PREVIEW / futures_5min / 2023-09-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-27.parquet
  size:    348 KB
  rows:    20,057

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
2023-09-27 00:00:00	ES	Futures	4695.24	4696.33	4695.24	4695.79	455.0
2023-09-27 00:05:00	ES	Futures	4695.79	4696.06	4695.24	4695.24	461.0
2023-09-27 00:10:00	ES	Futures	4695.24	4695.52	4694.7	4695.24	361.0
2023-09-27 00:15:00	ES	Futures	4694.97	4695.79	4694.7	4695.79	433.0
2023-09-27 00:20:00	ES	Futures	4695.52	4695.79	4694.97	4695.24	362.0
2023-09-27 00:25:00	ES	Futures	4695.24	4695.52	4694.43	4694.7	691.0
2023-09-27 00:30:00	ES	Futures	4694.7	4697.42	4694.7	4697.15	621.0
2023-09-27 00:35:00	ES	Futures	4697.15	4697.96	4696.6	4697.15	550.0
2023-09-27 00:40:00	ES	Futures	4697.15	4697.96	4696.87	4697.42	537.0
2023-09-27 00:45:00	ES	Futures	4697.69	4698.5	4697.42	4697.96	453.0
2023-09-27 00:50:00	ES	Futures	4698.23	4698.77	4697.96	4698.23	452.0
2023-09-27 00:55:00	ES	Futures	4698.5	4699.86	4698.5	4699.59	1332.0
2023-09-27 01:00:00	ES	Futures	4699.59	4699.59	4698.5	4698.5	901.0
2023-09-27 01:05:00	ES	Futures	4698.5	4698.77	4697.69	4698.23	700.0
2023-09-27 01:10:00	ES	Futures	4698.23	4698.5	4697.42	4697.69	299.0
2023-09-27 01:15:00	ES	Futures	4697.96	4697.96	4696.6	4697.42	627.0
2023-09-27 01:20:00	ES	Futures	4697.15	4697.69	4696.6	4697.15	756.0
2023-09-27 01:25:00	ES	Futures	4697.15	4697.96	4696.87	4697.96	799.0
2023-09-27 01:30:00	ES	Futures	4697.96	4698.77	4697.42	4698.23	855.0
2023-09-27 01:35:00	ES	Futures	4698.23	4699.86	4697.96	4698.77	1364.0
2023-09-27 01:40:00	ES	Futures	4698.77	4699.86	4698.77	4699.59	860.0
2023-09-27 01:45:00	ES	Futures	4699.59	4699.86	4699.05	4699.86	616.0
2023-09-27 01:50:00	ES	Futures	4699.86	4701.76	4699.86	4701.76	2317.0
2023-09-27 01:55:00	ES	Futures	4701.76	4702.85	4701.22	4702.58	2222.0
2023-09-27 02:00:00	ES	Futures	4702.85	4702.85	4701.22	4702.03	2453.0
2023-09-27 02:05:00	ES	Futures	4702.03	4702.85	4701.22	4702.85	1550.0
2023-09-27 02:10:00	ES	Futures	4702.58	4703.12	4701.49	4702.03	1039.0
2023-09-27 02:15:00	ES	Futures	4702.03	4702.58	4700.13	4700.13	887.0
2023-09-27 02:20:00	ES	Futures	4700.13	4702.03	4699.86	4701.22	902.0
2023-09-27 02:25:00	ES	Futures	4700.95	4702.85	4700.95	4702.58	968.0
2023-09-27 02:30:00	ES	Futures	4702.3	4703.12	4702.03	4702.58	979.0
2023-09-27 02:35:00	ES	Futures	4702.3	4703.66	4702.3	4702.85	1210.0
2023-09-27 02:40:00	ES	Futures	4702.85	4703.93	4702.58	4703.93	611.0
2023-09-27 02:45:00	ES	Futures	4703.93	4704.21	4703.39	4704.21	915.0
2023-09-27 02:50:00	ES	Futures	4703.93	4704.48	4703.12	4704.21	973.0
2023-09-27 02:55:00	ES	Futures	4704.21	4704.48	4702.03	4702.58	1052.0
2023-09-27 03:00:00	ES	Futures	4702.3	4702.3	4698.5	4701.76	3242.0
2023-09-27 03:05:00	ES	Futures	4701.76	4702.3	4700.13	4701.76	1509.0
2023-09-27 03:10:00	ES	Futures	4702.03	4703.66	4700.68	4703.39	1463.0
2023-09-27 03:15:00	ES	Futures	4703.66	4703.93	4702.3	4702.3	1331.0
2023-09-27 03:20:00	ES	Futures	4702.58	4704.21	4702.58	4703.93	1330.0
2023-09-27 03:25:00	ES	Futures	4703.93	4706.65	4702.58	4706.11	4357.0
2023-09-27 03:30:00	ES	Futures	4706.11	4706.38	4703.93	4705.29	1907.0
2023-09-27 03:35:00	ES	Futures	4705.02	4706.11	4703.66	4705.02	1282.0
2023-09-27 03:40:00	ES	Futures	4705.29	4706.11	4704.75	4705.83	1317.0
2023-09-27 03:45:00	ES	Futures	4705.83	4706.11	4704.48	4706.11	1315.0
2023-09-27 03:50:00	ES	Futures	4705.83	4708.55	4705.56	4707.46	2429.0
2023-09-27 03:55:00	ES	Futures	4707.46	4709.37	4707.19	4708.82	2369.0
2023-09-27 04:00:00	ES	Futures	4708.82	4709.64	4708.01	4709.37	2811.0
2023-09-27 04:05:00	ES	Futures	4709.37	4710.45	4708.28	4709.37	2041.0

> showing 50 of 20,057 rows — these rows as CSV

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