PREVIEW / futures_5min / 2023-10-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-25.parquet
  size:    369 KB
  rows:    20,524

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
2023-10-25 00:00:00	ES	Futures	4629.26	4630.07	4629.26	4629.26	293.0
2023-10-25 00:05:00	ES	Futures	4629.53	4630.07	4628.44	4629.8	321.0
2023-10-25 00:10:00	ES	Futures	4629.8	4630.34	4629.8	4630.07	198.0
2023-10-25 00:15:00	ES	Futures	4630.07	4630.07	4628.44	4628.44	240.0
2023-10-25 00:20:00	ES	Futures	4628.71	4629.53	4628.44	4629.53	256.0
2023-10-25 00:25:00	ES	Futures	4629.53	4629.8	4628.98	4629.53	297.0
2023-10-25 00:30:00	ES	Futures	4629.53	4630.07	4628.17	4628.44	391.0
2023-10-25 00:35:00	ES	Futures	4628.44	4629.53	4628.44	4629.26	323.0
2023-10-25 00:40:00	ES	Futures	4629.26	4630.07	4628.44	4629.8	290.0
2023-10-25 00:45:00	ES	Futures	4630.07	4630.07	4629.26	4629.53	156.0
2023-10-25 00:50:00	ES	Futures	4629.8	4630.34	4629.53	4629.8	296.0
2023-10-25 00:55:00	ES	Futures	4629.8	4630.34	4629.53	4630.07	279.0
2023-10-25 01:00:00	ES	Futures	4630.07	4630.88	4629.53	4629.8	564.0
2023-10-25 01:05:00	ES	Futures	4629.8	4630.88	4629.8	4630.61	176.0
2023-10-25 01:10:00	ES	Futures	4630.88	4631.16	4630.07	4630.61	253.0
2023-10-25 01:15:00	ES	Futures	4630.61	4630.88	4629.53	4629.53	271.0
2023-10-25 01:20:00	ES	Futures	4629.53	4629.8	4628.17	4628.44	471.0
2023-10-25 01:25:00	ES	Futures	4628.17	4628.71	4627.35	4627.35	460.0
2023-10-25 01:30:00	ES	Futures	4627.35	4627.63	4625.73	4626.27	1310.0
2023-10-25 01:35:00	ES	Futures	4626.27	4626.54	4624.1	4624.1	1282.0
2023-10-25 01:40:00	ES	Futures	4624.1	4625.45	4622.47	4624.64	1779.0
2023-10-25 01:45:00	ES	Futures	4624.37	4625.18	4623.55	4624.91	654.0
2023-10-25 01:50:00	ES	Futures	4624.64	4626.0	4624.1	4624.1	1001.0
2023-10-25 01:55:00	ES	Futures	4624.37	4624.91	4624.1	4624.64	548.0
2023-10-25 02:00:00	ES	Futures	4624.91	4625.73	4624.1	4625.45	1182.0
2023-10-25 02:05:00	ES	Futures	4625.18	4625.45	4623.82	4624.1	640.0
2023-10-25 02:10:00	ES	Futures	4624.1	4624.64	4621.92	4623.01	1107.0
2023-10-25 02:15:00	ES	Futures	4622.74	4626.27	4622.47	4624.64	1005.0
2023-10-25 02:20:00	ES	Futures	4624.64	4627.08	4624.64	4626.81	944.0
2023-10-25 02:25:00	ES	Futures	4627.08	4628.17	4626.27	4627.35	979.0
2023-10-25 02:30:00	ES	Futures	4627.35	4627.9	4626.0	4626.27	519.0
2023-10-25 02:35:00	ES	Futures	4626.27	4626.54	4625.45	4626.27	691.0
2023-10-25 02:40:00	ES	Futures	4626.0	4626.54	4624.64	4625.73	716.0
2023-10-25 02:45:00	ES	Futures	4625.73	4626.27	4624.1	4624.91	791.0
2023-10-25 02:50:00	ES	Futures	4624.64	4625.18	4623.82	4624.64	514.0
2023-10-25 02:55:00	ES	Futures	4624.37	4624.64	4620.84	4621.11	1725.0
2023-10-25 03:00:00	ES	Futures	4621.11	4622.47	4619.21	4619.48	3364.0
2023-10-25 03:05:00	ES	Futures	4619.48	4622.47	4618.94	4621.11	3301.0
2023-10-25 03:10:00	ES	Futures	4621.11	4621.92	4618.66	4619.21	1887.0
2023-10-25 03:15:00	ES	Futures	4618.94	4619.21	4617.31	4618.39	1590.0
2023-10-25 03:20:00	ES	Futures	4618.39	4618.66	4613.78	4614.32	3996.0
2023-10-25 03:25:00	ES	Futures	4614.05	4616.49	4611.88	4616.22	3658.0
2023-10-25 03:30:00	ES	Futures	4615.95	4616.49	4614.59	4615.41	2049.0
2023-10-25 03:35:00	ES	Futures	4615.68	4615.68	4613.23	4614.32	1742.0
2023-10-25 03:40:00	ES	Futures	4614.05	4616.76	4613.78	4614.59	2843.0
2023-10-25 03:45:00	ES	Futures	4614.86	4617.04	4613.78	4615.68	2031.0
2023-10-25 03:50:00	ES	Futures	4615.68	4616.76	4614.59	4616.22	1553.0
2023-10-25 03:55:00	ES	Futures	4616.49	4620.02	4616.22	4619.48	2304.0
2023-10-25 04:00:00	ES	Futures	4619.75	4621.65	4617.04	4617.04	3369.0
2023-10-25 04:05:00	ES	Futures	4617.31	4621.65	4617.04	4621.65	2522.0

> showing 50 of 20,524 rows — these rows as CSV

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