PREVIEW / futures_5min / 2023-11-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-03.parquet
  size:    310 KB
  rows:    16,597

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
2023-11-03 00:00:00	ES	Futures	4705.56	4705.83	4705.29	4705.56	232.0
2023-11-03 00:05:00	ES	Futures	4705.56	4705.83	4705.29	4705.29	303.0
2023-11-03 00:10:00	ES	Futures	4705.29	4706.11	4705.29	4705.83	176.0
2023-11-03 00:15:00	ES	Futures	4705.83	4706.11	4705.29	4705.83	252.0
2023-11-03 00:20:00	ES	Futures	4706.11	4706.38	4706.11	4706.38	275.0
2023-11-03 00:25:00	ES	Futures	4706.38	4706.38	4705.83	4706.11	80.0
2023-11-03 00:30:00	ES	Futures	4705.83	4706.38	4704.75	4705.02	469.0
2023-11-03 00:35:00	ES	Futures	4705.02	4705.56	4705.02	4705.56	213.0
2023-11-03 00:40:00	ES	Futures	4705.29	4705.83	4705.29	4705.29	137.0
2023-11-03 00:45:00	ES	Futures	4705.56	4706.65	4705.56	4706.65	134.0
2023-11-03 00:50:00	ES	Futures	4706.65	4706.65	4706.11	4706.11	226.0
2023-11-03 00:55:00	ES	Futures	4706.11	4706.38	4706.11	4706.11	111.0
2023-11-03 01:00:00	ES	Futures	4706.11	4706.38	4705.83	4706.11	153.0
2023-11-03 01:05:00	ES	Futures	4705.83	4706.65	4705.83	4706.38	208.0
2023-11-03 01:10:00	ES	Futures	4706.38	4706.65	4706.11	4706.38	185.0
2023-11-03 01:15:00	ES	Futures	4706.38	4707.19	4706.38	4706.65	258.0
2023-11-03 01:20:00	ES	Futures	4706.65	4706.65	4705.83	4706.11	129.0
2023-11-03 01:25:00	ES	Futures	4706.38	4706.65	4706.11	4706.11	93.0
2023-11-03 01:30:00	ES	Futures	4706.38	4707.74	4706.38	4707.74	230.0
2023-11-03 01:35:00	ES	Futures	4707.46	4708.28	4707.19	4707.74	207.0
2023-11-03 01:40:00	ES	Futures	4708.01	4708.01	4707.19	4707.46	209.0
2023-11-03 01:45:00	ES	Futures	4707.74	4708.28	4707.19	4707.74	229.0
2023-11-03 01:50:00	ES	Futures	4707.74	4708.28	4707.74	4708.01	136.0
2023-11-03 01:55:00	ES	Futures	4708.01	4708.55	4707.74	4707.74	286.0
2023-11-03 02:00:00	ES	Futures	4707.74	4708.01	4706.92	4707.74	393.0
2023-11-03 02:05:00	ES	Futures	4707.74	4708.28	4707.19	4707.19	247.0
2023-11-03 02:10:00	ES	Futures	4707.19	4708.28	4706.65	4707.74	188.0
2023-11-03 02:15:00	ES	Futures	4707.74	4708.82	4707.46	4707.46	525.0
2023-11-03 02:20:00	ES	Futures	4707.46	4707.46	4706.92	4707.19	239.0
2023-11-03 02:25:00	ES	Futures	4707.19	4707.46	4706.92	4707.46	113.0
2023-11-03 02:30:00	ES	Futures	4707.19	4708.82	4706.92	4708.28	728.0
2023-11-03 02:35:00	ES	Futures	4708.28	4708.55	4707.74	4707.74	189.0
2023-11-03 02:40:00	ES	Futures	4707.74	4707.74	4707.19	4707.46	223.0
2023-11-03 02:45:00	ES	Futures	4707.46	4707.46	4706.11	4706.11	317.0
2023-11-03 02:50:00	ES	Futures	4706.11	4706.65	4705.83	4705.83	361.0
2023-11-03 02:55:00	ES	Futures	4705.83	4706.65	4705.56	4705.83	510.0
2023-11-03 03:00:00	ES	Futures	4705.83	4705.83	4703.12	4704.75	1699.0
2023-11-03 03:05:00	ES	Futures	4704.75	4706.11	4704.48	4706.11	709.0
2023-11-03 03:10:00	ES	Futures	4706.11	4707.74	4705.56	4705.83	788.0
2023-11-03 03:15:00	ES	Futures	4705.83	4707.46	4705.83	4706.38	526.0
2023-11-03 03:20:00	ES	Futures	4706.38	4706.92	4705.83	4706.11	676.0
2023-11-03 03:25:00	ES	Futures	4706.38	4706.65	4705.83	4706.11	335.0
2023-11-03 03:30:00	ES	Futures	4706.11	4706.38	4705.02	4705.02	473.0
2023-11-03 03:35:00	ES	Futures	4705.02	4706.38	4704.48	4705.83	526.0
2023-11-03 03:40:00	ES	Futures	4705.83	4706.11	4704.48	4704.75	849.0
2023-11-03 03:45:00	ES	Futures	4705.02	4705.02	4703.93	4704.21	566.0
2023-11-03 03:50:00	ES	Futures	4704.21	4704.21	4703.12	4703.39	1121.0
2023-11-03 03:55:00	ES	Futures	4703.39	4703.39	4702.03	4703.12	1332.0
2023-11-03 04:00:00	ES	Futures	4703.12	4704.48	4701.49	4702.3	3092.0
2023-11-03 04:05:00	ES	Futures	4702.3	4703.12	4701.22	4702.3	1950.0

> showing 50 of 16,597 rows — these rows as CSV

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