PREVIEW / futures_5min / 2023-09-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-18.parquet
  size:    309 KB
  rows:    19,337

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
2023-09-18 00:00:00	ES	Futures	4894.57	4895.11	4894.57	4895.11	298.0
2023-09-18 00:05:00	ES	Futures	4894.84	4895.38	4894.57	4895.11	188.0
2023-09-18 00:10:00	ES	Futures	4895.11	4895.38	4894.84	4895.38	125.0
2023-09-18 00:15:00	ES	Futures	4895.11	4895.38	4894.84	4895.38	173.0
2023-09-18 00:20:00	ES	Futures	4895.38	4895.38	4895.11	4895.11	128.0
2023-09-18 00:25:00	ES	Futures	4895.11	4895.11	4894.57	4895.11	282.0
2023-09-18 00:30:00	ES	Futures	4895.11	4895.65	4894.57	4895.11	290.0
2023-09-18 00:35:00	ES	Futures	4894.84	4894.84	4894.3	4894.57	200.0
2023-09-18 00:40:00	ES	Futures	4894.3	4894.57	4894.02	4894.3	182.0
2023-09-18 00:45:00	ES	Futures	4894.3	4894.3	4894.02	4894.3	136.0
2023-09-18 00:50:00	ES	Futures	4894.3	4894.57	4894.02	4894.3	127.0
2023-09-18 00:55:00	ES	Futures	4894.3	4894.3	4894.02	4894.02	67.0
2023-09-18 01:00:00	ES	Futures	4894.02	4895.11	4894.02	4894.57	353.0
2023-09-18 01:05:00	ES	Futures	4894.57	4895.38	4894.57	4894.84	229.0
2023-09-18 01:10:00	ES	Futures	4894.84	4895.11	4893.75	4894.02	316.0
2023-09-18 01:15:00	ES	Futures	4894.02	4894.84	4894.02	4894.84	166.0
2023-09-18 01:20:00	ES	Futures	4894.57	4894.57	4894.02	4894.02	161.0
2023-09-18 01:25:00	ES	Futures	4894.02	4894.02	4893.48	4893.75	297.0
2023-09-18 01:30:00	ES	Futures	4893.75	4894.84	4893.75	4894.84	301.0
2023-09-18 01:35:00	ES	Futures	4894.84	4895.38	4894.3	4895.38	296.0
2023-09-18 01:40:00	ES	Futures	4895.38	4895.38	4892.67	4892.94	576.0
2023-09-18 01:45:00	ES	Futures	4892.67	4893.48	4892.12	4893.48	525.0
2023-09-18 01:50:00	ES	Futures	4893.48	4893.75	4892.94	4893.48	211.0
2023-09-18 01:55:00	ES	Futures	4893.48	4893.48	4892.67	4893.21	342.0
2023-09-18 02:00:00	ES	Futures	4892.94	4893.48	4891.85	4892.4	736.0
2023-09-18 02:05:00	ES	Futures	4892.4	4893.75	4892.4	4893.48	424.0
2023-09-18 02:10:00	ES	Futures	4893.48	4894.84	4893.48	4894.57	502.0
2023-09-18 02:15:00	ES	Futures	4894.84	4895.11	4894.02	4894.02	295.0
2023-09-18 02:20:00	ES	Futures	4894.02	4894.84	4893.48	4894.3	625.0
2023-09-18 02:25:00	ES	Futures	4894.3	4894.84	4893.48	4893.48	473.0
2023-09-18 02:30:00	ES	Futures	4893.75	4894.02	4891.31	4891.31	752.0
2023-09-18 02:35:00	ES	Futures	4891.31	4891.58	4889.68	4890.49	1369.0
2023-09-18 02:40:00	ES	Futures	4890.49	4890.77	4889.68	4890.22	472.0
2023-09-18 02:45:00	ES	Futures	4890.22	4891.31	4889.95	4890.77	640.0
2023-09-18 02:50:00	ES	Futures	4890.77	4892.4	4890.77	4892.4	447.0
2023-09-18 02:55:00	ES	Futures	4892.12	4892.4	4890.77	4891.04	549.0
2023-09-18 03:00:00	ES	Futures	4891.04	4894.02	4890.77	4893.21	2569.0
2023-09-18 03:05:00	ES	Futures	4893.21	4893.75	4889.95	4891.04	1619.0
2023-09-18 03:10:00	ES	Futures	4890.77	4891.04	4889.41	4890.22	1605.0
2023-09-18 03:15:00	ES	Futures	4890.22	4890.22	4887.51	4888.32	1943.0
2023-09-18 03:20:00	ES	Futures	4888.59	4891.04	4888.59	4890.77	1310.0
2023-09-18 03:25:00	ES	Futures	4890.77	4891.58	4889.68	4891.31	1450.0
2023-09-18 03:30:00	ES	Futures	4891.58	4896.2	4891.31	4895.65	3989.0
2023-09-18 03:35:00	ES	Futures	4895.93	4895.93	4892.67	4892.94	1796.0
2023-09-18 03:40:00	ES	Futures	4892.94	4893.75	4892.4	4892.94	849.0
2023-09-18 03:45:00	ES	Futures	4893.21	4895.38	4892.94	4895.11	1188.0
2023-09-18 03:50:00	ES	Futures	4895.11	4895.93	4892.67	4893.48	1327.0
2023-09-18 03:55:00	ES	Futures	4893.48	4895.11	4892.94	4894.02	1139.0
2023-09-18 04:00:00	ES	Futures	4894.02	4894.3	4891.85	4892.67	1117.0
2023-09-18 04:05:00	ES	Futures	4892.94	4894.02	4891.85	4893.75	990.0

> showing 50 of 19,337 rows — these rows as CSV

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