PREVIEW / futures_5min / 2023-10-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-26.parquet
  size:    360 KB
  rows:    20,711

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
2023-10-26 00:00:00	ES	Futures	4543.71	4544.53	4543.17	4543.44	444.0
2023-10-26 00:05:00	ES	Futures	4543.44	4543.99	4542.63	4542.9	369.0
2023-10-26 00:10:00	ES	Futures	4542.63	4543.44	4542.63	4542.9	276.0
2023-10-26 00:15:00	ES	Futures	4542.9	4542.9	4541.27	4541.81	1245.0
2023-10-26 00:20:00	ES	Futures	4542.09	4542.36	4539.64	4539.91	1176.0
2023-10-26 00:25:00	ES	Futures	4539.91	4541.0	4539.64	4541.0	600.0
2023-10-26 00:30:00	ES	Futures	4541.0	4543.44	4541.0	4542.09	774.0
2023-10-26 00:35:00	ES	Futures	4541.81	4541.81	4540.73	4541.27	632.0
2023-10-26 00:40:00	ES	Futures	4541.27	4541.54	4540.73	4541.54	262.0
2023-10-26 00:45:00	ES	Futures	4541.27	4541.54	4540.73	4541.54	302.0
2023-10-26 00:50:00	ES	Futures	4541.27	4542.63	4541.0	4542.63	445.0
2023-10-26 00:55:00	ES	Futures	4542.36	4542.63	4541.27	4541.81	281.0
2023-10-26 01:00:00	ES	Futures	4541.54	4542.36	4541.27	4542.09	387.0
2023-10-26 01:05:00	ES	Futures	4542.09	4545.62	4542.09	4543.71	1173.0
2023-10-26 01:10:00	ES	Futures	4543.44	4544.53	4541.81	4541.81	836.0
2023-10-26 01:15:00	ES	Futures	4542.09	4543.17	4542.09	4543.17	483.0
2023-10-26 01:20:00	ES	Futures	4543.17	4543.44	4541.27	4541.54	570.0
2023-10-26 01:25:00	ES	Futures	4541.27	4541.54	4540.18	4541.27	933.0
2023-10-26 01:30:00	ES	Futures	4541.27	4541.54	4539.91	4540.46	875.0
2023-10-26 01:35:00	ES	Futures	4540.46	4542.63	4539.91	4542.09	757.0
2023-10-26 01:40:00	ES	Futures	4541.81	4542.09	4541.0	4541.27	837.0
2023-10-26 01:45:00	ES	Futures	4541.27	4543.71	4541.27	4542.9	1054.0
2023-10-26 01:50:00	ES	Futures	4543.17	4544.26	4542.9	4543.44	670.0
2023-10-26 01:55:00	ES	Futures	4543.44	4543.44	4540.18	4540.73	1048.0
2023-10-26 02:00:00	ES	Futures	4540.46	4541.54	4537.74	4539.1	1837.0
2023-10-26 02:05:00	ES	Futures	4539.1	4539.64	4538.55	4539.1	618.0
2023-10-26 02:10:00	ES	Futures	4539.37	4542.9	4539.37	4542.63	1349.0
2023-10-26 02:15:00	ES	Futures	4542.63	4543.99	4541.81	4542.63	1285.0
2023-10-26 02:20:00	ES	Futures	4542.63	4544.53	4542.63	4544.53	1145.0
2023-10-26 02:25:00	ES	Futures	4544.26	4545.34	4543.71	4544.26	1217.0
2023-10-26 02:30:00	ES	Futures	4543.99	4544.8	4542.9	4542.9	730.0
2023-10-26 02:35:00	ES	Futures	4542.9	4543.44	4541.81	4542.36	928.0
2023-10-26 02:40:00	ES	Futures	4542.36	4542.9	4541.81	4541.81	674.0
2023-10-26 02:45:00	ES	Futures	4542.09	4543.99	4541.54	4543.44	1672.0
2023-10-26 02:50:00	ES	Futures	4543.44	4543.99	4540.73	4541.0	1200.0
2023-10-26 02:55:00	ES	Futures	4541.0	4542.36	4540.46	4541.27	1794.0
2023-10-26 03:00:00	ES	Futures	4541.27	4541.27	4534.48	4536.11	6424.0
2023-10-26 03:05:00	ES	Futures	4536.11	4537.2	4535.02	4535.3	2799.0
2023-10-26 03:10:00	ES	Futures	4535.3	4537.47	4533.12	4535.02	4397.0
2023-10-26 03:15:00	ES	Futures	4534.75	4538.28	4534.75	4535.57	2843.0
2023-10-26 03:20:00	ES	Futures	4535.57	4538.28	4533.94	4534.75	3165.0
2023-10-26 03:25:00	ES	Futures	4534.75	4536.38	4533.12	4533.4	4145.0
2023-10-26 03:30:00	ES	Futures	4533.4	4533.67	4530.68	4532.31	3978.0
2023-10-26 03:35:00	ES	Futures	4532.31	4535.84	4531.77	4535.3	3679.0
2023-10-26 03:40:00	ES	Futures	4535.3	4539.1	4535.02	4538.55	2645.0
2023-10-26 03:45:00	ES	Futures	4538.55	4543.44	4538.28	4543.44	2960.0
2023-10-26 03:50:00	ES	Futures	4543.17	4544.53	4540.18	4540.73	3596.0
2023-10-26 03:55:00	ES	Futures	4540.46	4543.17	4540.18	4540.73	3297.0
2023-10-26 04:00:00	ES	Futures	4540.46	4544.53	4538.83	4543.99	3284.0
2023-10-26 04:05:00	ES	Futures	4543.71	4546.43	4542.63	4546.16	2973.0

> showing 50 of 20,711 rows — these rows as CSV

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