PREVIEW / futures_5min / 2023-10-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-10.parquet
  size:    336 KB
  rows:    20,099

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
2023-10-10 00:00:00	ES	Futures	4750.1	4750.37	4749.01	4749.28	235.0
2023-10-10 00:05:00	ES	Futures	4749.01	4749.56	4748.47	4748.47	406.0
2023-10-10 00:10:00	ES	Futures	4748.74	4749.28	4747.93	4748.47	506.0
2023-10-10 00:15:00	ES	Futures	4748.47	4748.47	4747.93	4748.2	307.0
2023-10-10 00:20:00	ES	Futures	4747.93	4748.74	4747.93	4748.47	193.0
2023-10-10 00:25:00	ES	Futures	4748.74	4749.28	4748.47	4748.47	205.0
2023-10-10 00:30:00	ES	Futures	4748.74	4749.56	4748.74	4749.28	454.0
2023-10-10 00:35:00	ES	Futures	4749.28	4749.83	4749.01	4749.28	310.0
2023-10-10 00:40:00	ES	Futures	4749.28	4750.64	4749.01	4749.83	671.0
2023-10-10 00:45:00	ES	Futures	4749.83	4749.83	4749.01	4749.01	273.0
2023-10-10 00:50:00	ES	Futures	4749.28	4749.28	4748.47	4748.74	275.0
2023-10-10 00:55:00	ES	Futures	4749.01	4749.28	4748.47	4748.47	211.0
2023-10-10 01:00:00	ES	Futures	4748.47	4749.28	4747.65	4747.93	703.0
2023-10-10 01:05:00	ES	Futures	4748.2	4749.01	4748.2	4748.47	723.0
2023-10-10 01:10:00	ES	Futures	4748.47	4748.74	4747.93	4747.93	346.0
2023-10-10 01:15:00	ES	Futures	4748.2	4748.2	4747.38	4748.2	376.0
2023-10-10 01:20:00	ES	Futures	4748.2	4748.74	4747.93	4748.47	303.0
2023-10-10 01:25:00	ES	Futures	4748.2	4748.47	4747.93	4748.2	291.0
2023-10-10 01:30:00	ES	Futures	4747.93	4749.83	4747.93	4748.74	608.0
2023-10-10 01:35:00	ES	Futures	4748.47	4748.74	4747.38	4748.74	410.0
2023-10-10 01:40:00	ES	Futures	4748.47	4750.64	4748.47	4749.56	735.0
2023-10-10 01:45:00	ES	Futures	4749.56	4750.64	4749.01	4749.56	1253.0
2023-10-10 01:50:00	ES	Futures	4749.83	4749.83	4748.2	4748.2	476.0
2023-10-10 01:55:00	ES	Futures	4748.2	4750.1	4748.2	4749.28	1210.0
2023-10-10 02:00:00	ES	Futures	4749.28	4749.56	4747.38	4748.2	2027.0
2023-10-10 02:05:00	ES	Futures	4748.2	4749.01	4744.94	4744.94	1847.0
2023-10-10 02:10:00	ES	Futures	4745.21	4746.03	4744.12	4744.94	1339.0
2023-10-10 02:15:00	ES	Futures	4744.94	4745.48	4742.77	4743.04	1587.0
2023-10-10 02:20:00	ES	Futures	4743.04	4744.4	4743.04	4744.4	899.0
2023-10-10 02:25:00	ES	Futures	4744.4	4745.48	4743.85	4744.4	691.0
2023-10-10 02:30:00	ES	Futures	4744.4	4746.3	4744.12	4745.48	751.0
2023-10-10 02:35:00	ES	Futures	4745.48	4747.65	4745.21	4746.57	938.0
2023-10-10 02:40:00	ES	Futures	4746.57	4746.84	4744.4	4744.67	998.0
2023-10-10 02:45:00	ES	Futures	4744.67	4744.94	4743.85	4744.94	852.0
2023-10-10 02:50:00	ES	Futures	4744.94	4746.03	4744.4	4745.75	886.0
2023-10-10 02:55:00	ES	Futures	4745.48	4747.38	4745.48	4746.84	924.0
2023-10-10 03:00:00	ES	Futures	4746.57	4749.56	4745.75	4747.11	3393.0
2023-10-10 03:05:00	ES	Futures	4747.11	4751.19	4746.57	4750.91	2496.0
2023-10-10 03:10:00	ES	Futures	4750.91	4751.19	4748.2	4749.01	3195.0
2023-10-10 03:15:00	ES	Futures	4748.74	4752.0	4748.2	4751.19	2370.0
2023-10-10 03:20:00	ES	Futures	4751.19	4754.17	4750.91	4752.27	2622.0
2023-10-10 03:25:00	ES	Futures	4752.54	4752.54	4748.2	4751.19	2353.0
2023-10-10 03:30:00	ES	Futures	4751.19	4754.44	4751.19	4753.36	3592.0
2023-10-10 03:35:00	ES	Futures	4753.36	4754.99	4752.81	4754.17	2385.0
2023-10-10 03:40:00	ES	Futures	4753.63	4754.99	4753.63	4754.17	1415.0
2023-10-10 03:45:00	ES	Futures	4754.17	4754.72	4751.73	4752.0	1845.0
2023-10-10 03:50:00	ES	Futures	4752.27	4752.27	4747.38	4749.83	2881.0
2023-10-10 03:55:00	ES	Futures	4750.1	4750.91	4749.01	4749.83	1593.0
2023-10-10 04:00:00	ES	Futures	4749.83	4751.46	4746.84	4747.65	2079.0
2023-10-10 04:05:00	ES	Futures	4747.65	4749.56	4745.75	4746.3	1913.0

> showing 50 of 20,099 rows — these rows as CSV

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