PREVIEW / futures_5min / 2023-10-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-12.parquet
  size:    358 KB
  rows:    19,895

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
2023-10-12 00:00:00	ES	Futures	4803.05	4803.05	4802.51	4802.78	255.0
2023-10-12 00:05:00	ES	Futures	4802.78	4803.6	4802.78	4803.32	347.0
2023-10-12 00:10:00	ES	Futures	4803.6	4803.6	4803.32	4803.32	229.0
2023-10-12 00:15:00	ES	Futures	4803.6	4804.14	4803.32	4803.87	413.0
2023-10-12 00:20:00	ES	Futures	4803.6	4804.14	4803.6	4803.87	147.0
2023-10-12 00:25:00	ES	Futures	4803.87	4803.87	4803.05	4803.32	319.0
2023-10-12 00:30:00	ES	Futures	4803.32	4803.32	4802.78	4803.05	311.0
2023-10-12 00:35:00	ES	Futures	4803.32	4803.6	4803.05	4803.32	256.0
2023-10-12 00:40:00	ES	Futures	4803.05	4803.87	4803.05	4803.32	261.0
2023-10-12 00:45:00	ES	Futures	4803.6	4804.68	4803.6	4804.68	420.0
2023-10-12 00:50:00	ES	Futures	4804.41	4804.68	4803.87	4803.87	293.0
2023-10-12 00:55:00	ES	Futures	4804.14	4804.68	4803.87	4804.41	364.0
2023-10-12 01:00:00	ES	Futures	4804.41	4804.68	4803.87	4804.68	479.0
2023-10-12 01:05:00	ES	Futures	4804.41	4804.95	4803.05	4803.32	394.0
2023-10-12 01:10:00	ES	Futures	4803.32	4803.6	4803.05	4803.32	354.0
2023-10-12 01:15:00	ES	Futures	4803.32	4803.32	4802.51	4803.05	269.0
2023-10-12 01:20:00	ES	Futures	4803.05	4803.32	4802.24	4802.51	326.0
2023-10-12 01:25:00	ES	Futures	4802.51	4803.05	4802.24	4802.78	264.0
2023-10-12 01:30:00	ES	Futures	4802.51	4803.05	4802.51	4802.78	329.0
2023-10-12 01:35:00	ES	Futures	4802.78	4804.41	4802.78	4803.6	347.0
2023-10-12 01:40:00	ES	Futures	4803.6	4804.68	4803.05	4804.41	731.0
2023-10-12 01:45:00	ES	Futures	4804.14	4804.41	4803.6	4803.6	185.0
2023-10-12 01:50:00	ES	Futures	4803.6	4803.6	4802.78	4803.05	343.0
2023-10-12 01:55:00	ES	Futures	4803.05	4804.68	4802.51	4804.14	786.0
2023-10-12 02:00:00	ES	Futures	4803.87	4808.48	4803.32	4806.31	3261.0
2023-10-12 02:05:00	ES	Futures	4806.58	4808.21	4806.04	4808.21	961.0
2023-10-12 02:10:00	ES	Futures	4807.94	4808.21	4806.31	4807.67	963.0
2023-10-12 02:15:00	ES	Futures	4807.67	4808.48	4807.67	4807.94	702.0
2023-10-12 02:20:00	ES	Futures	4807.94	4808.21	4806.58	4806.58	575.0
2023-10-12 02:25:00	ES	Futures	4806.58	4807.67	4806.04	4806.85	549.0
2023-10-12 02:30:00	ES	Futures	4806.58	4806.85	4805.5	4806.31	615.0
2023-10-12 02:35:00	ES	Futures	4806.31	4809.3	4806.31	4808.76	1051.0
2023-10-12 02:40:00	ES	Futures	4808.76	4809.03	4807.67	4808.21	562.0
2023-10-12 02:45:00	ES	Futures	4807.94	4808.48	4807.13	4808.48	690.0
2023-10-12 02:50:00	ES	Futures	4808.48	4808.76	4807.67	4808.21	609.0
2023-10-12 02:55:00	ES	Futures	4808.48	4809.57	4807.94	4808.48	689.0
2023-10-12 03:00:00	ES	Futures	4808.48	4808.48	4804.68	4804.95	2224.0
2023-10-12 03:05:00	ES	Futures	4804.95	4807.13	4804.41	4805.5	2351.0
2023-10-12 03:10:00	ES	Futures	4805.77	4806.58	4804.41	4804.68	1575.0
2023-10-12 03:15:00	ES	Futures	4804.41	4805.5	4803.05	4804.95	1622.0
2023-10-12 03:20:00	ES	Futures	4804.95	4804.95	4802.78	4803.32	1730.0
2023-10-12 03:25:00	ES	Futures	4803.32	4803.87	4800.61	4800.88	2062.0
2023-10-12 03:30:00	ES	Futures	4800.88	4803.6	4800.61	4800.88	1824.0
2023-10-12 03:35:00	ES	Futures	4800.88	4802.51	4800.07	4801.97	1052.0
2023-10-12 03:40:00	ES	Futures	4801.97	4802.51	4800.34	4801.15	950.0
2023-10-12 03:45:00	ES	Futures	4800.88	4801.7	4799.79	4800.07	1326.0
2023-10-12 03:50:00	ES	Futures	4800.07	4801.15	4799.52	4799.52	1016.0
2023-10-12 03:55:00	ES	Futures	4799.79	4801.15	4799.79	4800.61	1065.0
2023-10-12 04:00:00	ES	Futures	4800.61	4800.88	4799.25	4799.79	1504.0
2023-10-12 04:05:00	ES	Futures	4799.52	4801.15	4799.52	4801.15	956.0

> showing 50 of 19,895 rows — these rows as CSV

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