PREVIEW / futures_5min / 2023-09-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-11.parquet
  size:    282 KB
  rows:    17,534

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
2023-09-11 00:00:00	ES	Futures	4902.22	4903.87	4902.22	4903.32	164.0
2023-09-11 00:05:00	ES	Futures	4903.32	4904.15	4903.05	4903.87	116.0
2023-09-11 00:10:00	ES	Futures	4903.87	4904.15	4903.6	4904.15	105.0
2023-09-11 00:15:00	ES	Futures	4904.15	4904.7	4904.15	4904.42	132.0
2023-09-11 00:20:00	ES	Futures	4904.7	4905.79	4904.42	4905.79	184.0
2023-09-11 00:25:00	ES	Futures	4905.52	4906.34	4905.24	4905.79	254.0
2023-09-11 00:30:00	ES	Futures	4905.79	4906.07	4905.24	4906.07	103.0
2023-09-11 00:35:00	ES	Futures	4906.07	4907.17	4906.07	4906.89	254.0
2023-09-11 00:40:00	ES	Futures	4907.17	4907.71	4906.34	4906.89	172.0
2023-09-11 00:45:00	ES	Futures	4906.62	4907.71	4906.62	4907.44	217.0
2023-09-11 00:50:00	ES	Futures	4907.44	4907.71	4907.44	4907.44	147.0
2023-09-11 00:55:00	ES	Futures	4907.71	4908.26	4907.44	4908.26	195.0
2023-09-11 01:00:00	ES	Futures	4907.99	4910.19	4907.99	4908.81	583.0
2023-09-11 01:05:00	ES	Futures	4908.54	4908.81	4907.99	4908.26	179.0
2023-09-11 01:10:00	ES	Futures	4908.26	4911.01	4908.26	4910.46	261.0
2023-09-11 01:15:00	ES	Futures	4910.73	4911.01	4909.91	4910.73	269.0
2023-09-11 01:20:00	ES	Futures	4910.73	4911.83	4910.46	4911.56	364.0
2023-09-11 01:25:00	ES	Futures	4911.56	4912.11	4911.01	4911.28	301.0
2023-09-11 01:30:00	ES	Futures	4911.56	4912.11	4910.73	4911.28	253.0
2023-09-11 01:35:00	ES	Futures	4911.28	4911.28	4909.64	4909.91	163.0
2023-09-11 01:40:00	ES	Futures	4910.19	4911.01	4910.19	4910.19	169.0
2023-09-11 01:45:00	ES	Futures	4910.46	4912.38	4910.46	4911.83	284.0
2023-09-11 01:50:00	ES	Futures	4912.11	4912.38	4911.28	4911.56	133.0
2023-09-11 01:55:00	ES	Futures	4911.56	4913.48	4911.56	4912.93	629.0
2023-09-11 02:00:00	ES	Futures	4912.93	4913.75	4911.01	4911.01	741.0
2023-09-11 02:05:00	ES	Futures	4911.28	4912.93	4911.28	4912.38	296.0
2023-09-11 02:10:00	ES	Futures	4912.38	4914.03	4912.38	4912.38	499.0
2023-09-11 02:15:00	ES	Futures	4912.38	4912.93	4911.28	4911.56	283.0
2023-09-11 02:20:00	ES	Futures	4911.83	4912.93	4911.83	4912.38	312.0
2023-09-11 02:25:00	ES	Futures	4912.66	4913.48	4911.56	4913.21	301.0
2023-09-11 02:30:00	ES	Futures	4913.21	4914.58	4912.93	4914.58	394.0
2023-09-11 02:35:00	ES	Futures	4914.58	4914.85	4913.48	4913.48	368.0
2023-09-11 02:40:00	ES	Futures	4913.75	4915.4	4913.21	4915.13	684.0
2023-09-11 02:45:00	ES	Futures	4914.85	4915.13	4914.03	4914.3	444.0
2023-09-11 02:50:00	ES	Futures	4914.3	4914.58	4913.48	4913.75	404.0
2023-09-11 02:55:00	ES	Futures	4913.75	4914.85	4913.75	4913.75	400.0
2023-09-11 03:00:00	ES	Futures	4913.48	4916.5	4913.48	4916.22	1246.0
2023-09-11 03:05:00	ES	Futures	4915.95	4917.87	4915.13	4917.05	1670.0
2023-09-11 03:10:00	ES	Futures	4917.32	4917.87	4916.22	4916.77	551.0
2023-09-11 03:15:00	ES	Futures	4917.05	4918.7	4916.22	4918.42	731.0
2023-09-11 03:20:00	ES	Futures	4918.7	4920.89	4917.6	4920.07	1696.0
2023-09-11 03:25:00	ES	Futures	4919.79	4921.17	4919.52	4920.62	1288.0
2023-09-11 03:30:00	ES	Futures	4920.62	4921.44	4919.52	4920.62	1166.0
2023-09-11 03:35:00	ES	Futures	4920.62	4921.99	4920.07	4920.89	1488.0
2023-09-11 03:40:00	ES	Futures	4920.89	4921.99	4920.07	4921.71	1268.0
2023-09-11 03:45:00	ES	Futures	4921.99	4922.26	4919.79	4920.62	1156.0
2023-09-11 03:50:00	ES	Futures	4920.62	4921.17	4919.24	4920.34	1334.0
2023-09-11 03:55:00	ES	Futures	4920.62	4921.17	4918.97	4919.52	1434.0
2023-09-11 04:00:00	ES	Futures	4919.52	4920.62	4918.15	4919.52	675.0
2023-09-11 04:05:00	ES	Futures	4919.24	4919.24	4916.5	4917.32	1195.0

> showing 50 of 17,534 rows — these rows as CSV

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