PREVIEW / futures_5min / 2023-12-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-28.parquet
  size:    327 KB
  rows:    19,777

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
2023-12-28 00:00:00	ES	Futures	5198.57	5199.11	5198.57	5199.11	220.0
2023-12-28 00:05:00	ES	Futures	5199.11	5200.45	5199.11	5200.45	409.0
2023-12-28 00:10:00	ES	Futures	5200.45	5200.45	5199.65	5199.65	541.0
2023-12-28 00:15:00	ES	Futures	5199.65	5200.18	5199.65	5199.91	155.0
2023-12-28 00:20:00	ES	Futures	5199.91	5199.91	5199.65	5199.65	240.0
2023-12-28 00:25:00	ES	Futures	5199.65	5199.91	5199.38	5199.65	169.0
2023-12-28 00:30:00	ES	Futures	5199.38	5199.91	5198.84	5199.38	528.0
2023-12-28 00:35:00	ES	Futures	5199.38	5199.91	5199.38	5199.38	215.0
2023-12-28 00:40:00	ES	Futures	5199.38	5199.65	5198.57	5199.38	253.0
2023-12-28 00:45:00	ES	Futures	5199.11	5199.38	5198.57	5198.84	264.0
2023-12-28 00:50:00	ES	Futures	5198.84	5199.38	5198.84	5199.11	139.0
2023-12-28 00:55:00	ES	Futures	5199.11	5199.91	5199.11	5199.91	310.0
2023-12-28 01:00:00	ES	Futures	5199.91	5200.45	5199.38	5200.18	478.0
2023-12-28 01:05:00	ES	Futures	5200.18	5200.45	5199.65	5199.91	341.0
2023-12-28 01:10:00	ES	Futures	5199.91	5200.18	5199.65	5199.65	135.0
2023-12-28 01:15:00	ES	Futures	5199.65	5199.65	5199.11	5199.38	198.0
2023-12-28 01:20:00	ES	Futures	5199.38	5200.45	5199.38	5200.18	444.0
2023-12-28 01:25:00	ES	Futures	5200.18	5200.18	5199.38	5199.38	233.0
2023-12-28 01:30:00	ES	Futures	5199.38	5199.65	5199.11	5199.11	222.0
2023-12-28 01:35:00	ES	Futures	5199.11	5199.91	5198.84	5199.91	190.0
2023-12-28 01:40:00	ES	Futures	5199.91	5200.18	5199.38	5199.38	189.0
2023-12-28 01:45:00	ES	Futures	5199.65	5200.45	5199.38	5200.18	343.0
2023-12-28 01:50:00	ES	Futures	5199.91	5200.72	5199.91	5200.72	306.0
2023-12-28 01:55:00	ES	Futures	5200.45	5200.99	5200.45	5200.45	222.0
2023-12-28 02:00:00	ES	Futures	5200.72	5200.72	5200.18	5200.45	341.0
2023-12-28 02:05:00	ES	Futures	5200.45	5200.72	5199.91	5199.91	496.0
2023-12-28 02:10:00	ES	Futures	5199.91	5200.45	5199.65	5200.18	163.0
2023-12-28 02:15:00	ES	Futures	5199.91	5200.18	5199.38	5199.65	161.0
2023-12-28 02:20:00	ES	Futures	5199.65	5201.26	5199.65	5200.72	773.0
2023-12-28 02:25:00	ES	Futures	5200.99	5201.26	5200.18	5200.18	239.0
2023-12-28 02:30:00	ES	Futures	5199.91	5200.72	5199.91	5200.18	179.0
2023-12-28 02:35:00	ES	Futures	5200.18	5200.18	5199.38	5199.65	341.0
2023-12-28 02:40:00	ES	Futures	5199.38	5200.18	5199.38	5199.65	242.0
2023-12-28 02:45:00	ES	Futures	5199.65	5199.91	5199.11	5199.11	259.0
2023-12-28 02:50:00	ES	Futures	5199.11	5199.38	5199.11	5199.38	243.0
2023-12-28 02:55:00	ES	Futures	5199.65	5200.18	5199.11	5199.91	658.0
2023-12-28 03:00:00	ES	Futures	5199.91	5200.18	5198.57	5199.91	1328.0
2023-12-28 03:05:00	ES	Futures	5199.91	5200.18	5198.3	5198.3	887.0
2023-12-28 03:10:00	ES	Futures	5198.57	5199.65	5198.57	5198.57	564.0
2023-12-28 03:15:00	ES	Futures	5198.84	5199.38	5198.03	5198.3	533.0
2023-12-28 03:20:00	ES	Futures	5198.3	5198.3	5196.69	5196.96	899.0
2023-12-28 03:25:00	ES	Futures	5196.96	5197.77	5196.69	5197.5	1208.0
2023-12-28 03:30:00	ES	Futures	5197.5	5197.5	5196.15	5196.69	807.0
2023-12-28 03:35:00	ES	Futures	5196.42	5197.5	5196.15	5196.69	686.0
2023-12-28 03:40:00	ES	Futures	5196.69	5197.23	5195.62	5195.89	963.0
2023-12-28 03:45:00	ES	Futures	5195.89	5196.69	5195.62	5196.15	848.0
2023-12-28 03:50:00	ES	Futures	5196.15	5196.42	5195.35	5196.42	917.0
2023-12-28 03:55:00	ES	Futures	5196.42	5196.69	5193.74	5194.01	1516.0
2023-12-28 04:00:00	ES	Futures	5194.01	5194.81	5192.93	5193.2	1837.0
2023-12-28 04:05:00	ES	Futures	5192.93	5194.01	5192.39	5193.74	1142.0

> showing 50 of 19,777 rows — these rows as CSV

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