PREVIEW / futures_5min / 2023-09-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-26.parquet
  size:    335 KB
  rows:    19,741

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
2023-09-26 00:00:00	ES	Futures	4740.32	4740.59	4739.24	4739.78	462.0
2023-09-26 00:05:00	ES	Futures	4739.51	4740.32	4739.51	4740.05	488.0
2023-09-26 00:10:00	ES	Futures	4740.05	4740.87	4739.51	4739.78	400.0
2023-09-26 00:15:00	ES	Futures	4740.05	4740.32	4739.78	4740.05	161.0
2023-09-26 00:20:00	ES	Futures	4740.32	4741.41	4740.32	4741.41	344.0
2023-09-26 00:25:00	ES	Futures	4741.41	4741.68	4741.14	4741.68	414.0
2023-09-26 00:30:00	ES	Futures	4741.41	4741.41	4740.87	4741.41	212.0
2023-09-26 00:35:00	ES	Futures	4741.14	4741.14	4740.05	4740.05	315.0
2023-09-26 00:40:00	ES	Futures	4740.05	4741.14	4740.05	4740.59	367.0
2023-09-26 00:45:00	ES	Futures	4740.87	4741.68	4740.59	4740.87	305.0
2023-09-26 00:50:00	ES	Futures	4740.87	4741.41	4740.59	4740.87	282.0
2023-09-26 00:55:00	ES	Futures	4740.87	4741.41	4740.87	4741.41	192.0
2023-09-26 01:00:00	ES	Futures	4741.14	4742.22	4740.87	4740.87	623.0
2023-09-26 01:05:00	ES	Futures	4740.87	4741.14	4739.78	4740.59	352.0
2023-09-26 01:10:00	ES	Futures	4740.59	4741.41	4740.59	4741.41	361.0
2023-09-26 01:15:00	ES	Futures	4741.41	4741.68	4740.87	4740.87	340.0
2023-09-26 01:20:00	ES	Futures	4740.87	4741.14	4739.24	4739.24	350.0
2023-09-26 01:25:00	ES	Futures	4739.51	4740.32	4739.24	4740.32	319.0
2023-09-26 01:30:00	ES	Futures	4740.32	4740.32	4739.78	4739.78	412.0
2023-09-26 01:35:00	ES	Futures	4739.78	4741.14	4739.51	4740.59	659.0
2023-09-26 01:40:00	ES	Futures	4740.87	4741.68	4739.78	4740.87	615.0
2023-09-26 01:45:00	ES	Futures	4740.59	4741.14	4738.97	4739.24	412.0
2023-09-26 01:50:00	ES	Futures	4739.24	4739.24	4736.52	4737.61	1336.0
2023-09-26 01:55:00	ES	Futures	4737.61	4738.42	4737.06	4738.15	808.0
2023-09-26 02:00:00	ES	Futures	4737.88	4738.69	4735.98	4736.79	1480.0
2023-09-26 02:05:00	ES	Futures	4737.06	4737.61	4735.71	4735.71	793.0
2023-09-26 02:10:00	ES	Futures	4735.71	4735.98	4732.99	4733.26	1305.0
2023-09-26 02:15:00	ES	Futures	4733.53	4733.81	4730.0	4730.28	2677.0
2023-09-26 02:20:00	ES	Futures	4730.28	4731.63	4729.73	4731.09	918.0
2023-09-26 02:25:00	ES	Futures	4731.36	4732.18	4731.09	4731.63	561.0
2023-09-26 02:30:00	ES	Futures	4731.63	4731.63	4729.73	4731.36	1033.0
2023-09-26 02:35:00	ES	Futures	4731.36	4731.63	4729.73	4730.0	720.0
2023-09-26 02:40:00	ES	Futures	4729.73	4730.82	4728.92	4730.28	1308.0
2023-09-26 02:45:00	ES	Futures	4730.28	4730.55	4727.56	4728.1	1430.0
2023-09-26 02:50:00	ES	Futures	4728.1	4730.0	4727.83	4729.19	816.0
2023-09-26 02:55:00	ES	Futures	4729.19	4729.46	4728.37	4728.65	1129.0
2023-09-26 03:00:00	ES	Futures	4728.92	4729.46	4726.2	4726.74	3259.0
2023-09-26 03:05:00	ES	Futures	4726.74	4727.02	4723.49	4723.76	3388.0
2023-09-26 03:10:00	ES	Futures	4723.76	4725.12	4720.5	4721.04	3422.0
2023-09-26 03:15:00	ES	Futures	4721.31	4721.59	4718.6	4721.04	3402.0
2023-09-26 03:20:00	ES	Futures	4721.04	4724.3	4720.5	4722.4	2498.0
2023-09-26 03:25:00	ES	Futures	4722.67	4722.67	4720.23	4721.59	2438.0
2023-09-26 03:30:00	ES	Futures	4721.59	4722.4	4719.41	4721.04	3710.0
2023-09-26 03:35:00	ES	Futures	4720.77	4726.74	4720.77	4726.47	3492.0
2023-09-26 03:40:00	ES	Futures	4726.74	4731.09	4726.47	4730.82	3300.0
2023-09-26 03:45:00	ES	Futures	4730.82	4731.09	4726.47	4727.83	2396.0
2023-09-26 03:50:00	ES	Futures	4727.83	4729.46	4727.02	4728.37	2460.0
2023-09-26 03:55:00	ES	Futures	4728.37	4730.0	4727.02	4730.0	1353.0
2023-09-26 04:00:00	ES	Futures	4730.28	4731.9	4730.0	4731.9	3620.0
2023-09-26 04:05:00	ES	Futures	4731.9	4734.62	4730.0	4732.18	3187.0

> showing 50 of 19,741 rows — these rows as CSV

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