PREVIEW / futures_5min / 2023-10-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-03.parquet
  size:    368 KB
  rows:    20,517

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
2023-10-03 00:00:00	ES	Futures	4696.06	4696.06	4694.16	4694.43	580.0
2023-10-03 00:05:00	ES	Futures	4694.43	4695.24	4694.43	4694.43	348.0
2023-10-03 00:10:00	ES	Futures	4694.7	4694.7	4694.16	4694.7	326.0
2023-10-03 00:15:00	ES	Futures	4694.7	4694.7	4692.8	4693.07	790.0
2023-10-03 00:20:00	ES	Futures	4693.07	4693.07	4689.81	4690.63	1483.0
2023-10-03 00:25:00	ES	Futures	4690.63	4690.9	4690.08	4690.63	376.0
2023-10-03 00:30:00	ES	Futures	4690.63	4691.71	4690.63	4690.9	793.0
2023-10-03 00:35:00	ES	Futures	4690.9	4693.34	4690.9	4692.8	622.0
2023-10-03 00:40:00	ES	Futures	4693.07	4693.61	4691.44	4691.99	414.0
2023-10-03 00:45:00	ES	Futures	4691.71	4692.26	4690.36	4690.9	491.0
2023-10-03 00:50:00	ES	Futures	4691.17	4692.26	4689.81	4692.26	576.0
2023-10-03 00:55:00	ES	Futures	4691.99	4692.26	4687.91	4688.46	1390.0
2023-10-03 01:00:00	ES	Futures	4688.18	4688.73	4686.55	4687.1	2478.0
2023-10-03 01:05:00	ES	Futures	4687.37	4687.91	4685.74	4686.83	1517.0
2023-10-03 01:10:00	ES	Futures	4687.1	4689.0	4686.55	4687.64	1274.0
2023-10-03 01:15:00	ES	Futures	4687.64	4688.46	4686.28	4686.55	670.0
2023-10-03 01:20:00	ES	Futures	4686.83	4688.73	4686.83	4687.64	794.0
2023-10-03 01:25:00	ES	Futures	4687.37	4688.73	4687.1	4687.91	697.0
2023-10-03 01:30:00	ES	Futures	4687.64	4689.0	4687.1	4688.18	660.0
2023-10-03 01:35:00	ES	Futures	4688.18	4689.27	4688.18	4688.18	584.0
2023-10-03 01:40:00	ES	Futures	4688.18	4688.46	4687.64	4688.46	699.0
2023-10-03 01:45:00	ES	Futures	4688.46	4690.08	4688.18	4689.27	680.0
2023-10-03 01:50:00	ES	Futures	4689.27	4689.81	4688.46	4689.0	417.0
2023-10-03 01:55:00	ES	Futures	4689.0	4690.08	4688.73	4690.08	805.0
2023-10-03 02:00:00	ES	Futures	4690.36	4693.61	4690.08	4692.26	2279.0
2023-10-03 02:05:00	ES	Futures	4692.26	4693.07	4691.44	4692.53	1075.0
2023-10-03 02:10:00	ES	Futures	4692.53	4693.07	4691.99	4692.8	661.0
2023-10-03 02:15:00	ES	Futures	4692.8	4693.89	4692.8	4693.07	884.0
2023-10-03 02:20:00	ES	Futures	4693.07	4693.89	4692.26	4693.89	1012.0
2023-10-03 02:25:00	ES	Futures	4693.89	4694.7	4693.61	4694.16	980.0
2023-10-03 02:30:00	ES	Futures	4694.16	4694.7	4693.89	4694.43	458.0
2023-10-03 02:35:00	ES	Futures	4694.16	4694.97	4693.61	4694.43	894.0
2023-10-03 02:40:00	ES	Futures	4694.43	4695.79	4694.16	4694.97	1159.0
2023-10-03 02:45:00	ES	Futures	4695.24	4695.79	4694.16	4694.7	788.0
2023-10-03 02:50:00	ES	Futures	4694.7	4696.06	4694.7	4696.06	660.0
2023-10-03 02:55:00	ES	Futures	4695.79	4696.6	4695.24	4695.79	1019.0
2023-10-03 03:00:00	ES	Futures	4695.79	4698.5	4695.24	4697.15	4193.0
2023-10-03 03:05:00	ES	Futures	4697.15	4698.23	4695.24	4696.87	3282.0
2023-10-03 03:10:00	ES	Futures	4696.87	4697.69	4695.52	4696.33	1687.0
2023-10-03 03:15:00	ES	Futures	4696.33	4698.5	4694.97	4694.97	1779.0
2023-10-03 03:20:00	ES	Futures	4695.24	4697.96	4694.7	4696.6	1600.0
2023-10-03 03:25:00	ES	Futures	4696.87	4698.23	4695.79	4697.42	1685.0
2023-10-03 03:30:00	ES	Futures	4697.42	4698.5	4696.6	4697.42	2637.0
2023-10-03 03:35:00	ES	Futures	4697.42	4701.76	4697.15	4701.76	3150.0
2023-10-03 03:40:00	ES	Futures	4701.49	4703.12	4700.68	4701.49	3229.0
2023-10-03 03:45:00	ES	Futures	4701.76	4702.03	4698.5	4698.5	1581.0
2023-10-03 03:50:00	ES	Futures	4698.5	4699.05	4696.87	4697.96	1662.0
2023-10-03 03:55:00	ES	Futures	4697.96	4700.95	4697.15	4698.23	1842.0
2023-10-03 04:00:00	ES	Futures	4698.23	4705.02	4697.96	4704.21	3106.0
2023-10-03 04:05:00	ES	Futures	4704.21	4707.19	4703.93	4706.65	2841.0

> showing 50 of 20,517 rows — these rows as CSV

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