PREVIEW / futures_5min / 2023-09-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-01.parquet
  size:    284 KB
  rows:    15,396

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
2023-09-01 00:00:00	ES	Futures	4963.72	4964.26	4963.72	4964.26	260.0
2023-09-01 00:05:00	ES	Futures	4964.26	4965.09	4963.99	4964.54	288.0
2023-09-01 00:10:00	ES	Futures	4964.54	4965.09	4964.26	4964.81	205.0
2023-09-01 00:15:00	ES	Futures	4964.81	4965.09	4964.54	4964.54	329.0
2023-09-01 00:20:00	ES	Futures	4964.54	4965.09	4964.54	4964.81	120.0
2023-09-01 00:25:00	ES	Futures	4964.81	4966.19	4964.81	4966.19	400.0
2023-09-01 00:30:00	ES	Futures	4966.19	4966.19	4965.09	4965.64	216.0
2023-09-01 00:35:00	ES	Futures	4965.64	4966.19	4965.09	4965.36	189.0
2023-09-01 00:40:00	ES	Futures	4965.36	4965.91	4965.36	4965.36	129.0
2023-09-01 00:45:00	ES	Futures	4965.36	4965.64	4965.36	4965.64	183.0
2023-09-01 00:50:00	ES	Futures	4965.64	4965.64	4964.54	4964.54	617.0
2023-09-01 00:55:00	ES	Futures	4964.81	4965.36	4964.81	4965.09	216.0
2023-09-01 01:00:00	ES	Futures	4965.09	4965.36	4964.26	4964.54	249.0
2023-09-01 01:05:00	ES	Futures	4964.54	4964.81	4963.99	4964.54	183.0
2023-09-01 01:10:00	ES	Futures	4964.54	4965.09	4964.54	4964.81	125.0
2023-09-01 01:15:00	ES	Futures	4964.81	4965.91	4964.54	4965.36	446.0
2023-09-01 01:20:00	ES	Futures	4965.36	4965.36	4964.26	4964.54	179.0
2023-09-01 01:25:00	ES	Futures	4964.54	4964.81	4964.26	4964.81	86.0
2023-09-01 01:30:00	ES	Futures	4964.81	4964.81	4964.54	4964.54	170.0
2023-09-01 01:35:00	ES	Futures	4964.26	4964.81	4964.26	4964.26	143.0
2023-09-01 01:40:00	ES	Futures	4963.99	4965.09	4963.99	4964.81	279.0
2023-09-01 01:45:00	ES	Futures	4964.81	4964.81	4963.44	4963.44	480.0
2023-09-01 01:50:00	ES	Futures	4963.72	4963.99	4962.89	4963.17	435.0
2023-09-01 01:55:00	ES	Futures	4962.89	4963.17	4962.34	4962.89	246.0
2023-09-01 02:00:00	ES	Futures	4962.89	4963.44	4962.34	4962.62	554.0
2023-09-01 02:05:00	ES	Futures	4962.34	4964.26	4962.07	4962.62	567.0
2023-09-01 02:10:00	ES	Futures	4962.62	4963.44	4962.62	4962.89	525.0
2023-09-01 02:15:00	ES	Futures	4962.62	4962.89	4961.24	4961.24	435.0
2023-09-01 02:20:00	ES	Futures	4961.24	4961.52	4959.05	4959.87	1380.0
2023-09-01 02:25:00	ES	Futures	4959.6	4960.7	4958.5	4959.05	820.0
2023-09-01 02:30:00	ES	Futures	4958.77	4959.05	4957.95	4957.95	898.0
2023-09-01 02:35:00	ES	Futures	4957.95	4958.77	4957.68	4958.22	563.0
2023-09-01 02:40:00	ES	Futures	4958.22	4958.77	4957.4	4957.68	696.0
2023-09-01 02:45:00	ES	Futures	4957.68	4957.95	4956.85	4957.68	768.0
2023-09-01 02:50:00	ES	Futures	4957.4	4958.22	4956.03	4956.58	872.0
2023-09-01 02:55:00	ES	Futures	4956.58	4961.24	4956.58	4961.24	1609.0
2023-09-01 03:00:00	ES	Futures	4961.24	4962.07	4958.77	4961.52	4145.0
2023-09-01 03:05:00	ES	Futures	4961.52	4963.44	4960.42	4962.89	4702.0
2023-09-01 03:10:00	ES	Futures	4962.89	4962.89	4960.42	4961.52	2980.0
2023-09-01 03:15:00	ES	Futures	4961.52	4965.09	4961.52	4964.26	2831.0
2023-09-01 03:20:00	ES	Futures	4964.26	4964.54	4961.24	4964.54	2242.0
2023-09-01 03:25:00	ES	Futures	4964.54	4966.73	4964.26	4965.64	2039.0
2023-09-01 03:30:00	ES	Futures	4965.36	4969.48	4965.36	4968.66	2546.0
2023-09-01 03:35:00	ES	Futures	4968.93	4970.85	4967.83	4968.11	2564.0
2023-09-01 03:40:00	ES	Futures	4968.11	4970.58	4967.56	4970.03	1732.0
2023-09-01 03:45:00	ES	Futures	4970.03	4971.95	4970.03	4970.85	1748.0
2023-09-01 03:50:00	ES	Futures	4971.13	4971.4	4970.03	4970.85	817.0
2023-09-01 03:55:00	ES	Futures	4970.85	4971.68	4970.03	4970.58	753.0
2023-09-01 04:00:00	ES	Futures	4970.58	4971.4	4969.48	4970.03	1097.0
2023-09-01 04:05:00	ES	Futures	4970.03	4970.3	4968.38	4969.48	933.0

> showing 50 of 15,396 rows — these rows as CSV

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