PREVIEW / futures_5min / 2023-10-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-05.parquet
  size:    344 KB
  rows:    20,181

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
2023-10-05 00:00:00	ES	Futures	4671.35	4671.62	4670.53	4671.35	315.0
2023-10-05 00:05:00	ES	Futures	4671.08	4672.16	4671.08	4671.89	355.0
2023-10-05 00:10:00	ES	Futures	4672.16	4672.7	4671.62	4671.89	397.0
2023-10-05 00:15:00	ES	Futures	4671.89	4671.89	4669.99	4670.8	504.0
2023-10-05 00:20:00	ES	Futures	4670.8	4671.08	4669.99	4670.26	305.0
2023-10-05 00:25:00	ES	Futures	4670.53	4670.8	4669.45	4670.26	382.0
2023-10-05 00:30:00	ES	Futures	4670.53	4670.53	4669.45	4669.99	322.0
2023-10-05 00:35:00	ES	Futures	4669.72	4670.53	4669.72	4670.26	246.0
2023-10-05 00:40:00	ES	Futures	4669.99	4670.8	4669.72	4670.26	200.0
2023-10-05 00:45:00	ES	Futures	4669.99	4670.26	4669.17	4669.17	226.0
2023-10-05 00:50:00	ES	Futures	4669.17	4670.26	4669.17	4669.99	166.0
2023-10-05 00:55:00	ES	Futures	4670.26	4670.53	4669.72	4669.99	183.0
2023-10-05 01:00:00	ES	Futures	4670.26	4670.26	4668.09	4668.36	602.0
2023-10-05 01:05:00	ES	Futures	4668.09	4668.36	4666.46	4666.46	652.0
2023-10-05 01:10:00	ES	Futures	4666.46	4668.09	4666.19	4667.55	558.0
2023-10-05 01:15:00	ES	Futures	4667.55	4668.36	4667.55	4668.09	351.0
2023-10-05 01:20:00	ES	Futures	4668.09	4668.63	4667.27	4667.82	314.0
2023-10-05 01:25:00	ES	Futures	4667.82	4668.63	4667.55	4668.36	363.0
2023-10-05 01:30:00	ES	Futures	4668.36	4668.36	4665.37	4666.46	797.0
2023-10-05 01:35:00	ES	Futures	4666.19	4668.63	4666.19	4668.63	527.0
2023-10-05 01:40:00	ES	Futures	4668.36	4668.63	4665.37	4665.37	846.0
2023-10-05 01:45:00	ES	Futures	4665.37	4666.46	4664.83	4666.46	895.0
2023-10-05 01:50:00	ES	Futures	4666.73	4667.55	4665.64	4665.92	472.0
2023-10-05 01:55:00	ES	Futures	4665.92	4667.82	4665.64	4667.0	1139.0
2023-10-05 02:00:00	ES	Futures	4667.27	4668.63	4662.93	4663.2	1488.0
2023-10-05 02:05:00	ES	Futures	4663.2	4665.37	4662.66	4664.29	768.0
2023-10-05 02:10:00	ES	Futures	4664.29	4664.56	4661.57	4661.57	810.0
2023-10-05 02:15:00	ES	Futures	4661.84	4662.93	4661.57	4662.11	704.0
2023-10-05 02:20:00	ES	Futures	4661.84	4662.93	4661.03	4661.3	623.0
2023-10-05 02:25:00	ES	Futures	4661.3	4661.57	4659.67	4661.3	1124.0
2023-10-05 02:30:00	ES	Futures	4661.3	4661.57	4660.76	4661.3	677.0
2023-10-05 02:35:00	ES	Futures	4661.03	4661.3	4659.4	4660.76	896.0
2023-10-05 02:40:00	ES	Futures	4660.76	4661.57	4659.67	4660.21	815.0
2023-10-05 02:45:00	ES	Futures	4660.21	4660.21	4656.95	4657.5	1680.0
2023-10-05 02:50:00	ES	Futures	4657.23	4657.5	4655.87	4656.68	1268.0
2023-10-05 02:55:00	ES	Futures	4656.68	4658.86	4655.87	4658.86	1529.0
2023-10-05 03:00:00	ES	Futures	4658.58	4658.58	4655.33	4657.77	3083.0
2023-10-05 03:05:00	ES	Futures	4657.77	4658.31	4655.6	4656.95	2018.0
2023-10-05 03:10:00	ES	Futures	4656.95	4658.04	4653.7	4653.7	2216.0
2023-10-05 03:15:00	ES	Futures	4653.7	4657.5	4653.7	4656.41	2683.0
2023-10-05 03:20:00	ES	Futures	4656.41	4656.95	4652.34	4652.34	2595.0
2023-10-05 03:25:00	ES	Futures	4652.34	4654.24	4651.79	4653.42	1876.0
2023-10-05 03:30:00	ES	Futures	4653.42	4655.33	4651.52	4652.07	1930.0
2023-10-05 03:35:00	ES	Futures	4652.07	4654.51	4652.07	4653.7	1509.0
2023-10-05 03:40:00	ES	Futures	4653.97	4655.05	4652.34	4653.15	1940.0
2023-10-05 03:45:00	ES	Futures	4653.15	4654.24	4652.07	4652.61	1162.0
2023-10-05 03:50:00	ES	Futures	4652.61	4654.51	4652.07	4653.7	1283.0
2023-10-05 03:55:00	ES	Futures	4653.7	4656.14	4652.88	4656.14	1650.0
2023-10-05 04:00:00	ES	Futures	4655.87	4661.84	4655.33	4661.3	3466.0
2023-10-05 04:05:00	ES	Futures	4661.3	4662.39	4658.58	4662.11	1962.0

> showing 50 of 20,181 rows — these rows as CSV

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