PREVIEW / futures_5min / 2023-10-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-17.parquet
  size:    345 KB
  rows:    20,191

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
2023-10-17 00:00:00	ES	Futures	4774.81	4775.08	4774.0	4774.54	454.0
2023-10-17 00:05:00	ES	Futures	4774.54	4775.08	4774.27	4774.27	238.0
2023-10-17 00:10:00	ES	Futures	4774.27	4774.27	4774.0	4774.0	107.0
2023-10-17 00:15:00	ES	Futures	4774.0	4774.81	4773.72	4774.54	204.0
2023-10-17 00:20:00	ES	Futures	4774.54	4775.35	4774.27	4775.08	238.0
2023-10-17 00:25:00	ES	Futures	4774.81	4774.81	4774.27	4774.27	207.0
2023-10-17 00:30:00	ES	Futures	4774.27	4774.81	4773.45	4774.54	370.0
2023-10-17 00:35:00	ES	Futures	4774.54	4775.35	4774.27	4774.81	374.0
2023-10-17 00:40:00	ES	Futures	4774.54	4774.81	4774.0	4774.27	285.0
2023-10-17 00:45:00	ES	Futures	4774.27	4774.54	4774.0	4774.0	155.0
2023-10-17 00:50:00	ES	Futures	4774.0	4774.27	4773.72	4773.72	212.0
2023-10-17 00:55:00	ES	Futures	4773.72	4773.72	4772.91	4773.18	348.0
2023-10-17 01:00:00	ES	Futures	4772.91	4773.45	4772.1	4773.18	537.0
2023-10-17 01:05:00	ES	Futures	4773.18	4774.27	4772.91	4773.72	239.0
2023-10-17 01:10:00	ES	Futures	4773.72	4774.54	4773.72	4774.54	397.0
2023-10-17 01:15:00	ES	Futures	4774.27	4775.9	4774.27	4775.35	1454.0
2023-10-17 01:20:00	ES	Futures	4775.08	4775.35	4774.54	4775.08	388.0
2023-10-17 01:25:00	ES	Futures	4774.81	4774.81	4774.27	4774.27	252.0
2023-10-17 01:30:00	ES	Futures	4774.27	4774.81	4774.0	4774.0	355.0
2023-10-17 01:35:00	ES	Futures	4774.0	4775.35	4774.0	4774.54	382.0
2023-10-17 01:40:00	ES	Futures	4774.54	4775.35	4774.54	4774.54	289.0
2023-10-17 01:45:00	ES	Futures	4774.54	4775.08	4774.54	4774.81	260.0
2023-10-17 01:50:00	ES	Futures	4775.08	4777.25	4774.81	4776.98	1533.0
2023-10-17 01:55:00	ES	Futures	4776.98	4777.8	4776.71	4777.53	593.0
2023-10-17 02:00:00	ES	Futures	4777.53	4778.61	4775.9	4776.71	1477.0
2023-10-17 02:05:00	ES	Futures	4776.71	4776.98	4776.17	4776.71	461.0
2023-10-17 02:10:00	ES	Futures	4776.44	4776.98	4775.63	4775.9	710.0
2023-10-17 02:15:00	ES	Futures	4775.9	4775.9	4772.37	4772.64	753.0
2023-10-17 02:20:00	ES	Futures	4772.64	4773.45	4771.28	4772.37	595.0
2023-10-17 02:25:00	ES	Futures	4772.37	4773.72	4771.55	4773.45	694.0
2023-10-17 02:30:00	ES	Futures	4773.45	4774.27	4772.64	4773.18	663.0
2023-10-17 02:35:00	ES	Futures	4773.18	4774.54	4773.18	4774.0	429.0
2023-10-17 02:40:00	ES	Futures	4774.27	4775.08	4773.72	4775.08	356.0
2023-10-17 02:45:00	ES	Futures	4774.81	4775.35	4773.45	4774.27	404.0
2023-10-17 02:50:00	ES	Futures	4774.0	4774.27	4772.91	4772.91	433.0
2023-10-17 02:55:00	ES	Futures	4772.91	4773.45	4772.91	4773.18	377.0
2023-10-17 03:00:00	ES	Futures	4773.18	4775.63	4772.1	4775.63	1770.0
2023-10-17 03:05:00	ES	Futures	4775.63	4781.06	4775.08	4780.51	2880.0
2023-10-17 03:10:00	ES	Futures	4780.79	4781.6	4779.16	4779.7	1907.0
2023-10-17 03:15:00	ES	Futures	4779.7	4779.7	4776.44	4777.8	1459.0
2023-10-17 03:20:00	ES	Futures	4777.8	4778.88	4776.71	4777.53	956.0
2023-10-17 03:25:00	ES	Futures	4777.53	4778.34	4776.17	4777.53	857.0
2023-10-17 03:30:00	ES	Futures	4777.25	4778.88	4776.17	4778.61	965.0
2023-10-17 03:35:00	ES	Futures	4778.61	4779.97	4777.25	4779.7	1182.0
2023-10-17 03:40:00	ES	Futures	4779.7	4781.6	4779.7	4781.33	952.0
2023-10-17 03:45:00	ES	Futures	4781.33	4782.14	4779.7	4781.87	1144.0
2023-10-17 03:50:00	ES	Futures	4781.87	4781.87	4779.97	4780.79	598.0
2023-10-17 03:55:00	ES	Futures	4780.79	4781.33	4779.43	4780.51	626.0
2023-10-17 04:00:00	ES	Futures	4780.24	4781.06	4778.61	4779.97	882.0
2023-10-17 04:05:00	ES	Futures	4779.97	4780.79	4776.44	4777.8	1245.0

> showing 50 of 20,191 rows — these rows as CSV

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