PREVIEW / futures_5min / 2023-12-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-18.parquet
  size:    335 KB
  rows:    20,221

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
2023-12-18 00:00:00	ES	Futures	5136.8	5136.8	5136.26	5136.53	357.0
2023-12-18 00:05:00	ES	Futures	5136.53	5137.33	5136.53	5136.8	397.0
2023-12-18 00:10:00	ES	Futures	5136.8	5137.06	5136.53	5137.06	309.0
2023-12-18 00:15:00	ES	Futures	5136.8	5137.33	5136.8	5136.8	191.0
2023-12-18 00:20:00	ES	Futures	5137.06	5137.6	5136.8	5137.6	338.0
2023-12-18 00:25:00	ES	Futures	5137.33	5137.6	5137.06	5137.33	310.0
2023-12-18 00:30:00	ES	Futures	5137.6	5137.6	5137.33	5137.6	144.0
2023-12-18 00:35:00	ES	Futures	5137.6	5137.6	5137.33	5137.33	191.0
2023-12-18 00:40:00	ES	Futures	5137.6	5137.6	5136.8	5137.33	209.0
2023-12-18 00:45:00	ES	Futures	5137.6	5137.6	5137.06	5137.06	133.0
2023-12-18 00:50:00	ES	Futures	5137.06	5137.06	5136.26	5136.8	357.0
2023-12-18 00:55:00	ES	Futures	5136.8	5137.33	5136.8	5137.06	319.0
2023-12-18 01:00:00	ES	Futures	5137.06	5137.06	5136.26	5136.53	405.0
2023-12-18 01:05:00	ES	Futures	5136.8	5137.6	5136.8	5137.33	381.0
2023-12-18 01:10:00	ES	Futures	5137.33	5138.14	5137.33	5138.14	408.0
2023-12-18 01:15:00	ES	Futures	5137.87	5138.41	5137.33	5137.6	318.0
2023-12-18 01:20:00	ES	Futures	5137.33	5137.87	5137.33	5137.6	173.0
2023-12-18 01:25:00	ES	Futures	5137.6	5138.14	5137.06	5138.14	422.0
2023-12-18 01:30:00	ES	Futures	5138.14	5138.14	5136.8	5136.8	365.0
2023-12-18 01:35:00	ES	Futures	5137.06	5137.33	5136.8	5136.8	235.0
2023-12-18 01:40:00	ES	Futures	5137.06	5137.06	5135.99	5135.99	279.0
2023-12-18 01:45:00	ES	Futures	5135.99	5136.26	5135.45	5135.72	455.0
2023-12-18 01:50:00	ES	Futures	5135.72	5136.26	5135.72	5135.72	329.0
2023-12-18 01:55:00	ES	Futures	5135.45	5136.26	5135.45	5135.45	412.0
2023-12-18 02:00:00	ES	Futures	5135.45	5135.45	5133.57	5134.38	1194.0
2023-12-18 02:05:00	ES	Futures	5134.11	5134.65	5133.57	5133.84	494.0
2023-12-18 02:10:00	ES	Futures	5134.11	5134.65	5133.57	5134.38	294.0
2023-12-18 02:15:00	ES	Futures	5134.38	5134.92	5134.11	5134.38	308.0
2023-12-18 02:20:00	ES	Futures	5134.11	5135.45	5134.11	5134.65	570.0
2023-12-18 02:25:00	ES	Futures	5134.38	5135.45	5134.11	5135.45	278.0
2023-12-18 02:30:00	ES	Futures	5135.18	5136.53	5135.18	5135.45	780.0
2023-12-18 02:35:00	ES	Futures	5135.45	5136.53	5135.45	5136.26	410.0
2023-12-18 02:40:00	ES	Futures	5136.26	5137.33	5136.26	5137.33	447.0
2023-12-18 02:45:00	ES	Futures	5137.33	5137.6	5136.53	5136.53	468.0
2023-12-18 02:50:00	ES	Futures	5136.53	5136.8	5135.72	5135.99	394.0
2023-12-18 02:55:00	ES	Futures	5135.72	5135.99	5133.3	5133.57	894.0
2023-12-18 03:00:00	ES	Futures	5133.57	5133.57	5130.62	5132.5	2517.0
2023-12-18 03:05:00	ES	Futures	5132.5	5132.5	5130.35	5131.96	1759.0
2023-12-18 03:10:00	ES	Futures	5131.96	5132.23	5130.35	5131.15	1331.0
2023-12-18 03:15:00	ES	Futures	5131.15	5132.77	5131.15	5131.96	1213.0
2023-12-18 03:20:00	ES	Futures	5131.69	5131.96	5129.27	5129.54	1996.0
2023-12-18 03:25:00	ES	Futures	5129.81	5130.08	5126.05	5126.59	3376.0
2023-12-18 03:30:00	ES	Futures	5126.59	5129.81	5125.78	5129.27	1443.0
2023-12-18 03:35:00	ES	Futures	5129.27	5130.89	5128.2	5130.89	1384.0
2023-12-18 03:40:00	ES	Futures	5130.89	5131.96	5130.08	5131.42	1126.0
2023-12-18 03:45:00	ES	Futures	5131.15	5133.57	5131.15	5133.3	1087.0
2023-12-18 03:50:00	ES	Futures	5133.3	5133.84	5132.23	5133.3	1061.0
2023-12-18 03:55:00	ES	Futures	5133.3	5133.84	5132.77	5133.3	769.0
2023-12-18 04:00:00	ES	Futures	5133.3	5133.57	5131.15	5132.77	1580.0
2023-12-18 04:05:00	ES	Futures	5132.77	5135.18	5132.77	5134.11	1001.0

> showing 50 of 20,221 rows — these rows as CSV

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