PREVIEW / futures_5min / 2023-10-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-30.parquet
  size:    344 KB
  rows:    20,336

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
2023-10-30 00:00:00	ES	Futures	4510.58	4510.86	4509.77	4509.77	357.0
2023-10-30 00:05:00	ES	Futures	4509.77	4509.77	4509.23	4509.23	213.0
2023-10-30 00:10:00	ES	Futures	4509.5	4509.5	4508.96	4509.23	347.0
2023-10-30 00:15:00	ES	Futures	4509.23	4509.5	4508.68	4509.23	315.0
2023-10-30 00:20:00	ES	Futures	4508.96	4509.23	4508.68	4509.23	137.0
2023-10-30 00:25:00	ES	Futures	4508.96	4508.96	4508.41	4508.41	347.0
2023-10-30 00:30:00	ES	Futures	4508.41	4508.41	4507.87	4508.14	316.0
2023-10-30 00:35:00	ES	Futures	4508.14	4509.23	4506.78	4508.96	691.0
2023-10-30 00:40:00	ES	Futures	4508.96	4509.5	4508.68	4509.5	274.0
2023-10-30 00:45:00	ES	Futures	4509.23	4509.5	4508.96	4509.5	108.0
2023-10-30 00:50:00	ES	Futures	4509.5	4509.77	4508.96	4509.5	287.0
2023-10-30 00:55:00	ES	Futures	4509.77	4509.77	4508.68	4508.96	178.0
2023-10-30 01:00:00	ES	Futures	4508.96	4509.5	4508.41	4509.23	425.0
2023-10-30 01:05:00	ES	Futures	4509.23	4509.5	4507.87	4507.87	416.0
2023-10-30 01:10:00	ES	Futures	4507.6	4509.5	4507.05	4508.96	643.0
2023-10-30 01:15:00	ES	Futures	4508.96	4510.04	4508.96	4509.77	371.0
2023-10-30 01:20:00	ES	Futures	4509.5	4510.04	4509.5	4509.77	362.0
2023-10-30 01:25:00	ES	Futures	4509.77	4511.13	4509.77	4510.31	583.0
2023-10-30 01:30:00	ES	Futures	4510.31	4510.58	4509.77	4510.58	286.0
2023-10-30 01:35:00	ES	Futures	4510.58	4510.86	4510.31	4510.31	229.0
2023-10-30 01:40:00	ES	Futures	4510.58	4510.86	4510.31	4510.58	194.0
2023-10-30 01:45:00	ES	Futures	4510.58	4511.13	4510.31	4510.31	214.0
2023-10-30 01:50:00	ES	Futures	4510.31	4510.86	4510.31	4510.31	275.0
2023-10-30 01:55:00	ES	Futures	4510.31	4511.13	4509.77	4510.58	251.0
2023-10-30 02:00:00	ES	Futures	4510.58	4512.76	4510.58	4511.4	897.0
2023-10-30 02:05:00	ES	Futures	4511.13	4511.4	4510.58	4511.13	492.0
2023-10-30 02:10:00	ES	Futures	4511.13	4511.67	4510.58	4511.4	428.0
2023-10-30 02:15:00	ES	Futures	4511.4	4512.21	4511.13	4511.67	373.0
2023-10-30 02:20:00	ES	Futures	4511.67	4512.76	4511.67	4512.49	340.0
2023-10-30 02:25:00	ES	Futures	4512.49	4513.3	4512.21	4513.03	731.0
2023-10-30 02:30:00	ES	Futures	4513.03	4514.93	4512.76	4514.66	1699.0
2023-10-30 02:35:00	ES	Futures	4514.66	4515.2	4514.39	4514.66	700.0
2023-10-30 02:40:00	ES	Futures	4514.66	4515.47	4514.66	4514.93	430.0
2023-10-30 02:45:00	ES	Futures	4514.66	4514.66	4513.57	4514.11	501.0
2023-10-30 02:50:00	ES	Futures	4513.84	4514.93	4513.57	4514.66	453.0
2023-10-30 02:55:00	ES	Futures	4514.66	4515.2	4514.39	4514.93	289.0
2023-10-30 03:00:00	ES	Futures	4514.93	4515.74	4513.03	4514.66	1271.0
2023-10-30 03:05:00	ES	Futures	4514.39	4516.29	4513.84	4515.2	1279.0
2023-10-30 03:10:00	ES	Futures	4514.93	4516.29	4514.11	4515.2	694.0
2023-10-30 03:15:00	ES	Futures	4515.2	4515.74	4513.84	4515.47	1066.0
2023-10-30 03:20:00	ES	Futures	4515.74	4516.56	4514.66	4515.74	923.0
2023-10-30 03:25:00	ES	Futures	4516.02	4516.02	4514.93	4515.2	1100.0
2023-10-30 03:30:00	ES	Futures	4514.93	4517.92	4514.93	4517.37	1811.0
2023-10-30 03:35:00	ES	Futures	4517.37	4519.27	4516.56	4518.73	2269.0
2023-10-30 03:40:00	ES	Futures	4518.46	4519.0	4517.37	4517.92	804.0
2023-10-30 03:45:00	ES	Futures	4517.92	4520.9	4517.64	4519.55	1352.0
2023-10-30 03:50:00	ES	Futures	4519.55	4521.72	4519.55	4521.45	857.0
2023-10-30 03:55:00	ES	Futures	4521.72	4521.72	4519.27	4519.27	959.0
2023-10-30 04:00:00	ES	Futures	4519.55	4521.99	4519.27	4519.82	4038.0
2023-10-30 04:05:00	ES	Futures	4519.82	4522.8	4518.73	4519.55	2856.0

> showing 50 of 20,336 rows — these rows as CSV

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