PREVIEW / futures_5min / 2023-09-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-25.parquet
  size:    336 KB
  rows:    19,530

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
2023-09-25 00:00:00	ES	Futures	4749.56	4749.83	4749.28	4749.28	108.0
2023-09-25 00:05:00	ES	Futures	4749.28	4750.1	4749.28	4750.1	348.0
2023-09-25 00:10:00	ES	Futures	4749.83	4750.1	4749.56	4749.83	166.0
2023-09-25 00:15:00	ES	Futures	4749.83	4750.37	4749.83	4750.1	185.0
2023-09-25 00:20:00	ES	Futures	4750.1	4750.64	4750.1	4750.37	145.0
2023-09-25 00:25:00	ES	Futures	4750.37	4750.91	4750.1	4750.91	225.0
2023-09-25 00:30:00	ES	Futures	4750.64	4750.64	4750.1	4750.1	309.0
2023-09-25 00:35:00	ES	Futures	4749.83	4749.83	4747.93	4749.83	686.0
2023-09-25 00:40:00	ES	Futures	4749.83	4749.83	4748.74	4748.74	256.0
2023-09-25 00:45:00	ES	Futures	4749.01	4749.56	4748.74	4749.01	251.0
2023-09-25 00:50:00	ES	Futures	4749.01	4750.1	4749.01	4749.83	204.0
2023-09-25 00:55:00	ES	Futures	4749.56	4749.83	4749.28	4749.56	157.0
2023-09-25 01:00:00	ES	Futures	4749.28	4751.73	4749.28	4750.1	877.0
2023-09-25 01:05:00	ES	Futures	4750.37	4750.37	4748.47	4749.28	397.0
2023-09-25 01:10:00	ES	Futures	4749.56	4749.56	4748.2	4748.47	170.0
2023-09-25 01:15:00	ES	Futures	4748.74	4749.83	4748.47	4749.56	207.0
2023-09-25 01:20:00	ES	Futures	4749.56	4750.37	4749.56	4749.83	239.0
2023-09-25 01:25:00	ES	Futures	4750.1	4750.37	4749.56	4750.1	240.0
2023-09-25 01:30:00	ES	Futures	4749.83	4750.1	4748.47	4748.47	314.0
2023-09-25 01:35:00	ES	Futures	4748.74	4749.56	4748.47	4749.01	219.0
2023-09-25 01:40:00	ES	Futures	4749.01	4749.28	4748.47	4748.47	360.0
2023-09-25 01:45:00	ES	Futures	4748.47	4749.01	4746.57	4747.93	667.0
2023-09-25 01:50:00	ES	Futures	4747.93	4747.93	4746.84	4747.38	273.0
2023-09-25 01:55:00	ES	Futures	4747.38	4747.38	4746.84	4747.11	356.0
2023-09-25 02:00:00	ES	Futures	4747.11	4747.93	4746.03	4746.84	935.0
2023-09-25 02:05:00	ES	Futures	4746.84	4749.28	4746.03	4749.01	1175.0
2023-09-25 02:10:00	ES	Futures	4749.01	4750.91	4749.01	4750.1	1050.0
2023-09-25 02:15:00	ES	Futures	4750.1	4750.1	4748.74	4749.56	671.0
2023-09-25 02:20:00	ES	Futures	4749.56	4749.56	4747.65	4747.65	983.0
2023-09-25 02:25:00	ES	Futures	4747.65	4747.93	4747.38	4747.93	485.0
2023-09-25 02:30:00	ES	Futures	4747.93	4748.47	4747.11	4747.65	575.0
2023-09-25 02:35:00	ES	Futures	4747.93	4748.47	4747.11	4747.38	481.0
2023-09-25 02:40:00	ES	Futures	4747.38	4747.38	4746.57	4747.38	517.0
2023-09-25 02:45:00	ES	Futures	4747.11	4749.01	4747.11	4749.01	510.0
2023-09-25 02:50:00	ES	Futures	4749.01	4749.28	4748.47	4749.01	438.0
2023-09-25 02:55:00	ES	Futures	4749.01	4750.64	4748.74	4748.74	937.0
2023-09-25 03:00:00	ES	Futures	4748.74	4750.1	4748.47	4749.01	2282.0
2023-09-25 03:05:00	ES	Futures	4749.28	4751.46	4748.47	4749.83	2209.0
2023-09-25 03:10:00	ES	Futures	4750.1	4753.36	4750.1	4753.09	1609.0
2023-09-25 03:15:00	ES	Futures	4753.09	4754.72	4752.81	4754.17	1779.0
2023-09-25 03:20:00	ES	Futures	4754.17	4754.99	4752.81	4754.17	1802.0
2023-09-25 03:25:00	ES	Futures	4754.17	4755.8	4753.09	4755.53	1913.0
2023-09-25 03:30:00	ES	Futures	4755.26	4757.16	4754.17	4757.16	2134.0
2023-09-25 03:35:00	ES	Futures	4757.16	4757.16	4753.09	4753.36	1886.0
2023-09-25 03:40:00	ES	Futures	4753.63	4755.53	4753.36	4754.99	1668.0
2023-09-25 03:45:00	ES	Futures	4754.99	4755.26	4752.81	4753.36	1206.0
2023-09-25 03:50:00	ES	Futures	4753.36	4753.9	4751.46	4752.27	1221.0
2023-09-25 03:55:00	ES	Futures	4752.27	4754.17	4752.0	4752.81	1046.0
2023-09-25 04:00:00	ES	Futures	4753.09	4754.44	4752.27	4753.09	1800.0
2023-09-25 04:05:00	ES	Futures	4753.09	4753.63	4751.19	4751.73	1163.0

> showing 50 of 19,530 rows — these rows as CSV

> unlock the full archive -- $79 one-time