PREVIEW / futures_5min / 2023-10-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-22.parquet
  size:    77 KB
  rows:    3,892

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
2023-10-22 18:00:00	ES	Futures	4623.28	4627.9	4614.32	4623.01	8944.0
2023-10-22 18:05:00	ES	Futures	4622.74	4625.45	4621.65	4624.64	1981.0
2023-10-22 18:10:00	ES	Futures	4624.37	4627.9	4624.1	4627.08	1801.0
2023-10-22 18:15:00	ES	Futures	4626.81	4627.63	4624.37	4624.37	803.0
2023-10-22 18:20:00	ES	Futures	4624.64	4625.73	4624.37	4624.64	701.0
2023-10-22 18:25:00	ES	Futures	4624.64	4625.45	4624.37	4624.64	420.0
2023-10-22 18:30:00	ES	Futures	4624.64	4626.54	4624.1	4624.91	953.0
2023-10-22 18:35:00	ES	Futures	4624.91	4625.73	4621.92	4622.74	1909.0
2023-10-22 18:40:00	ES	Futures	4622.74	4623.82	4622.19	4623.01	449.0
2023-10-22 18:45:00	ES	Futures	4623.01	4624.91	4623.01	4623.55	487.0
2023-10-22 18:50:00	ES	Futures	4623.55	4624.37	4623.28	4624.1	188.0
2023-10-22 18:55:00	ES	Futures	4624.37	4626.0	4624.1	4626.0	454.0
2023-10-22 19:00:00	ES	Futures	4626.0	4626.27	4625.18	4625.73	313.0
2023-10-22 19:05:00	ES	Futures	4625.73	4626.81	4625.73	4626.81	407.0
2023-10-22 19:10:00	ES	Futures	4626.81	4627.63	4626.54	4626.54	589.0
2023-10-22 19:15:00	ES	Futures	4626.81	4627.35	4626.0	4626.0	372.0
2023-10-22 19:20:00	ES	Futures	4626.27	4626.54	4625.18	4625.45	360.0
2023-10-22 19:25:00	ES	Futures	4625.45	4625.73	4624.1	4624.91	431.0
2023-10-22 19:30:00	ES	Futures	4624.64	4625.73	4624.37	4624.91	286.0
2023-10-22 19:35:00	ES	Futures	4624.91	4625.73	4624.91	4625.73	394.0
2023-10-22 19:40:00	ES	Futures	4625.73	4626.81	4625.45	4626.54	404.0
2023-10-22 19:45:00	ES	Futures	4626.54	4626.54	4625.18	4626.0	450.0
2023-10-22 19:50:00	ES	Futures	4626.27	4628.71	4626.27	4627.63	1183.0
2023-10-22 19:55:00	ES	Futures	4627.63	4628.98	4627.35	4628.71	622.0
2023-10-22 20:00:00	ES	Futures	4628.44	4628.71	4627.08	4627.35	962.0
2023-10-22 20:05:00	ES	Futures	4627.35	4628.44	4627.08	4627.9	957.0
2023-10-22 20:10:00	ES	Futures	4627.63	4628.98	4627.08	4628.17	622.0
2023-10-22 20:15:00	ES	Futures	4628.17	4628.17	4625.18	4625.45	1317.0
2023-10-22 20:20:00	ES	Futures	4625.45	4626.27	4624.1	4624.91	622.0
2023-10-22 20:25:00	ES	Futures	4624.91	4625.18	4622.47	4623.28	876.0
2023-10-22 20:30:00	ES	Futures	4623.55	4624.91	4622.47	4624.91	579.0
2023-10-22 20:35:00	ES	Futures	4624.64	4624.91	4623.55	4624.1	1016.0
2023-10-22 20:40:00	ES	Futures	4624.37	4625.45	4623.55	4623.55	679.0
2023-10-22 20:45:00	ES	Futures	4623.28	4625.73	4623.28	4624.91	606.0
2023-10-22 20:50:00	ES	Futures	4624.64	4625.18	4623.82	4624.91	363.0
2023-10-22 20:55:00	ES	Futures	4625.18	4626.27	4624.91	4626.0	323.0
2023-10-22 21:00:00	ES	Futures	4626.0	4626.54	4625.18	4625.45	598.0
2023-10-22 21:05:00	ES	Futures	4625.18	4626.54	4624.1	4625.18	709.0
2023-10-22 21:10:00	ES	Futures	4625.18	4625.73	4624.37	4624.64	526.0
2023-10-22 21:15:00	ES	Futures	4624.64	4625.18	4624.37	4624.64	462.0
2023-10-22 21:20:00	ES	Futures	4624.37	4624.91	4623.82	4624.1	386.0
2023-10-22 21:25:00	ES	Futures	4624.1	4624.91	4624.1	4624.37	380.0
2023-10-22 21:30:00	ES	Futures	4624.37	4626.0	4624.1	4626.0	624.0
2023-10-22 21:35:00	ES	Futures	4626.0	4628.44	4625.73	4627.9	1122.0
2023-10-22 21:40:00	ES	Futures	4628.17	4628.17	4626.81	4627.08	519.0
2023-10-22 21:45:00	ES	Futures	4627.08	4627.9	4627.08	4627.35	454.0
2023-10-22 21:50:00	ES	Futures	4627.35	4628.17	4627.35	4627.63	435.0
2023-10-22 21:55:00	ES	Futures	4627.35	4627.35	4626.27	4626.81	484.0
2023-10-22 22:00:00	ES	Futures	4626.54	4627.08	4626.27	4626.54	357.0
2023-10-22 22:05:00	ES	Futures	4626.54	4627.08	4625.45	4625.73	426.0

> showing 50 of 3,892 rows — these rows as CSV

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