PREVIEW / futures_5min / 2023-12-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-22.parquet
  size:    273 KB
  rows:    15,317

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
2023-12-22 00:00:00	ES	Futures	5146.2	5146.46	5145.66	5145.93	701.0
2023-12-22 00:05:00	ES	Futures	5146.2	5146.2	5144.85	5144.85	490.0
2023-12-22 00:10:00	ES	Futures	5144.85	5146.46	5144.85	5145.66	507.0
2023-12-22 00:15:00	ES	Futures	5145.66	5146.2	5145.12	5145.39	353.0
2023-12-22 00:20:00	ES	Futures	5145.12	5145.39	5144.85	5144.85	263.0
2023-12-22 00:25:00	ES	Futures	5144.85	5145.66	5144.58	5145.39	458.0
2023-12-22 00:30:00	ES	Futures	5145.39	5145.66	5144.85	5145.12	255.0
2023-12-22 00:35:00	ES	Futures	5145.12	5146.46	5144.58	5146.2	509.0
2023-12-22 00:40:00	ES	Futures	5146.2	5146.2	5145.12	5145.39	343.0
2023-12-22 00:45:00	ES	Futures	5145.39	5145.39	5144.05	5144.05	389.0
2023-12-22 00:50:00	ES	Futures	5144.05	5144.85	5143.78	5144.32	288.0
2023-12-22 00:55:00	ES	Futures	5144.32	5144.32	5142.7	5142.97	1115.0
2023-12-22 01:00:00	ES	Futures	5142.97	5144.05	5142.17	5143.51	916.0
2023-12-22 01:05:00	ES	Futures	5143.51	5143.51	5141.63	5141.9	584.0
2023-12-22 01:10:00	ES	Futures	5142.17	5142.44	5141.36	5141.36	452.0
2023-12-22 01:15:00	ES	Futures	5141.36	5141.9	5141.36	5141.63	652.0
2023-12-22 01:20:00	ES	Futures	5141.9	5142.44	5141.63	5142.17	319.0
2023-12-22 01:25:00	ES	Futures	5142.17	5144.05	5142.17	5143.51	475.0
2023-12-22 01:30:00	ES	Futures	5143.51	5143.78	5143.24	5143.51	172.0
2023-12-22 01:35:00	ES	Futures	5143.51	5144.32	5143.51	5144.05	189.0
2023-12-22 01:40:00	ES	Futures	5144.05	5144.85	5143.78	5144.58	823.0
2023-12-22 01:45:00	ES	Futures	5144.85	5145.39	5144.32	5145.12	450.0
2023-12-22 01:50:00	ES	Futures	5145.39	5145.66	5145.12	5145.66	396.0
2023-12-22 01:55:00	ES	Futures	5145.39	5145.66	5144.58	5144.58	400.0
2023-12-22 02:00:00	ES	Futures	5144.58	5146.2	5144.05	5145.66	1549.0
2023-12-22 02:05:00	ES	Futures	5145.39	5145.39	5144.58	5145.12	484.0
2023-12-22 02:10:00	ES	Futures	5144.85	5145.12	5144.32	5145.12	557.0
2023-12-22 02:15:00	ES	Futures	5145.12	5145.39	5144.85	5145.12	305.0
2023-12-22 02:20:00	ES	Futures	5145.12	5145.66	5144.32	5144.58	386.0
2023-12-22 02:25:00	ES	Futures	5144.58	5144.85	5143.51	5144.05	371.0
2023-12-22 02:30:00	ES	Futures	5144.05	5145.12	5143.51	5145.12	492.0
2023-12-22 02:35:00	ES	Futures	5145.12	5145.39	5144.58	5144.85	474.0
2023-12-22 02:40:00	ES	Futures	5145.12	5145.39	5144.05	5145.12	664.0
2023-12-22 02:45:00	ES	Futures	5145.12	5145.93	5145.12	5145.39	486.0
2023-12-22 02:50:00	ES	Futures	5145.66	5145.93	5144.85	5145.12	390.0
2023-12-22 02:55:00	ES	Futures	5145.12	5145.39	5144.05	5144.32	750.0
2023-12-22 03:00:00	ES	Futures	5144.32	5145.93	5143.78	5144.58	2618.0
2023-12-22 03:05:00	ES	Futures	5144.58	5145.39	5144.05	5144.32	1077.0
2023-12-22 03:10:00	ES	Futures	5144.32	5146.46	5143.78	5145.66	1028.0
2023-12-22 03:15:00	ES	Futures	5145.66	5146.46	5144.85	5145.12	558.0
2023-12-22 03:20:00	ES	Futures	5145.12	5145.39	5143.51	5143.78	662.0
2023-12-22 03:25:00	ES	Futures	5143.78	5146.2	5143.78	5145.66	982.0
2023-12-22 03:30:00	ES	Futures	5145.93	5149.15	5145.39	5149.15	1712.0
2023-12-22 03:35:00	ES	Futures	5148.88	5149.42	5147.81	5148.61	933.0
2023-12-22 03:40:00	ES	Futures	5148.61	5149.15	5147.54	5147.54	934.0
2023-12-22 03:45:00	ES	Futures	5147.54	5147.81	5145.93	5145.93	702.0
2023-12-22 03:50:00	ES	Futures	5145.93	5145.93	5143.78	5144.05	877.0
2023-12-22 03:55:00	ES	Futures	5144.05	5144.32	5142.7	5142.97	1061.0
2023-12-22 04:00:00	ES	Futures	5143.24	5145.39	5142.97	5144.32	1326.0
2023-12-22 04:05:00	ES	Futures	5144.32	5146.73	5143.78	5146.2	1134.0

> showing 50 of 15,317 rows — these rows as CSV

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