PREVIEW / futures_5min / 2023-09-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-07.parquet
  size:    306 KB
  rows:    18,494

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
2023-09-07 00:00:00	ES	Futures	4906.89	4907.17	4906.62	4906.62	293.0
2023-09-07 00:05:00	ES	Futures	4906.89	4906.89	4906.07	4906.89	217.0
2023-09-07 00:10:00	ES	Futures	4906.89	4906.89	4905.52	4906.07	558.0
2023-09-07 00:15:00	ES	Futures	4905.79	4906.07	4905.79	4905.79	73.0
2023-09-07 00:20:00	ES	Futures	4906.07	4906.07	4905.79	4905.79	92.0
2023-09-07 00:25:00	ES	Futures	4905.79	4905.79	4904.42	4904.42	384.0
2023-09-07 00:30:00	ES	Futures	4904.7	4904.7	4901.95	4902.22	1838.0
2023-09-07 00:35:00	ES	Futures	4902.5	4903.05	4900.85	4901.13	1038.0
2023-09-07 00:40:00	ES	Futures	4901.13	4901.68	4900.3	4900.58	926.0
2023-09-07 00:45:00	ES	Futures	4900.58	4901.13	4900.3	4900.85	664.0
2023-09-07 00:50:00	ES	Futures	4900.85	4901.13	4900.03	4900.58	306.0
2023-09-07 00:55:00	ES	Futures	4900.58	4901.4	4900.58	4901.4	333.0
2023-09-07 01:00:00	ES	Futures	4901.13	4901.68	4900.58	4900.58	531.0
2023-09-07 01:05:00	ES	Futures	4900.58	4901.4	4900.03	4901.13	440.0
2023-09-07 01:10:00	ES	Futures	4901.13	4901.4	4900.3	4900.3	228.0
2023-09-07 01:15:00	ES	Futures	4900.58	4901.13	4900.03	4900.58	517.0
2023-09-07 01:20:00	ES	Futures	4900.58	4900.58	4898.66	4899.2	649.0
2023-09-07 01:25:00	ES	Futures	4899.2	4899.75	4898.93	4899.48	543.0
2023-09-07 01:30:00	ES	Futures	4899.48	4899.48	4898.11	4898.38	566.0
2023-09-07 01:35:00	ES	Futures	4898.38	4899.2	4897.83	4898.66	715.0
2023-09-07 01:40:00	ES	Futures	4898.66	4900.03	4898.38	4899.48	803.0
2023-09-07 01:45:00	ES	Futures	4899.48	4899.75	4898.38	4899.2	430.0
2023-09-07 01:50:00	ES	Futures	4898.93	4899.75	4898.38	4898.66	1013.0
2023-09-07 01:55:00	ES	Futures	4898.66	4899.2	4897.56	4898.93	902.0
2023-09-07 02:00:00	ES	Futures	4898.93	4900.03	4896.19	4900.03	1702.0
2023-09-07 02:05:00	ES	Futures	4900.03	4900.3	4897.28	4898.11	1191.0
2023-09-07 02:10:00	ES	Futures	4898.11	4898.38	4895.64	4897.56	1339.0
2023-09-07 02:15:00	ES	Futures	4897.56	4897.83	4896.46	4897.01	517.0
2023-09-07 02:20:00	ES	Futures	4897.01	4897.83	4895.91	4897.01	649.0
2023-09-07 02:25:00	ES	Futures	4897.28	4898.38	4896.19	4898.38	681.0
2023-09-07 02:30:00	ES	Futures	4898.11	4898.38	4896.46	4896.73	606.0
2023-09-07 02:35:00	ES	Futures	4896.73	4896.73	4893.44	4894.54	1733.0
2023-09-07 02:40:00	ES	Futures	4894.54	4896.46	4894.26	4896.19	524.0
2023-09-07 02:45:00	ES	Futures	4896.19	4897.01	4895.09	4896.19	628.0
2023-09-07 02:50:00	ES	Futures	4896.46	4897.56	4896.19	4897.01	529.0
2023-09-07 02:55:00	ES	Futures	4897.28	4897.28	4894.26	4895.64	901.0
2023-09-07 03:00:00	ES	Futures	4895.91	4898.11	4893.44	4897.28	3254.0
2023-09-07 03:05:00	ES	Futures	4897.56	4898.93	4896.19	4897.83	2075.0
2023-09-07 03:10:00	ES	Futures	4897.83	4897.83	4893.99	4897.28	2246.0
2023-09-07 03:15:00	ES	Futures	4897.01	4898.38	4894.81	4895.91	2437.0
2023-09-07 03:20:00	ES	Futures	4895.64	4896.46	4892.62	4893.71	2228.0
2023-09-07 03:25:00	ES	Futures	4893.71	4894.26	4890.15	4892.34	3730.0
2023-09-07 03:30:00	ES	Futures	4892.34	4892.89	4891.24	4892.07	1415.0
2023-09-07 03:35:00	ES	Futures	4892.34	4893.17	4891.24	4891.24	974.0
2023-09-07 03:40:00	ES	Futures	4891.24	4896.73	4890.7	4896.19	2205.0
2023-09-07 03:45:00	ES	Futures	4895.91	4896.73	4894.26	4895.64	1278.0
2023-09-07 03:50:00	ES	Futures	4895.36	4899.75	4895.36	4899.48	1878.0
2023-09-07 03:55:00	ES	Futures	4899.48	4900.58	4898.38	4900.03	1604.0
2023-09-07 04:00:00	ES	Futures	4900.3	4900.58	4897.28	4898.38	2385.0
2023-09-07 04:05:00	ES	Futures	4898.38	4898.93	4895.64	4895.91	2169.0

> showing 50 of 18,494 rows — these rows as CSV

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