92	2168.0
2023-12-14 03:30:00	ES	Futures	5134.92	5135.99	5132.77	5133.57	2615.0
2023-12-14 03:35:00	ES	Futures	5133.57	5134.65	5131.42	5133.57	1803.0
2023-12-14 03:40:00	ES	Futures	5133.57	5135.99	5132.5	5135.45	3269.0
2023-12-14 03:45:00	ES	Futures	5135.45	5135.99	5132.5	5133.84	1779.0
2023-12-14 03:50:00	ES	Futures	5133.84	5135.18	5133.03	5133.3	1661.0
2023-12-14 03:55:00	ES	Futures	5133.03	5133.03	5128.74	5130.08	3094.0
2023-12-14 04:00:00	ES	Futures	5129.81	5130.08	5125.51	5125.51	3984.0
2023-12-14 04:05:00	ES	Futures	5125.51	5127.13	5124.44	5126.59	2968.0

> showing 50 of 20,436 rows — these rows as CSV

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