PREVIEW / futures_5min / 2023-12-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-21.parquet
  size:    335 KB
  rows:    19,807

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
2023-12-21 00:00:00	ES	Futures	5119.34	5119.34	5118.26	5119.34	934.0
2023-12-21 00:05:00	ES	Futures	5119.34	5119.34	5118.8	5118.8	338.0
2023-12-21 00:10:00	ES	Futures	5119.07	5119.34	5118.53	5119.07	652.0
2023-12-21 00:15:00	ES	Futures	5119.07	5119.87	5118.8	5119.61	695.0
2023-12-21 00:20:00	ES	Futures	5119.61	5120.95	5119.61	5120.14	1061.0
2023-12-21 00:25:00	ES	Futures	5120.14	5120.68	5119.34	5119.87	1263.0
2023-12-21 00:30:00	ES	Futures	5119.87	5121.22	5119.87	5121.22	1127.0
2023-12-21 00:35:00	ES	Futures	5120.95	5121.22	5120.68	5121.22	516.0
2023-12-21 00:40:00	ES	Futures	5121.22	5121.75	5120.68	5121.49	980.0
2023-12-21 00:45:00	ES	Futures	5121.75	5121.75	5121.22	5121.22	553.0
2023-12-21 00:50:00	ES	Futures	5121.49	5122.29	5121.49	5121.75	456.0
2023-12-21 00:55:00	ES	Futures	5121.75	5122.56	5121.75	5122.02	715.0
2023-12-21 01:00:00	ES	Futures	5122.29	5122.56	5121.75	5122.56	1036.0
2023-12-21 01:05:00	ES	Futures	5122.56	5122.83	5122.29	5122.56	1224.0
2023-12-21 01:10:00	ES	Futures	5122.56	5122.56	5121.49	5122.02	1331.0
2023-12-21 01:15:00	ES	Futures	5122.02	5123.1	5122.02	5123.1	793.0
2023-12-21 01:20:00	ES	Futures	5122.83	5123.1	5122.56	5122.83	516.0
2023-12-21 01:25:00	ES	Futures	5123.1	5123.63	5123.1	5123.63	576.0
2023-12-21 01:30:00	ES	Futures	5123.37	5123.9	5123.1	5123.37	676.0
2023-12-21 01:35:00	ES	Futures	5123.37	5123.37	5122.56	5122.56	875.0
2023-12-21 01:40:00	ES	Futures	5122.56	5122.56	5120.95	5121.75	1494.0
2023-12-21 01:45:00	ES	Futures	5121.75	5123.63	5121.49	5123.37	905.0
2023-12-21 01:50:00	ES	Futures	5123.1	5123.63	5122.56	5123.1	831.0
2023-12-21 01:55:00	ES	Futures	5123.1	5123.37	5122.83	5123.1	777.0
2023-12-21 02:00:00	ES	Futures	5123.1	5123.9	5122.83	5123.9	1054.0
2023-12-21 02:05:00	ES	Futures	5123.63	5124.17	5122.83	5123.37	740.0
2023-12-21 02:10:00	ES	Futures	5123.1	5124.71	5123.1	5124.44	1344.0
2023-12-21 02:15:00	ES	Futures	5124.71	5125.51	5124.44	5125.25	1265.0
2023-12-21 02:20:00	ES	Futures	5125.51	5126.32	5124.98	5125.78	1601.0
2023-12-21 02:25:00	ES	Futures	5125.51	5126.32	5125.51	5125.78	613.0
2023-12-21 02:30:00	ES	Futures	5125.78	5127.66	5125.51	5127.39	1421.0
2023-12-21 02:35:00	ES	Futures	5127.39	5127.66	5126.86	5127.13	1057.0
2023-12-21 02:40:00	ES	Futures	5127.13	5128.2	5126.32	5127.66	857.0
2023-12-21 02:45:00	ES	Futures	5127.66	5128.2	5126.59	5126.86	1663.0
2023-12-21 02:50:00	ES	Futures	5126.86	5127.66	5126.86	5127.13	967.0
2023-12-21 02:55:00	ES	Futures	5127.13	5128.2	5126.86	5127.13	1354.0
2023-12-21 03:00:00	ES	Futures	5126.86	5130.08	5126.86	5128.47	3812.0
2023-12-21 03:05:00	ES	Futures	5128.74	5129.81	5127.93	5128.74	1786.0
2023-12-21 03:10:00	ES	Futures	5128.47	5129.81	5128.2	5129.27	1993.0
2023-12-21 03:15:00	ES	Futures	5129.54	5129.81	5129.01	5129.81	1910.0
2023-12-21 03:20:00	ES	Futures	5129.54	5130.89	5129.01	5130.35	3018.0
2023-12-21 03:25:00	ES	Futures	5130.35	5130.35	5127.13	5128.47	2528.0
2023-12-21 03:30:00	ES	Futures	5128.47	5128.47	5124.71	5125.78	2358.0
2023-12-21 03:35:00	ES	Futures	5125.78	5129.81	5125.78	5129.81	2072.0
2023-12-21 03:40:00	ES	Futures	5129.54	5131.15	5129.54	5130.62	2311.0
2023-12-21 03:45:00	ES	Futures	5130.62	5130.89	5129.27	5130.62	1971.0
2023-12-21 03:50:00	ES	Futures	5130.35	5130.62	5129.01	5129.81	1297.0
2023-12-21 03:55:00	ES	Futures	5129.81	5130.62	5129.27	5129.54	1204.0
2023-12-21 04:00:00	ES	Futures	5129.54	5130.35	5128.74	5129.54	1808.0
2023-12-21 04:05:00	ES	Futures	5129.27	5130.89	5129.01	5129.81	1350.0

> showing 50 of 19,807 rows — these rows as CSV

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