PREVIEW / futures_5min / 2023-11-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-05.parquet
  size:    74 KB
  rows:    4,119

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
2023-11-05 00:00:00	ES	Futures	4754.72	4754.72	4754.72	4754.72	10.0
2023-11-05 18:00:00	ES	Futures	4756.89	4761.78	4755.8	4757.97	2981.0
2023-11-05 18:05:00	ES	Futures	4757.7	4759.33	4757.16	4758.79	1074.0
2023-11-05 18:10:00	ES	Futures	4758.79	4759.33	4757.7	4757.7	884.0
2023-11-05 18:15:00	ES	Futures	4757.43	4758.25	4756.62	4757.16	428.0
2023-11-05 18:20:00	ES	Futures	4757.43	4757.97	4755.8	4756.34	413.0
2023-11-05 18:25:00	ES	Futures	4756.07	4756.62	4754.99	4755.53	1009.0
2023-11-05 18:30:00	ES	Futures	4755.26	4755.8	4754.99	4755.26	480.0
2023-11-05 18:35:00	ES	Futures	4755.26	4756.07	4754.17	4754.44	812.0
2023-11-05 18:40:00	ES	Futures	4754.44	4754.72	4753.09	4753.36	580.0
2023-11-05 18:45:00	ES	Futures	4753.36	4755.26	4752.54	4754.17	1313.0
2023-11-05 18:50:00	ES	Futures	4754.17	4755.53	4754.17	4754.72	805.0
2023-11-05 18:55:00	ES	Futures	4754.72	4754.99	4753.9	4754.44	638.0
2023-11-05 19:00:00	ES	Futures	4754.44	4754.99	4752.27	4752.54	1403.0
2023-11-05 19:05:00	ES	Futures	4752.81	4753.9	4752.27	4752.54	991.0
2023-11-05 19:10:00	ES	Futures	4752.81	4753.9	4752.0	4752.27	524.0
2023-11-05 19:15:00	ES	Futures	4752.27	4752.54	4751.46	4752.27	576.0
2023-11-05 19:20:00	ES	Futures	4752.27	4753.36	4751.73	4751.73	534.0
2023-11-05 19:25:00	ES	Futures	4752.0	4752.54	4751.46	4752.0	458.0
2023-11-05 19:30:00	ES	Futures	4752.0	4752.54	4751.19	4751.46	457.0
2023-11-05 19:35:00	ES	Futures	4751.46	4752.54	4751.46	4752.0	606.0
2023-11-05 19:40:00	ES	Futures	4752.27	4752.54	4751.73	4752.27	262.0
2023-11-05 19:45:00	ES	Futures	4752.27	4752.54	4751.19	4752.0	853.0
2023-11-05 19:50:00	ES	Futures	4752.27	4752.54	4751.73	4752.0	497.0
2023-11-05 19:55:00	ES	Futures	4752.27	4753.9	4752.27	4752.54	1038.0
2023-11-05 20:00:00	ES	Futures	4752.54	4753.36	4752.27	4753.09	636.0
2023-11-05 20:05:00	ES	Futures	4752.81	4753.9	4752.81	4753.36	518.0
2023-11-05 20:10:00	ES	Futures	4753.09	4753.9	4752.0	4753.63	520.0
2023-11-05 20:15:00	ES	Futures	4753.63	4754.72	4753.09	4754.72	579.0
2023-11-05 20:20:00	ES	Futures	4754.44	4754.44	4751.73	4752.27	1395.0
2023-11-05 20:25:00	ES	Futures	4752.27	4753.36	4752.27	4752.81	996.0
2023-11-05 20:30:00	ES	Futures	4752.81	4753.9	4752.54	4753.63	947.0
2023-11-05 20:35:00	ES	Futures	4753.9	4753.9	4751.73	4753.09	770.0
2023-11-05 20:40:00	ES	Futures	4753.36	4753.63	4752.81	4753.09	261.0
2023-11-05 20:45:00	ES	Futures	4753.09	4754.72	4752.81	4754.44	525.0
2023-11-05 20:50:00	ES	Futures	4754.44	4754.72	4753.63	4753.9	374.0
2023-11-05 20:55:00	ES	Futures	4754.17	4754.17	4753.09	4753.63	300.0
2023-11-05 21:00:00	ES	Futures	4753.9	4754.99	4753.9	4754.99	774.0
2023-11-05 21:05:00	ES	Futures	4754.72	4754.99	4753.63	4754.44	1144.0
2023-11-05 21:10:00	ES	Futures	4754.44	4754.99	4754.44	4754.72	345.0
2023-11-05 21:15:00	ES	Futures	4754.72	4755.53	4754.44	4755.26	529.0
2023-11-05 21:20:00	ES	Futures	4754.99	4755.8	4754.99	4755.26	638.0
2023-11-05 21:25:00	ES	Futures	4755.26	4755.26	4753.9	4754.17	356.0
2023-11-05 21:30:00	ES	Futures	4754.17	4754.99	4753.9	4753.9	378.0
2023-11-05 21:35:00	ES	Futures	4754.17	4754.99	4754.17	4754.72	272.0
2023-11-05 21:40:00	ES	Futures	4754.44	4755.53	4754.17	4755.26	598.0
2023-11-05 21:45:00	ES	Futures	4755.26	4755.26	4754.72	4755.26	229.0
2023-11-05 21:50:00	ES	Futures	4754.99	4755.8	4754.72	4755.8	533.0
2023-11-05 21:55:00	ES	Futures	4755.8	4756.07	4754.72	4754.72	365.0
2023-11-05 22:00:00	ES	Futures	4754.99	4756.62	4754.99	4756.34	470.0

> showing 50 of 4,119 rows — these rows as CSV

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