PREVIEW / futures_5min / 2023-12-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-15.parquet
  size:    302 KB
  rows:    16,160

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
2023-12-15 00:00:00	ES	Futures	5134.65	5134.65	5133.84	5134.38	441.0
2023-12-15 00:05:00	ES	Futures	5134.38	5135.18	5133.84	5134.65	524.0
2023-12-15 00:10:00	ES	Futures	5134.92	5134.92	5133.84	5134.38	394.0
2023-12-15 00:15:00	ES	Futures	5134.38	5134.65	5133.84	5134.11	398.0
2023-12-15 00:20:00	ES	Futures	5134.11	5134.11	5132.23	5133.57	952.0
2023-12-15 00:25:00	ES	Futures	5133.57	5134.38	5133.03	5134.38	531.0
2023-12-15 00:30:00	ES	Futures	5134.11	5134.11	5132.23	5132.23	785.0
2023-12-15 00:35:00	ES	Futures	5132.23	5132.77	5131.69	5132.23	564.0
2023-12-15 00:40:00	ES	Futures	5132.23	5133.03	5131.96	5132.5	477.0
2023-12-15 00:45:00	ES	Futures	5132.23	5133.57	5132.23	5133.3	491.0
2023-12-15 00:50:00	ES	Futures	5133.3	5134.38	5133.03	5134.38	472.0
2023-12-15 00:55:00	ES	Futures	5134.11	5135.45	5134.11	5134.65	743.0
2023-12-15 01:00:00	ES	Futures	5134.38	5134.38	5133.03	5133.3	955.0
2023-12-15 01:05:00	ES	Futures	5133.03	5134.11	5133.03	5133.84	387.0
2023-12-15 01:10:00	ES	Futures	5133.84	5133.84	5132.77	5133.3	508.0
2023-12-15 01:15:00	ES	Futures	5133.03	5133.3	5132.77	5133.3	431.0
2023-12-15 01:20:00	ES	Futures	5133.3	5133.57	5132.77	5133.3	564.0
2023-12-15 01:25:00	ES	Futures	5133.03	5133.57	5132.77	5133.03	428.0
2023-12-15 01:30:00	ES	Futures	5133.03	5134.38	5133.03	5133.57	403.0
2023-12-15 01:35:00	ES	Futures	5133.84	5134.38	5133.3	5133.3	366.0
2023-12-15 01:40:00	ES	Futures	5133.57	5134.38	5133.57	5134.11	181.0
2023-12-15 01:45:00	ES	Futures	5133.84	5134.11	5132.77	5133.84	638.0
2023-12-15 01:50:00	ES	Futures	5133.84	5134.65	5133.57	5134.38	640.0
2023-12-15 01:55:00	ES	Futures	5134.11	5134.65	5132.5	5133.57	975.0
2023-12-15 02:00:00	ES	Futures	5133.57	5134.65	5133.3	5134.11	562.0
2023-12-15 02:05:00	ES	Futures	5134.11	5135.99	5134.11	5135.72	1080.0
2023-12-15 02:10:00	ES	Futures	5135.72	5137.33	5135.72	5137.06	1136.0
2023-12-15 02:15:00	ES	Futures	5137.06	5138.14	5137.06	5137.33	868.0
2023-12-15 02:20:00	ES	Futures	5137.33	5138.14	5136.8	5137.06	836.0
2023-12-15 02:25:00	ES	Futures	5137.06	5138.68	5136.8	5138.14	838.0
2023-12-15 02:30:00	ES	Futures	5138.14	5139.48	5138.14	5139.21	941.0
2023-12-15 02:35:00	ES	Futures	5139.21	5139.48	5138.94	5139.21	701.0
2023-12-15 02:40:00	ES	Futures	5139.21	5140.56	5139.21	5140.29	799.0
2023-12-15 02:45:00	ES	Futures	5140.29	5140.82	5139.75	5140.29	731.0
2023-12-15 02:50:00	ES	Futures	5140.29	5140.82	5140.02	5140.29	883.0
2023-12-15 02:55:00	ES	Futures	5140.56	5141.09	5140.29	5140.29	990.0
2023-12-15 03:00:00	ES	Futures	5140.02	5141.09	5140.02	5141.09	2921.0
2023-12-15 03:05:00	ES	Futures	5141.09	5141.63	5139.75	5140.29	3003.0
2023-12-15 03:10:00	ES	Futures	5140.02	5140.82	5139.21	5139.21	1532.0
2023-12-15 03:15:00	ES	Futures	5139.48	5140.29	5138.68	5139.75	2239.0
2023-12-15 03:20:00	ES	Futures	5139.75	5139.75	5137.87	5138.41	1379.0
2023-12-15 03:25:00	ES	Futures	5138.41	5140.02	5137.87	5138.94	1282.0
2023-12-15 03:30:00	ES	Futures	5138.94	5140.29	5138.94	5139.48	1879.0
2023-12-15 03:35:00	ES	Futures	5139.21	5139.48	5137.6	5137.87	1481.0
2023-12-15 03:40:00	ES	Futures	5138.14	5140.29	5138.14	5139.21	1189.0
2023-12-15 03:45:00	ES	Futures	5139.21	5139.48	5138.14	5138.14	1201.0
2023-12-15 03:50:00	ES	Futures	5138.14	5140.56	5137.87	5140.29	1342.0
2023-12-15 03:55:00	ES	Futures	5140.56	5141.36	5140.29	5141.36	1954.0
2023-12-15 04:00:00	ES	Futures	5141.09	5141.36	5138.68	5138.94	1737.0
2023-12-15 04:05:00	ES	Futures	5138.94	5140.82	5138.41	5140.56	1485.0

> showing 50 of 16,160 rows — these rows as CSV

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