PREVIEW / futures_5min / 2023-09-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-28.parquet
  size:    360 KB
  rows:    20,039

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
2023-09-28 00:00:00	ES	Futures	4686.01	4686.28	4685.74	4686.28	378.0
2023-09-28 00:05:00	ES	Futures	4686.28	4686.28	4681.39	4681.94	1801.0
2023-09-28 00:10:00	ES	Futures	4681.67	4682.48	4679.49	4679.77	1807.0
2023-09-28 00:15:00	ES	Futures	4679.77	4681.67	4679.49	4681.12	792.0
2023-09-28 00:20:00	ES	Futures	4681.12	4681.39	4680.31	4680.58	676.0
2023-09-28 00:25:00	ES	Futures	4680.58	4681.67	4680.58	4681.67	335.0
2023-09-28 00:30:00	ES	Futures	4681.67	4682.21	4681.12	4681.94	382.0
2023-09-28 00:35:00	ES	Futures	4681.67	4683.84	4681.39	4683.84	680.0
2023-09-28 00:40:00	ES	Futures	4683.84	4684.38	4683.57	4684.38	565.0
2023-09-28 00:45:00	ES	Futures	4684.38	4686.55	4684.38	4686.28	625.0
2023-09-28 00:50:00	ES	Futures	4686.28	4687.1	4686.01	4686.28	414.0
2023-09-28 00:55:00	ES	Futures	4686.55	4687.91	4686.28	4687.64	522.0
2023-09-28 01:00:00	ES	Futures	4687.91	4690.63	4687.1	4690.63	1656.0
2023-09-28 01:05:00	ES	Futures	4690.63	4690.63	4688.18	4688.46	782.0
2023-09-28 01:10:00	ES	Futures	4688.46	4690.08	4688.46	4689.54	472.0
2023-09-28 01:15:00	ES	Futures	4689.81	4691.71	4689.81	4690.9	774.0
2023-09-28 01:20:00	ES	Futures	4691.17	4691.44	4690.36	4691.17	501.0
2023-09-28 01:25:00	ES	Futures	4690.9	4691.71	4690.63	4690.9	798.0
2023-09-28 01:30:00	ES	Futures	4691.17	4695.52	4691.17	4694.43	2985.0
2023-09-28 01:35:00	ES	Futures	4694.16	4695.24	4693.61	4694.97	1342.0
2023-09-28 01:40:00	ES	Futures	4694.7	4695.52	4694.43	4694.7	837.0
2023-09-28 01:45:00	ES	Futures	4694.97	4694.97	4693.34	4694.16	803.0
2023-09-28 01:50:00	ES	Futures	4694.16	4694.97	4693.34	4694.7	1067.0
2023-09-28 01:55:00	ES	Futures	4694.7	4696.06	4694.16	4695.52	1565.0
2023-09-28 02:00:00	ES	Futures	4695.52	4695.52	4692.26	4693.61	2000.0
2023-09-28 02:05:00	ES	Futures	4693.89	4693.89	4692.53	4693.07	824.0
2023-09-28 02:10:00	ES	Futures	4693.07	4693.07	4690.08	4690.36	1081.0
2023-09-28 02:15:00	ES	Futures	4690.08	4691.99	4689.81	4691.17	786.0
2023-09-28 02:20:00	ES	Futures	4691.17	4691.71	4689.0	4689.0	535.0
2023-09-28 02:25:00	ES	Futures	4689.27	4690.63	4688.18	4689.81	991.0
2023-09-28 02:30:00	ES	Futures	4689.81	4693.07	4689.81	4693.07	834.0
2023-09-28 02:35:00	ES	Futures	4692.8	4693.07	4691.44	4692.8	802.0
2023-09-28 02:40:00	ES	Futures	4692.8	4693.89	4692.53	4693.34	912.0
2023-09-28 02:45:00	ES	Futures	4693.07	4693.61	4690.36	4690.9	687.0
2023-09-28 02:50:00	ES	Futures	4690.63	4690.9	4688.73	4689.27	612.0
2023-09-28 02:55:00	ES	Futures	4689.27	4689.54	4687.91	4688.46	754.0
2023-09-28 03:00:00	ES	Futures	4688.46	4689.81	4686.28	4689.0	3906.0
2023-09-28 03:05:00	ES	Futures	4688.73	4690.08	4684.38	4687.64	2674.0
2023-09-28 03:10:00	ES	Futures	4687.37	4689.0	4684.92	4688.46	2121.0
2023-09-28 03:15:00	ES	Futures	4688.73	4691.71	4688.18	4690.36	2267.0
2023-09-28 03:20:00	ES	Futures	4690.63	4692.8	4690.36	4690.9	3132.0
2023-09-28 03:25:00	ES	Futures	4690.9	4691.44	4688.46	4689.54	1754.0
2023-09-28 03:30:00	ES	Futures	4689.54	4692.26	4688.73	4690.9	2163.0
2023-09-28 03:35:00	ES	Futures	4690.9	4693.07	4690.9	4692.8	1225.0
2023-09-28 03:40:00	ES	Futures	4692.8	4694.16	4690.36	4690.36	1612.0
2023-09-28 03:45:00	ES	Futures	4690.63	4691.71	4687.91	4688.46	1753.0
2023-09-28 03:50:00	ES	Futures	4688.46	4689.0	4686.55	4686.83	2067.0
2023-09-28 03:55:00	ES	Futures	4686.83	4687.91	4686.28	4687.37	1714.0
2023-09-28 04:00:00	ES	Futures	4687.1	4688.73	4681.12	4682.21	3252.0
2023-09-28 04:05:00	ES	Futures	4682.21	4684.65	4680.31	4683.02	3450.0

> showing 50 of 20,039 rows — these rows as CSV

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