PREVIEW / futures_5min / 2023-10-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-06.parquet
  size:    318 KB
  rows:    16,533

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
2023-10-06 00:00:00	ES	Futures	4658.31	4658.86	4658.31	4658.86	155.0
2023-10-06 00:05:00	ES	Futures	4658.86	4658.86	4658.31	4658.58	199.0
2023-10-06 00:10:00	ES	Futures	4658.58	4658.86	4658.31	4658.31	211.0
2023-10-06 00:15:00	ES	Futures	4658.58	4659.13	4658.31	4658.58	650.0
2023-10-06 00:20:00	ES	Futures	4658.86	4658.86	4658.04	4658.04	226.0
2023-10-06 00:25:00	ES	Futures	4658.04	4658.86	4657.77	4658.58	259.0
2023-10-06 00:30:00	ES	Futures	4658.58	4658.86	4657.5	4658.31	381.0
2023-10-06 00:35:00	ES	Futures	4658.04	4658.86	4658.04	4658.58	161.0
2023-10-06 00:40:00	ES	Futures	4658.58	4658.58	4656.95	4657.5	185.0
2023-10-06 00:45:00	ES	Futures	4657.5	4657.5	4657.23	4657.5	187.0
2023-10-06 00:50:00	ES	Futures	4657.5	4657.5	4656.68	4656.68	324.0
2023-10-06 00:55:00	ES	Futures	4656.68	4656.95	4655.33	4656.14	643.0
2023-10-06 01:00:00	ES	Futures	4656.14	4656.14	4655.05	4655.87	455.0
2023-10-06 01:05:00	ES	Futures	4655.6	4656.41	4654.78	4655.33	589.0
2023-10-06 01:10:00	ES	Futures	4655.05	4655.05	4653.97	4654.51	683.0
2023-10-06 01:15:00	ES	Futures	4654.78	4655.33	4654.24	4654.51	379.0
2023-10-06 01:20:00	ES	Futures	4654.51	4655.05	4654.51	4655.05	301.0
2023-10-06 01:25:00	ES	Futures	4654.78	4655.33	4653.42	4653.7	400.0
2023-10-06 01:30:00	ES	Futures	4653.97	4654.78	4653.7	4654.24	323.0
2023-10-06 01:35:00	ES	Futures	4654.51	4655.87	4654.24	4654.51	351.0
2023-10-06 01:40:00	ES	Futures	4654.51	4654.51	4652.07	4652.34	767.0
2023-10-06 01:45:00	ES	Futures	4652.34	4652.61	4651.52	4652.34	696.0
2023-10-06 01:50:00	ES	Futures	4652.07	4652.88	4651.52	4652.07	1011.0
2023-10-06 01:55:00	ES	Futures	4652.07	4652.34	4651.79	4652.07	221.0
2023-10-06 02:00:00	ES	Futures	4651.79	4653.15	4650.98	4653.15	917.0
2023-10-06 02:05:00	ES	Futures	4653.42	4656.14	4653.42	4655.87	755.0
2023-10-06 02:10:00	ES	Futures	4655.87	4656.68	4655.33	4655.87	510.0
2023-10-06 02:15:00	ES	Futures	4655.6	4656.41	4653.7	4654.24	1107.0
2023-10-06 02:20:00	ES	Futures	4654.51	4655.6	4654.24	4655.05	416.0
2023-10-06 02:25:00	ES	Futures	4654.78	4654.78	4651.79	4652.07	703.0
2023-10-06 02:30:00	ES	Futures	4652.07	4654.24	4652.07	4653.15	584.0
2023-10-06 02:35:00	ES	Futures	4653.15	4654.51	4652.34	4653.97	540.0
2023-10-06 02:40:00	ES	Futures	4653.97	4654.24	4651.79	4652.07	346.0
2023-10-06 02:45:00	ES	Futures	4652.07	4653.42	4651.79	4653.42	578.0
2023-10-06 02:50:00	ES	Futures	4653.42	4655.6	4653.15	4653.15	702.0
2023-10-06 02:55:00	ES	Futures	4653.42	4655.33	4653.15	4655.05	571.0
2023-10-06 03:00:00	ES	Futures	4655.05	4656.41	4652.61	4655.05	2294.0
2023-10-06 03:05:00	ES	Futures	4655.05	4656.14	4654.78	4655.05	1125.0
2023-10-06 03:10:00	ES	Futures	4654.78	4656.95	4652.88	4656.14	1491.0
2023-10-06 03:15:00	ES	Futures	4656.14	4656.41	4654.51	4655.33	1045.0
2023-10-06 03:20:00	ES	Futures	4655.33	4662.39	4655.05	4660.48	2262.0
2023-10-06 03:25:00	ES	Futures	4660.48	4661.3	4659.4	4660.48	1413.0
2023-10-06 03:30:00	ES	Futures	4660.21	4663.47	4659.94	4662.11	2136.0
2023-10-06 03:35:00	ES	Futures	4661.84	4662.39	4659.4	4662.11	1422.0
2023-10-06 03:40:00	ES	Futures	4662.39	4662.66	4660.76	4661.3	1046.0
2023-10-06 03:45:00	ES	Futures	4661.03	4662.39	4659.4	4659.4	1032.0
2023-10-06 03:50:00	ES	Futures	4659.67	4661.57	4659.4	4661.57	1011.0
2023-10-06 03:55:00	ES	Futures	4661.57	4664.83	4661.57	4664.01	1797.0
2023-10-06 04:00:00	ES	Futures	4664.01	4666.73	4662.39	4662.93	3526.0
2023-10-06 04:05:00	ES	Futures	4662.93	4667.0	4662.93	4665.37	2080.0

> showing 50 of 16,533 rows — these rows as CSV

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