PREVIEW / futures_5min / 2023-09-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-29.parquet
  size:    317 KB
  rows:    16,367

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
2023-09-29 00:00:00	ES	Futures	4715.34	4716.43	4714.52	4715.34	593.0
2023-09-29 00:05:00	ES	Futures	4715.34	4715.61	4714.8	4715.34	146.0
2023-09-29 00:10:00	ES	Futures	4715.34	4715.61	4714.8	4715.34	192.0
2023-09-29 00:15:00	ES	Futures	4715.34	4715.61	4714.8	4715.07	279.0
2023-09-29 00:20:00	ES	Futures	4715.07	4715.34	4714.52	4715.07	294.0
2023-09-29 00:25:00	ES	Futures	4715.07	4715.34	4714.25	4714.52	254.0
2023-09-29 00:30:00	ES	Futures	4714.52	4715.07	4713.98	4714.8	357.0
2023-09-29 00:35:00	ES	Futures	4714.8	4715.61	4714.52	4714.8	308.0
2023-09-29 00:40:00	ES	Futures	4714.8	4715.34	4714.52	4714.52	307.0
2023-09-29 00:45:00	ES	Futures	4714.52	4714.8	4711.54	4712.35	1043.0
2023-09-29 00:50:00	ES	Futures	4712.35	4712.62	4711.81	4711.81	399.0
2023-09-29 00:55:00	ES	Futures	4711.81	4712.08	4710.99	4711.27	635.0
2023-09-29 01:00:00	ES	Futures	4710.99	4712.35	4710.99	4712.08	605.0
2023-09-29 01:05:00	ES	Futures	4712.08	4713.44	4712.08	4712.08	491.0
2023-09-29 01:10:00	ES	Futures	4712.08	4714.52	4711.81	4713.44	804.0
2023-09-29 01:15:00	ES	Futures	4713.44	4713.71	4712.35	4713.17	533.0
2023-09-29 01:20:00	ES	Futures	4713.44	4713.71	4711.81	4711.81	636.0
2023-09-29 01:25:00	ES	Futures	4711.81	4712.08	4708.55	4708.55	1228.0
2023-09-29 01:30:00	ES	Futures	4708.82	4710.18	4708.55	4709.37	789.0
2023-09-29 01:35:00	ES	Futures	4709.64	4709.91	4708.82	4709.37	478.0
2023-09-29 01:40:00	ES	Futures	4709.37	4711.54	4708.82	4710.18	741.0
2023-09-29 01:45:00	ES	Futures	4710.18	4714.8	4710.18	4714.8	1089.0
2023-09-29 01:50:00	ES	Futures	4714.52	4717.78	4714.25	4716.97	1717.0
2023-09-29 01:55:00	ES	Futures	4716.7	4716.7	4712.9	4713.98	1133.0
2023-09-29 02:00:00	ES	Futures	4713.71	4717.51	4713.17	4716.43	1791.0
2023-09-29 02:05:00	ES	Futures	4716.43	4718.87	4716.15	4717.51	1681.0
2023-09-29 02:10:00	ES	Futures	4717.51	4719.68	4717.24	4718.06	1228.0
2023-09-29 02:15:00	ES	Futures	4718.33	4719.96	4718.33	4719.96	1194.0
2023-09-29 02:20:00	ES	Futures	4719.96	4721.31	4719.14	4719.96	1270.0
2023-09-29 02:25:00	ES	Futures	4719.68	4721.59	4719.41	4719.96	767.0
2023-09-29 02:30:00	ES	Futures	4719.96	4720.5	4718.06	4718.87	710.0
2023-09-29 02:35:00	ES	Futures	4718.6	4720.77	4718.6	4720.77	815.0
2023-09-29 02:40:00	ES	Futures	4720.5	4721.04	4719.14	4720.23	873.0
2023-09-29 02:45:00	ES	Futures	4720.5	4721.86	4719.96	4721.86	2374.0
2023-09-29 02:50:00	ES	Futures	4721.59	4722.4	4721.04	4722.4	865.0
2023-09-29 02:55:00	ES	Futures	4722.13	4724.03	4721.86	4722.13	1950.0
2023-09-29 03:00:00	ES	Futures	4722.13	4723.21	4720.5	4722.67	2875.0
2023-09-29 03:05:00	ES	Futures	4722.67	4724.3	4721.31	4721.59	1850.0
2023-09-29 03:10:00	ES	Futures	4721.59	4723.49	4720.5	4723.21	1541.0
2023-09-29 03:15:00	ES	Futures	4723.49	4725.12	4722.4	4725.12	2301.0
2023-09-29 03:20:00	ES	Futures	4725.12	4729.19	4724.84	4728.92	3752.0
2023-09-29 03:25:00	ES	Futures	4728.65	4729.19	4728.1	4728.37	2088.0
2023-09-29 03:30:00	ES	Futures	4728.37	4730.82	4727.83	4730.55	3196.0
2023-09-29 03:35:00	ES	Futures	4730.28	4732.72	4729.73	4731.09	3072.0
2023-09-29 03:40:00	ES	Futures	4731.09	4732.72	4728.37	4728.37	2226.0
2023-09-29 03:45:00	ES	Futures	4728.37	4730.28	4727.29	4730.0	2519.0
2023-09-29 03:50:00	ES	Futures	4730.0	4730.0	4727.02	4729.19	2085.0
2023-09-29 03:55:00	ES	Futures	4728.92	4730.82	4728.65	4730.55	1701.0
2023-09-29 04:00:00	ES	Futures	4730.28	4730.55	4729.46	4730.28	1857.0
2023-09-29 04:05:00	ES	Futures	4730.28	4734.08	4729.19	4731.63	3054.0

> showing 50 of 16,367 rows — these rows as CSV

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