PREVIEW / futures_5min / 2023-10-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-27.parquet
  size:    308 KB
  rows:    16,742

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
2023-10-27 00:00:00	ES	Futures	4539.37	4539.64	4538.83	4538.83	497.0
2023-10-27 00:05:00	ES	Futures	4538.83	4539.91	4538.83	4539.64	576.0
2023-10-27 00:10:00	ES	Futures	4539.91	4540.18	4539.1	4539.91	701.0
2023-10-27 00:15:00	ES	Futures	4539.64	4540.18	4539.37	4540.18	488.0
2023-10-27 00:20:00	ES	Futures	4540.18	4540.46	4539.91	4540.18	222.0
2023-10-27 00:25:00	ES	Futures	4540.18	4541.0	4539.64	4539.64	388.0
2023-10-27 00:30:00	ES	Futures	4539.64	4540.46	4539.64	4540.18	374.0
2023-10-27 00:35:00	ES	Futures	4540.46	4541.81	4540.18	4541.81	532.0
2023-10-27 00:40:00	ES	Futures	4541.81	4542.36	4541.27	4541.81	514.0
2023-10-27 00:45:00	ES	Futures	4542.09	4542.09	4541.0	4541.54	239.0
2023-10-27 00:50:00	ES	Futures	4541.54	4541.81	4541.27	4541.81	261.0
2023-10-27 00:55:00	ES	Futures	4541.81	4543.44	4541.54	4542.9	704.0
2023-10-27 01:00:00	ES	Futures	4542.9	4543.44	4541.0	4543.17	1185.0
2023-10-27 01:05:00	ES	Futures	4543.44	4543.44	4541.54	4541.54	700.0
2023-10-27 01:10:00	ES	Futures	4541.54	4542.09	4540.18	4541.0	1126.0
2023-10-27 01:15:00	ES	Futures	4540.73	4542.36	4540.73	4542.09	477.0
2023-10-27 01:20:00	ES	Futures	4542.09	4542.09	4541.0	4541.54	584.0
2023-10-27 01:25:00	ES	Futures	4541.54	4542.9	4541.54	4542.9	572.0
2023-10-27 01:30:00	ES	Futures	4542.9	4543.71	4541.27	4541.27	1178.0
2023-10-27 01:35:00	ES	Futures	4541.54	4541.81	4539.91	4540.18	611.0
2023-10-27 01:40:00	ES	Futures	4540.46	4541.81	4539.91	4541.81	798.0
2023-10-27 01:45:00	ES	Futures	4542.09	4542.36	4541.27	4541.81	572.0
2023-10-27 01:50:00	ES	Futures	4541.81	4543.17	4541.54	4542.9	382.0
2023-10-27 01:55:00	ES	Futures	4542.9	4543.44	4542.36	4543.44	770.0
2023-10-27 02:00:00	ES	Futures	4543.17	4543.44	4540.73	4541.27	1442.0
2023-10-27 02:05:00	ES	Futures	4541.27	4543.17	4540.73	4542.36	653.0
2023-10-27 02:10:00	ES	Futures	4542.36	4543.71	4541.54	4541.81	1100.0
2023-10-27 02:15:00	ES	Futures	4541.81	4542.63	4541.54	4542.09	943.0
2023-10-27 02:20:00	ES	Futures	4542.09	4542.09	4540.46	4541.54	505.0
2023-10-27 02:25:00	ES	Futures	4541.54	4541.54	4538.28	4539.1	925.0
2023-10-27 02:30:00	ES	Futures	4538.83	4539.64	4538.55	4539.1	583.0
2023-10-27 02:35:00	ES	Futures	4539.1	4540.73	4538.83	4539.64	610.0
2023-10-27 02:40:00	ES	Futures	4539.64	4541.27	4539.1	4539.37	663.0
2023-10-27 02:45:00	ES	Futures	4539.64	4540.46	4538.55	4539.64	591.0
2023-10-27 02:50:00	ES	Futures	4539.37	4541.54	4538.83	4539.1	941.0
2023-10-27 02:55:00	ES	Futures	4538.83	4540.46	4537.74	4537.74	1021.0
2023-10-27 03:00:00	ES	Futures	4537.74	4538.55	4533.4	4533.4	3926.0
2023-10-27 03:05:00	ES	Futures	4533.4	4535.02	4531.22	4533.67	3838.0
2023-10-27 03:10:00	ES	Futures	4533.4	4535.02	4531.49	4532.04	2276.0
2023-10-27 03:15:00	ES	Futures	4532.04	4535.3	4531.22	4534.48	2289.0
2023-10-27 03:20:00	ES	Futures	4534.48	4536.93	4533.67	4534.75	2065.0
2023-10-27 03:25:00	ES	Futures	4534.48	4536.65	4532.85	4533.4	1587.0
2023-10-27 03:30:00	ES	Futures	4533.4	4534.48	4532.04	4532.58	1617.0
2023-10-27 03:35:00	ES	Futures	4532.58	4534.21	4532.04	4533.12	1066.0
2023-10-27 03:40:00	ES	Futures	4533.12	4537.74	4532.31	4537.47	1441.0
2023-10-27 03:45:00	ES	Futures	4537.2	4538.01	4535.3	4536.65	1297.0
2023-10-27 03:50:00	ES	Futures	4536.38	4537.74	4535.02	4537.2	1101.0
2023-10-27 03:55:00	ES	Futures	4536.93	4537.47	4535.84	4536.65	1082.0
2023-10-27 04:00:00	ES	Futures	4536.38	4540.18	4535.3	4538.28	3662.0
2023-10-27 04:05:00	ES	Futures	4538.28	4539.37	4537.2	4537.74	1839.0

> showing 50 of 16,742 rows — these rows as CSV

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