PREVIEW / futures_5min / 2023-12-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-19.parquet
  size:    332 KB
  rows:    19,719

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
2023-12-19 00:00:00	ES	Futures	5149.96	5149.96	5149.69	5149.96	154.0
2023-12-19 00:05:00	ES	Futures	5149.69	5150.22	5149.69	5150.22	248.0
2023-12-19 00:10:00	ES	Futures	5150.22	5151.03	5150.22	5150.49	395.0
2023-12-19 00:15:00	ES	Futures	5150.49	5150.49	5149.96	5150.49	178.0
2023-12-19 00:20:00	ES	Futures	5150.49	5151.03	5150.22	5150.76	170.0
2023-12-19 00:25:00	ES	Futures	5150.76	5151.3	5150.76	5151.03	198.0
2023-12-19 00:30:00	ES	Futures	5150.76	5151.03	5150.22	5150.49	430.0
2023-12-19 00:35:00	ES	Futures	5150.49	5151.3	5150.22	5151.3	167.0
2023-12-19 00:40:00	ES	Futures	5151.03	5151.03	5150.49	5150.49	216.0
2023-12-19 00:45:00	ES	Futures	5150.76	5151.03	5150.76	5151.03	189.0
2023-12-19 00:50:00	ES	Futures	5151.03	5151.3	5150.76	5150.76	266.0
2023-12-19 00:55:00	ES	Futures	5151.03	5151.3	5150.76	5151.03	209.0
2023-12-19 01:00:00	ES	Futures	5150.76	5151.84	5150.76	5151.03	494.0
2023-12-19 01:05:00	ES	Futures	5151.03	5151.3	5150.22	5150.22	511.0
2023-12-19 01:10:00	ES	Futures	5150.22	5150.22	5149.42	5149.69	560.0
2023-12-19 01:15:00	ES	Futures	5149.96	5149.96	5148.61	5148.61	635.0
2023-12-19 01:20:00	ES	Futures	5148.61	5149.69	5148.34	5149.69	209.0
2023-12-19 01:25:00	ES	Futures	5149.69	5149.96	5149.15	5149.15	219.0
2023-12-19 01:30:00	ES	Futures	5149.42	5149.69	5149.15	5149.69	106.0
2023-12-19 01:35:00	ES	Futures	5149.69	5149.69	5148.88	5149.42	451.0
2023-12-19 01:40:00	ES	Futures	5149.42	5149.42	5148.34	5148.88	304.0
2023-12-19 01:45:00	ES	Futures	5148.88	5149.15	5148.34	5149.15	302.0
2023-12-19 01:50:00	ES	Futures	5149.15	5149.69	5149.15	5149.42	256.0
2023-12-19 01:55:00	ES	Futures	5149.42	5149.69	5149.15	5149.42	165.0
2023-12-19 02:00:00	ES	Futures	5149.42	5151.03	5149.15	5151.03	887.0
2023-12-19 02:05:00	ES	Futures	5150.76	5150.76	5149.42	5149.69	756.0
2023-12-19 02:10:00	ES	Futures	5149.42	5150.22	5149.15	5149.69	392.0
2023-12-19 02:15:00	ES	Futures	5149.69	5151.57	5149.69	5150.49	930.0
2023-12-19 02:20:00	ES	Futures	5150.49	5150.76	5149.96	5149.96	563.0
2023-12-19 02:25:00	ES	Futures	5149.96	5150.49	5149.42	5149.42	537.0
2023-12-19 02:30:00	ES	Futures	5149.42	5151.03	5149.42	5151.03	879.0
2023-12-19 02:35:00	ES	Futures	5151.03	5151.84	5150.49	5151.3	498.0
2023-12-19 02:40:00	ES	Futures	5151.3	5151.57	5150.76	5151.3	431.0
2023-12-19 02:45:00	ES	Futures	5151.3	5151.84	5151.03	5151.57	551.0
2023-12-19 02:50:00	ES	Futures	5151.57	5151.57	5150.49	5150.49	406.0
2023-12-19 02:55:00	ES	Futures	5150.76	5150.76	5149.42	5149.42	498.0
2023-12-19 03:00:00	ES	Futures	5149.42	5151.57	5149.42	5151.3	1107.0
2023-12-19 03:05:00	ES	Futures	5151.3	5151.84	5150.22	5151.03	833.0
2023-12-19 03:10:00	ES	Futures	5151.3	5152.64	5151.3	5151.57	1291.0
2023-12-19 03:15:00	ES	Futures	5151.57	5152.1	5151.3	5151.57	741.0
2023-12-19 03:20:00	ES	Futures	5151.84	5152.91	5151.3	5152.91	995.0
2023-12-19 03:25:00	ES	Futures	5152.64	5154.25	5152.64	5153.72	1285.0
2023-12-19 03:30:00	ES	Futures	5153.45	5154.25	5152.64	5153.99	898.0
2023-12-19 03:35:00	ES	Futures	5153.99	5155.06	5153.72	5154.52	1153.0
2023-12-19 03:40:00	ES	Futures	5154.25	5154.52	5153.45	5153.99	830.0
2023-12-19 03:45:00	ES	Futures	5153.72	5153.99	5152.91	5153.99	853.0
2023-12-19 03:50:00	ES	Futures	5153.99	5154.79	5152.91	5152.91	883.0
2023-12-19 03:55:00	ES	Futures	5152.91	5153.18	5152.1	5152.91	1023.0
2023-12-19 04:00:00	ES	Futures	5152.64	5153.18	5152.1	5152.91	1414.0
2023-12-19 04:05:00	ES	Futures	5152.91	5153.72	5152.37	5152.91	888.0

> showing 50 of 19,719 rows — these rows as CSV

> unlock the full archive -- $79 one-time