PREVIEW / futures_5min / 2023-10-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-04.parquet
  size:    371 KB
  rows:    20,449

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
2023-10-04 00:00:00	ES	Futures	4615.13	4615.13	4613.51	4613.78	579.0
2023-10-04 00:05:00	ES	Futures	4614.05	4615.95	4613.51	4615.68	566.0
2023-10-04 00:10:00	ES	Futures	4615.41	4616.76	4614.86	4616.76	502.0
2023-10-04 00:15:00	ES	Futures	4616.49	4617.31	4616.22	4617.04	472.0
2023-10-04 00:20:00	ES	Futures	4617.31	4619.21	4617.04	4617.31	891.0
2023-10-04 00:25:00	ES	Futures	4617.31	4617.85	4616.76	4617.04	506.0
2023-10-04 00:30:00	ES	Futures	4617.31	4621.38	4617.31	4621.38	1186.0
2023-10-04 00:35:00	ES	Futures	4621.11	4624.1	4621.11	4624.1	1450.0
2023-10-04 00:40:00	ES	Futures	4624.1	4624.37	4622.19	4622.19	914.0
2023-10-04 00:45:00	ES	Futures	4622.19	4623.01	4621.11	4622.74	816.0
2023-10-04 00:50:00	ES	Futures	4622.47	4624.1	4622.19	4623.55	926.0
2023-10-04 00:55:00	ES	Futures	4623.82	4624.91	4622.74	4623.28	872.0
2023-10-04 01:00:00	ES	Futures	4623.28	4623.55	4622.19	4622.47	788.0
2023-10-04 01:05:00	ES	Futures	4622.47	4624.1	4622.19	4623.82	746.0
2023-10-04 01:10:00	ES	Futures	4623.82	4624.37	4622.47	4622.47	663.0
2023-10-04 01:15:00	ES	Futures	4622.74	4622.74	4619.48	4619.75	1379.0
2023-10-04 01:20:00	ES	Futures	4619.75	4620.57	4619.21	4620.02	735.0
2023-10-04 01:25:00	ES	Futures	4620.02	4620.84	4618.39	4618.66	1077.0
2023-10-04 01:30:00	ES	Futures	4618.66	4622.47	4618.66	4620.02	1588.0
2023-10-04 01:35:00	ES	Futures	4620.02	4620.57	4617.58	4617.85	944.0
2023-10-04 01:40:00	ES	Futures	4618.12	4618.12	4614.86	4615.41	1981.0
2023-10-04 01:45:00	ES	Futures	4615.41	4616.22	4613.78	4614.86	1239.0
2023-10-04 01:50:00	ES	Futures	4614.86	4615.68	4611.33	4613.23	1754.0
2023-10-04 01:55:00	ES	Futures	4613.51	4615.41	4613.51	4614.32	984.0
2023-10-04 02:00:00	ES	Futures	4614.32	4615.68	4613.51	4613.78	2103.0
2023-10-04 02:05:00	ES	Futures	4613.51	4613.78	4609.7	4610.25	1995.0
2023-10-04 02:10:00	ES	Futures	4610.25	4611.33	4608.62	4609.16	1772.0
2023-10-04 02:15:00	ES	Futures	4609.43	4610.25	4604.54	4604.82	3957.0
2023-10-04 02:20:00	ES	Futures	4604.82	4607.53	4602.64	4603.73	3388.0
2023-10-04 02:25:00	ES	Futures	4603.73	4606.44	4602.91	4605.9	2958.0
2023-10-04 02:30:00	ES	Futures	4605.9	4606.44	4603.73	4605.63	2347.0
2023-10-04 02:35:00	ES	Futures	4605.63	4606.99	4604.82	4605.09	1232.0
2023-10-04 02:40:00	ES	Futures	4605.09	4608.89	4604.0	4608.89	1741.0
2023-10-04 02:45:00	ES	Futures	4608.62	4609.16	4606.72	4607.53	2206.0
2023-10-04 02:50:00	ES	Futures	4607.53	4607.8	4604.0	4604.54	1496.0
2023-10-04 02:55:00	ES	Futures	4604.54	4604.54	4601.28	4601.56	2166.0
2023-10-04 03:00:00	ES	Futures	4601.28	4605.36	4600.74	4604.0	4565.0
2023-10-04 03:05:00	ES	Futures	4603.73	4607.53	4602.91	4606.72	3607.0
2023-10-04 03:10:00	ES	Futures	4606.99	4611.06	4606.99	4609.43	3658.0
2023-10-04 03:15:00	ES	Futures	4609.43	4612.69	4607.53	4611.06	4655.0
2023-10-04 03:20:00	ES	Futures	4611.06	4611.88	4607.26	4608.07	3013.0
2023-10-04 03:25:00	ES	Futures	4608.07	4611.06	4606.72	4609.7	3036.0
2023-10-04 03:30:00	ES	Futures	4609.7	4610.79	4605.09	4606.17	3638.0
2023-10-04 03:35:00	ES	Futures	4606.44	4606.72	4601.83	4605.36	2980.0
2023-10-04 03:40:00	ES	Futures	4605.36	4617.31	4604.0	4616.49	5589.0
2023-10-04 03:45:00	ES	Futures	4616.49	4619.21	4616.49	4617.85	5610.0
2023-10-04 03:50:00	ES	Futures	4617.31	4619.21	4616.76	4617.58	4075.0
2023-10-04 03:55:00	ES	Futures	4617.58	4620.29	4616.22	4619.75	4582.0
2023-10-04 04:00:00	ES	Futures	4619.75	4620.84	4615.41	4618.94	5164.0
2023-10-04 04:05:00	ES	Futures	4618.94	4622.19	4616.76	4621.11	3977.0

> showing 50 of 20,449 rows — these rows as CSV

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