PREVIEW / futures_5min / 2023-10-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-16.parquet
  size:    337 KB
  rows:    20,007

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
2023-10-16 00:00:00	ES	Futures	4743.31	4743.58	4742.77	4743.04	311.0
2023-10-16 00:05:00	ES	Futures	4743.04	4744.12	4743.04	4743.58	403.0
2023-10-16 00:10:00	ES	Futures	4743.58	4744.12	4743.04	4743.58	193.0
2023-10-16 00:15:00	ES	Futures	4743.58	4743.58	4742.22	4743.58	259.0
2023-10-16 00:20:00	ES	Futures	4743.58	4743.85	4742.5	4743.58	523.0
2023-10-16 00:25:00	ES	Futures	4743.31	4743.58	4741.95	4742.5	630.0
2023-10-16 00:30:00	ES	Futures	4742.5	4743.04	4741.41	4741.68	268.0
2023-10-16 00:35:00	ES	Futures	4741.95	4742.22	4741.14	4741.68	195.0
2023-10-16 00:40:00	ES	Futures	4741.95	4742.5	4741.41	4741.68	218.0
2023-10-16 00:45:00	ES	Futures	4741.95	4743.31	4741.95	4742.77	360.0
2023-10-16 00:50:00	ES	Futures	4742.77	4743.04	4742.22	4743.04	121.0
2023-10-16 00:55:00	ES	Futures	4743.04	4743.31	4742.77	4743.31	151.0
2023-10-16 01:00:00	ES	Futures	4743.31	4743.31	4742.5	4742.5	362.0
2023-10-16 01:05:00	ES	Futures	4742.5	4742.5	4741.14	4741.68	528.0
2023-10-16 01:10:00	ES	Futures	4741.68	4742.5	4741.41	4742.22	343.0
2023-10-16 01:15:00	ES	Futures	4742.22	4742.5	4741.41	4742.22	410.0
2023-10-16 01:20:00	ES	Futures	4742.22	4742.5	4741.68	4741.95	232.0
2023-10-16 01:25:00	ES	Futures	4742.22	4743.04	4741.68	4743.04	242.0
2023-10-16 01:30:00	ES	Futures	4742.77	4743.31	4740.32	4740.87	763.0
2023-10-16 01:35:00	ES	Futures	4740.87	4741.41	4739.78	4740.32	780.0
2023-10-16 01:40:00	ES	Futures	4740.59	4740.87	4738.42	4738.42	598.0
2023-10-16 01:45:00	ES	Futures	4738.69	4739.24	4735.71	4736.52	1187.0
2023-10-16 01:50:00	ES	Futures	4736.52	4738.69	4736.52	4738.42	802.0
2023-10-16 01:55:00	ES	Futures	4738.42	4741.68	4737.88	4741.14	866.0
2023-10-16 02:00:00	ES	Futures	4741.14	4745.21	4740.32	4742.77	1700.0
2023-10-16 02:05:00	ES	Futures	4742.77	4745.48	4742.77	4744.12	881.0
2023-10-16 02:10:00	ES	Futures	4744.12	4744.94	4741.95	4744.4	1596.0
2023-10-16 02:15:00	ES	Futures	4744.4	4746.3	4743.58	4746.3	1528.0
2023-10-16 02:20:00	ES	Futures	4746.3	4747.65	4745.48	4747.11	1170.0
2023-10-16 02:25:00	ES	Futures	4746.84	4748.2	4746.57	4746.84	1176.0
2023-10-16 02:30:00	ES	Futures	4746.84	4747.93	4746.57	4747.11	624.0
2023-10-16 02:35:00	ES	Futures	4747.11	4749.56	4746.84	4749.56	1179.0
2023-10-16 02:40:00	ES	Futures	4749.56	4752.0	4749.01	4751.73	1233.0
2023-10-16 02:45:00	ES	Futures	4751.73	4751.73	4749.28	4749.56	651.0
2023-10-16 02:50:00	ES	Futures	4749.56	4750.1	4747.93	4747.93	748.0
2023-10-16 02:55:00	ES	Futures	4747.93	4749.28	4746.84	4748.74	784.0
2023-10-16 03:00:00	ES	Futures	4748.74	4749.83	4744.4	4749.56	3024.0
2023-10-16 03:05:00	ES	Futures	4749.56	4749.83	4743.31	4743.85	2685.0
2023-10-16 03:10:00	ES	Futures	4744.12	4746.03	4742.5	4746.03	2638.0
2023-10-16 03:15:00	ES	Futures	4746.3	4746.57	4741.68	4742.5	2459.0
2023-10-16 03:20:00	ES	Futures	4742.77	4743.58	4739.78	4741.14	1961.0
2023-10-16 03:25:00	ES	Futures	4740.87	4741.95	4738.15	4741.68	1747.0
2023-10-16 03:30:00	ES	Futures	4741.68	4745.48	4740.87	4741.68	2042.0
2023-10-16 03:35:00	ES	Futures	4741.68	4741.68	4737.34	4738.15	2104.0
2023-10-16 03:40:00	ES	Futures	4738.15	4738.97	4736.52	4737.34	1367.0
2023-10-16 03:45:00	ES	Futures	4737.06	4739.78	4734.08	4735.43	2180.0
2023-10-16 03:50:00	ES	Futures	4735.43	4740.59	4734.89	4735.98	2880.0
2023-10-16 03:55:00	ES	Futures	4736.52	4738.69	4735.43	4737.61	1698.0
2023-10-16 04:00:00	ES	Futures	4737.61	4738.97	4733.26	4734.62	2472.0
2023-10-16 04:05:00	ES	Futures	4734.35	4734.62	4731.63	4732.72	2485.0

> showing 50 of 20,007 rows — these rows as CSV

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