PREVIEW / futures_5min / 2023-10-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-13.parquet
  size:    304 KB
  rows:    16,118

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
2023-10-13 00:00:00	ES	Futures	4763.13	4763.41	4762.05	4762.59	239.0
2023-10-13 00:05:00	ES	Futures	4762.59	4763.95	4762.32	4763.13	439.0
2023-10-13 00:10:00	ES	Futures	4762.86	4763.13	4762.32	4762.59	181.0
2023-10-13 00:15:00	ES	Futures	4762.59	4763.13	4762.32	4763.13	232.0
2023-10-13 00:20:00	ES	Futures	4763.13	4763.41	4762.59	4763.41	292.0
2023-10-13 00:25:00	ES	Futures	4763.41	4765.03	4763.13	4764.76	304.0
2023-10-13 00:30:00	ES	Futures	4764.76	4764.76	4763.95	4764.49	308.0
2023-10-13 00:35:00	ES	Futures	4764.49	4764.49	4763.13	4763.41	264.0
2023-10-13 00:40:00	ES	Futures	4763.68	4763.68	4762.32	4762.32	303.0
2023-10-13 00:45:00	ES	Futures	4762.32	4762.59	4761.78	4762.32	321.0
2023-10-13 00:50:00	ES	Futures	4762.05	4762.59	4761.78	4762.59	266.0
2023-10-13 00:55:00	ES	Futures	4762.59	4762.59	4761.5	4761.78	424.0
2023-10-13 01:00:00	ES	Futures	4762.05	4762.59	4761.5	4762.32	445.0
2023-10-13 01:05:00	ES	Futures	4762.32	4762.59	4761.78	4762.32	175.0
2023-10-13 01:10:00	ES	Futures	4762.32	4763.41	4762.05	4763.41	345.0
2023-10-13 01:15:00	ES	Futures	4763.41	4763.68	4762.59	4763.41	354.0
2023-10-13 01:20:00	ES	Futures	4763.13	4764.22	4763.13	4763.95	444.0
2023-10-13 01:25:00	ES	Futures	4763.68	4763.68	4763.13	4763.41	327.0
2023-10-13 01:30:00	ES	Futures	4763.13	4763.41	4762.32	4762.86	478.0
2023-10-13 01:35:00	ES	Futures	4763.13	4763.68	4761.5	4762.05	840.0
2023-10-13 01:40:00	ES	Futures	4762.05	4762.05	4760.69	4761.5	596.0
2023-10-13 01:45:00	ES	Futures	4761.5	4762.05	4761.23	4762.05	433.0
2023-10-13 01:50:00	ES	Futures	4762.05	4762.59	4761.5	4761.5	798.0
2023-10-13 01:55:00	ES	Futures	4761.78	4763.13	4761.78	4762.86	526.0
2023-10-13 02:00:00	ES	Futures	4762.86	4763.41	4759.33	4759.88	1796.0
2023-10-13 02:05:00	ES	Futures	4759.6	4762.32	4759.6	4760.42	942.0
2023-10-13 02:10:00	ES	Futures	4760.15	4760.96	4758.79	4759.06	557.0
2023-10-13 02:15:00	ES	Futures	4758.79	4760.69	4758.79	4759.6	597.0
2023-10-13 02:20:00	ES	Futures	4759.6	4759.88	4758.52	4759.33	706.0
2023-10-13 02:25:00	ES	Futures	4759.6	4760.69	4759.33	4760.42	650.0
2023-10-13 02:30:00	ES	Futures	4760.42	4760.96	4759.88	4760.15	542.0
2023-10-13 02:35:00	ES	Futures	4760.42	4761.23	4759.33	4760.15	691.0
2023-10-13 02:40:00	ES	Futures	4760.69	4763.95	4760.69	4763.68	701.0
2023-10-13 02:45:00	ES	Futures	4763.68	4764.49	4763.41	4763.41	497.0
2023-10-13 02:50:00	ES	Futures	4763.41	4763.41	4762.32	4762.59	447.0
2023-10-13 02:55:00	ES	Futures	4762.86	4763.41	4762.05	4763.13	555.0
2023-10-13 03:00:00	ES	Futures	4762.86	4764.76	4762.32	4763.95	1915.0
2023-10-13 03:05:00	ES	Futures	4763.95	4765.85	4762.59	4765.31	1449.0
2023-10-13 03:10:00	ES	Futures	4765.31	4768.84	4765.31	4767.48	2632.0
2023-10-13 03:15:00	ES	Futures	4767.48	4767.75	4761.78	4763.41	1971.0
2023-10-13 03:20:00	ES	Futures	4763.41	4764.22	4761.5	4763.95	1763.0
2023-10-13 03:25:00	ES	Futures	4763.95	4767.21	4763.68	4766.94	1146.0
2023-10-13 03:30:00	ES	Futures	4766.94	4768.56	4765.31	4766.39	1303.0
2023-10-13 03:35:00	ES	Futures	4766.39	4768.02	4764.76	4767.75	811.0
2023-10-13 03:40:00	ES	Futures	4768.02	4769.11	4766.12	4767.21	1049.0
2023-10-13 03:45:00	ES	Futures	4767.21	4768.84	4766.94	4768.02	947.0
2023-10-13 03:50:00	ES	Futures	4767.75	4768.02	4765.31	4767.21	1138.0
2023-10-13 03:55:00	ES	Futures	4767.21	4767.21	4763.95	4765.31	873.0
2023-10-13 04:00:00	ES	Futures	4765.58	4769.38	4765.58	4768.29	1779.0
2023-10-13 04:05:00	ES	Futures	4768.29	4770.47	4767.21	4768.29	1720.0

> showing 50 of 16,118 rows — these rows as CSV

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