PREVIEW / futures_5min / 2023-10-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-02.parquet
  size:    385 KB
  rows:    20,191

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
2023-10-02 00:00:00	ES	Futures	4724.03	4724.84	4723.76	4723.76	320.0
2023-10-02 00:05:00	ES	Futures	4724.03	4724.84	4724.03	4724.3	239.0
2023-10-02 00:10:00	ES	Futures	4724.3	4724.57	4724.03	4724.03	133.0
2023-10-02 00:15:00	ES	Futures	4724.3	4725.39	4724.03	4725.12	664.0
2023-10-02 00:20:00	ES	Futures	4725.12	4725.93	4724.84	4724.84	846.0
2023-10-02 00:25:00	ES	Futures	4724.84	4725.39	4724.57	4724.84	201.0
2023-10-02 00:30:00	ES	Futures	4724.57	4724.57	4719.96	4721.04	1273.0
2023-10-02 00:35:00	ES	Futures	4721.04	4722.4	4720.23	4722.4	1064.0
2023-10-02 00:40:00	ES	Futures	4722.13	4723.21	4721.86	4722.67	440.0
2023-10-02 00:45:00	ES	Futures	4722.67	4723.21	4722.13	4722.4	341.0
2023-10-02 00:50:00	ES	Futures	4722.4	4722.67	4720.77	4721.59	354.0
2023-10-02 00:55:00	ES	Futures	4721.59	4721.59	4720.23	4721.04	361.0
2023-10-02 01:00:00	ES	Futures	4720.77	4721.31	4719.68	4721.04	762.0
2023-10-02 01:05:00	ES	Futures	4721.04	4721.86	4720.77	4721.59	449.0
2023-10-02 01:10:00	ES	Futures	4721.59	4721.59	4719.68	4719.68	379.0
2023-10-02 01:15:00	ES	Futures	4719.68	4720.5	4718.6	4720.23	817.0
2023-10-02 01:20:00	ES	Futures	4720.23	4720.5	4719.41	4719.68	318.0
2023-10-02 01:25:00	ES	Futures	4719.68	4719.96	4719.41	4719.41	244.0
2023-10-02 01:30:00	ES	Futures	4719.41	4719.96	4718.6	4718.87	471.0
2023-10-02 01:35:00	ES	Futures	4718.6	4718.6	4716.43	4716.7	997.0
2023-10-02 01:40:00	ES	Futures	4716.97	4717.51	4715.34	4715.61	677.0
2023-10-02 01:45:00	ES	Futures	4715.61	4716.15	4714.52	4714.52	776.0
2023-10-02 01:50:00	ES	Futures	4714.52	4715.07	4713.98	4714.25	812.0
2023-10-02 01:55:00	ES	Futures	4714.25	4714.25	4712.9	4713.71	833.0
2023-10-02 02:00:00	ES	Futures	4713.71	4714.25	4711.27	4713.98	1746.0
2023-10-02 02:05:00	ES	Futures	4713.98	4716.43	4713.71	4715.88	1217.0
2023-10-02 02:10:00	ES	Futures	4715.88	4716.97	4715.34	4715.34	1062.0
2023-10-02 02:15:00	ES	Futures	4715.34	4717.24	4715.34	4716.43	624.0
2023-10-02 02:20:00	ES	Futures	4716.7	4718.06	4716.15	4717.24	853.0
2023-10-02 02:25:00	ES	Futures	4717.24	4718.33	4716.7	4717.78	575.0
2023-10-02 02:30:00	ES	Futures	4717.78	4719.68	4717.78	4719.68	804.0
2023-10-02 02:35:00	ES	Futures	4719.96	4721.59	4719.68	4721.31	997.0
2023-10-02 02:40:00	ES	Futures	4721.31	4722.67	4720.77	4721.04	1246.0
2023-10-02 02:45:00	ES	Futures	4721.04	4723.21	4720.77	4722.67	1315.0
2023-10-02 02:50:00	ES	Futures	4722.67	4724.03	4722.4	4723.76	711.0
2023-10-02 02:55:00	ES	Futures	4723.76	4725.12	4722.94	4724.84	988.0
2023-10-02 03:00:00	ES	Futures	4724.57	4725.12	4722.94	4724.84	2253.0
2023-10-02 03:05:00	ES	Futures	4724.57	4725.12	4723.21	4725.12	3148.0
2023-10-02 03:10:00	ES	Futures	4725.12	4729.73	4724.3	4728.65	4469.0
2023-10-02 03:15:00	ES	Futures	4728.65	4729.73	4726.47	4729.19	1973.0
2023-10-02 03:20:00	ES	Futures	4729.46	4730.82	4727.83	4730.82	2111.0
2023-10-02 03:25:00	ES	Futures	4730.55	4731.09	4729.46	4730.55	1688.0
2023-10-02 03:30:00	ES	Futures	4730.55	4731.09	4728.37	4728.65	2022.0
2023-10-02 03:35:00	ES	Futures	4728.65	4730.82	4728.37	4728.65	1037.0
2023-10-02 03:40:00	ES	Futures	4728.65	4728.92	4726.47	4727.02	1723.0
2023-10-02 03:45:00	ES	Futures	4727.02	4727.56	4725.66	4727.56	1223.0
2023-10-02 03:50:00	ES	Futures	4727.29	4727.56	4721.86	4722.94	1581.0
2023-10-02 03:55:00	ES	Futures	4722.94	4725.39	4722.94	4724.84	1315.0
2023-10-02 04:00:00	ES	Futures	4724.84	4729.19	4724.57	4728.65	2704.0
2023-10-02 04:05:00	ES	Futures	4728.65	4729.19	4724.3	4725.39	2726.0

> showing 50 of 20,191 rows — these rows as CSV

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