PREVIEW / futures_5min / 2023-10-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-29.parquet
  size:    77 KB
  rows:    4,013

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
2023-10-29 18:00:00	ES	Futures	4505.7	4508.68	4500.81	4504.07	5489.0
2023-10-29 18:05:00	ES	Futures	4503.8	4506.78	4502.98	4505.42	1859.0
2023-10-29 18:10:00	ES	Futures	4505.42	4506.51	4505.15	4506.51	1019.0
2023-10-29 18:15:00	ES	Futures	4506.51	4507.6	4504.88	4507.33	1529.0
2023-10-29 18:20:00	ES	Futures	4507.33	4509.5	4506.51	4509.23	1575.0
2023-10-29 18:25:00	ES	Futures	4509.5	4510.86	4509.23	4510.58	1198.0
2023-10-29 18:30:00	ES	Futures	4510.31	4510.86	4508.14	4508.96	1593.0
2023-10-29 18:35:00	ES	Futures	4508.96	4511.4	4508.96	4510.04	1108.0
2023-10-29 18:40:00	ES	Futures	4509.77	4509.77	4507.05	4507.33	1250.0
2023-10-29 18:45:00	ES	Futures	4507.33	4509.77	4506.78	4509.77	1018.0
2023-10-29 18:50:00	ES	Futures	4509.77	4510.58	4508.41	4509.23	693.0
2023-10-29 18:55:00	ES	Futures	4508.96	4509.5	4508.14	4508.68	332.0
2023-10-29 19:00:00	ES	Futures	4508.41	4508.96	4505.42	4507.87	1258.0
2023-10-29 19:05:00	ES	Futures	4507.6	4507.6	4504.61	4506.24	1035.0
2023-10-29 19:10:00	ES	Futures	4506.51	4506.51	4504.07	4505.15	927.0
2023-10-29 19:15:00	ES	Futures	4505.15	4506.24	4504.88	4505.97	445.0
2023-10-29 19:20:00	ES	Futures	4506.24	4507.87	4505.97	4507.87	865.0
2023-10-29 19:25:00	ES	Futures	4507.6	4507.6	4506.24	4507.33	325.0
2023-10-29 19:30:00	ES	Futures	4507.33	4507.6	4506.24	4506.24	367.0
2023-10-29 19:35:00	ES	Futures	4506.51	4506.51	4505.42	4505.42	666.0
2023-10-29 19:40:00	ES	Futures	4505.42	4507.05	4505.15	4506.78	409.0
2023-10-29 19:45:00	ES	Futures	4506.78	4507.6	4506.24	4507.05	317.0
2023-10-29 19:50:00	ES	Futures	4507.05	4507.87	4506.78	4507.6	235.0
2023-10-29 19:55:00	ES	Futures	4507.6	4507.6	4506.51	4507.33	293.0
2023-10-29 20:00:00	ES	Futures	4507.33	4508.41	4505.97	4507.33	1643.0
2023-10-29 20:05:00	ES	Futures	4507.05	4510.86	4507.05	4510.58	1446.0
2023-10-29 20:10:00	ES	Futures	4510.31	4510.86	4509.5	4510.04	685.0
2023-10-29 20:15:00	ES	Futures	4510.04	4511.13	4508.96	4510.04	995.0
2023-10-29 20:20:00	ES	Futures	4509.77	4510.58	4509.23	4509.77	520.0
2023-10-29 20:25:00	ES	Futures	4509.77	4510.04	4508.41	4508.96	389.0
2023-10-29 20:30:00	ES	Futures	4508.96	4510.31	4508.68	4509.5	642.0
2023-10-29 20:35:00	ES	Futures	4509.5	4509.5	4507.87	4508.41	790.0
2023-10-29 20:40:00	ES	Futures	4508.41	4510.31	4508.41	4509.23	512.0
2023-10-29 20:45:00	ES	Futures	4508.96	4510.58	4508.41	4510.31	483.0
2023-10-29 20:50:00	ES	Futures	4510.31	4511.13	4510.04	4510.04	476.0
2023-10-29 20:55:00	ES	Futures	4510.31	4511.94	4509.77	4511.94	770.0
2023-10-29 21:00:00	ES	Futures	4511.94	4511.94	4510.86	4511.67	761.0
2023-10-29 21:05:00	ES	Futures	4511.94	4512.21	4511.13	4511.4	886.0
2023-10-29 21:10:00	ES	Futures	4511.4	4511.4	4510.04	4510.04	519.0
2023-10-29 21:15:00	ES	Futures	4510.31	4510.31	4507.6	4508.14	1162.0
2023-10-29 21:20:00	ES	Futures	4508.14	4509.23	4507.6	4508.68	719.0
2023-10-29 21:25:00	ES	Futures	4508.68	4509.5	4507.05	4507.87	885.0
2023-10-29 21:30:00	ES	Futures	4507.87	4510.31	4507.87	4508.96	1083.0
2023-10-29 21:35:00	ES	Futures	4509.23	4510.58	4508.96	4510.58	827.0
2023-10-29 21:40:00	ES	Futures	4510.31	4511.4	4510.31	4511.13	855.0
2023-10-29 21:45:00	ES	Futures	4511.4	4512.76	4510.04	4510.31	1853.0
2023-10-29 21:50:00	ES	Futures	4510.31	4511.4	4509.5	4511.13	648.0
2023-10-29 21:55:00	ES	Futures	4511.13	4512.21	4510.86	4511.94	506.0
2023-10-29 22:00:00	ES	Futures	4511.67	4511.94	4510.31	4510.86	741.0
2023-10-29 22:05:00	ES	Futures	4510.58	4510.86	4509.77	4509.77	561.0

> showing 50 of 4,013 rows — these rows as CSV

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