PREVIEW / futures_5min / 2023-10-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-09.parquet
  size:    350 KB
  rows:    20,042

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
2023-10-09 00:00:00	ES	Futures	4675.96	4677.59	4675.42	4677.05	516.0
2023-10-09 00:05:00	ES	Futures	4676.78	4676.78	4675.69	4676.51	266.0
2023-10-09 00:10:00	ES	Futures	4676.51	4677.86	4676.51	4677.32	256.0
2023-10-09 00:15:00	ES	Futures	4677.59	4678.14	4676.78	4676.78	506.0
2023-10-09 00:20:00	ES	Futures	4676.78	4678.41	4676.24	4678.14	481.0
2023-10-09 00:25:00	ES	Futures	4678.14	4678.41	4677.59	4677.86	154.0
2023-10-09 00:30:00	ES	Futures	4677.59	4678.41	4676.78	4677.86	364.0
2023-10-09 00:35:00	ES	Futures	4677.86	4679.77	4677.86	4679.22	539.0
2023-10-09 00:40:00	ES	Futures	4679.22	4680.58	4679.22	4679.49	550.0
2023-10-09 00:45:00	ES	Futures	4679.49	4679.77	4678.95	4679.77	286.0
2023-10-09 00:50:00	ES	Futures	4679.49	4680.31	4679.49	4680.04	316.0
2023-10-09 00:55:00	ES	Futures	4679.77	4680.31	4679.49	4680.04	298.0
2023-10-09 01:00:00	ES	Futures	4680.04	4681.94	4679.49	4681.12	731.0
2023-10-09 01:05:00	ES	Futures	4681.39	4682.48	4680.85	4680.85	581.0
2023-10-09 01:10:00	ES	Futures	4680.85	4681.94	4680.31	4680.31	316.0
2023-10-09 01:15:00	ES	Futures	4680.31	4681.67	4680.04	4680.58	422.0
2023-10-09 01:20:00	ES	Futures	4680.85	4681.39	4679.77	4680.31	451.0
2023-10-09 01:25:00	ES	Futures	4680.31	4682.48	4680.04	4682.48	551.0
2023-10-09 01:30:00	ES	Futures	4682.21	4683.3	4681.67	4682.75	882.0
2023-10-09 01:35:00	ES	Futures	4682.48	4684.11	4682.21	4683.3	898.0
2023-10-09 01:40:00	ES	Futures	4683.3	4683.57	4682.75	4683.02	387.0
2023-10-09 01:45:00	ES	Futures	4683.3	4683.84	4682.48	4682.75	461.0
2023-10-09 01:50:00	ES	Futures	4682.75	4683.3	4682.75	4683.3	1019.0
2023-10-09 01:55:00	ES	Futures	4683.02	4684.11	4683.02	4683.84	501.0
2023-10-09 02:00:00	ES	Futures	4683.84	4685.47	4682.75	4684.65	1812.0
2023-10-09 02:05:00	ES	Futures	4684.38	4686.83	4683.57	4686.83	1206.0
2023-10-09 02:10:00	ES	Futures	4686.83	4688.18	4686.01	4687.64	1267.0
2023-10-09 02:15:00	ES	Futures	4687.64	4688.73	4686.55	4688.18	1525.0
2023-10-09 02:20:00	ES	Futures	4688.18	4690.08	4687.91	4689.0	1246.0
2023-10-09 02:25:00	ES	Futures	4689.0	4689.27	4687.91	4688.18	898.0
2023-10-09 02:30:00	ES	Futures	4688.18	4688.18	4686.55	4687.64	828.0
2023-10-09 02:35:00	ES	Futures	4687.37	4689.27	4687.1	4687.91	553.0
2023-10-09 02:40:00	ES	Futures	4687.91	4689.27	4687.64	4688.46	501.0
2023-10-09 02:45:00	ES	Futures	4688.46	4688.73	4685.47	4685.47	638.0
2023-10-09 02:50:00	ES	Futures	4685.47	4685.74	4681.67	4682.21	1398.0
2023-10-09 02:55:00	ES	Futures	4681.94	4682.48	4680.85	4681.39	1098.0
2023-10-09 03:00:00	ES	Futures	4681.39	4681.94	4677.59	4681.67	3849.0
2023-10-09 03:05:00	ES	Futures	4681.39	4683.84	4677.05	4677.05	2810.0
2023-10-09 03:10:00	ES	Futures	4677.05	4680.31	4673.25	4673.52	3411.0
2023-10-09 03:15:00	ES	Futures	4673.79	4676.24	4671.08	4673.25	3060.0
2023-10-09 03:20:00	ES	Futures	4672.98	4673.79	4670.26	4672.43	2684.0
2023-10-09 03:25:00	ES	Futures	4672.43	4676.78	4671.08	4676.78	2500.0
2023-10-09 03:30:00	ES	Futures	4676.78	4680.31	4676.51	4678.41	2816.0
2023-10-09 03:35:00	ES	Futures	4678.95	4681.12	4676.24	4676.51	2051.0
2023-10-09 03:40:00	ES	Futures	4676.24	4676.24	4671.62	4672.7	2166.0
2023-10-09 03:45:00	ES	Futures	4672.7	4677.05	4671.35	4676.78	2193.0
2023-10-09 03:50:00	ES	Futures	4676.78	4679.77	4674.61	4675.96	2086.0
2023-10-09 03:55:00	ES	Futures	4675.96	4678.68	4675.96	4677.86	1073.0
2023-10-09 04:00:00	ES	Futures	4677.86	4683.3	4677.05	4678.95	3642.0
2023-10-09 04:05:00	ES	Futures	4678.68	4679.77	4676.51	4679.22	1691.0

> showing 50 of 20,042 rows — these rows as CSV

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