PREVIEW / futures_5min / 2023-12-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-20.parquet
  size:    341 KB
  rows:    20,051

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
2023-12-20 00:00:00	ES	Futures	5181.11	5181.38	5180.84	5181.11	248.0
2023-12-20 00:05:00	ES	Futures	5181.11	5181.38	5180.84	5180.84	521.0
2023-12-20 00:10:00	ES	Futures	5181.11	5181.92	5180.84	5181.92	404.0
2023-12-20 00:15:00	ES	Futures	5182.19	5182.99	5181.92	5182.46	889.0
2023-12-20 00:20:00	ES	Futures	5182.46	5182.72	5182.19	5182.46	400.0
2023-12-20 00:25:00	ES	Futures	5182.46	5182.99	5182.46	5182.72	450.0
2023-12-20 00:30:00	ES	Futures	5182.72	5182.99	5180.84	5181.11	879.0
2023-12-20 00:35:00	ES	Futures	5180.84	5181.11	5180.58	5180.58	337.0
2023-12-20 00:40:00	ES	Futures	5180.31	5180.58	5179.77	5180.04	699.0
2023-12-20 00:45:00	ES	Futures	5179.77	5180.04	5179.5	5180.04	777.0
2023-12-20 00:50:00	ES	Futures	5180.04	5180.84	5179.77	5180.58	470.0
2023-12-20 00:55:00	ES	Futures	5180.58	5181.11	5180.31	5181.11	263.0
2023-12-20 01:00:00	ES	Futures	5181.11	5181.65	5180.58	5180.84	492.0
2023-12-20 01:05:00	ES	Futures	5180.84	5181.11	5180.31	5180.84	459.0
2023-12-20 01:10:00	ES	Futures	5180.84	5181.11	5180.04	5180.84	430.0
2023-12-20 01:15:00	ES	Futures	5180.84	5181.65	5180.84	5181.11	382.0
2023-12-20 01:20:00	ES	Futures	5180.84	5181.38	5180.31	5180.58	339.0
2023-12-20 01:25:00	ES	Futures	5180.58	5180.84	5180.31	5180.58	196.0
2023-12-20 01:30:00	ES	Futures	5180.31	5180.58	5180.04	5180.58	238.0
2023-12-20 01:35:00	ES	Futures	5180.58	5180.58	5178.96	5179.5	691.0
2023-12-20 01:40:00	ES	Futures	5179.5	5179.77	5178.96	5179.23	533.0
2023-12-20 01:45:00	ES	Futures	5179.23	5179.5	5178.43	5178.96	715.0
2023-12-20 01:50:00	ES	Futures	5178.96	5179.23	5178.43	5179.23	484.0
2023-12-20 01:55:00	ES	Futures	5178.96	5179.5	5178.96	5179.23	177.0
2023-12-20 02:00:00	ES	Futures	5179.5	5179.77	5178.43	5179.23	1220.0
2023-12-20 02:05:00	ES	Futures	5179.23	5180.04	5179.23	5179.77	368.0
2023-12-20 02:10:00	ES	Futures	5179.77	5180.58	5178.7	5178.7	571.0
2023-12-20 02:15:00	ES	Futures	5178.7	5180.04	5178.43	5179.5	511.0
2023-12-20 02:20:00	ES	Futures	5179.77	5180.84	5179.5	5180.58	356.0
2023-12-20 02:25:00	ES	Futures	5180.58	5181.38	5179.77	5179.77	727.0
2023-12-20 02:30:00	ES	Futures	5180.04	5181.11	5179.77	5180.84	448.0
2023-12-20 02:35:00	ES	Futures	5181.11	5181.38	5179.77	5179.77	613.0
2023-12-20 02:40:00	ES	Futures	5179.77	5180.58	5179.77	5180.31	318.0
2023-12-20 02:45:00	ES	Futures	5180.31	5181.11	5180.31	5180.84	426.0
2023-12-20 02:50:00	ES	Futures	5180.84	5181.38	5180.58	5180.84	406.0
2023-12-20 02:55:00	ES	Futures	5181.11	5181.38	5180.31	5180.31	609.0
2023-12-20 03:00:00	ES	Futures	5180.31	5180.31	5176.28	5177.89	4438.0
2023-12-20 03:05:00	ES	Futures	5178.16	5178.7	5176.82	5178.43	1796.0
2023-12-20 03:10:00	ES	Futures	5178.7	5178.96	5175.74	5176.01	1581.0
2023-12-20 03:15:00	ES	Futures	5176.01	5177.62	5175.74	5176.55	1134.0
2023-12-20 03:20:00	ES	Futures	5176.55	5177.08	5175.47	5177.08	1168.0
2023-12-20 03:25:00	ES	Futures	5177.08	5177.62	5175.74	5177.35	817.0
2023-12-20 03:30:00	ES	Futures	5177.08	5177.35	5174.4	5174.4	1838.0
2023-12-20 03:35:00	ES	Futures	5174.4	5175.2	5173.86	5174.4	1390.0
2023-12-20 03:40:00	ES	Futures	5174.4	5174.67	5173.05	5174.67	1146.0
2023-12-20 03:45:00	ES	Futures	5174.67	5174.67	5173.59	5173.86	816.0
2023-12-20 03:50:00	ES	Futures	5173.86	5174.94	5173.59	5174.4	871.0
2023-12-20 03:55:00	ES	Futures	5174.4	5174.94	5173.05	5174.13	1273.0
2023-12-20 04:00:00	ES	Futures	5173.86	5174.4	5171.17	5171.71	2654.0
2023-12-20 04:05:00	ES	Futures	5171.44	5171.71	5168.76	5169.56	2576.0

> showing 50 of 20,051 rows — these rows as CSV

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