PREVIEW / futures_5min / 2023-12-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-27.parquet
  size:    333 KB
  rows:    19,815

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
2023-12-27 00:00:00	ES	Futures	5184.34	5184.34	5183.53	5184.07	367.0
2023-12-27 00:05:00	ES	Futures	5184.34	5184.34	5183.53	5183.8	153.0
2023-12-27 00:10:00	ES	Futures	5183.8	5184.6	5183.53	5184.34	323.0
2023-12-27 00:15:00	ES	Futures	5184.34	5185.14	5184.34	5185.14	289.0
2023-12-27 00:20:00	ES	Futures	5184.87	5185.14	5184.34	5184.6	219.0
2023-12-27 00:25:00	ES	Futures	5184.6	5185.68	5184.6	5185.14	176.0
2023-12-27 00:30:00	ES	Futures	5185.14	5185.41	5184.87	5185.14	276.0
2023-12-27 00:35:00	ES	Futures	5185.14	5185.95	5185.14	5185.68	450.0
2023-12-27 00:40:00	ES	Futures	5185.68	5185.68	5184.87	5185.14	209.0
2023-12-27 00:45:00	ES	Futures	5185.14	5185.41	5184.87	5185.41	166.0
2023-12-27 00:50:00	ES	Futures	5185.41	5186.22	5185.41	5186.22	253.0
2023-12-27 00:55:00	ES	Futures	5185.95	5186.48	5185.95	5186.22	249.0
2023-12-27 01:00:00	ES	Futures	5186.22	5186.75	5185.95	5186.75	521.0
2023-12-27 01:05:00	ES	Futures	5186.75	5187.02	5185.95	5185.95	565.0
2023-12-27 01:10:00	ES	Futures	5185.95	5185.95	5185.14	5185.68	355.0
2023-12-27 01:15:00	ES	Futures	5185.68	5185.95	5185.41	5185.95	56.0
2023-12-27 01:20:00	ES	Futures	5185.95	5187.02	5185.68	5186.75	350.0
2023-12-27 01:25:00	ES	Futures	5187.02	5187.56	5186.75	5186.75	386.0
2023-12-27 01:30:00	ES	Futures	5186.75	5187.56	5186.75	5187.29	483.0
2023-12-27 01:35:00	ES	Futures	5187.29	5187.56	5187.02	5187.02	337.0
2023-12-27 01:40:00	ES	Futures	5187.02	5187.83	5187.02	5187.29	297.0
2023-12-27 01:45:00	ES	Futures	5187.29	5187.29	5186.48	5186.75	323.0
2023-12-27 01:50:00	ES	Futures	5186.75	5187.02	5186.22	5186.48	187.0
2023-12-27 01:55:00	ES	Futures	5186.48	5186.75	5186.22	5186.22	100.0
2023-12-27 02:00:00	ES	Futures	5186.22	5187.29	5186.22	5187.29	415.0
2023-12-27 02:05:00	ES	Futures	5187.29	5187.56	5186.22	5186.22	257.0
2023-12-27 02:10:00	ES	Futures	5186.22	5186.75	5185.95	5186.75	216.0
2023-12-27 02:15:00	ES	Futures	5187.02	5187.83	5187.02	5187.56	398.0
2023-12-27 02:20:00	ES	Futures	5187.29	5188.1	5187.29	5187.83	440.0
2023-12-27 02:25:00	ES	Futures	5187.83	5188.36	5187.02	5187.29	511.0
2023-12-27 02:30:00	ES	Futures	5187.29	5187.29	5185.41	5186.48	623.0
2023-12-27 02:35:00	ES	Futures	5186.48	5187.29	5185.95	5185.95	274.0
2023-12-27 02:40:00	ES	Futures	5185.95	5186.48	5185.95	5186.22	225.0
2023-12-27 02:45:00	ES	Futures	5186.22	5186.48	5185.41	5185.68	371.0
2023-12-27 02:50:00	ES	Futures	5185.68	5185.95	5185.41	5185.68	257.0
2023-12-27 02:55:00	ES	Futures	5185.68	5185.68	5184.07	5184.34	833.0
2023-12-27 03:00:00	ES	Futures	5184.34	5184.34	5181.92	5181.92	2529.0
2023-12-27 03:05:00	ES	Futures	5181.92	5182.72	5181.38	5181.65	1554.0
2023-12-27 03:10:00	ES	Futures	5181.92	5182.99	5181.65	5182.99	1128.0
2023-12-27 03:15:00	ES	Futures	5182.72	5183.8	5182.19	5182.72	996.0
2023-12-27 03:20:00	ES	Futures	5182.72	5184.34	5182.46	5183.8	1066.0
2023-12-27 03:25:00	ES	Futures	5184.07	5185.41	5183.8	5184.87	874.0
2023-12-27 03:30:00	ES	Futures	5184.87	5186.22	5184.6	5185.95	1132.0
2023-12-27 03:35:00	ES	Futures	5185.95	5186.22	5184.87	5184.87	1024.0
2023-12-27 03:40:00	ES	Futures	5184.87	5184.87	5183.8	5184.6	916.0
2023-12-27 03:45:00	ES	Futures	5184.6	5184.87	5183.26	5183.53	711.0
2023-12-27 03:50:00	ES	Futures	5183.53	5183.8	5181.65	5182.19	1021.0
2023-12-27 03:55:00	ES	Futures	5182.19	5184.07	5181.92	5183.53	902.0
2023-12-27 04:00:00	ES	Futures	5183.53	5184.07	5181.92	5182.46	1216.0
2023-12-27 04:05:00	ES	Futures	5182.46	5183.26	5181.38	5182.99	758.0

> showing 50 of 19,815 rows — these rows as CSV

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