PREVIEW / futures_5min / 2023-09-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-08.parquet
  size:    272 KB
  rows:    15,514

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
2023-09-08 00:00:00	ES	Futures	4894.81	4894.81	4892.34	4892.62	482.0
2023-09-08 00:05:00	ES	Futures	4892.62	4893.71	4892.07	4892.62	319.0
2023-09-08 00:10:00	ES	Futures	4892.62	4893.44	4892.62	4892.62	318.0
2023-09-08 00:15:00	ES	Futures	4892.89	4893.99	4892.62	4893.44	115.0
2023-09-08 00:20:00	ES	Futures	4893.44	4893.71	4893.17	4893.44	116.0
2023-09-08 00:25:00	ES	Futures	4893.44	4893.71	4893.44	4893.71	158.0
2023-09-08 00:30:00	ES	Futures	4893.44	4893.71	4892.62	4892.62	229.0
2023-09-08 00:35:00	ES	Futures	4892.62	4892.62	4891.79	4892.07	191.0
2023-09-08 00:40:00	ES	Futures	4891.79	4891.79	4890.97	4891.79	388.0
2023-09-08 00:45:00	ES	Futures	4891.79	4891.79	4891.52	4891.79	141.0
2023-09-08 00:50:00	ES	Futures	4891.79	4892.07	4891.24	4891.52	182.0
2023-09-08 00:55:00	ES	Futures	4891.79	4891.79	4891.24	4891.24	147.0
2023-09-08 01:00:00	ES	Futures	4891.24	4892.07	4891.24	4892.07	218.0
2023-09-08 01:05:00	ES	Futures	4892.34	4893.17	4892.07	4892.07	234.0
2023-09-08 01:10:00	ES	Futures	4891.79	4892.62	4891.79	4891.79	173.0
2023-09-08 01:15:00	ES	Futures	4891.79	4895.36	4891.79	4893.71	665.0
2023-09-08 01:20:00	ES	Futures	4893.44	4896.19	4893.17	4895.91	728.0
2023-09-08 01:25:00	ES	Futures	4895.91	4896.73	4895.91	4896.46	413.0
2023-09-08 01:30:00	ES	Futures	4896.46	4898.11	4896.19	4897.56	539.0
2023-09-08 01:35:00	ES	Futures	4897.56	4897.83	4896.73	4896.73	286.0
2023-09-08 01:40:00	ES	Futures	4897.01	4898.93	4897.01	4898.66	865.0
2023-09-08 01:45:00	ES	Futures	4898.66	4898.93	4898.11	4898.66	525.0
2023-09-08 01:50:00	ES	Futures	4898.38	4900.03	4898.11	4899.75	674.0
2023-09-08 01:55:00	ES	Futures	4899.75	4901.4	4899.75	4900.3	821.0
2023-09-08 02:00:00	ES	Futures	4900.58	4901.95	4898.38	4901.4	1956.0
2023-09-08 02:05:00	ES	Futures	4901.4	4904.42	4901.4	4904.15	1846.0
2023-09-08 02:10:00	ES	Futures	4904.15	4905.24	4903.87	4904.42	990.0
2023-09-08 02:15:00	ES	Futures	4904.42	4904.42	4903.05	4903.05	695.0
2023-09-08 02:20:00	ES	Futures	4903.32	4903.6	4902.22	4902.22	567.0
2023-09-08 02:25:00	ES	Futures	4901.95	4903.05	4901.68	4903.05	582.0
2023-09-08 02:30:00	ES	Futures	4902.77	4903.05	4900.58	4900.85	340.0
2023-09-08 02:35:00	ES	Futures	4900.85	4902.5	4900.58	4901.95	418.0
2023-09-08 02:40:00	ES	Futures	4901.95	4903.05	4901.4	4903.05	511.0
2023-09-08 02:45:00	ES	Futures	4903.05	4903.05	4901.4	4902.5	429.0
2023-09-08 02:50:00	ES	Futures	4902.22	4903.05	4901.95	4902.77	575.0
2023-09-08 02:55:00	ES	Futures	4902.77	4903.87	4901.95	4903.6	434.0
2023-09-08 03:00:00	ES	Futures	4903.6	4903.87	4900.58	4902.77	1692.0
2023-09-08 03:05:00	ES	Futures	4902.77	4907.17	4901.13	4901.95	4290.0
2023-09-08 03:10:00	ES	Futures	4901.95	4903.05	4900.58	4900.85	1057.0
2023-09-08 03:15:00	ES	Futures	4900.58	4901.95	4900.3	4901.13	1073.0
2023-09-08 03:20:00	ES	Futures	4901.13	4902.77	4900.58	4900.58	1241.0
2023-09-08 03:25:00	ES	Futures	4900.58	4900.58	4897.28	4898.38	1468.0
2023-09-08 03:30:00	ES	Futures	4898.11	4898.38	4894.81	4895.36	2101.0
2023-09-08 03:35:00	ES	Futures	4895.36	4897.56	4893.99	4897.01	1083.0
2023-09-08 03:40:00	ES	Futures	4897.01	4898.66	4896.46	4898.38	833.0
2023-09-08 03:45:00	ES	Futures	4898.66	4900.03	4898.38	4899.75	712.0
2023-09-08 03:50:00	ES	Futures	4900.03	4900.3	4898.38	4899.75	551.0
2023-09-08 03:55:00	ES	Futures	4899.75	4901.4	4899.48	4900.3	1266.0
2023-09-08 04:00:00	ES	Futures	4900.58	4903.05	4898.93	4900.58	1736.0
2023-09-08 04:05:00	ES	Futures	4900.85	4902.77	4897.28	4897.83	1244.0

> showing 50 of 15,514 rows — these rows as CSV

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