PREVIEW / futures_5min / 2023-10-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-20.parquet
  size:    298 KB
  rows:    16,562

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
2023-10-20 00:00:00	ES	Futures	4667.0	4667.55	4666.46	4667.55	505.0
2023-10-20 00:05:00	ES	Futures	4667.55	4667.82	4667.0	4667.0	150.0
2023-10-20 00:10:00	ES	Futures	4667.0	4667.27	4666.19	4666.73	214.0
2023-10-20 00:15:00	ES	Futures	4667.0	4667.27	4666.46	4667.0	109.0
2023-10-20 00:20:00	ES	Futures	4667.0	4667.82	4667.0	4667.55	231.0
2023-10-20 00:25:00	ES	Futures	4667.55	4668.36	4667.55	4667.82	228.0
2023-10-20 00:30:00	ES	Futures	4668.09	4669.45	4667.82	4668.9	360.0
2023-10-20 00:35:00	ES	Futures	4668.9	4669.99	4668.63	4669.72	440.0
2023-10-20 00:40:00	ES	Futures	4669.72	4669.99	4669.17	4669.17	252.0
2023-10-20 00:45:00	ES	Futures	4669.17	4669.17	4667.82	4667.82	644.0
2023-10-20 00:50:00	ES	Futures	4667.82	4668.9	4667.55	4668.63	288.0
2023-10-20 00:55:00	ES	Futures	4668.63	4669.17	4668.09	4668.09	306.0
2023-10-20 01:00:00	ES	Futures	4668.09	4668.36	4667.0	4667.27	482.0
2023-10-20 01:05:00	ES	Futures	4667.27	4667.82	4666.46	4667.55	407.0
2023-10-20 01:10:00	ES	Futures	4667.27	4667.27	4666.73	4666.73	260.0
2023-10-20 01:15:00	ES	Futures	4666.73	4668.63	4666.73	4667.82	524.0
2023-10-20 01:20:00	ES	Futures	4667.82	4667.82	4666.46	4667.0	354.0
2023-10-20 01:25:00	ES	Futures	4666.73	4667.27	4665.92	4667.0	360.0
2023-10-20 01:30:00	ES	Futures	4666.73	4668.09	4666.46	4667.0	425.0
2023-10-20 01:35:00	ES	Futures	4667.0	4667.0	4663.47	4663.74	715.0
2023-10-20 01:40:00	ES	Futures	4664.01	4664.01	4662.66	4663.74	372.0
2023-10-20 01:45:00	ES	Futures	4663.47	4665.1	4663.47	4664.29	712.0
2023-10-20 01:50:00	ES	Futures	4664.29	4664.29	4663.74	4663.74	370.0
2023-10-20 01:55:00	ES	Futures	4664.01	4664.56	4663.47	4663.47	611.0
2023-10-20 02:00:00	ES	Futures	4663.47	4664.01	4660.48	4661.03	1898.0
2023-10-20 02:05:00	ES	Futures	4660.76	4663.47	4660.48	4662.66	1648.0
2023-10-20 02:10:00	ES	Futures	4662.39	4662.39	4660.76	4661.03	442.0
2023-10-20 02:15:00	ES	Futures	4660.76	4661.03	4658.58	4659.4	1633.0
2023-10-20 02:20:00	ES	Futures	4659.13	4659.4	4652.61	4654.78	3466.0
2023-10-20 02:25:00	ES	Futures	4654.78	4656.14	4653.42	4655.6	1126.0
2023-10-20 02:30:00	ES	Futures	4655.6	4656.14	4654.51	4655.05	882.0
2023-10-20 02:35:00	ES	Futures	4655.05	4658.04	4654.78	4657.77	1132.0
2023-10-20 02:40:00	ES	Futures	4657.5	4658.31	4656.41	4657.77	971.0
2023-10-20 02:45:00	ES	Futures	4657.5	4659.13	4656.95	4659.13	772.0
2023-10-20 02:50:00	ES	Futures	4658.86	4659.67	4657.77	4658.86	655.0
2023-10-20 02:55:00	ES	Futures	4658.58	4662.11	4658.58	4661.03	1364.0
2023-10-20 03:00:00	ES	Futures	4661.3	4661.3	4655.33	4656.14	3685.0
2023-10-20 03:05:00	ES	Futures	4656.14	4659.4	4653.42	4654.51	3055.0
2023-10-20 03:10:00	ES	Futures	4654.24	4658.58	4653.7	4655.87	2958.0
2023-10-20 03:15:00	ES	Futures	4655.87	4656.95	4652.88	4655.05	3068.0
2023-10-20 03:20:00	ES	Futures	4655.05	4656.14	4653.42	4655.6	2401.0
2023-10-20 03:25:00	ES	Futures	4655.6	4656.14	4653.7	4655.6	2954.0
2023-10-20 03:30:00	ES	Futures	4655.33	4660.76	4653.97	4659.13	3318.0
2023-10-20 03:35:00	ES	Futures	4659.4	4663.2	4659.13	4661.57	2679.0
2023-10-20 03:40:00	ES	Futures	4661.57	4662.11	4657.77	4659.4	4267.0
2023-10-20 03:45:00	ES	Futures	4659.4	4663.74	4658.58	4663.47	2794.0
2023-10-20 03:50:00	ES	Futures	4663.2	4666.19	4662.66	4665.92	2059.0
2023-10-20 03:55:00	ES	Futures	4665.92	4667.55	4664.01	4664.29	1947.0
2023-10-20 04:00:00	ES	Futures	4664.56	4665.92	4659.67	4665.64	2908.0
2023-10-20 04:05:00	ES	Futures	4665.64	4667.27	4662.11	4663.2	2167.0

> showing 50 of 16,562 rows — these rows as CSV

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