PREVIEW / futures_5min / 2023-12-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-26.parquet
  size:    239 KB
  rows:    14,257

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
2023-12-26 00:00:00	ES	Futures	5169.03	5169.56	5168.76	5169.56	448.0
2023-12-26 00:05:00	ES	Futures	5169.56	5169.83	5169.03	5169.29	252.0
2023-12-26 00:10:00	ES	Futures	5169.29	5169.29	5168.76	5169.03	153.0
2023-12-26 00:15:00	ES	Futures	5169.03	5169.29	5168.76	5168.76	87.0
2023-12-26 00:20:00	ES	Futures	5168.76	5170.37	5168.76	5169.83	359.0
2023-12-26 00:25:00	ES	Futures	5169.83	5170.64	5169.56	5170.37	275.0
2023-12-26 00:30:00	ES	Futures	5170.37	5170.91	5170.1	5170.64	321.0
2023-12-26 00:35:00	ES	Futures	5170.37	5170.64	5169.03	5169.83	573.0
2023-12-26 00:40:00	ES	Futures	5169.56	5170.91	5169.56	5170.64	408.0
2023-12-26 00:45:00	ES	Futures	5170.37	5170.91	5170.37	5170.91	174.0
2023-12-26 00:50:00	ES	Futures	5170.64	5170.91	5169.29	5169.56	295.0
2023-12-26 00:55:00	ES	Futures	5169.56	5169.83	5169.29	5169.29	308.0
2023-12-26 01:00:00	ES	Futures	5169.56	5170.1	5169.56	5169.83	204.0
2023-12-26 01:05:00	ES	Futures	5169.83	5170.1	5169.56	5169.56	145.0
2023-12-26 01:10:00	ES	Futures	5169.56	5170.1	5169.29	5169.83	248.0
2023-12-26 01:15:00	ES	Futures	5169.83	5169.83	5169.29	5169.29	108.0
2023-12-26 01:20:00	ES	Futures	5169.56	5169.56	5168.49	5169.03	504.0
2023-12-26 01:25:00	ES	Futures	5169.03	5169.56	5169.03	5169.03	220.0
2023-12-26 01:30:00	ES	Futures	5169.03	5169.83	5169.03	5169.83	273.0
2023-12-26 01:35:00	ES	Futures	5169.56	5170.37	5169.56	5170.1	232.0
2023-12-26 01:40:00	ES	Futures	5170.1	5170.1	5169.83	5169.83	54.0
2023-12-26 01:45:00	ES	Futures	5169.83	5170.1	5169.29	5169.56	266.0
2023-12-26 01:50:00	ES	Futures	5169.56	5170.1	5169.56	5169.83	160.0
2023-12-26 01:55:00	ES	Futures	5169.83	5169.83	5169.29	5169.56	154.0
2023-12-26 02:00:00	ES	Futures	5169.56	5170.64	5169.56	5170.64	367.0
2023-12-26 02:05:00	ES	Futures	5170.64	5171.44	5170.37	5171.17	421.0
2023-12-26 02:10:00	ES	Futures	5171.17	5171.44	5170.91	5171.17	235.0
2023-12-26 02:15:00	ES	Futures	5171.44	5172.25	5171.17	5172.25	275.0
2023-12-26 02:20:00	ES	Futures	5172.25	5172.25	5171.44	5171.71	277.0
2023-12-26 02:25:00	ES	Futures	5171.44	5171.98	5171.17	5171.71	221.0
2023-12-26 02:30:00	ES	Futures	5171.71	5172.79	5171.71	5172.52	415.0
2023-12-26 02:35:00	ES	Futures	5172.52	5172.79	5172.25	5172.25	272.0
2023-12-26 02:40:00	ES	Futures	5172.25	5172.79	5172.25	5172.52	173.0
2023-12-26 02:45:00	ES	Futures	5172.52	5172.79	5171.44	5171.98	189.0
2023-12-26 02:50:00	ES	Futures	5171.71	5171.98	5171.44	5171.71	291.0
2023-12-26 02:55:00	ES	Futures	5171.71	5172.25	5171.44	5172.25	164.0
2023-12-26 03:00:00	ES	Futures	5171.98	5173.05	5171.44	5171.71	749.0
2023-12-26 03:05:00	ES	Futures	5171.98	5171.98	5170.37	5170.91	593.0
2023-12-26 03:10:00	ES	Futures	5171.17	5171.71	5170.91	5171.71	250.0
2023-12-26 03:15:00	ES	Futures	5171.44	5171.71	5171.17	5171.71	248.0
2023-12-26 03:20:00	ES	Futures	5171.71	5172.25	5171.17	5171.44	544.0
2023-12-26 03:25:00	ES	Futures	5171.44	5172.52	5171.44	5172.52	218.0
2023-12-26 03:30:00	ES	Futures	5172.25	5172.79	5172.25	5172.79	352.0
2023-12-26 03:35:00	ES	Futures	5172.52	5172.52	5171.44	5171.71	387.0
2023-12-26 03:40:00	ES	Futures	5171.71	5171.98	5170.91	5170.91	272.0
2023-12-26 03:45:00	ES	Futures	5170.91	5171.17	5170.64	5170.91	322.0
2023-12-26 03:50:00	ES	Futures	5170.91	5171.17	5170.91	5170.91	144.0
2023-12-26 03:55:00	ES	Futures	5170.64	5171.71	5170.64	5171.44	262.0
2023-12-26 04:00:00	ES	Futures	5171.17	5171.71	5170.64	5171.71	389.0
2023-12-26 04:05:00	ES	Futures	5171.71	5171.71	5170.37	5171.71	558.0

> showing 50 of 14,257 rows — these rows as CSV

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