PREVIEW / futures_5min / 2023-09-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-15.parquet
  size:    277 KB
  rows:    15,509

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
2023-09-15 00:00:00	ES	Futures	4958.11	4958.11	4957.57	4957.57	287.0
2023-09-15 00:05:00	ES	Futures	4957.84	4958.11	4957.57	4957.57	474.0
2023-09-15 00:10:00	ES	Futures	4957.57	4958.38	4957.57	4958.11	236.0
2023-09-15 00:15:00	ES	Futures	4958.11	4958.38	4957.3	4958.11	411.0
2023-09-15 00:20:00	ES	Futures	4958.11	4958.66	4958.11	4958.38	194.0
2023-09-15 00:25:00	ES	Futures	4958.38	4958.93	4958.38	4958.38	156.0
2023-09-15 00:30:00	ES	Futures	4958.11	4958.11	4957.57	4957.84	159.0
2023-09-15 00:35:00	ES	Futures	4957.84	4958.38	4957.84	4958.11	162.0
2023-09-15 00:40:00	ES	Futures	4958.11	4959.74	4958.11	4958.93	440.0
2023-09-15 00:45:00	ES	Futures	4959.2	4959.47	4958.66	4958.93	303.0
2023-09-15 00:50:00	ES	Futures	4958.93	4959.2	4958.66	4958.66	239.0
2023-09-15 00:55:00	ES	Futures	4958.66	4958.66	4958.11	4958.38	281.0
2023-09-15 01:00:00	ES	Futures	4958.38	4958.93	4957.84	4958.66	595.0
2023-09-15 01:05:00	ES	Futures	4958.66	4959.74	4958.38	4958.93	623.0
2023-09-15 01:10:00	ES	Futures	4958.93	4959.2	4957.84	4957.84	406.0
2023-09-15 01:15:00	ES	Futures	4957.84	4957.84	4957.3	4957.57	549.0
2023-09-15 01:20:00	ES	Futures	4957.3	4958.38	4957.3	4957.3	389.0
2023-09-15 01:25:00	ES	Futures	4957.3	4957.84	4957.03	4957.84	491.0
2023-09-15 01:30:00	ES	Futures	4957.84	4958.66	4957.57	4957.84	565.0
2023-09-15 01:35:00	ES	Futures	4957.84	4957.84	4956.48	4956.75	666.0
2023-09-15 01:40:00	ES	Futures	4956.75	4958.38	4956.75	4958.11	505.0
2023-09-15 01:45:00	ES	Futures	4958.11	4958.11	4957.03	4957.3	504.0
2023-09-15 01:50:00	ES	Futures	4957.57	4957.84	4957.03	4957.84	576.0
2023-09-15 01:55:00	ES	Futures	4957.57	4958.93	4957.57	4958.66	780.0
2023-09-15 02:00:00	ES	Futures	4958.38	4958.38	4955.13	4955.4	2156.0
2023-09-15 02:05:00	ES	Futures	4955.13	4956.48	4954.85	4955.67	485.0
2023-09-15 02:10:00	ES	Futures	4955.67	4956.48	4955.4	4955.4	455.0
2023-09-15 02:15:00	ES	Futures	4955.4	4957.3	4955.13	4957.03	538.0
2023-09-15 02:20:00	ES	Futures	4957.03	4958.11	4957.03	4957.3	649.0
2023-09-15 02:25:00	ES	Futures	4957.3	4958.38	4956.75	4957.03	522.0
2023-09-15 02:30:00	ES	Futures	4957.03	4957.84	4956.48	4957.03	597.0
2023-09-15 02:35:00	ES	Futures	4957.03	4958.11	4957.03	4958.11	322.0
2023-09-15 02:40:00	ES	Futures	4957.84	4958.11	4957.57	4957.84	361.0
2023-09-15 02:45:00	ES	Futures	4957.84	4958.66	4957.3	4958.38	610.0
2023-09-15 02:50:00	ES	Futures	4958.38	4958.66	4956.75	4957.84	1334.0
2023-09-15 02:55:00	ES	Futures	4957.84	4958.66	4957.3	4957.3	778.0
2023-09-15 03:00:00	ES	Futures	4957.3	4958.66	4956.75	4957.57	3012.0
2023-09-15 03:05:00	ES	Futures	4957.3	4958.11	4956.21	4957.03	2545.0
2023-09-15 03:10:00	ES	Futures	4957.03	4958.93	4955.4	4955.94	2338.0
2023-09-15 03:15:00	ES	Futures	4956.21	4958.38	4955.13	4957.84	2139.0
2023-09-15 03:20:00	ES	Futures	4957.84	4958.11	4954.58	4955.67	1998.0
2023-09-15 03:25:00	ES	Futures	4955.67	4955.67	4953.77	4953.77	2094.0
2023-09-15 03:30:00	ES	Futures	4953.77	4954.31	4951.6	4952.14	2770.0
2023-09-15 03:35:00	ES	Futures	4952.41	4954.31	4951.32	4951.87	1887.0
2023-09-15 03:40:00	ES	Futures	4951.6	4954.04	4951.6	4953.22	1603.0
2023-09-15 03:45:00	ES	Futures	4953.5	4955.13	4952.41	4954.58	1745.0
2023-09-15 03:50:00	ES	Futures	4954.58	4954.58	4949.97	4951.32	2490.0
2023-09-15 03:55:00	ES	Futures	4951.6	4953.77	4950.51	4953.77	1174.0
2023-09-15 04:00:00	ES	Futures	4953.77	4954.31	4951.05	4951.87	1753.0
2023-09-15 04:05:00	ES	Futures	4952.14	4954.58	4951.32	4954.31	1750.0

> showing 50 of 15,509 rows — these rows as CSV

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