PREVIEW / futures_5min / 2023-12-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-25.parquet
  size:    54 KB
  rows:    2,819

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
2023-12-25 18:00:00	ES	Futures	5157.21	5165.27	5157.21	5164.73	1394.0
2023-12-25 18:05:00	ES	Futures	5164.73	5165.27	5163.12	5164.73	677.0
2023-12-25 18:10:00	ES	Futures	5164.73	5165.53	5163.92	5165.27	469.0
2023-12-25 18:15:00	ES	Futures	5165.27	5165.8	5164.73	5165.53	623.0
2023-12-25 18:20:00	ES	Futures	5165.53	5167.15	5165.27	5166.88	1003.0
2023-12-25 18:25:00	ES	Futures	5166.88	5168.49	5166.88	5168.22	1432.0
2023-12-25 18:30:00	ES	Futures	5167.95	5169.03	5167.68	5168.76	1569.0
2023-12-25 18:35:00	ES	Futures	5168.49	5169.03	5168.22	5168.76	275.0
2023-12-25 18:40:00	ES	Futures	5168.76	5169.03	5168.49	5168.76	309.0
2023-12-25 18:45:00	ES	Futures	5169.03	5169.56	5166.88	5167.41	968.0
2023-12-25 18:50:00	ES	Futures	5167.15	5167.95	5166.34	5167.41	796.0
2023-12-25 18:55:00	ES	Futures	5167.68	5168.49	5167.68	5167.68	377.0
2023-12-25 19:00:00	ES	Futures	5167.68	5167.68	5165.27	5165.27	965.0
2023-12-25 19:05:00	ES	Futures	5165.53	5166.07	5164.19	5165.53	808.0
2023-12-25 19:10:00	ES	Futures	5165.8	5166.34	5165.0	5165.27	461.0
2023-12-25 19:15:00	ES	Futures	5165.27	5166.34	5165.27	5165.8	335.0
2023-12-25 19:20:00	ES	Futures	5166.07	5166.88	5165.8	5166.07	765.0
2023-12-25 19:25:00	ES	Futures	5165.8	5167.15	5165.53	5167.15	711.0
2023-12-25 19:30:00	ES	Futures	5166.88	5167.41	5166.34	5166.61	604.0
2023-12-25 19:35:00	ES	Futures	5166.61	5166.88	5165.8	5165.8	984.0
2023-12-25 19:40:00	ES	Futures	5166.07	5166.07	5163.39	5164.19	1125.0
2023-12-25 19:45:00	ES	Futures	5164.19	5165.27	5164.19	5164.73	444.0
2023-12-25 19:50:00	ES	Futures	5164.73	5165.27	5164.46	5165.27	296.0
2023-12-25 19:55:00	ES	Futures	5165.27	5165.27	5164.46	5164.73	153.0
2023-12-25 20:00:00	ES	Futures	5164.46	5164.73	5163.39	5163.65	269.0
2023-12-25 20:05:00	ES	Futures	5163.65	5164.73	5163.39	5164.46	489.0
2023-12-25 20:10:00	ES	Futures	5164.46	5164.73	5163.92	5164.46	219.0
2023-12-25 20:15:00	ES	Futures	5164.46	5166.07	5164.46	5165.8	628.0
2023-12-25 20:20:00	ES	Futures	5165.53	5165.8	5164.73	5165.0	369.0
2023-12-25 20:25:00	ES	Futures	5164.73	5166.07	5164.73	5165.53	269.0
2023-12-25 20:30:00	ES	Futures	5165.53	5166.07	5165.27	5165.8	273.0
2023-12-25 20:35:00	ES	Futures	5165.8	5165.8	5165.27	5165.27	144.0
2023-12-25 20:40:00	ES	Futures	5165.27	5165.27	5164.73	5165.0	198.0
2023-12-25 20:45:00	ES	Futures	5165.0	5165.27	5164.73	5165.27	134.0
2023-12-25 20:50:00	ES	Futures	5165.27	5166.07	5164.73	5165.8	465.0
2023-12-25 20:55:00	ES	Futures	5165.8	5166.61	5165.53	5166.34	247.0
2023-12-25 21:00:00	ES	Futures	5166.61	5166.61	5165.8	5165.8	525.0
2023-12-25 21:05:00	ES	Futures	5166.07	5166.07	5165.27	5165.53	181.0
2023-12-25 21:10:00	ES	Futures	5165.53	5165.8	5164.46	5165.0	521.0
2023-12-25 21:15:00	ES	Futures	5165.0	5165.27	5165.0	5165.27	254.0
2023-12-25 21:20:00	ES	Futures	5165.27	5165.53	5165.0	5165.27	183.0
2023-12-25 21:25:00	ES	Futures	5165.53	5166.34	5165.27	5165.8	508.0
2023-12-25 21:30:00	ES	Futures	5166.07	5166.07	5165.8	5165.8	91.0
2023-12-25 21:35:00	ES	Futures	5165.8	5166.07	5165.27	5165.53	244.0
2023-12-25 21:40:00	ES	Futures	5165.27	5166.07	5165.27	5165.53	269.0
2023-12-25 21:45:00	ES	Futures	5165.53	5165.53	5165.53	5165.53	48.0
2023-12-25 21:50:00	ES	Futures	5165.27	5166.07	5165.0	5166.07	193.0
2023-12-25 21:55:00	ES	Futures	5166.07	5166.07	5165.53	5165.53	207.0
2023-12-25 22:00:00	ES	Futures	5165.53	5166.61	5165.53	5166.34	500.0
2023-12-25 22:05:00	ES	Futures	5166.34	5166.61	5166.34	5166.34	81.0

> showing 50 of 2,819 rows — these rows as CSV

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