PREVIEW / futures_5min / 2023-10-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-08.parquet
  size:    86 KB
  rows:    4,101

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
2023-10-08 18:00:00	ES	Futures	4687.1	4691.44	4680.58	4681.67	8917.0
2023-10-08 18:05:00	ES	Futures	4681.94	4686.55	4673.25	4673.52	5860.0
2023-10-08 18:10:00	ES	Futures	4673.79	4682.21	4673.52	4675.69	5400.0
2023-10-08 18:15:00	ES	Futures	4675.42	4682.75	4675.42	4679.77	3339.0
2023-10-08 18:20:00	ES	Futures	4679.49	4684.38	4678.95	4684.38	3158.0
2023-10-08 18:25:00	ES	Futures	4684.38	4686.01	4683.84	4684.65	2073.0
2023-10-08 18:30:00	ES	Futures	4684.65	4685.47	4681.94	4683.57	2087.0
2023-10-08 18:35:00	ES	Futures	4683.57	4686.01	4680.85	4681.39	1362.0
2023-10-08 18:40:00	ES	Futures	4681.39	4686.01	4681.12	4681.94	1910.0
2023-10-08 18:45:00	ES	Futures	4681.94	4684.11	4680.85	4680.85	1217.0
2023-10-08 18:50:00	ES	Futures	4681.12	4681.39	4677.32	4679.22	1825.0
2023-10-08 18:55:00	ES	Futures	4678.95	4679.77	4678.41	4678.68	949.0
2023-10-08 19:00:00	ES	Futures	4678.95	4680.85	4678.68	4679.77	1066.0
2023-10-08 19:05:00	ES	Futures	4680.04	4680.58	4676.78	4679.77	1526.0
2023-10-08 19:10:00	ES	Futures	4679.77	4680.58	4678.68	4678.95	858.0
2023-10-08 19:15:00	ES	Futures	4679.22	4683.02	4679.22	4680.58	1284.0
2023-10-08 19:20:00	ES	Futures	4680.58	4681.67	4678.68	4681.67	742.0
2023-10-08 19:25:00	ES	Futures	4681.39	4682.75	4680.31	4681.67	955.0
2023-10-08 19:30:00	ES	Futures	4681.67	4682.21	4679.77	4680.31	789.0
2023-10-08 19:35:00	ES	Futures	4680.31	4683.02	4680.31	4682.75	736.0
2023-10-08 19:40:00	ES	Futures	4683.02	4684.65	4682.75	4683.57	919.0
2023-10-08 19:45:00	ES	Futures	4683.84	4683.84	4680.58	4681.94	710.0
2023-10-08 19:50:00	ES	Futures	4682.21	4683.3	4681.12	4682.48	406.0
2023-10-08 19:55:00	ES	Futures	4682.48	4685.2	4681.67	4684.65	853.0
2023-10-08 20:00:00	ES	Futures	4684.38	4685.47	4681.67	4681.67	1728.0
2023-10-08 20:05:00	ES	Futures	4681.94	4683.84	4678.95	4679.22	1502.0
2023-10-08 20:10:00	ES	Futures	4679.22	4680.58	4676.51	4677.32	1761.0
2023-10-08 20:15:00	ES	Futures	4677.05	4683.02	4677.05	4682.48	3076.0
2023-10-08 20:20:00	ES	Futures	4682.48	4684.11	4680.58	4683.3	2016.0
2023-10-08 20:25:00	ES	Futures	4683.02	4684.65	4681.39	4682.75	1016.0
2023-10-08 20:30:00	ES	Futures	4682.75	4683.02	4680.85	4682.48	588.0
2023-10-08 20:35:00	ES	Futures	4682.75	4684.92	4682.75	4683.57	965.0
2023-10-08 20:40:00	ES	Futures	4683.3	4684.38	4681.67	4681.67	744.0
2023-10-08 20:45:00	ES	Futures	4681.94	4683.84	4681.12	4683.57	682.0
2023-10-08 20:50:00	ES	Futures	4683.3	4684.92	4683.02	4684.11	788.0
2023-10-08 20:55:00	ES	Futures	4684.11	4684.65	4681.94	4683.3	873.0
2023-10-08 21:00:00	ES	Futures	4683.3	4683.3	4679.77	4680.04	808.0
2023-10-08 21:05:00	ES	Futures	4680.31	4681.94	4677.59	4678.95	1105.0
2023-10-08 21:10:00	ES	Futures	4678.68	4678.95	4677.05	4678.14	899.0
2023-10-08 21:15:00	ES	Futures	4678.14	4680.85	4677.86	4680.85	797.0
2023-10-08 21:20:00	ES	Futures	4680.85	4681.12	4680.31	4680.85	495.0
2023-10-08 21:25:00	ES	Futures	4681.12	4681.94	4680.31	4681.39	421.0
2023-10-08 21:30:00	ES	Futures	4681.67	4681.67	4677.86	4679.22	1506.0
2023-10-08 21:35:00	ES	Futures	4679.22	4679.77	4678.41	4679.77	621.0
2023-10-08 21:40:00	ES	Futures	4679.77	4680.58	4678.68	4680.58	509.0
2023-10-08 21:45:00	ES	Futures	4680.85	4681.12	4678.68	4679.77	688.0
2023-10-08 21:50:00	ES	Futures	4679.77	4680.31	4678.41	4680.04	539.0
2023-10-08 21:55:00	ES	Futures	4680.04	4682.21	4680.04	4681.39	653.0
2023-10-08 22:00:00	ES	Futures	4681.67	4682.21	4680.04	4680.31	739.0
2023-10-08 22:05:00	ES	Futures	4680.31	4682.75	4680.04	4681.67	467.0

> showing 50 of 4,101 rows — these rows as CSV

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