PREVIEW / futures_5min / 2023-10-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-23.parquet
  size:    369 KB
  rows:    20,381

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
2023-10-23 00:00:00	ES	Futures	4622.19	4623.55	4622.19	4623.28	386.0
2023-10-23 00:05:00	ES	Futures	4623.28	4623.55	4623.01	4623.55	231.0
2023-10-23 00:10:00	ES	Futures	4623.55	4624.64	4623.28	4623.82	473.0
2023-10-23 00:15:00	ES	Futures	4624.1	4624.37	4623.55	4623.82	233.0
2023-10-23 00:20:00	ES	Futures	4623.82	4624.37	4623.82	4624.1	168.0
2023-10-23 00:25:00	ES	Futures	4624.1	4624.37	4623.82	4624.1	163.0
2023-10-23 00:30:00	ES	Futures	4624.1	4624.91	4623.82	4624.37	263.0
2023-10-23 00:35:00	ES	Futures	4624.1	4624.1	4622.47	4623.01	809.0
2023-10-23 00:40:00	ES	Futures	4623.01	4624.37	4621.92	4622.74	759.0
2023-10-23 00:45:00	ES	Futures	4622.74	4623.82	4622.74	4623.82	272.0
2023-10-23 00:50:00	ES	Futures	4623.82	4624.1	4623.28	4623.82	224.0
2023-10-23 00:55:00	ES	Futures	4624.1	4624.91	4623.82	4624.37	295.0
2023-10-23 01:00:00	ES	Futures	4624.37	4624.91	4624.1	4624.91	359.0
2023-10-23 01:05:00	ES	Futures	4624.91	4627.08	4624.91	4624.91	1040.0
2023-10-23 01:10:00	ES	Futures	4624.91	4624.91	4623.82	4624.37	472.0
2023-10-23 01:15:00	ES	Futures	4624.37	4624.64	4623.28	4624.1	317.0
2023-10-23 01:20:00	ES	Futures	4624.1	4624.91	4623.82	4624.64	162.0
2023-10-23 01:25:00	ES	Futures	4624.64	4626.27	4624.64	4625.73	383.0
2023-10-23 01:30:00	ES	Futures	4625.73	4626.54	4625.45	4626.54	619.0
2023-10-23 01:35:00	ES	Futures	4626.27	4627.35	4625.73	4627.35	694.0
2023-10-23 01:40:00	ES	Futures	4627.35	4627.35	4625.73	4626.0	394.0
2023-10-23 01:45:00	ES	Futures	4626.27	4626.81	4626.0	4626.54	356.0
2023-10-23 01:50:00	ES	Futures	4626.81	4627.35	4625.73	4625.73	450.0
2023-10-23 01:55:00	ES	Futures	4625.73	4626.0	4625.18	4625.18	371.0
2023-10-23 02:00:00	ES	Futures	4625.45	4627.08	4624.91	4625.18	699.0
2023-10-23 02:05:00	ES	Futures	4625.18	4626.27	4624.64	4624.91	341.0
2023-10-23 02:10:00	ES	Futures	4624.91	4625.73	4624.37	4624.37	467.0
2023-10-23 02:15:00	ES	Futures	4624.1	4624.37	4623.01	4623.55	349.0
2023-10-23 02:20:00	ES	Futures	4623.55	4626.27	4623.28	4626.0	703.0
2023-10-23 02:25:00	ES	Futures	4625.73	4626.27	4625.45	4626.0	400.0
2023-10-23 02:30:00	ES	Futures	4626.0	4626.81	4626.0	4626.54	569.0
2023-10-23 02:35:00	ES	Futures	4626.81	4627.35	4626.27	4626.54	956.0
2023-10-23 02:40:00	ES	Futures	4626.54	4626.54	4626.0	4626.27	416.0
2023-10-23 02:45:00	ES	Futures	4626.54	4626.54	4625.45	4626.54	472.0
2023-10-23 02:50:00	ES	Futures	4626.54	4626.81	4625.73	4626.54	425.0
2023-10-23 02:55:00	ES	Futures	4626.54	4626.54	4624.37	4624.37	554.0
2023-10-23 03:00:00	ES	Futures	4624.37	4624.64	4621.11	4623.55	3364.0
2023-10-23 03:05:00	ES	Futures	4623.82	4624.91	4621.65	4621.92	1433.0
2023-10-23 03:10:00	ES	Futures	4621.92	4621.92	4618.66	4619.48	2601.0
2023-10-23 03:15:00	ES	Futures	4619.48	4620.29	4617.58	4618.94	1529.0
2023-10-23 03:20:00	ES	Futures	4618.94	4621.38	4615.95	4618.39	2682.0
2023-10-23 03:25:00	ES	Futures	4618.39	4619.21	4615.41	4615.68	2434.0
2023-10-23 03:30:00	ES	Futures	4615.41	4615.95	4613.23	4613.23	2306.0
2023-10-23 03:35:00	ES	Futures	4613.23	4615.41	4611.06	4611.6	2298.0
2023-10-23 03:40:00	ES	Futures	4611.6	4611.88	4606.17	4606.72	5151.0
2023-10-23 03:45:00	ES	Futures	4606.44	4611.33	4606.17	4610.25	2587.0
2023-10-23 03:50:00	ES	Futures	4610.25	4611.06	4605.63	4605.9	2505.0
2023-10-23 03:55:00	ES	Futures	4605.9	4605.9	4603.19	4604.82	2491.0
2023-10-23 04:00:00	ES	Futures	4604.82	4605.63	4601.83	4603.73	3146.0
2023-10-23 04:05:00	ES	Futures	4603.73	4610.79	4603.46	4608.35	2445.0

> showing 50 of 20,381 rows — these rows as CSV

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