PREVIEW / futures_5min / 2023-10-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-11.parquet
  size:    340 KB
  rows:    20,223

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
2023-10-11 00:00:00	ES	Futures	4772.37	4773.18	4772.37	4772.64	235.0
2023-10-11 00:05:00	ES	Futures	4772.37	4772.91	4772.37	4772.64	134.0
2023-10-11 00:10:00	ES	Futures	4772.37	4772.91	4772.1	4772.64	202.0
2023-10-11 00:15:00	ES	Futures	4772.64	4774.0	4772.37	4774.0	300.0
2023-10-11 00:20:00	ES	Futures	4774.0	4774.0	4773.18	4773.45	275.0
2023-10-11 00:25:00	ES	Futures	4773.45	4773.45	4772.64	4772.64	217.0
2023-10-11 00:30:00	ES	Futures	4772.37	4772.64	4771.28	4771.82	333.0
2023-10-11 00:35:00	ES	Futures	4771.82	4772.1	4771.55	4771.82	200.0
2023-10-11 00:40:00	ES	Futures	4771.55	4771.82	4771.28	4771.55	258.0
2023-10-11 00:45:00	ES	Futures	4771.55	4771.55	4771.01	4771.55	203.0
2023-10-11 00:50:00	ES	Futures	4771.55	4771.82	4771.28	4771.55	147.0
2023-10-11 00:55:00	ES	Futures	4771.55	4771.55	4771.01	4771.28	241.0
2023-10-11 01:00:00	ES	Futures	4771.28	4772.1	4771.01	4772.1	407.0
2023-10-11 01:05:00	ES	Futures	4772.1	4772.37	4771.28	4771.28	299.0
2023-10-11 01:10:00	ES	Futures	4771.55	4771.82	4771.01	4771.82	338.0
2023-10-11 01:15:00	ES	Futures	4771.55	4772.64	4771.55	4772.37	432.0
2023-10-11 01:20:00	ES	Futures	4772.37	4772.64	4771.82	4772.37	371.0
2023-10-11 01:25:00	ES	Futures	4772.1	4772.91	4772.1	4772.64	330.0
2023-10-11 01:30:00	ES	Futures	4772.64	4773.18	4772.37	4772.64	356.0
2023-10-11 01:35:00	ES	Futures	4772.91	4772.91	4771.28	4771.55	427.0
2023-10-11 01:40:00	ES	Futures	4771.55	4771.55	4770.19	4771.01	601.0
2023-10-11 01:45:00	ES	Futures	4770.74	4772.1	4770.74	4771.28	956.0
2023-10-11 01:50:00	ES	Futures	4771.28	4771.28	4770.47	4771.28	276.0
2023-10-11 01:55:00	ES	Futures	4771.01	4771.55	4770.19	4770.47	528.0
2023-10-11 02:00:00	ES	Futures	4770.47	4770.74	4768.84	4769.11	1055.0
2023-10-11 02:05:00	ES	Futures	4769.11	4769.65	4767.75	4768.56	934.0
2023-10-11 02:10:00	ES	Futures	4768.56	4770.47	4767.75	4770.19	1079.0
2023-10-11 02:15:00	ES	Futures	4769.92	4770.47	4769.38	4769.65	547.0
2023-10-11 02:20:00	ES	Futures	4769.65	4770.74	4768.56	4769.11	711.0
2023-10-11 02:25:00	ES	Futures	4768.84	4770.47	4766.39	4770.19	2379.0
2023-10-11 02:30:00	ES	Futures	4770.19	4771.01	4769.65	4770.47	435.0
2023-10-11 02:35:00	ES	Futures	4770.47	4771.82	4770.19	4771.82	561.0
2023-10-11 02:40:00	ES	Futures	4771.82	4773.18	4771.82	4772.64	534.0
2023-10-11 02:45:00	ES	Futures	4772.37	4772.64	4771.82	4772.37	537.0
2023-10-11 02:50:00	ES	Futures	4772.64	4772.64	4771.55	4771.55	394.0
2023-10-11 02:55:00	ES	Futures	4771.55	4772.1	4769.65	4770.19	697.0
2023-10-11 03:00:00	ES	Futures	4770.19	4773.72	4770.19	4771.82	2265.0
2023-10-11 03:05:00	ES	Futures	4771.82	4773.18	4771.01	4772.37	1321.0
2023-10-11 03:10:00	ES	Futures	4772.37	4774.27	4770.47	4774.0	1284.0
2023-10-11 03:15:00	ES	Futures	4774.27	4775.9	4771.28	4773.45	3506.0
2023-10-11 03:20:00	ES	Futures	4773.45	4776.71	4772.91	4775.63	1639.0
2023-10-11 03:25:00	ES	Futures	4775.9	4776.44	4773.45	4775.9	1669.0
2023-10-11 03:30:00	ES	Futures	4775.9	4777.8	4775.9	4776.71	1556.0
2023-10-11 03:35:00	ES	Futures	4776.98	4776.98	4773.45	4775.9	1518.0
2023-10-11 03:40:00	ES	Futures	4775.9	4779.16	4775.35	4778.34	3363.0
2023-10-11 03:45:00	ES	Futures	4778.34	4779.43	4776.98	4779.16	2066.0
2023-10-11 03:50:00	ES	Futures	4779.16	4779.16	4773.18	4773.45	2273.0
2023-10-11 03:55:00	ES	Futures	4773.45	4774.0	4770.19	4772.37	2367.0
2023-10-11 04:00:00	ES	Futures	4772.37	4775.9	4771.55	4775.35	2519.0
2023-10-11 04:05:00	ES	Futures	4775.63	4776.17	4771.01	4771.55	2482.0

> showing 50 of 20,223 rows — these rows as CSV

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