PREVIEW / futures_5min / 2023-09-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-22.parquet
  size:    273 KB
  rows:    15,888

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
2023-09-22 00:00:00	ES	Futures	4757.16	4757.43	4756.62	4757.43	403.0
2023-09-22 00:05:00	ES	Futures	4757.16	4758.79	4757.16	4758.79	732.0
2023-09-22 00:10:00	ES	Futures	4758.52	4759.06	4758.25	4758.79	690.0
2023-09-22 00:15:00	ES	Futures	4758.52	4758.79	4757.97	4757.97	437.0
2023-09-22 00:20:00	ES	Futures	4757.97	4757.97	4757.16	4757.7	531.0
2023-09-22 00:25:00	ES	Futures	4757.7	4757.97	4757.16	4757.43	279.0
2023-09-22 00:30:00	ES	Futures	4757.16	4757.43	4756.34	4756.62	620.0
2023-09-22 00:35:00	ES	Futures	4756.62	4757.43	4756.62	4756.89	390.0
2023-09-22 00:40:00	ES	Futures	4757.16	4757.43	4756.34	4756.62	492.0
2023-09-22 00:45:00	ES	Futures	4756.62	4757.16	4756.34	4756.89	288.0
2023-09-22 00:50:00	ES	Futures	4756.89	4758.52	4756.62	4758.25	567.0
2023-09-22 00:55:00	ES	Futures	4757.97	4758.25	4757.7	4757.97	340.0
2023-09-22 01:00:00	ES	Futures	4757.97	4758.25	4757.16	4757.16	878.0
2023-09-22 01:05:00	ES	Futures	4757.43	4758.79	4757.16	4758.25	989.0
2023-09-22 01:10:00	ES	Futures	4758.25	4758.52	4757.7	4757.7	570.0
2023-09-22 01:15:00	ES	Futures	4757.7	4758.25	4757.16	4757.16	692.0
2023-09-22 01:20:00	ES	Futures	4756.89	4757.97	4756.62	4757.97	508.0
2023-09-22 01:25:00	ES	Futures	4757.7	4757.97	4756.89	4757.43	613.0
2023-09-22 01:30:00	ES	Futures	4757.16	4757.97	4756.89	4757.43	659.0
2023-09-22 01:35:00	ES	Futures	4757.7	4758.52	4757.43	4757.7	789.0
2023-09-22 01:40:00	ES	Futures	4757.7	4760.15	4757.7	4759.88	1626.0
2023-09-22 01:45:00	ES	Futures	4759.6	4760.96	4759.6	4760.15	2004.0
2023-09-22 01:50:00	ES	Futures	4760.42	4760.69	4759.06	4759.6	1231.0
2023-09-22 01:55:00	ES	Futures	4759.6	4760.15	4758.79	4759.33	1007.0
2023-09-22 02:00:00	ES	Futures	4759.33	4759.6	4757.43	4758.52	1702.0
2023-09-22 02:05:00	ES	Futures	4758.79	4760.96	4758.79	4760.42	1608.0
2023-09-22 02:10:00	ES	Futures	4760.42	4760.96	4758.79	4759.6	957.0
2023-09-22 02:15:00	ES	Futures	4759.88	4760.96	4759.06	4760.15	744.0
2023-09-22 02:20:00	ES	Futures	4760.15	4760.15	4758.79	4759.33	909.0
2023-09-22 02:25:00	ES	Futures	4759.33	4760.96	4758.52	4760.69	717.0
2023-09-22 02:30:00	ES	Futures	4760.69	4760.96	4759.88	4759.88	1180.0
2023-09-22 02:35:00	ES	Futures	4759.88	4760.96	4758.25	4758.52	1147.0
2023-09-22 02:40:00	ES	Futures	4758.52	4759.33	4757.97	4759.33	562.0
2023-09-22 02:45:00	ES	Futures	4759.33	4759.6	4758.25	4758.25	507.0
2023-09-22 02:50:00	ES	Futures	4758.25	4758.79	4757.7	4758.25	502.0
2023-09-22 02:55:00	ES	Futures	4758.25	4760.42	4757.97	4757.97	1419.0
2023-09-22 03:00:00	ES	Futures	4757.97	4758.25	4752.81	4757.16	5577.0
2023-09-22 03:05:00	ES	Futures	4757.43	4759.88	4754.44	4756.62	4001.0
2023-09-22 03:10:00	ES	Futures	4756.62	4759.33	4755.53	4759.06	2150.0
2023-09-22 03:15:00	ES	Futures	4759.33	4762.32	4757.7	4760.96	5330.0
2023-09-22 03:20:00	ES	Futures	4761.23	4761.5	4756.89	4757.43	3613.0
2023-09-22 03:25:00	ES	Futures	4757.43	4757.43	4753.9	4757.16	3195.0
2023-09-22 03:30:00	ES	Futures	4757.43	4760.69	4756.07	4756.34	4167.0
2023-09-22 03:35:00	ES	Futures	4756.62	4758.79	4755.53	4755.53	1908.0
2023-09-22 03:40:00	ES	Futures	4755.8	4758.25	4755.53	4757.43	1855.0
2023-09-22 03:45:00	ES	Futures	4757.43	4759.6	4756.89	4759.33	2554.0
2023-09-22 03:50:00	ES	Futures	4759.33	4759.88	4754.44	4754.44	2195.0
2023-09-22 03:55:00	ES	Futures	4754.72	4755.8	4753.09	4754.17	2065.0
2023-09-22 04:00:00	ES	Futures	4754.17	4754.17	4750.91	4752.54	3331.0
2023-09-22 04:05:00	ES	Futures	4752.27	4754.17	4750.64	4753.63	2195.0

> showing 50 of 15,888 rows — these rows as CSV

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