PREVIEW / futures_5min / 2023-10-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-01.parquet
  size:    75 KB
  rows:    3,954

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
2023-10-01 18:00:00	ES	Futures	4724.03	4729.46	4715.61	4716.15	7555.0
2023-10-01 18:05:00	ES	Futures	4716.15	4720.77	4711.81	4719.68	5246.0
2023-10-01 18:10:00	ES	Futures	4719.96	4721.31	4717.51	4718.33	2176.0
2023-10-01 18:15:00	ES	Futures	4718.33	4721.31	4717.51	4718.6	2204.0
2023-10-01 18:20:00	ES	Futures	4718.6	4718.87	4717.24	4718.33	1165.0
2023-10-01 18:25:00	ES	Futures	4718.06	4719.68	4714.8	4715.88	2428.0
2023-10-01 18:30:00	ES	Futures	4715.88	4716.15	4713.71	4715.88	1345.0
2023-10-01 18:35:00	ES	Futures	4715.88	4717.51	4712.9	4714.25	1007.0
2023-10-01 18:40:00	ES	Futures	4713.98	4716.43	4713.98	4715.07	735.0
2023-10-01 18:45:00	ES	Futures	4715.07	4717.78	4713.17	4717.51	2724.0
2023-10-01 18:50:00	ES	Futures	4717.24	4717.24	4715.61	4716.43	1219.0
2023-10-01 18:55:00	ES	Futures	4716.15	4716.43	4713.71	4715.34	1617.0
2023-10-01 19:00:00	ES	Futures	4715.34	4716.7	4713.71	4714.25	2284.0
2023-10-01 19:05:00	ES	Futures	4714.52	4717.24	4714.52	4716.7	1865.0
2023-10-01 19:10:00	ES	Futures	4716.7	4717.78	4715.88	4716.7	1496.0
2023-10-01 19:15:00	ES	Futures	4716.7	4718.6	4716.7	4718.33	1470.0
2023-10-01 19:20:00	ES	Futures	4718.06	4719.14	4717.51	4717.51	969.0
2023-10-01 19:25:00	ES	Futures	4717.51	4718.33	4716.7	4717.24	686.0
2023-10-01 19:30:00	ES	Futures	4717.24	4718.6	4715.61	4718.06	1225.0
2023-10-01 19:35:00	ES	Futures	4718.06	4718.6	4717.24	4718.33	1015.0
2023-10-01 19:40:00	ES	Futures	4718.33	4719.41	4718.33	4718.87	612.0
2023-10-01 19:45:00	ES	Futures	4718.87	4720.77	4718.6	4719.96	955.0
2023-10-01 19:50:00	ES	Futures	4720.23	4720.23	4719.14	4719.68	529.0
2023-10-01 19:55:00	ES	Futures	4719.68	4721.04	4718.87	4719.14	604.0
2023-10-01 20:00:00	ES	Futures	4719.14	4721.31	4719.14	4720.77	1035.0
2023-10-01 20:05:00	ES	Futures	4720.5	4721.59	4720.23	4721.31	769.0
2023-10-01 20:10:00	ES	Futures	4721.31	4724.3	4721.31	4724.03	1684.0
2023-10-01 20:15:00	ES	Futures	4724.03	4726.2	4723.49	4725.93	2546.0
2023-10-01 20:20:00	ES	Futures	4725.93	4726.2	4724.03	4724.03	1421.0
2023-10-01 20:25:00	ES	Futures	4724.3	4725.93	4723.76	4725.12	1020.0
2023-10-01 20:30:00	ES	Futures	4725.39	4726.47	4724.57	4724.84	1067.0
2023-10-01 20:35:00	ES	Futures	4724.84	4725.39	4723.76	4723.76	952.0
2023-10-01 20:40:00	ES	Futures	4724.03	4724.3	4718.87	4721.04	2152.0
2023-10-01 20:45:00	ES	Futures	4721.31	4722.94	4721.04	4721.31	1039.0
2023-10-01 20:50:00	ES	Futures	4721.31	4722.94	4721.04	4722.94	676.0
2023-10-01 20:55:00	ES	Futures	4722.94	4723.76	4721.86	4722.4	410.0
2023-10-01 21:00:00	ES	Futures	4722.4	4725.12	4722.13	4724.84	1092.0
2023-10-01 21:05:00	ES	Futures	4724.57	4724.84	4723.21	4724.84	481.0
2023-10-01 21:10:00	ES	Futures	4725.12	4725.93	4724.03	4725.12	744.0
2023-10-01 21:15:00	ES	Futures	4725.12	4725.93	4723.76	4724.84	1323.0
2023-10-01 21:20:00	ES	Futures	4724.57	4725.39	4724.03	4725.12	1015.0
2023-10-01 21:25:00	ES	Futures	4725.12	4727.02	4724.84	4726.47	1012.0
2023-10-01 21:30:00	ES	Futures	4726.74	4727.02	4725.93	4726.2	345.0
2023-10-01 21:35:00	ES	Futures	4725.93	4727.02	4725.39	4726.47	486.0
2023-10-01 21:40:00	ES	Futures	4726.2	4727.02	4725.93	4726.74	333.0
2023-10-01 21:45:00	ES	Futures	4726.74	4727.29	4725.66	4726.2	379.0
2023-10-01 21:50:00	ES	Futures	4726.2	4727.29	4725.93	4727.02	405.0
2023-10-01 21:55:00	ES	Futures	4726.74	4727.56	4725.66	4725.93	474.0
2023-10-01 22:00:00	ES	Futures	4725.93	4727.29	4725.93	4726.74	519.0
2023-10-01 22:05:00	ES	Futures	4726.74	4727.29	4726.74	4726.74	121.0

> showing 50 of 3,954 rows — these rows as CSV

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