PREVIEW / futures_5min / 2023-09-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-12.parquet
  size:    299 KB
  rows:    18,108

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
2023-09-12 00:00:00	ES	Futures	4926.66	4928.3	4926.66	4927.21	218.0
2023-09-12 00:05:00	ES	Futures	4927.21	4928.03	4927.21	4927.75	72.0
2023-09-12 00:10:00	ES	Futures	4927.48	4927.75	4926.93	4927.21	147.0
2023-09-12 00:15:00	ES	Futures	4926.93	4926.93	4925.56	4925.56	99.0
2023-09-12 00:20:00	ES	Futures	4925.56	4925.83	4925.01	4925.01	70.0
2023-09-12 00:25:00	ES	Futures	4925.01	4925.01	4924.19	4924.46	120.0
2023-09-12 00:30:00	ES	Futures	4924.46	4925.01	4924.46	4925.01	66.0
2023-09-12 00:35:00	ES	Futures	4925.28	4925.28	4924.19	4924.19	38.0
2023-09-12 00:40:00	ES	Futures	4924.46	4924.73	4924.46	4924.46	43.0
2023-09-12 00:45:00	ES	Futures	4924.46	4924.73	4924.19	4924.19	81.0
2023-09-12 00:50:00	ES	Futures	4924.46	4925.28	4924.46	4925.01	45.0
2023-09-12 00:55:00	ES	Futures	4925.01	4925.28	4923.91	4924.19	110.0
2023-09-12 01:00:00	ES	Futures	4924.73	4924.73	4923.64	4923.64	80.0
2023-09-12 01:05:00	ES	Futures	4923.64	4923.64	4922.81	4923.36	130.0
2023-09-12 01:10:00	ES	Futures	4923.09	4923.36	4922.81	4923.36	89.0
2023-09-12 01:15:00	ES	Futures	4923.09	4923.91	4923.09	4923.36	29.0
2023-09-12 01:20:00	ES	Futures	4923.91	4926.11	4923.91	4925.83	321.0
2023-09-12 01:25:00	ES	Futures	4925.83	4925.83	4924.46	4924.46	142.0
2023-09-12 01:30:00	ES	Futures	4924.73	4924.73	4923.91	4924.46	294.0
2023-09-12 01:35:00	ES	Futures	4924.46	4925.01	4924.46	4924.73	86.0
2023-09-12 01:40:00	ES	Futures	4925.01	4925.28	4924.46	4925.01	61.0
2023-09-12 01:45:00	ES	Futures	4925.01	4926.38	4925.01	4925.56	151.0
2023-09-12 01:50:00	ES	Futures	4925.56	4925.56	4924.73	4924.73	94.0
2023-09-12 01:55:00	ES	Futures	4924.73	4925.83	4924.73	4925.56	180.0
2023-09-12 02:00:00	ES	Futures	4925.56	4926.11	4924.73	4925.28	216.0
2023-09-12 02:05:00	ES	Futures	4925.56	4925.83	4925.01	4925.28	94.0
2023-09-12 02:10:00	ES	Futures	4925.28	4927.21	4925.28	4926.93	226.0
2023-09-12 02:15:00	ES	Futures	4927.21	4928.3	4926.93	4926.93	225.0
2023-09-12 02:20:00	ES	Futures	4927.21	4928.03	4926.66	4926.93	315.0
2023-09-12 02:25:00	ES	Futures	4926.66	4927.75	4926.38	4927.48	98.0
2023-09-12 02:30:00	ES	Futures	4927.21	4927.48	4926.38	4927.48	137.0
2023-09-12 02:35:00	ES	Futures	4927.75	4928.03	4925.28	4925.83	551.0
2023-09-12 02:40:00	ES	Futures	4925.83	4927.48	4925.83	4926.93	203.0
2023-09-12 02:45:00	ES	Futures	4926.93	4926.93	4926.66	4926.66	72.0
2023-09-12 02:50:00	ES	Futures	4926.66	4928.03	4926.66	4927.48	183.0
2023-09-12 02:55:00	ES	Futures	4927.21	4928.03	4926.11	4926.38	347.0
2023-09-12 03:00:00	ES	Futures	4926.11	4928.03	4925.01	4925.28	817.0
2023-09-12 03:05:00	ES	Futures	4925.28	4926.11	4923.36	4923.64	613.0
2023-09-12 03:10:00	ES	Futures	4923.91	4924.19	4919.79	4920.62	1016.0
2023-09-12 03:15:00	ES	Futures	4920.62	4922.81	4919.79	4921.99	728.0
2023-09-12 03:20:00	ES	Futures	4921.99	4922.54	4918.7	4919.52	695.0
2023-09-12 03:25:00	ES	Futures	4919.52	4920.07	4918.15	4919.24	673.0
2023-09-12 03:30:00	ES	Futures	4918.7	4919.24	4917.05	4918.97	495.0
2023-09-12 03:35:00	ES	Futures	4918.97	4921.44	4918.42	4920.62	641.0
2023-09-12 03:40:00	ES	Futures	4920.62	4922.81	4920.34	4922.26	532.0
2023-09-12 03:45:00	ES	Futures	4922.26	4922.26	4919.79	4920.07	180.0
2023-09-12 03:50:00	ES	Futures	4920.34	4920.62	4917.6	4919.24	405.0
2023-09-12 03:55:00	ES	Futures	4918.97	4919.52	4918.15	4918.97	253.0
2023-09-12 04:00:00	ES	Futures	4918.97	4918.97	4915.95	4916.5	716.0
2023-09-12 04:05:00	ES	Futures	4916.77	4917.6	4915.95	4917.32	534.0

> showing 50 of 18,108 rows — these rows as CSV

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