PREVIEW / futures_5min / 2023-09-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-20.parquet
  size:    359 KB
  rows:    19,873

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
2023-09-20 00:00:00	ES	Futures	4872.03	4872.3	4871.76	4872.3	192.0
2023-09-20 00:05:00	ES	Futures	4872.3	4872.3	4871.49	4871.76	184.0
2023-09-20 00:10:00	ES	Futures	4871.76	4872.3	4871.76	4872.03	160.0
2023-09-20 00:15:00	ES	Futures	4872.03	4872.03	4871.76	4872.03	13.0
2023-09-20 00:20:00	ES	Futures	4872.03	4872.03	4871.49	4872.03	221.0
2023-09-20 00:25:00	ES	Futures	4872.03	4872.03	4871.76	4872.03	167.0
2023-09-20 00:30:00	ES	Futures	4872.03	4872.03	4871.49	4871.76	234.0
2023-09-20 00:35:00	ES	Futures	4871.49	4872.03	4871.49	4871.76	206.0
2023-09-20 00:40:00	ES	Futures	4872.03	4872.03	4871.21	4871.49	304.0
2023-09-20 00:45:00	ES	Futures	4871.49	4871.49	4870.94	4871.49	264.0
2023-09-20 00:50:00	ES	Futures	4871.49	4872.03	4871.21	4872.03	226.0
2023-09-20 00:55:00	ES	Futures	4872.03	4872.57	4871.76	4872.03	335.0
2023-09-20 01:00:00	ES	Futures	4872.03	4872.3	4870.94	4872.03	304.0
2023-09-20 01:05:00	ES	Futures	4872.03	4873.39	4872.03	4873.11	483.0
2023-09-20 01:10:00	ES	Futures	4872.84	4873.11	4871.76	4872.03	271.0
2023-09-20 01:15:00	ES	Futures	4872.03	4872.3	4871.76	4872.03	248.0
2023-09-20 01:20:00	ES	Futures	4872.03	4872.84	4871.76	4872.84	146.0
2023-09-20 01:25:00	ES	Futures	4872.57	4872.84	4872.57	4872.84	116.0
2023-09-20 01:30:00	ES	Futures	4872.57	4874.2	4872.57	4873.39	531.0
2023-09-20 01:35:00	ES	Futures	4873.39	4875.02	4873.39	4873.93	656.0
2023-09-20 01:40:00	ES	Futures	4873.93	4873.93	4873.66	4873.66	262.0
2023-09-20 01:45:00	ES	Futures	4873.66	4873.66	4873.11	4873.39	247.0
2023-09-20 01:50:00	ES	Futures	4873.66	4873.93	4872.84	4873.39	424.0
2023-09-20 01:55:00	ES	Futures	4873.39	4873.39	4872.3	4872.84	597.0
2023-09-20 02:00:00	ES	Futures	4872.84	4878.0	4872.84	4876.65	2333.0
2023-09-20 02:05:00	ES	Futures	4876.37	4878.27	4876.1	4877.46	1023.0
2023-09-20 02:10:00	ES	Futures	4877.19	4879.09	4877.19	4878.82	798.0
2023-09-20 02:15:00	ES	Futures	4878.82	4879.36	4878.55	4878.82	621.0
2023-09-20 02:20:00	ES	Futures	4878.82	4879.9	4878.27	4879.36	514.0
2023-09-20 02:25:00	ES	Futures	4879.36	4879.63	4878.82	4879.63	400.0
2023-09-20 02:30:00	ES	Futures	4879.9	4880.45	4879.09	4880.45	1919.0
2023-09-20 02:35:00	ES	Futures	4880.45	4880.45	4879.36	4879.36	745.0
2023-09-20 02:40:00	ES	Futures	4879.63	4879.63	4878.27	4878.55	434.0
2023-09-20 02:45:00	ES	Futures	4878.55	4878.55	4877.46	4877.46	524.0
2023-09-20 02:50:00	ES	Futures	4877.19	4877.46	4876.65	4876.92	540.0
2023-09-20 02:55:00	ES	Futures	4876.92	4877.73	4876.65	4876.65	424.0
2023-09-20 03:00:00	ES	Futures	4876.65	4878.55	4876.37	4878.55	2672.0
2023-09-20 03:05:00	ES	Futures	4878.55	4880.18	4877.73	4877.73	1317.0
2023-09-20 03:10:00	ES	Futures	4877.73	4878.55	4876.1	4877.19	1160.0
2023-09-20 03:15:00	ES	Futures	4877.19	4877.73	4875.83	4877.19	1036.0
2023-09-20 03:20:00	ES	Futures	4877.46	4879.09	4877.46	4878.55	725.0
2023-09-20 03:25:00	ES	Futures	4878.82	4880.45	4878.55	4879.9	933.0
2023-09-20 03:30:00	ES	Futures	4879.9	4880.72	4878.55	4878.82	1259.0
2023-09-20 03:35:00	ES	Futures	4879.36	4881.53	4879.09	4880.45	925.0
2023-09-20 03:40:00	ES	Futures	4880.72	4880.72	4877.46	4879.09	1112.0
2023-09-20 03:45:00	ES	Futures	4878.82	4881.53	4878.82	4878.82	1210.0
2023-09-20 03:50:00	ES	Futures	4878.82	4879.09	4878.0	4878.82	533.0
2023-09-20 03:55:00	ES	Futures	4878.82	4879.9	4878.27	4879.63	734.0
2023-09-20 04:00:00	ES	Futures	4879.36	4879.63	4876.37	4876.37	1501.0
2023-09-20 04:05:00	ES	Futures	4876.37	4878.27	4876.37	4877.73	930.0

> showing 50 of 19,873 rows — these rows as CSV

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