PREVIEW / futures_5min / 2023-10-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-19.parquet
  size:    364 KB
  rows:    20,532

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
2023-10-19 00:00:00	ES	Futures	4706.38	4708.28	4706.11	4708.28	506.0
2023-10-19 00:05:00	ES	Futures	4708.28	4708.28	4706.92	4707.19	300.0
2023-10-19 00:10:00	ES	Futures	4706.92	4708.55	4706.92	4708.55	487.0
2023-10-19 00:15:00	ES	Futures	4708.55	4708.55	4707.74	4708.55	277.0
2023-10-19 00:20:00	ES	Futures	4708.28	4709.09	4708.01	4708.82	422.0
2023-10-19 00:25:00	ES	Futures	4708.82	4709.64	4708.55	4709.64	401.0
2023-10-19 00:30:00	ES	Futures	4709.64	4710.72	4708.82	4709.09	553.0
2023-10-19 00:35:00	ES	Futures	4709.09	4710.18	4709.09	4709.64	383.0
2023-10-19 00:40:00	ES	Futures	4709.37	4709.64	4708.82	4709.37	237.0
2023-10-19 00:45:00	ES	Futures	4709.37	4709.64	4708.82	4708.82	145.0
2023-10-19 00:50:00	ES	Futures	4708.82	4709.64	4707.46	4709.64	578.0
2023-10-19 00:55:00	ES	Futures	4709.37	4709.91	4709.37	4709.64	239.0
2023-10-19 01:00:00	ES	Futures	4709.91	4710.18	4708.28	4708.55	466.0
2023-10-19 01:05:00	ES	Futures	4708.55	4711.27	4708.55	4709.37	1634.0
2023-10-19 01:10:00	ES	Futures	4709.37	4711.27	4709.37	4710.99	564.0
2023-10-19 01:15:00	ES	Futures	4710.99	4710.99	4709.64	4709.91	766.0
2023-10-19 01:20:00	ES	Futures	4709.64	4709.91	4707.46	4708.28	525.0
2023-10-19 01:25:00	ES	Futures	4708.28	4709.37	4708.01	4708.55	422.0
2023-10-19 01:30:00	ES	Futures	4708.55	4709.09	4708.01	4708.01	442.0
2023-10-19 01:35:00	ES	Futures	4707.74	4708.28	4706.65	4706.92	386.0
2023-10-19 01:40:00	ES	Futures	4706.92	4707.19	4705.02	4705.56	684.0
2023-10-19 01:45:00	ES	Futures	4705.83	4706.11	4704.21	4704.75	749.0
2023-10-19 01:50:00	ES	Futures	4704.75	4705.02	4703.93	4704.75	602.0
2023-10-19 01:55:00	ES	Futures	4704.75	4706.65	4704.21	4705.83	819.0
2023-10-19 02:00:00	ES	Futures	4705.83	4707.19	4704.75	4706.38	1308.0
2023-10-19 02:05:00	ES	Futures	4706.38	4706.38	4703.93	4705.02	986.0
2023-10-19 02:10:00	ES	Futures	4705.02	4705.83	4704.21	4705.29	1254.0
2023-10-19 02:15:00	ES	Futures	4705.29	4712.08	4705.29	4710.72	3025.0
2023-10-19 02:20:00	ES	Futures	4710.72	4711.81	4709.37	4710.18	1759.0
2023-10-19 02:25:00	ES	Futures	4710.18	4710.72	4707.19	4708.28	1102.0
2023-10-19 02:30:00	ES	Futures	4708.01	4709.91	4707.74	4708.01	650.0
2023-10-19 02:35:00	ES	Futures	4708.01	4709.64	4707.46	4709.37	837.0
2023-10-19 02:40:00	ES	Futures	4709.37	4710.45	4708.28	4710.45	789.0
2023-10-19 02:45:00	ES	Futures	4710.18	4710.18	4708.01	4709.09	956.0
2023-10-19 02:50:00	ES	Futures	4709.09	4709.37	4706.65	4707.74	744.0
2023-10-19 02:55:00	ES	Futures	4707.74	4710.72	4707.74	4709.64	1153.0
2023-10-19 03:00:00	ES	Futures	4709.37	4711.81	4707.46	4710.99	4156.0
2023-10-19 03:05:00	ES	Futures	4710.99	4711.81	4708.55	4710.72	3229.0
2023-10-19 03:10:00	ES	Futures	4710.72	4712.08	4708.82	4710.45	2495.0
2023-10-19 03:15:00	ES	Futures	4710.45	4713.98	4707.46	4713.44	2582.0
2023-10-19 03:20:00	ES	Futures	4713.71	4716.15	4710.45	4710.45	2994.0
2023-10-19 03:25:00	ES	Futures	4710.72	4712.08	4707.74	4708.55	1988.0
2023-10-19 03:30:00	ES	Futures	4708.55	4709.91	4705.83	4706.65	2470.0
2023-10-19 03:35:00	ES	Futures	4706.65	4707.19	4703.66	4705.56	2536.0
2023-10-19 03:40:00	ES	Futures	4705.56	4706.38	4702.58	4703.12	2541.0
2023-10-19 03:45:00	ES	Futures	4702.85	4704.21	4695.79	4695.79	6210.0
2023-10-19 03:50:00	ES	Futures	4696.06	4699.59	4693.34	4699.59	4527.0
2023-10-19 03:55:00	ES	Futures	4699.32	4701.76	4697.96	4699.86	3490.0
2023-10-19 04:00:00	ES	Futures	4699.86	4702.58	4698.23	4700.95	3845.0
2023-10-19 04:05:00	ES	Futures	4701.22	4703.66	4699.32	4700.95	2478.0

> showing 50 of 20,532 rows — these rows as CSV

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