PREVIEW / futures_5min / 2023-09-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-13.parquet
  size:    308 KB
  rows:    18,677

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
2023-09-13 00:00:00	ES	Futures	4894.26	4894.26	4893.71	4893.99	52.0
2023-09-13 00:05:00	ES	Futures	4894.26	4894.54	4893.44	4893.44	43.0
2023-09-13 00:10:00	ES	Futures	4893.71	4894.81	4893.44	4894.81	45.0
2023-09-13 00:15:00	ES	Futures	4894.81	4896.46	4894.81	4896.19	91.0
2023-09-13 00:20:00	ES	Futures	4896.19	4896.73	4895.91	4896.19	81.0
2023-09-13 00:25:00	ES	Futures	4896.19	4896.46	4895.64	4896.46	63.0
2023-09-13 00:30:00	ES	Futures	4896.46	4897.28	4895.91	4897.28	140.0
2023-09-13 00:35:00	ES	Futures	4897.28	4897.28	4896.46	4896.46	30.0
2023-09-13 00:40:00	ES	Futures	4896.73	4897.83	4896.46	4897.56	79.0
2023-09-13 00:45:00	ES	Futures	4897.56	4897.83	4897.28	4897.28	55.0
2023-09-13 00:50:00	ES	Futures	4897.28	4898.93	4897.28	4898.66	166.0
2023-09-13 00:55:00	ES	Futures	4898.66	4900.3	4898.66	4900.03	266.0
2023-09-13 01:00:00	ES	Futures	4900.3	4901.13	4899.75	4900.3	115.0
2023-09-13 01:05:00	ES	Futures	4900.58	4900.58	4899.48	4900.03	69.0
2023-09-13 01:10:00	ES	Futures	4900.3	4900.58	4899.48	4899.75	70.0
2023-09-13 01:15:00	ES	Futures	4899.48	4899.75	4899.2	4899.48	70.0
2023-09-13 01:20:00	ES	Futures	4899.2	4899.2	4898.11	4898.93	92.0
2023-09-13 01:25:00	ES	Futures	4899.2	4899.2	4898.11	4898.11	89.0
2023-09-13 01:30:00	ES	Futures	4898.11	4898.66	4897.28	4898.38	86.0
2023-09-13 01:35:00	ES	Futures	4898.38	4898.38	4897.28	4897.56	68.0
2023-09-13 01:40:00	ES	Futures	4897.83	4897.83	4897.01	4897.28	46.0
2023-09-13 01:45:00	ES	Futures	4897.01	4897.28	4896.46	4896.73	80.0
2023-09-13 01:50:00	ES	Futures	4896.46	4896.73	4893.71	4894.26	180.0
2023-09-13 01:55:00	ES	Futures	4894.54	4896.19	4894.26	4896.19	290.0
2023-09-13 02:00:00	ES	Futures	4895.91	4896.19	4893.99	4894.81	223.0
2023-09-13 02:05:00	ES	Futures	4894.54	4895.09	4893.99	4895.09	116.0
2023-09-13 02:10:00	ES	Futures	4895.09	4895.91	4893.71	4895.36	149.0
2023-09-13 02:15:00	ES	Futures	4895.36	4896.19	4894.54	4894.81	115.0
2023-09-13 02:20:00	ES	Futures	4895.09	4896.46	4894.54	4895.91	82.0
2023-09-13 02:25:00	ES	Futures	4895.64	4896.19	4894.81	4894.81	125.0
2023-09-13 02:30:00	ES	Futures	4894.81	4894.81	4892.89	4894.54	114.0
2023-09-13 02:35:00	ES	Futures	4894.54	4897.56	4893.99	4897.56	153.0
2023-09-13 02:40:00	ES	Futures	4897.83	4898.66	4897.01	4897.56	144.0
2023-09-13 02:45:00	ES	Futures	4897.28	4899.48	4897.28	4899.2	133.0
2023-09-13 02:50:00	ES	Futures	4899.2	4900.03	4898.11	4898.93	158.0
2023-09-13 02:55:00	ES	Futures	4898.93	4900.03	4898.66	4899.48	178.0
2023-09-13 03:00:00	ES	Futures	4899.75	4901.95	4898.66	4898.93	569.0
2023-09-13 03:05:00	ES	Futures	4898.93	4898.93	4897.28	4897.28	378.0
2023-09-13 03:10:00	ES	Futures	4897.28	4901.68	4897.01	4900.03	223.0
2023-09-13 03:15:00	ES	Futures	4900.03	4904.97	4899.2	4902.22	1328.0
2023-09-13 03:20:00	ES	Futures	4902.22	4905.52	4901.13	4902.77	802.0
2023-09-13 03:25:00	ES	Futures	4903.05	4906.34	4901.95	4906.07	514.0
2023-09-13 03:30:00	ES	Futures	4906.34	4906.89	4904.42	4905.52	452.0
2023-09-13 03:35:00	ES	Futures	4904.97	4905.24	4901.68	4902.77	868.0
2023-09-13 03:40:00	ES	Futures	4902.77	4904.97	4900.3	4902.5	582.0
2023-09-13 03:45:00	ES	Futures	4902.5	4904.42	4901.68	4904.15	272.0
2023-09-13 03:50:00	ES	Futures	4904.7	4907.71	4904.7	4905.52	490.0
2023-09-13 03:55:00	ES	Futures	4905.24	4905.24	4901.4	4902.22	234.0
2023-09-13 04:00:00	ES	Futures	4902.22	4904.7	4901.4	4904.15	548.0
2023-09-13 04:05:00	ES	Futures	4903.87	4904.42	4900.85	4902.22	264.0

> showing 50 of 18,677 rows — these rows as CSV

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