PREVIEW / futures_5min / 2023-10-31

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-10-31.parquet
  size:    365 KB
  rows:    20,684

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
2023-10-31 00:00:00	ES	Futures	4531.49	4532.04	4530.68	4531.49	586.0
2023-10-31 00:05:00	ES	Futures	4531.22	4535.3	4531.22	4535.3	937.0
2023-10-31 00:10:00	ES	Futures	4535.3	4535.3	4532.31	4533.12	823.0
2023-10-31 00:15:00	ES	Futures	4532.85	4534.21	4532.85	4533.67	710.0
2023-10-31 00:20:00	ES	Futures	4533.4	4533.67	4532.31	4532.85	458.0
2023-10-31 00:25:00	ES	Futures	4532.85	4533.4	4531.77	4533.4	443.0
2023-10-31 00:30:00	ES	Futures	4533.67	4533.94	4531.22	4531.22	517.0
2023-10-31 00:35:00	ES	Futures	4530.95	4532.04	4530.41	4531.49	390.0
2023-10-31 00:40:00	ES	Futures	4531.49	4531.77	4529.32	4530.14	652.0
2023-10-31 00:45:00	ES	Futures	4530.41	4531.22	4530.14	4530.95	246.0
2023-10-31 00:50:00	ES	Futures	4530.95	4531.49	4530.14	4530.95	350.0
2023-10-31 00:55:00	ES	Futures	4530.68	4532.31	4530.68	4531.22	438.0
2023-10-31 01:00:00	ES	Futures	4530.95	4531.49	4529.05	4530.14	939.0
2023-10-31 01:05:00	ES	Futures	4529.87	4531.77	4529.05	4529.87	616.0
2023-10-31 01:10:00	ES	Futures	4529.87	4530.68	4529.59	4529.59	412.0
2023-10-31 01:15:00	ES	Futures	4529.59	4530.68	4528.51	4530.68	476.0
2023-10-31 01:20:00	ES	Futures	4530.41	4531.22	4529.32	4529.32	772.0
2023-10-31 01:25:00	ES	Futures	4529.59	4529.59	4527.69	4528.24	980.0
2023-10-31 01:30:00	ES	Futures	4528.24	4529.59	4527.69	4528.51	585.0
2023-10-31 01:35:00	ES	Futures	4528.78	4528.78	4527.42	4527.96	376.0
2023-10-31 01:40:00	ES	Futures	4528.24	4530.41	4528.24	4530.14	611.0
2023-10-31 01:45:00	ES	Futures	4530.14	4530.68	4529.05	4529.59	487.0
2023-10-31 01:50:00	ES	Futures	4529.32	4530.68	4528.78	4530.14	537.0
2023-10-31 01:55:00	ES	Futures	4530.14	4530.14	4528.24	4529.05	616.0
2023-10-31 02:00:00	ES	Futures	4529.05	4529.87	4527.42	4527.42	694.0
2023-10-31 02:05:00	ES	Futures	4527.69	4527.96	4526.88	4527.69	540.0
2023-10-31 02:10:00	ES	Futures	4527.69	4527.69	4526.06	4527.15	639.0
2023-10-31 02:15:00	ES	Futures	4527.15	4529.32	4527.15	4528.51	616.0
2023-10-31 02:20:00	ES	Futures	4528.78	4529.59	4528.24	4529.32	371.0
2023-10-31 02:25:00	ES	Futures	4529.32	4532.04	4529.05	4532.04	800.0
2023-10-31 02:30:00	ES	Futures	4532.04	4534.75	4531.77	4534.75	2300.0
2023-10-31 02:35:00	ES	Futures	4534.48	4535.02	4533.94	4534.48	616.0
2023-10-31 02:40:00	ES	Futures	4534.75	4536.38	4534.21	4534.21	1204.0
2023-10-31 02:45:00	ES	Futures	4534.21	4535.57	4533.94	4535.02	482.0
2023-10-31 02:50:00	ES	Futures	4535.02	4535.84	4534.48	4535.02	549.0
2023-10-31 02:55:00	ES	Futures	4535.02	4536.11	4535.02	4535.57	329.0
2023-10-31 03:00:00	ES	Futures	4535.3	4537.74	4535.3	4536.93	1838.0
2023-10-31 03:05:00	ES	Futures	4536.65	4537.47	4535.84	4536.93	629.0
2023-10-31 03:10:00	ES	Futures	4536.93	4537.74	4536.11	4537.74	669.0
2023-10-31 03:15:00	ES	Futures	4537.74	4538.83	4536.93	4538.55	822.0
2023-10-31 03:20:00	ES	Futures	4538.28	4538.83	4536.93	4538.01	977.0
2023-10-31 03:25:00	ES	Futures	4538.28	4539.1	4538.28	4538.83	467.0
2023-10-31 03:30:00	ES	Futures	4538.83	4539.1	4537.74	4538.83	941.0
2023-10-31 03:35:00	ES	Futures	4538.83	4539.64	4538.55	4538.83	1042.0
2023-10-31 03:40:00	ES	Futures	4538.55	4539.1	4537.74	4538.83	1009.0
2023-10-31 03:45:00	ES	Futures	4538.55	4540.73	4538.55	4538.83	1559.0
2023-10-31 03:50:00	ES	Futures	4538.83	4539.37	4535.57	4536.65	976.0
2023-10-31 03:55:00	ES	Futures	4536.38	4536.65	4535.02	4536.38	962.0
2023-10-31 04:00:00	ES	Futures	4536.11	4538.55	4534.21	4534.48	2838.0
2023-10-31 04:05:00	ES	Futures	4534.48	4537.2	4534.21	4536.11	1553.0

> showing 50 of 20,684 rows — these rows as CSV

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