PREVIEW / futures_5min / 2023-12-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-12-29.parquet
  size:    279 KB
  rows:    15,373

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
2023-12-29 00:00:00	ES	Futures	5194.81	5195.08	5194.54	5195.08	211.0
2023-12-29 00:05:00	ES	Futures	5195.08	5195.89	5195.08	5195.35	379.0
2023-12-29 00:10:00	ES	Futures	5195.35	5195.89	5195.35	5195.62	235.0
2023-12-29 00:15:00	ES	Futures	5195.62	5195.89	5195.35	5195.62	183.0
2023-12-29 00:20:00	ES	Futures	5195.35	5195.35	5194.81	5195.08	200.0
2023-12-29 00:25:00	ES	Futures	5195.08	5195.89	5195.08	5195.62	346.0
2023-12-29 00:30:00	ES	Futures	5195.89	5195.89	5194.54	5194.81	543.0
2023-12-29 00:35:00	ES	Futures	5195.08	5195.62	5194.81	5195.35	244.0
2023-12-29 00:40:00	ES	Futures	5195.08	5195.62	5195.08	5195.62	113.0
2023-12-29 00:45:00	ES	Futures	5195.35	5195.35	5195.08	5195.35	146.0
2023-12-29 00:50:00	ES	Futures	5195.35	5195.35	5195.08	5195.35	59.0
2023-12-29 00:55:00	ES	Futures	5195.08	5196.15	5195.08	5195.89	394.0
2023-12-29 01:00:00	ES	Futures	5196.15	5196.69	5195.89	5196.42	712.0
2023-12-29 01:05:00	ES	Futures	5196.42	5196.69	5195.89	5196.15	488.0
2023-12-29 01:10:00	ES	Futures	5196.15	5196.42	5195.89	5196.15	176.0
2023-12-29 01:15:00	ES	Futures	5196.42	5196.42	5195.89	5196.15	107.0
2023-12-29 01:20:00	ES	Futures	5196.15	5196.42	5196.15	5196.15	22.0
2023-12-29 01:25:00	ES	Futures	5196.15	5196.69	5196.15	5196.69	216.0
2023-12-29 01:30:00	ES	Futures	5196.69	5196.69	5196.42	5196.69	334.0
2023-12-29 01:35:00	ES	Futures	5196.69	5196.96	5196.42	5196.42	202.0
2023-12-29 01:40:00	ES	Futures	5196.69	5196.69	5196.42	5196.42	87.0
2023-12-29 01:45:00	ES	Futures	5196.69	5197.23	5196.69	5196.96	299.0
2023-12-29 01:50:00	ES	Futures	5196.96	5197.23	5196.96	5197.23	134.0
2023-12-29 01:55:00	ES	Futures	5197.23	5197.23	5196.69	5196.69	141.0
2023-12-29 02:00:00	ES	Futures	5196.69	5197.5	5196.42	5197.23	613.0
2023-12-29 02:05:00	ES	Futures	5197.23	5197.5	5196.96	5197.5	367.0
2023-12-29 02:10:00	ES	Futures	5197.5	5197.77	5196.96	5197.77	315.0
2023-12-29 02:15:00	ES	Futures	5197.77	5197.77	5197.5	5197.5	313.0
2023-12-29 02:20:00	ES	Futures	5197.5	5197.5	5196.96	5197.5	357.0
2023-12-29 02:25:00	ES	Futures	5197.23	5197.5	5196.96	5197.23	280.0
2023-12-29 02:30:00	ES	Futures	5197.23	5197.77	5196.69	5197.5	352.0
2023-12-29 02:35:00	ES	Futures	5197.5	5197.77	5197.23	5197.77	127.0
2023-12-29 02:40:00	ES	Futures	5197.77	5197.77	5196.69	5196.69	244.0
2023-12-29 02:45:00	ES	Futures	5196.96	5197.23	5196.15	5196.69	524.0
2023-12-29 02:50:00	ES	Futures	5196.69	5197.23	5196.42	5196.69	278.0
2023-12-29 02:55:00	ES	Futures	5196.69	5196.96	5196.15	5196.42	396.0
2023-12-29 03:00:00	ES	Futures	5196.69	5198.3	5196.42	5198.3	941.0
2023-12-29 03:05:00	ES	Futures	5198.3	5198.84	5197.23	5197.5	907.0
2023-12-29 03:10:00	ES	Futures	5197.23	5198.84	5197.23	5198.84	601.0
2023-12-29 03:15:00	ES	Futures	5198.84	5199.91	5198.57	5199.38	1018.0
2023-12-29 03:20:00	ES	Futures	5199.38	5199.91	5198.84	5199.91	851.0
2023-12-29 03:25:00	ES	Futures	5199.91	5200.99	5199.38	5200.99	1068.0
2023-12-29 03:30:00	ES	Futures	5200.99	5200.99	5199.38	5199.91	918.0
2023-12-29 03:35:00	ES	Futures	5199.91	5200.18	5199.11	5199.38	785.0
2023-12-29 03:40:00	ES	Futures	5199.38	5199.38	5198.3	5198.57	613.0
2023-12-29 03:45:00	ES	Futures	5198.57	5199.11	5197.23	5197.5	936.0
2023-12-29 03:50:00	ES	Futures	5197.23	5198.3	5197.23	5197.77	831.0
2023-12-29 03:55:00	ES	Futures	5197.77	5198.03	5196.69	5197.77	821.0
2023-12-29 04:00:00	ES	Futures	5198.03	5198.57	5197.5	5198.3	1160.0
2023-12-29 04:05:00	ES	Futures	5198.57	5199.11	5198.03	5198.3	769.0

> showing 50 of 15,373 rows — these rows as CSV

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