PREVIEW / futures_5min / 2023-12-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-17.parquet
  size:    81 KB
  rows:    4,107

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
2023-12-17 18:00:00	ES	Futures	5125.25	5128.47	5125.25	5127.39	2474.0
2023-12-17 18:05:00	ES	Futures	5127.39	5127.93	5126.32	5127.39	633.0
2023-12-17 18:10:00	ES	Futures	5127.39	5127.66	5126.05	5126.32	644.0
2023-12-17 18:15:00	ES	Futures	5126.32	5126.59	5126.05	5126.59	462.0
2023-12-17 18:20:00	ES	Futures	5126.32	5126.59	5124.44	5124.44	878.0
2023-12-17 18:25:00	ES	Futures	5124.71	5125.51	5124.17	5124.71	1159.0
2023-12-17 18:30:00	ES	Futures	5124.98	5126.32	5124.98	5126.05	607.0
2023-12-17 18:35:00	ES	Futures	5126.32	5127.66	5126.05	5127.13	638.0
2023-12-17 18:40:00	ES	Futures	5127.13	5127.13	5126.32	5127.13	199.0
2023-12-17 18:45:00	ES	Futures	5127.13	5127.93	5126.86	5127.39	345.0
2023-12-17 18:50:00	ES	Futures	5127.66	5129.01	5127.39	5127.93	637.0
2023-12-17 18:55:00	ES	Futures	5128.2	5129.27	5128.2	5129.27	359.0
2023-12-17 19:00:00	ES	Futures	5129.27	5130.89	5128.47	5130.62	1667.0
2023-12-17 19:05:00	ES	Futures	5130.62	5132.23	5129.81	5131.96	1095.0
2023-12-17 19:10:00	ES	Futures	5131.96	5131.96	5130.89	5131.96	524.0
2023-12-17 19:15:00	ES	Futures	5131.96	5132.23	5131.42	5131.42	919.0
2023-12-17 19:20:00	ES	Futures	5131.42	5133.3	5131.42	5133.03	968.0
2023-12-17 19:25:00	ES	Futures	5133.03	5133.3	5131.69	5133.03	529.0
2023-12-17 19:30:00	ES	Futures	5132.77	5133.03	5131.96	5132.23	365.0
2023-12-17 19:35:00	ES	Futures	5132.23	5133.84	5131.69	5133.3	899.0
2023-12-17 19:40:00	ES	Futures	5133.3	5133.57	5131.69	5131.69	731.0
2023-12-17 19:45:00	ES	Futures	5131.69	5131.96	5130.35	5131.15	904.0
2023-12-17 19:50:00	ES	Futures	5131.42	5131.69	5130.89	5131.15	500.0
2023-12-17 19:55:00	ES	Futures	5131.15	5131.96	5131.15	5131.69	313.0
2023-12-17 20:00:00	ES	Futures	5131.69	5131.96	5130.89	5131.96	854.0
2023-12-17 20:05:00	ES	Futures	5131.69	5131.96	5130.35	5130.35	390.0
2023-12-17 20:10:00	ES	Futures	5130.35	5131.69	5129.54	5131.69	1374.0
2023-12-17 20:15:00	ES	Futures	5131.96	5132.5	5130.89	5131.96	869.0
2023-12-17 20:20:00	ES	Futures	5131.96	5132.23	5131.15	5131.42	427.0
2023-12-17 20:25:00	ES	Futures	5131.42	5132.5	5131.42	5131.96	494.0
2023-12-17 20:30:00	ES	Futures	5131.96	5133.03	5131.15	5133.03	630.0
2023-12-17 20:35:00	ES	Futures	5132.77	5133.03	5131.69	5131.69	438.0
2023-12-17 20:40:00	ES	Futures	5131.96	5132.23	5130.89	5131.69	454.0
2023-12-17 20:45:00	ES	Futures	5131.69	5131.69	5129.81	5131.42	681.0
2023-12-17 20:50:00	ES	Futures	5131.42	5131.69	5130.89	5130.89	358.0
2023-12-17 20:55:00	ES	Futures	5131.15	5131.42	5130.89	5131.15	172.0
2023-12-17 21:00:00	ES	Futures	5131.15	5131.42	5130.62	5130.89	334.0
2023-12-17 21:05:00	ES	Futures	5130.62	5131.42	5130.35	5130.89	372.0
2023-12-17 21:10:00	ES	Futures	5130.89	5132.23	5130.89	5132.23	357.0
2023-12-17 21:15:00	ES	Futures	5131.96	5132.5	5131.42	5132.23	437.0
2023-12-17 21:20:00	ES	Futures	5132.23	5132.23	5131.42	5131.69	245.0
2023-12-17 21:25:00	ES	Futures	5131.69	5132.23	5131.42	5132.23	199.0
2023-12-17 21:30:00	ES	Futures	5131.96	5132.77	5131.69	5132.77	532.0
2023-12-17 21:35:00	ES	Futures	5132.77	5133.03	5132.23	5132.77	252.0
2023-12-17 21:40:00	ES	Futures	5132.77	5133.03	5131.69	5132.23	341.0
2023-12-17 21:45:00	ES	Futures	5132.23	5132.77	5131.96	5132.77	515.0
2023-12-17 21:50:00	ES	Futures	5132.77	5133.03	5132.23	5132.77	485.0
2023-12-17 21:55:00	ES	Futures	5132.77	5132.77	5132.23	5132.5	248.0
2023-12-17 22:00:00	ES	Futures	5132.23	5132.23	5131.69	5131.96	311.0
2023-12-17 22:05:00	ES	Futures	5132.23	5132.23	5131.69	5131.96	320.0

> showing 50 of 4,107 rows — these rows as CSV

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