PREVIEW / futures_5min / 2023-11-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-02.parquet
  size:    360 KB
  rows:    20,600

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
2023-11-02 00:00:00	ES	Futures	4635.23	4635.5	4633.87	4634.42	369.0
2023-11-02 00:05:00	ES	Futures	4634.42	4634.69	4633.87	4634.42	314.0
2023-11-02 00:10:00	ES	Futures	4634.14	4634.69	4634.14	4634.69	259.0
2023-11-02 00:15:00	ES	Futures	4634.69	4635.23	4634.42	4634.96	307.0
2023-11-02 00:20:00	ES	Futures	4635.23	4635.5	4634.69	4634.96	199.0
2023-11-02 00:25:00	ES	Futures	4634.96	4635.23	4634.42	4634.42	212.0
2023-11-02 00:30:00	ES	Futures	4634.69	4634.69	4633.87	4634.14	329.0
2023-11-02 00:35:00	ES	Futures	4634.42	4635.23	4634.14	4634.96	237.0
2023-11-02 00:40:00	ES	Futures	4634.96	4635.23	4634.42	4634.96	213.0
2023-11-02 00:45:00	ES	Futures	4634.69	4634.96	4633.87	4634.42	567.0
2023-11-02 00:50:00	ES	Futures	4634.14	4634.42	4632.79	4633.06	486.0
2023-11-02 00:55:00	ES	Futures	4633.33	4633.87	4632.79	4633.87	263.0
2023-11-02 01:00:00	ES	Futures	4633.87	4633.87	4633.06	4633.33	317.0
2023-11-02 01:05:00	ES	Futures	4633.33	4633.87	4632.51	4633.87	421.0
2023-11-02 01:10:00	ES	Futures	4633.87	4634.42	4633.87	4634.14	302.0
2023-11-02 01:15:00	ES	Futures	4634.14	4634.42	4632.79	4633.06	360.0
2023-11-02 01:20:00	ES	Futures	4633.06	4633.6	4632.51	4632.79	419.0
2023-11-02 01:25:00	ES	Futures	4632.79	4633.87	4632.79	4633.87	294.0
2023-11-02 01:30:00	ES	Futures	4633.87	4634.14	4633.33	4633.6	430.0
2023-11-02 01:35:00	ES	Futures	4633.6	4634.42	4633.33	4633.87	306.0
2023-11-02 01:40:00	ES	Futures	4633.87	4634.69	4633.6	4634.42	202.0
2023-11-02 01:45:00	ES	Futures	4634.42	4634.69	4633.6	4633.87	255.0
2023-11-02 01:50:00	ES	Futures	4634.14	4634.14	4632.79	4633.06	352.0
2023-11-02 01:55:00	ES	Futures	4633.06	4633.33	4632.79	4633.33	350.0
2023-11-02 02:00:00	ES	Futures	4633.06	4634.14	4631.7	4631.97	675.0
2023-11-02 02:05:00	ES	Futures	4631.97	4632.51	4631.7	4632.24	313.0
2023-11-02 02:10:00	ES	Futures	4632.24	4632.24	4630.88	4631.43	524.0
2023-11-02 02:15:00	ES	Futures	4631.43	4631.7	4630.88	4630.88	333.0
2023-11-02 02:20:00	ES	Futures	4630.61	4631.43	4630.07	4630.07	417.0
2023-11-02 02:25:00	ES	Futures	4630.34	4630.88	4629.8	4630.61	443.0
2023-11-02 02:30:00	ES	Futures	4630.61	4630.88	4629.8	4630.07	389.0
2023-11-02 02:35:00	ES	Futures	4630.07	4630.07	4629.26	4629.8	518.0
2023-11-02 02:40:00	ES	Futures	4629.8	4630.88	4629.26	4630.34	821.0
2023-11-02 02:45:00	ES	Futures	4630.34	4630.61	4629.8	4630.34	421.0
2023-11-02 02:50:00	ES	Futures	4630.07	4631.97	4630.07	4631.97	628.0
2023-11-02 02:55:00	ES	Futures	4631.97	4632.79	4631.7	4632.51	938.0
2023-11-02 03:00:00	ES	Futures	4632.51	4633.33	4630.34	4633.33	1561.0
2023-11-02 03:05:00	ES	Futures	4633.33	4634.14	4633.06	4633.87	773.0
2023-11-02 03:10:00	ES	Futures	4633.6	4633.87	4633.06	4633.87	512.0
2023-11-02 03:15:00	ES	Futures	4633.87	4634.14	4632.79	4633.33	535.0
2023-11-02 03:20:00	ES	Futures	4633.6	4634.42	4633.06	4633.87	433.0
2023-11-02 03:25:00	ES	Futures	4634.14	4634.14	4631.97	4632.79	638.0
2023-11-02 03:30:00	ES	Futures	4632.79	4633.87	4632.24	4633.87	649.0
2023-11-02 03:35:00	ES	Futures	4633.6	4634.14	4632.51	4633.33	630.0
2023-11-02 03:40:00	ES	Futures	4633.6	4633.6	4632.51	4632.79	523.0
2023-11-02 03:45:00	ES	Futures	4632.79	4632.79	4631.16	4632.79	771.0
2023-11-02 03:50:00	ES	Futures	4632.79	4634.14	4632.51	4634.14	736.0
2023-11-02 03:55:00	ES	Futures	4633.87	4635.77	4633.87	4635.77	1263.0
2023-11-02 04:00:00	ES	Futures	4635.77	4635.77	4633.06	4634.42	2807.0
2023-11-02 04:05:00	ES	Futures	4634.42	4635.77	4633.6	4634.69	2222.0

> showing 50 of 20,600 rows — these rows as CSV

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