PREVIEW / futures_5min / 2023-09-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-10.parquet
  size:    66 KB
  rows:    3,195

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
2023-09-10 18:00:00	ES	Futures	4901.13	4902.5	4898.66	4899.2	1120.0
2023-09-10 18:05:00	ES	Futures	4898.93	4900.03	4898.11	4900.03	768.0
2023-09-10 18:10:00	ES	Futures	4899.75	4900.3	4899.75	4900.03	245.0
2023-09-10 18:15:00	ES	Futures	4900.3	4900.58	4899.2	4899.48	158.0
2023-09-10 18:20:00	ES	Futures	4899.48	4900.58	4899.48	4900.3	198.0
2023-09-10 18:25:00	ES	Futures	4900.3	4900.58	4900.03	4900.03	58.0
2023-09-10 18:30:00	ES	Futures	4900.03	4901.68	4900.03	4901.13	321.0
2023-09-10 18:35:00	ES	Futures	4901.4	4901.68	4900.3	4901.13	198.0
2023-09-10 18:40:00	ES	Futures	4901.4	4902.22	4901.4	4901.4	197.0
2023-09-10 18:45:00	ES	Futures	4901.4	4902.22	4901.13	4901.4	109.0
2023-09-10 18:50:00	ES	Futures	4901.68	4902.5	4901.68	4902.22	60.0
2023-09-10 18:55:00	ES	Futures	4902.22	4902.77	4901.68	4902.5	182.0
2023-09-10 19:00:00	ES	Futures	4902.5	4902.77	4901.13	4901.4	106.0
2023-09-10 19:05:00	ES	Futures	4901.4	4901.4	4900.58	4900.58	165.0
2023-09-10 19:10:00	ES	Futures	4900.3	4901.95	4900.03	4900.85	143.0
2023-09-10 19:15:00	ES	Futures	4901.13	4901.68	4900.85	4901.4	94.0
2023-09-10 19:20:00	ES	Futures	4901.4	4902.22	4901.13	4901.68	232.0
2023-09-10 19:25:00	ES	Futures	4901.95	4903.05	4901.68	4902.77	118.0
2023-09-10 19:30:00	ES	Futures	4902.77	4902.77	4902.22	4902.5	67.0
2023-09-10 19:35:00	ES	Futures	4902.5	4903.05	4902.22	4903.05	106.0
2023-09-10 19:40:00	ES	Futures	4902.77	4903.32	4902.5	4902.77	228.0
2023-09-10 19:45:00	ES	Futures	4902.5	4903.05	4902.22	4903.05	105.0
2023-09-10 19:50:00	ES	Futures	4903.05	4903.32	4902.77	4903.05	108.0
2023-09-10 19:55:00	ES	Futures	4903.05	4903.87	4902.77	4903.32	98.0
2023-09-10 20:00:00	ES	Futures	4903.6	4906.07	4903.05	4904.7	929.0
2023-09-10 20:05:00	ES	Futures	4904.97	4904.97	4901.4	4901.95	607.0
2023-09-10 20:10:00	ES	Futures	4902.22	4902.77	4900.3	4901.4	328.0
2023-09-10 20:15:00	ES	Futures	4901.68	4901.68	4900.58	4901.13	215.0
2023-09-10 20:20:00	ES	Futures	4901.4	4903.05	4901.13	4902.5	278.0
2023-09-10 20:25:00	ES	Futures	4902.77	4903.05	4901.4	4901.4	162.0
2023-09-10 20:30:00	ES	Futures	4901.4	4901.68	4900.85	4901.4	117.0
2023-09-10 20:35:00	ES	Futures	4901.13	4902.77	4900.85	4901.95	565.0
2023-09-10 20:40:00	ES	Futures	4901.95	4902.5	4901.4	4901.68	109.0
2023-09-10 20:45:00	ES	Futures	4901.68	4902.22	4901.13	4901.4	136.0
2023-09-10 20:50:00	ES	Futures	4901.13	4901.68	4900.3	4900.58	176.0
2023-09-10 20:55:00	ES	Futures	4900.58	4900.58	4899.48	4900.3	301.0
2023-09-10 21:00:00	ES	Futures	4900.03	4901.4	4899.48	4900.03	202.0
2023-09-10 21:05:00	ES	Futures	4899.75	4900.58	4899.2	4900.3	195.0
2023-09-10 21:10:00	ES	Futures	4900.3	4901.68	4900.03	4900.85	178.0
2023-09-10 21:15:00	ES	Futures	4900.85	4901.4	4899.75	4900.3	213.0
2023-09-10 21:20:00	ES	Futures	4900.03	4900.03	4898.38	4899.2	364.0
2023-09-10 21:25:00	ES	Futures	4899.2	4899.2	4898.11	4898.11	233.0
2023-09-10 21:30:00	ES	Futures	4898.38	4898.93	4897.28	4897.28	445.0
2023-09-10 21:35:00	ES	Futures	4897.56	4900.3	4896.46	4899.2	579.0
2023-09-10 21:40:00	ES	Futures	4899.48	4899.48	4898.66	4899.48	194.0
2023-09-10 21:45:00	ES	Futures	4899.48	4901.95	4899.48	4901.4	352.0
2023-09-10 21:50:00	ES	Futures	4901.4	4901.95	4901.13	4901.4	166.0
2023-09-10 21:55:00	ES	Futures	4901.4	4902.22	4900.03	4901.95	299.0
2023-09-10 22:00:00	ES	Futures	4902.22	4902.5	4901.68	4901.68	160.0
2023-09-10 22:05:00	ES	Futures	4901.68	4902.22	4901.68	4901.95	174.0

> showing 50 of 3,195 rows — these rows as CSV

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