PREVIEW / futures_5min / 2023-09-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-17.parquet
  size:    64 KB
  rows:    3,572

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
2023-09-17 18:00:00	ES	Futures	4887.51	4891.85	4886.15	4891.85	2615.0
2023-09-17 18:05:00	ES	Futures	4891.58	4891.85	4890.77	4891.31	721.0
2023-09-17 18:10:00	ES	Futures	4891.31	4892.12	4890.77	4891.04	636.0
2023-09-17 18:15:00	ES	Futures	4891.04	4891.58	4890.77	4891.58	405.0
2023-09-17 18:20:00	ES	Futures	4891.58	4891.85	4890.49	4891.85	331.0
2023-09-17 18:25:00	ES	Futures	4891.85	4891.85	4891.31	4891.58	115.0
2023-09-17 18:30:00	ES	Futures	4891.58	4892.12	4891.58	4892.12	397.0
2023-09-17 18:35:00	ES	Futures	4892.12	4892.12	4891.04	4891.58	208.0
2023-09-17 18:40:00	ES	Futures	4891.58	4892.67	4891.58	4892.12	235.0
2023-09-17 18:45:00	ES	Futures	4892.12	4892.4	4891.58	4892.12	310.0
2023-09-17 18:50:00	ES	Futures	4892.4	4892.67	4892.12	4892.67	156.0
2023-09-17 18:55:00	ES	Futures	4892.67	4892.67	4892.12	4892.12	120.0
2023-09-17 19:00:00	ES	Futures	4892.12	4892.12	4891.31	4891.58	284.0
2023-09-17 19:05:00	ES	Futures	4891.58	4892.12	4891.58	4892.12	92.0
2023-09-17 19:10:00	ES	Futures	4892.12	4892.67	4891.85	4891.85	150.0
2023-09-17 19:15:00	ES	Futures	4891.85	4892.12	4891.04	4891.31	266.0
2023-09-17 19:20:00	ES	Futures	4891.31	4891.85	4890.77	4891.31	259.0
2023-09-17 19:25:00	ES	Futures	4891.31	4892.12	4891.04	4892.12	176.0
2023-09-17 19:30:00	ES	Futures	4892.12	4892.67	4891.58	4892.12	407.0
2023-09-17 19:35:00	ES	Futures	4892.12	4892.67	4892.12	4892.4	212.0
2023-09-17 19:40:00	ES	Futures	4892.4	4893.21	4892.12	4892.94	320.0
2023-09-17 19:45:00	ES	Futures	4892.67	4893.48	4892.67	4892.94	269.0
2023-09-17 19:50:00	ES	Futures	4892.67	4894.57	4892.4	4894.3	766.0
2023-09-17 19:55:00	ES	Futures	4894.02	4895.11	4894.02	4894.3	540.0
2023-09-17 20:00:00	ES	Futures	4894.3	4895.65	4894.3	4895.38	852.0
2023-09-17 20:05:00	ES	Futures	4895.38	4895.93	4894.3	4894.57	1639.0
2023-09-17 20:10:00	ES	Futures	4894.84	4895.11	4894.3	4894.57	957.0
2023-09-17 20:15:00	ES	Futures	4894.3	4894.84	4892.67	4892.94	840.0
2023-09-17 20:20:00	ES	Futures	4892.94	4893.48	4892.12	4892.4	626.0
2023-09-17 20:25:00	ES	Futures	4892.4	4893.21	4892.4	4892.94	350.0
2023-09-17 20:30:00	ES	Futures	4892.94	4894.3	4892.94	4894.3	433.0
2023-09-17 20:35:00	ES	Futures	4894.3	4894.3	4893.21	4893.21	179.0
2023-09-17 20:40:00	ES	Futures	4892.94	4894.57	4892.67	4894.3	381.0
2023-09-17 20:45:00	ES	Futures	4894.02	4895.38	4893.48	4894.02	562.0
2023-09-17 20:50:00	ES	Futures	4894.3	4894.84	4894.02	4894.3	469.0
2023-09-17 20:55:00	ES	Futures	4894.3	4894.84	4893.75	4894.3	441.0
2023-09-17 21:00:00	ES	Futures	4894.3	4894.3	4894.02	4894.3	333.0
2023-09-17 21:05:00	ES	Futures	4894.3	4894.84	4894.02	4894.3	326.0
2023-09-17 21:10:00	ES	Futures	4894.02	4894.3	4893.21	4893.75	335.0
2023-09-17 21:15:00	ES	Futures	4893.75	4893.75	4892.94	4893.21	487.0
2023-09-17 21:20:00	ES	Futures	4893.48	4893.75	4892.12	4893.21	951.0
2023-09-17 21:25:00	ES	Futures	4892.94	4893.21	4892.67	4893.21	395.0
2023-09-17 21:30:00	ES	Futures	4893.21	4893.48	4891.31	4892.4	1508.0
2023-09-17 21:35:00	ES	Futures	4892.12	4894.02	4891.31	4894.02	1009.0
2023-09-17 21:40:00	ES	Futures	4894.02	4894.57	4892.4	4893.48	802.0
2023-09-17 21:45:00	ES	Futures	4893.48	4893.75	4892.67	4893.21	682.0
2023-09-17 21:50:00	ES	Futures	4893.21	4893.21	4892.12	4892.4	421.0
2023-09-17 21:55:00	ES	Futures	4892.4	4892.67	4891.31	4892.4	467.0
2023-09-17 22:00:00	ES	Futures	4892.12	4894.3	4892.12	4893.21	760.0
2023-09-17 22:05:00	ES	Futures	4893.21	4894.02	4893.21	4894.02	593.0

> showing 50 of 3,572 rows — these rows as CSV

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