PREVIEW / futures_5min / 2023-09-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-04.parquet
  size:    220 KB
  rows:    13,998

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
2023-09-04 00:00:00	ES	Futures	4965.36	4965.64	4965.09	4965.36	115.0
2023-09-04 00:05:00	ES	Futures	4965.64	4965.64	4965.36	4965.64	56.0
2023-09-04 00:10:00	ES	Futures	4965.64	4965.64	4964.81	4965.36	176.0
2023-09-04 00:15:00	ES	Futures	4965.36	4965.64	4965.09	4965.36	64.0
2023-09-04 00:20:00	ES	Futures	4965.09	4965.64	4965.09	4965.36	92.0
2023-09-04 00:25:00	ES	Futures	4965.64	4965.91	4965.36	4965.64	89.0
2023-09-04 00:30:00	ES	Futures	4965.64	4965.91	4964.81	4964.81	138.0
2023-09-04 00:35:00	ES	Futures	4965.09	4965.36	4965.09	4965.09	50.0
2023-09-04 00:40:00	ES	Futures	4965.09	4965.64	4965.09	4965.09	66.0
2023-09-04 00:45:00	ES	Futures	4965.36	4965.36	4965.09	4965.36	36.0
2023-09-04 00:50:00	ES	Futures	4965.36	4965.36	4965.09	4965.36	71.0
2023-09-04 00:55:00	ES	Futures	4965.36	4965.64	4965.09	4965.64	77.0
2023-09-04 01:00:00	ES	Futures	4965.64	4965.91	4965.09	4965.09	269.0
2023-09-04 01:05:00	ES	Futures	4964.81	4965.64	4964.54	4964.81	285.0
2023-09-04 01:10:00	ES	Futures	4964.81	4966.46	4964.54	4966.19	864.0
2023-09-04 01:15:00	ES	Futures	4966.19	4968.38	4965.91	4968.11	611.0
2023-09-04 01:20:00	ES	Futures	4968.11	4968.38	4967.56	4967.83	167.0
2023-09-04 01:25:00	ES	Futures	4967.83	4967.83	4967.28	4967.28	142.0
2023-09-04 01:30:00	ES	Futures	4967.28	4967.83	4967.28	4967.83	144.0
2023-09-04 01:35:00	ES	Futures	4967.83	4967.83	4966.73	4967.28	208.0
2023-09-04 01:40:00	ES	Futures	4967.56	4968.11	4967.28	4967.83	162.0
2023-09-04 01:45:00	ES	Futures	4967.83	4968.11	4967.01	4967.56	282.0
2023-09-04 01:50:00	ES	Futures	4967.56	4968.66	4967.56	4968.66	217.0
2023-09-04 01:55:00	ES	Futures	4968.66	4969.48	4967.83	4968.66	753.0
2023-09-04 02:00:00	ES	Futures	4968.93	4969.21	4965.64	4968.11	1930.0
2023-09-04 02:05:00	ES	Futures	4968.11	4968.38	4967.01	4967.56	329.0
2023-09-04 02:10:00	ES	Futures	4967.28	4967.56	4966.46	4967.01	287.0
2023-09-04 02:15:00	ES	Futures	4967.01	4968.66	4967.01	4968.66	236.0
2023-09-04 02:20:00	ES	Futures	4968.66	4968.93	4967.83	4968.66	304.0
2023-09-04 02:25:00	ES	Futures	4968.66	4970.03	4968.38	4969.48	588.0
2023-09-04 02:30:00	ES	Futures	4969.21	4969.48	4968.66	4969.21	209.0
2023-09-04 02:35:00	ES	Futures	4968.93	4969.21	4968.11	4968.38	275.0
2023-09-04 02:40:00	ES	Futures	4968.38	4968.93	4966.73	4967.28	337.0
2023-09-04 02:45:00	ES	Futures	4967.28	4967.83	4967.28	4967.28	90.0
2023-09-04 02:50:00	ES	Futures	4967.28	4967.83	4967.01	4967.28	161.0
2023-09-04 02:55:00	ES	Futures	4967.28	4968.66	4967.28	4968.66	321.0
2023-09-04 03:00:00	ES	Futures	4968.66	4971.13	4967.83	4969.75	1584.0
2023-09-04 03:05:00	ES	Futures	4969.75	4970.3	4968.38	4970.03	1590.0
2023-09-04 03:10:00	ES	Futures	4970.03	4970.3	4967.83	4968.38	1094.0
2023-09-04 03:15:00	ES	Futures	4968.38	4971.13	4968.38	4970.03	881.0
2023-09-04 03:20:00	ES	Futures	4970.03	4971.13	4968.66	4971.13	1000.0
2023-09-04 03:25:00	ES	Futures	4971.13	4972.5	4970.58	4972.5	1033.0
2023-09-04 03:30:00	ES	Futures	4972.5	4973.32	4971.95	4972.22	1289.0
2023-09-04 03:35:00	ES	Futures	4972.5	4973.6	4972.22	4973.32	1022.0
2023-09-04 03:40:00	ES	Futures	4973.6	4974.42	4973.05	4973.6	1336.0
2023-09-04 03:45:00	ES	Futures	4973.6	4974.15	4973.05	4973.32	895.0
2023-09-04 03:50:00	ES	Futures	4973.6	4973.6	4970.85	4971.13	1284.0
2023-09-04 03:55:00	ES	Futures	4971.13	4972.22	4971.13	4971.95	567.0
2023-09-04 04:00:00	ES	Futures	4971.95	4972.5	4971.4	4971.68	602.0
2023-09-04 04:05:00	ES	Futures	4971.95	4973.32	4971.95	4972.77	742.0

> showing 50 of 13,998 rows — these rows as CSV

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