PREVIEW / futures_5min / 2023-10-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-15.parquet
  size:    77 KB
  rows:    3,993

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
2023-10-15 18:00:00	ES	Futures	4732.45	4741.14	4732.45	4738.69	4862.0
2023-10-15 18:05:00	ES	Futures	4738.69	4741.68	4736.25	4741.14	2113.0
2023-10-15 18:10:00	ES	Futures	4741.14	4742.22	4740.05	4741.14	1062.0
2023-10-15 18:15:00	ES	Futures	4741.14	4741.95	4740.59	4741.68	672.0
2023-10-15 18:20:00	ES	Futures	4741.68	4742.22	4740.59	4740.87	567.0
2023-10-15 18:25:00	ES	Futures	4740.87	4742.5	4740.32	4740.59	590.0
2023-10-15 18:30:00	ES	Futures	4740.32	4741.14	4739.24	4740.05	864.0
2023-10-15 18:35:00	ES	Futures	4740.05	4740.59	4738.15	4738.97	523.0
2023-10-15 18:40:00	ES	Futures	4738.97	4739.78	4737.61	4738.42	488.0
2023-10-15 18:45:00	ES	Futures	4738.69	4738.97	4737.88	4738.97	420.0
2023-10-15 18:50:00	ES	Futures	4738.97	4738.97	4737.06	4738.42	543.0
2023-10-15 18:55:00	ES	Futures	4738.42	4740.87	4737.88	4740.05	479.0
2023-10-15 19:00:00	ES	Futures	4740.32	4740.87	4738.97	4739.51	464.0
2023-10-15 19:05:00	ES	Futures	4739.24	4740.87	4739.24	4740.05	233.0
2023-10-15 19:10:00	ES	Futures	4740.32	4741.68	4740.32	4741.68	393.0
2023-10-15 19:15:00	ES	Futures	4741.68	4741.68	4739.78	4740.32	375.0
2023-10-15 19:20:00	ES	Futures	4740.32	4741.68	4739.51	4741.68	359.0
2023-10-15 19:25:00	ES	Futures	4741.68	4743.58	4741.41	4743.04	670.0
2023-10-15 19:30:00	ES	Futures	4743.31	4745.48	4742.5	4742.77	1059.0
2023-10-15 19:35:00	ES	Futures	4742.77	4743.04	4741.41	4742.5	330.0
2023-10-15 19:40:00	ES	Futures	4742.22	4743.04	4741.95	4743.04	297.0
2023-10-15 19:45:00	ES	Futures	4743.04	4743.31	4741.68	4742.22	317.0
2023-10-15 19:50:00	ES	Futures	4742.22	4743.85	4741.68	4743.04	611.0
2023-10-15 19:55:00	ES	Futures	4743.31	4744.67	4742.22	4744.67	300.0
2023-10-15 20:00:00	ES	Futures	4744.67	4750.1	4743.58	4747.65	3302.0
2023-10-15 20:05:00	ES	Futures	4747.65	4747.65	4743.31	4745.75	1653.0
2023-10-15 20:10:00	ES	Futures	4745.75	4747.65	4744.67	4746.3	729.0
2023-10-15 20:15:00	ES	Futures	4746.57	4747.65	4744.94	4745.21	983.0
2023-10-15 20:20:00	ES	Futures	4745.48	4746.57	4745.21	4746.3	766.0
2023-10-15 20:25:00	ES	Futures	4746.3	4747.93	4745.48	4747.65	842.0
2023-10-15 20:30:00	ES	Futures	4747.38	4748.47	4746.84	4747.65	663.0
2023-10-15 20:35:00	ES	Futures	4747.38	4747.93	4746.57	4747.11	591.0
2023-10-15 20:40:00	ES	Futures	4747.38	4747.38	4744.94	4745.21	960.0
2023-10-15 20:45:00	ES	Futures	4745.21	4746.03	4743.58	4745.48	917.0
2023-10-15 20:50:00	ES	Futures	4745.21	4746.84	4744.94	4746.03	683.0
2023-10-15 20:55:00	ES	Futures	4746.03	4746.3	4743.85	4744.94	700.0
2023-10-15 21:00:00	ES	Futures	4744.94	4749.28	4744.67	4748.74	1184.0
2023-10-15 21:05:00	ES	Futures	4748.47	4748.47	4747.11	4747.38	912.0
2023-10-15 21:10:00	ES	Futures	4747.38	4748.74	4747.11	4747.93	582.0
2023-10-15 21:15:00	ES	Futures	4747.93	4748.47	4746.03	4746.3	1022.0
2023-10-15 21:20:00	ES	Futures	4746.3	4746.84	4744.94	4746.57	609.0
2023-10-15 21:25:00	ES	Futures	4746.57	4746.84	4746.03	4746.57	460.0
2023-10-15 21:30:00	ES	Futures	4746.57	4747.65	4744.94	4746.03	1103.0
2023-10-15 21:35:00	ES	Futures	4746.03	4746.57	4744.12	4745.48	663.0
2023-10-15 21:40:00	ES	Futures	4745.21	4747.11	4744.94	4745.48	557.0
2023-10-15 21:45:00	ES	Futures	4745.75	4746.03	4744.94	4745.48	372.0
2023-10-15 21:50:00	ES	Futures	4745.75	4746.03	4743.58	4744.4	583.0
2023-10-15 21:55:00	ES	Futures	4744.4	4744.67	4743.85	4744.12	408.0
2023-10-15 22:00:00	ES	Futures	4744.12	4744.12	4741.68	4741.95	859.0
2023-10-15 22:05:00	ES	Futures	4742.22	4744.67	4741.95	4744.4	494.0

> showing 50 of 3,993 rows — these rows as CSV

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