PREVIEW / futures_5min / 2023-10-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-24.parquet
  size:    349 KB
  rows:    20,173

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
2023-10-24 00:00:00	ES	Futures	4617.85	4618.66	4616.49	4617.31	912.0
2023-10-24 00:05:00	ES	Futures	4617.04	4617.58	4616.49	4617.31	425.0
2023-10-24 00:10:00	ES	Futures	4617.31	4618.66	4617.31	4618.39	379.0
2023-10-24 00:15:00	ES	Futures	4618.66	4620.02	4618.39	4619.75	572.0
2023-10-24 00:20:00	ES	Futures	4620.02	4620.57	4619.21	4620.02	387.0
2023-10-24 00:25:00	ES	Futures	4619.75	4619.75	4618.12	4618.39	239.0
2023-10-24 00:30:00	ES	Futures	4618.39	4619.21	4618.12	4619.21	380.0
2023-10-24 00:35:00	ES	Futures	4618.94	4619.75	4618.94	4619.75	284.0
2023-10-24 00:40:00	ES	Futures	4619.75	4620.02	4619.48	4619.75	315.0
2023-10-24 00:45:00	ES	Futures	4619.75	4620.84	4619.75	4620.57	355.0
2023-10-24 00:50:00	ES	Futures	4620.29	4621.11	4620.29	4620.84	357.0
2023-10-24 00:55:00	ES	Futures	4620.57	4621.11	4620.29	4621.11	226.0
2023-10-24 01:00:00	ES	Futures	4621.11	4622.74	4620.84	4621.38	1182.0
2023-10-24 01:05:00	ES	Futures	4621.11	4622.19	4620.29	4621.65	554.0
2023-10-24 01:10:00	ES	Futures	4621.65	4622.74	4621.11	4622.74	1529.0
2023-10-24 01:15:00	ES	Futures	4622.47	4623.01	4621.92	4622.19	758.0
2023-10-24 01:20:00	ES	Futures	4622.19	4622.74	4621.38	4621.65	715.0
2023-10-24 01:25:00	ES	Futures	4621.65	4622.74	4621.11	4621.92	574.0
2023-10-24 01:30:00	ES	Futures	4621.92	4623.01	4621.92	4622.19	492.0
2023-10-24 01:35:00	ES	Futures	4622.19	4622.47	4621.65	4621.65	400.0
2023-10-24 01:40:00	ES	Futures	4621.65	4621.65	4619.48	4620.29	774.0
2023-10-24 01:45:00	ES	Futures	4620.57	4622.19	4620.29	4621.92	671.0
2023-10-24 01:50:00	ES	Futures	4621.65	4623.01	4621.65	4622.47	528.0
2023-10-24 01:55:00	ES	Futures	4622.47	4622.74	4621.65	4622.19	484.0
2023-10-24 02:00:00	ES	Futures	4622.47	4624.37	4621.92	4623.55	1989.0
2023-10-24 02:05:00	ES	Futures	4623.82	4624.1	4622.74	4623.01	551.0
2023-10-24 02:10:00	ES	Futures	4623.01	4624.1	4623.01	4623.82	760.0
2023-10-24 02:15:00	ES	Futures	4623.82	4624.1	4621.11	4621.65	659.0
2023-10-24 02:20:00	ES	Futures	4621.65	4623.01	4621.65	4622.47	458.0
2023-10-24 02:25:00	ES	Futures	4622.19	4623.01	4622.19	4623.01	443.0
2023-10-24 02:30:00	ES	Futures	4622.74	4624.1	4622.74	4623.82	834.0
2023-10-24 02:35:00	ES	Futures	4623.82	4625.18	4623.55	4624.91	1373.0
2023-10-24 02:40:00	ES	Futures	4624.91	4624.91	4623.01	4624.1	847.0
2023-10-24 02:45:00	ES	Futures	4624.1	4625.18	4623.55	4624.64	1078.0
2023-10-24 02:50:00	ES	Futures	4624.91	4625.45	4624.37	4625.18	1684.0
2023-10-24 02:55:00	ES	Futures	4624.91	4627.63	4624.91	4626.27	1870.0
2023-10-24 03:00:00	ES	Futures	4626.27	4627.9	4624.37	4626.81	3353.0
2023-10-24 03:05:00	ES	Futures	4626.54	4628.71	4626.0	4627.9	2758.0
2023-10-24 03:10:00	ES	Futures	4627.63	4628.17	4624.37	4625.45	1959.0
2023-10-24 03:15:00	ES	Futures	4625.45	4628.17	4624.37	4627.63	2233.0
2023-10-24 03:20:00	ES	Futures	4627.63	4627.63	4625.18	4627.08	1581.0
2023-10-24 03:25:00	ES	Futures	4626.81	4626.81	4624.1	4625.73	1392.0
2023-10-24 03:30:00	ES	Futures	4625.45	4626.54	4623.28	4624.1	3659.0
2023-10-24 03:35:00	ES	Futures	4624.1	4624.64	4619.75	4620.29	2458.0
2023-10-24 03:40:00	ES	Futures	4620.02	4621.38	4617.04	4618.66	2964.0
2023-10-24 03:45:00	ES	Futures	4618.94	4619.75	4617.31	4619.75	1991.0
2023-10-24 03:50:00	ES	Futures	4620.02	4623.28	4618.94	4619.75	2114.0
2023-10-24 03:55:00	ES	Futures	4619.75	4621.65	4618.39	4620.29	1522.0
2023-10-24 04:00:00	ES	Futures	4620.57	4623.55	4619.75	4620.02	2659.0
2023-10-24 04:05:00	ES	Futures	4620.02	4622.47	4620.02	4621.92	1726.0

> showing 50 of 20,173 rows — these rows as CSV

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