PREVIEW / futures_5min / 2023-10-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-18.parquet
  size:    364 KB
  rows:    20,281

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
2023-10-18 00:00:00	ES	Futures	4775.08	4775.63	4774.54	4774.81	243.0
2023-10-18 00:05:00	ES	Futures	4774.81	4774.81	4773.72	4774.0	297.0
2023-10-18 00:10:00	ES	Futures	4774.0	4775.35	4774.0	4775.08	420.0
2023-10-18 00:15:00	ES	Futures	4774.81	4776.17	4774.81	4775.9	253.0
2023-10-18 00:20:00	ES	Futures	4775.9	4776.44	4775.63	4775.9	314.0
2023-10-18 00:25:00	ES	Futures	4775.9	4775.9	4775.08	4775.08	97.0
2023-10-18 00:30:00	ES	Futures	4775.08	4776.44	4775.08	4775.9	255.0
2023-10-18 00:35:00	ES	Futures	4775.9	4776.44	4775.63	4775.9	172.0
2023-10-18 00:40:00	ES	Futures	4776.17	4776.17	4775.9	4775.9	136.0
2023-10-18 00:45:00	ES	Futures	4776.17	4776.71	4775.9	4776.17	353.0
2023-10-18 00:50:00	ES	Futures	4776.17	4776.44	4775.63	4775.9	281.0
2023-10-18 00:55:00	ES	Futures	4775.63	4775.63	4774.27	4774.27	372.0
2023-10-18 01:00:00	ES	Futures	4774.27	4774.27	4772.91	4773.72	1446.0
2023-10-18 01:05:00	ES	Futures	4773.45	4774.54	4773.18	4774.27	541.0
2023-10-18 01:10:00	ES	Futures	4774.27	4774.27	4773.18	4773.45	323.0
2023-10-18 01:15:00	ES	Futures	4773.45	4774.81	4773.45	4774.81	360.0
2023-10-18 01:20:00	ES	Futures	4774.54	4775.63	4774.27	4774.54	532.0
2023-10-18 01:25:00	ES	Futures	4774.27	4774.54	4771.82	4773.18	829.0
2023-10-18 01:30:00	ES	Futures	4773.45	4774.54	4773.18	4774.0	420.0
2023-10-18 01:35:00	ES	Futures	4774.0	4775.9	4774.0	4775.9	569.0
2023-10-18 01:40:00	ES	Futures	4775.63	4775.63	4774.54	4774.81	292.0
2023-10-18 01:45:00	ES	Futures	4774.81	4776.71	4774.81	4776.44	730.0
2023-10-18 01:50:00	ES	Futures	4776.44	4778.34	4776.44	4777.53	781.0
2023-10-18 01:55:00	ES	Futures	4777.25	4778.07	4776.71	4777.53	1148.0
2023-10-18 02:00:00	ES	Futures	4777.53	4778.07	4773.18	4774.81	1522.0
2023-10-18 02:05:00	ES	Futures	4774.81	4776.17	4774.27	4775.9	607.0
2023-10-18 02:10:00	ES	Futures	4776.17	4777.25	4775.63	4776.44	890.0
2023-10-18 02:15:00	ES	Futures	4776.17	4776.17	4773.18	4773.18	715.0
2023-10-18 02:20:00	ES	Futures	4773.18	4774.54	4772.1	4773.72	1157.0
2023-10-18 02:25:00	ES	Futures	4773.45	4774.54	4773.18	4774.0	416.0
2023-10-18 02:30:00	ES	Futures	4774.0	4774.81	4773.18	4774.81	630.0
2023-10-18 02:35:00	ES	Futures	4774.81	4776.44	4774.27	4774.27	887.0
2023-10-18 02:40:00	ES	Futures	4774.0	4775.35	4771.82	4773.18	923.0
2023-10-18 02:45:00	ES	Futures	4773.18	4773.45	4772.1	4772.91	498.0
2023-10-18 02:50:00	ES	Futures	4772.64	4772.91	4770.47	4771.28	763.0
2023-10-18 02:55:00	ES	Futures	4771.01	4771.28	4767.48	4767.48	1482.0
2023-10-18 03:00:00	ES	Futures	4767.75	4769.11	4766.39	4766.94	2540.0
2023-10-18 03:05:00	ES	Futures	4766.94	4769.92	4766.66	4769.65	1996.0
2023-10-18 03:10:00	ES	Futures	4769.92	4770.19	4766.94	4769.65	2726.0
2023-10-18 03:15:00	ES	Futures	4769.38	4770.74	4766.66	4766.94	2039.0
2023-10-18 03:20:00	ES	Futures	4766.94	4767.48	4763.95	4764.22	2722.0
2023-10-18 03:25:00	ES	Futures	4764.22	4766.66	4763.13	4766.39	2359.0
2023-10-18 03:30:00	ES	Futures	4766.39	4769.38	4765.58	4769.38	2384.0
2023-10-18 03:35:00	ES	Futures	4769.38	4770.19	4768.56	4770.19	1479.0
2023-10-18 03:40:00	ES	Futures	4770.19	4770.74	4766.94	4770.47	2002.0
2023-10-18 03:45:00	ES	Futures	4770.47	4771.01	4769.11	4769.92	1942.0
2023-10-18 03:50:00	ES	Futures	4769.65	4770.74	4766.66	4770.19	1793.0
2023-10-18 03:55:00	ES	Futures	4770.19	4771.55	4769.92	4770.74	1665.0
2023-10-18 04:00:00	ES	Futures	4770.74	4771.55	4768.84	4769.65	1956.0
2023-10-18 04:05:00	ES	Futures	4769.65	4770.74	4768.29	4769.92	1907.0

> showing 50 of 20,281 rows — these rows as CSV

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