PREVIEW / futures_5min / 2023-09-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-14.parquet
  size:    337 KB
  rows:    19,225

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
2023-09-14 00:00:00	ES	Futures	4922.54	4923.08	4922.27	4922.27	597.0
2023-09-14 00:05:00	ES	Futures	4922.54	4922.81	4922.0	4922.0	583.0
2023-09-14 00:10:00	ES	Futures	4922.0	4922.81	4921.72	4922.54	299.0
2023-09-14 00:15:00	ES	Futures	4922.54	4922.81	4922.0	4922.54	190.0
2023-09-14 00:20:00	ES	Futures	4922.27	4923.08	4922.0	4922.54	372.0
2023-09-14 00:25:00	ES	Futures	4922.81	4923.08	4922.0	4923.08	340.0
2023-09-14 00:30:00	ES	Futures	4922.81	4923.08	4922.0	4922.27	325.0
2023-09-14 00:35:00	ES	Futures	4922.27	4922.27	4920.91	4921.18	622.0
2023-09-14 00:40:00	ES	Futures	4921.18	4921.72	4920.64	4921.18	334.0
2023-09-14 00:45:00	ES	Futures	4921.18	4921.72	4920.64	4920.64	333.0
2023-09-14 00:50:00	ES	Futures	4920.37	4920.91	4920.09	4920.91	518.0
2023-09-14 00:55:00	ES	Futures	4920.64	4920.91	4920.09	4920.37	380.0
2023-09-14 01:00:00	ES	Futures	4920.37	4920.64	4919.82	4920.37	575.0
2023-09-14 01:05:00	ES	Futures	4920.37	4921.18	4920.09	4921.18	333.0
2023-09-14 01:10:00	ES	Futures	4921.18	4922.0	4920.64	4921.18	408.0
2023-09-14 01:15:00	ES	Futures	4921.18	4921.72	4920.91	4921.18	314.0
2023-09-14 01:20:00	ES	Futures	4921.18	4921.72	4920.91	4921.45	502.0
2023-09-14 01:25:00	ES	Futures	4921.45	4922.54	4921.18	4922.27	548.0
2023-09-14 01:30:00	ES	Futures	4922.27	4925.25	4922.27	4923.62	2476.0
2023-09-14 01:35:00	ES	Futures	4923.62	4923.62	4921.72	4921.72	647.0
2023-09-14 01:40:00	ES	Futures	4921.45	4922.27	4921.18	4921.45	515.0
2023-09-14 01:45:00	ES	Futures	4921.45	4921.45	4920.37	4920.64	550.0
2023-09-14 01:50:00	ES	Futures	4920.64	4922.0	4920.37	4921.72	954.0
2023-09-14 01:55:00	ES	Futures	4921.72	4922.81	4921.72	4922.27	895.0
2023-09-14 02:00:00	ES	Futures	4922.0	4922.27	4920.37	4920.91	1286.0
2023-09-14 02:05:00	ES	Futures	4920.64	4920.91	4919.55	4920.37	882.0
2023-09-14 02:10:00	ES	Futures	4920.37	4921.45	4920.09	4920.91	637.0
2023-09-14 02:15:00	ES	Futures	4920.64	4920.91	4919.82	4919.82	337.0
2023-09-14 02:20:00	ES	Futures	4920.09	4921.45	4920.09	4921.45	378.0
2023-09-14 02:25:00	ES	Futures	4921.45	4923.08	4921.45	4922.27	1011.0
2023-09-14 02:30:00	ES	Futures	4922.27	4923.62	4921.45	4922.54	628.0
2023-09-14 02:35:00	ES	Futures	4922.54	4922.81	4921.45	4921.45	513.0
2023-09-14 02:40:00	ES	Futures	4921.45	4921.72	4920.37	4920.64	694.0
2023-09-14 02:45:00	ES	Futures	4920.91	4920.91	4919.55	4919.55	671.0
2023-09-14 02:50:00	ES	Futures	4919.55	4920.09	4919.01	4919.28	448.0
2023-09-14 02:55:00	ES	Futures	4919.55	4920.37	4919.28	4920.37	404.0
2023-09-14 03:00:00	ES	Futures	4920.09	4920.37	4917.11	4917.38	2670.0
2023-09-14 03:05:00	ES	Futures	4917.11	4917.92	4916.29	4917.38	1920.0
2023-09-14 03:10:00	ES	Futures	4917.38	4920.37	4916.84	4917.92	1316.0
2023-09-14 03:15:00	ES	Futures	4917.92	4918.74	4916.56	4916.56	1029.0
2023-09-14 03:20:00	ES	Futures	4916.56	4918.19	4915.75	4918.19	1275.0
2023-09-14 03:25:00	ES	Futures	4917.92	4919.01	4916.02	4917.38	920.0
2023-09-14 03:30:00	ES	Futures	4917.38	4920.09	4916.29	4919.82	1324.0
2023-09-14 03:35:00	ES	Futures	4920.09	4920.91	4917.92	4919.01	1306.0
2023-09-14 03:40:00	ES	Futures	4918.74	4919.01	4915.75	4916.84	1151.0
2023-09-14 03:45:00	ES	Futures	4916.84	4919.55	4916.29	4919.28	1048.0
2023-09-14 03:50:00	ES	Futures	4919.28	4919.55	4916.84	4917.65	1062.0
2023-09-14 03:55:00	ES	Futures	4917.38	4918.74	4916.84	4917.65	710.0
2023-09-14 04:00:00	ES	Futures	4917.38	4918.47	4916.02	4918.19	1495.0
2023-09-14 04:05:00	ES	Futures	4918.19	4918.47	4916.56	4917.38	706.0

> showing 50 of 19,225 rows — these rows as CSV

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