PREVIEW / futures_5min / 2023-09-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-05.parquet
  size:    319 KB
  rows:    18,674

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
2023-09-05 00:00:00	ES	Futures	4956.3	4956.85	4956.03	4956.85	104.0
2023-09-05 00:05:00	ES	Futures	4956.85	4957.95	4956.85	4957.95	141.0
2023-09-05 00:10:00	ES	Futures	4957.68	4957.95	4957.13	4957.68	175.0
2023-09-05 00:15:00	ES	Futures	4957.68	4957.95	4957.68	4957.68	154.0
2023-09-05 00:20:00	ES	Futures	4957.68	4958.5	4957.68	4958.5	131.0
2023-09-05 00:25:00	ES	Futures	4958.22	4958.5	4957.95	4958.22	113.0
2023-09-05 00:30:00	ES	Futures	4957.95	4958.22	4957.68	4957.95	268.0
2023-09-05 00:35:00	ES	Futures	4957.95	4958.77	4957.68	4958.22	294.0
2023-09-05 00:40:00	ES	Futures	4958.22	4959.05	4957.95	4958.77	341.0
2023-09-05 00:45:00	ES	Futures	4958.77	4958.77	4957.68	4957.68	84.0
2023-09-05 00:50:00	ES	Futures	4957.95	4958.5	4957.95	4958.22	129.0
2023-09-05 00:55:00	ES	Futures	4958.22	4958.5	4957.95	4958.22	159.0
2023-09-05 01:00:00	ES	Futures	4958.5	4959.87	4958.5	4958.5	513.0
2023-09-05 01:05:00	ES	Futures	4958.5	4958.5	4957.95	4958.22	161.0
2023-09-05 01:10:00	ES	Futures	4957.95	4957.95	4957.68	4957.95	174.0
2023-09-05 01:15:00	ES	Futures	4957.95	4958.77	4957.95	4958.22	281.0
2023-09-05 01:20:00	ES	Futures	4958.22	4958.5	4956.03	4956.03	441.0
2023-09-05 01:25:00	ES	Futures	4956.03	4956.58	4956.03	4956.3	250.0
2023-09-05 01:30:00	ES	Futures	4956.58	4956.85	4955.75	4955.75	274.0
2023-09-05 01:35:00	ES	Futures	4955.75	4956.85	4955.21	4956.85	816.0
2023-09-05 01:40:00	ES	Futures	4956.85	4957.13	4956.03	4956.85	643.0
2023-09-05 01:45:00	ES	Futures	4956.58	4958.77	4956.58	4958.22	439.0
2023-09-05 01:50:00	ES	Futures	4958.5	4958.77	4957.68	4957.68	381.0
2023-09-05 01:55:00	ES	Futures	4957.4	4957.68	4956.3	4956.3	746.0
2023-09-05 02:00:00	ES	Futures	4956.3	4957.13	4954.38	4955.48	1036.0
2023-09-05 02:05:00	ES	Futures	4955.48	4956.03	4954.38	4956.03	701.0
2023-09-05 02:10:00	ES	Futures	4955.75	4957.4	4955.75	4956.03	1160.0
2023-09-05 02:15:00	ES	Futures	4955.75	4956.3	4955.48	4955.75	980.0
2023-09-05 02:20:00	ES	Futures	4955.75	4956.58	4955.75	4955.75	566.0
2023-09-05 02:25:00	ES	Futures	4955.75	4956.3	4953.83	4954.11	1255.0
2023-09-05 02:30:00	ES	Futures	4953.83	4954.38	4952.73	4953.83	1129.0
2023-09-05 02:35:00	ES	Futures	4953.56	4953.83	4952.19	4952.73	726.0
2023-09-05 02:40:00	ES	Futures	4952.73	4952.73	4951.36	4952.73	885.0
2023-09-05 02:45:00	ES	Futures	4952.73	4953.28	4952.46	4952.73	475.0
2023-09-05 02:50:00	ES	Futures	4952.73	4953.28	4952.46	4953.28	458.0
2023-09-05 02:55:00	ES	Futures	4953.28	4954.38	4953.01	4953.83	626.0
2023-09-05 03:00:00	ES	Futures	4953.83	4954.93	4951.36	4953.28	3436.0
2023-09-05 03:05:00	ES	Futures	4953.28	4954.93	4952.46	4952.73	1848.0
2023-09-05 03:10:00	ES	Futures	4952.73	4954.93	4949.44	4953.56	3952.0
2023-09-05 03:15:00	ES	Futures	4953.83	4954.11	4949.99	4950.81	2717.0
2023-09-05 03:20:00	ES	Futures	4951.09	4954.11	4949.99	4953.56	1790.0
2023-09-05 03:25:00	ES	Futures	4953.56	4954.38	4951.36	4951.91	1548.0
2023-09-05 03:30:00	ES	Futures	4951.64	4952.19	4949.72	4950.26	1965.0
2023-09-05 03:35:00	ES	Futures	4950.54	4950.81	4946.7	4947.52	2820.0
2023-09-05 03:40:00	ES	Futures	4947.24	4948.34	4945.6	4947.52	3140.0
2023-09-05 03:45:00	ES	Futures	4947.52	4949.99	4946.97	4949.44	1736.0
2023-09-05 03:50:00	ES	Futures	4949.44	4951.64	4949.44	4949.72	1600.0
2023-09-05 03:55:00	ES	Futures	4949.44	4950.26	4947.52	4947.79	1401.0
2023-09-05 04:00:00	ES	Futures	4947.52	4948.62	4946.15	4946.97	2047.0
2023-09-05 04:05:00	ES	Futures	4947.52	4948.89	4946.15	4947.79	1626.0

> showing 50 of 18,674 rows — these rows as CSV

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