PREVIEW / futures_5min / 2023-09-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-19.parquet
  size:    314 KB
  rows:    19,344

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
2023-09-19 00:00:00	ES	Futures	4889.14	4889.41	4888.59	4888.87	394.0
2023-09-19 00:05:00	ES	Futures	4888.87	4889.95	4888.87	4889.41	329.0
2023-09-19 00:10:00	ES	Futures	4889.41	4889.95	4889.41	4889.68	166.0
2023-09-19 00:15:00	ES	Futures	4889.68	4889.68	4889.14	4889.14	160.0
2023-09-19 00:20:00	ES	Futures	4889.14	4889.41	4888.59	4888.87	174.0
2023-09-19 00:25:00	ES	Futures	4888.87	4889.41	4888.87	4888.87	178.0
2023-09-19 00:30:00	ES	Futures	4888.87	4889.14	4888.05	4888.05	800.0
2023-09-19 00:35:00	ES	Futures	4888.32	4888.59	4888.05	4888.05	166.0
2023-09-19 00:40:00	ES	Futures	4888.05	4888.59	4886.69	4886.96	1154.0
2023-09-19 00:45:00	ES	Futures	4887.24	4887.24	4886.69	4887.24	272.0
2023-09-19 00:50:00	ES	Futures	4886.96	4887.24	4886.69	4886.69	322.0
2023-09-19 00:55:00	ES	Futures	4886.69	4887.51	4886.69	4887.24	286.0
2023-09-19 01:00:00	ES	Futures	4886.96	4886.96	4885.61	4885.88	678.0
2023-09-19 01:05:00	ES	Futures	4885.88	4887.24	4885.61	4887.24	610.0
2023-09-19 01:10:00	ES	Futures	4887.24	4887.78	4886.69	4886.69	550.0
2023-09-19 01:15:00	ES	Futures	4886.69	4886.96	4886.15	4886.96	300.0
2023-09-19 01:20:00	ES	Futures	4886.69	4886.69	4885.61	4885.88	425.0
2023-09-19 01:25:00	ES	Futures	4885.88	4885.88	4885.06	4885.61	440.0
2023-09-19 01:30:00	ES	Futures	4885.33	4886.69	4885.06	4886.15	434.0
2023-09-19 01:35:00	ES	Futures	4886.42	4886.42	4885.06	4885.33	360.0
2023-09-19 01:40:00	ES	Futures	4885.06	4885.33	4884.79	4885.06	277.0
2023-09-19 01:45:00	ES	Futures	4885.06	4885.88	4884.52	4885.88	368.0
2023-09-19 01:50:00	ES	Futures	4885.88	4886.15	4885.06	4885.88	415.0
2023-09-19 01:55:00	ES	Futures	4885.61	4886.69	4885.33	4886.15	817.0
2023-09-19 02:00:00	ES	Futures	4886.42	4886.96	4884.52	4885.88	1616.0
2023-09-19 02:05:00	ES	Futures	4885.88	4886.15	4885.06	4885.88	731.0
2023-09-19 02:10:00	ES	Futures	4885.61	4885.88	4884.25	4884.79	731.0
2023-09-19 02:15:00	ES	Futures	4884.79	4885.88	4884.25	4885.61	785.0
2023-09-19 02:20:00	ES	Futures	4885.33	4885.33	4883.98	4884.25	700.0
2023-09-19 02:25:00	ES	Futures	4884.25	4884.79	4884.25	4884.25	260.0
2023-09-19 02:30:00	ES	Futures	4884.25	4885.06	4883.98	4885.06	492.0
2023-09-19 02:35:00	ES	Futures	4884.79	4885.61	4884.52	4885.61	351.0
2023-09-19 02:40:00	ES	Futures	4885.33	4886.42	4885.06	4886.15	463.0
2023-09-19 02:45:00	ES	Futures	4885.88	4886.15	4885.06	4885.88	514.0
2023-09-19 02:50:00	ES	Futures	4885.88	4886.69	4885.61	4886.42	325.0
2023-09-19 02:55:00	ES	Futures	4886.15	4886.96	4885.88	4886.15	632.0
2023-09-19 03:00:00	ES	Futures	4886.15	4886.96	4884.25	4886.42	1586.0
2023-09-19 03:05:00	ES	Futures	4886.42	4887.51	4885.33	4887.24	1685.0
2023-09-19 03:10:00	ES	Futures	4887.24	4889.41	4887.24	4889.41	1642.0
2023-09-19 03:15:00	ES	Futures	4889.14	4890.77	4888.32	4890.49	1594.0
2023-09-19 03:20:00	ES	Futures	4890.77	4892.94	4890.22	4892.67	2061.0
2023-09-19 03:25:00	ES	Futures	4892.67	4892.94	4891.31	4892.67	1145.0
2023-09-19 03:30:00	ES	Futures	4892.94	4892.94	4891.31	4892.12	1314.0
2023-09-19 03:35:00	ES	Futures	4892.12	4895.11	4891.58	4894.84	1674.0
2023-09-19 03:40:00	ES	Futures	4895.11	4895.38	4891.85	4892.12	2714.0
2023-09-19 03:45:00	ES	Futures	4892.4	4894.57	4891.85	4893.75	1306.0
2023-09-19 03:50:00	ES	Futures	4893.75	4894.3	4892.4	4894.02	763.0
2023-09-19 03:55:00	ES	Futures	4894.3	4894.84	4893.48	4894.02	1011.0
2023-09-19 04:00:00	ES	Futures	4893.75	4895.38	4893.21	4894.84	1241.0
2023-09-19 04:05:00	ES	Futures	4894.84	4895.38	4894.3	4895.11	792.0

> showing 50 of 19,344 rows — these rows as CSV

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