PREVIEW / futures_5min / 2023-11-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-06.parquet
  size:    341 KB
  rows:    20,749

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
2023-11-06 00:00:00	ES	Futures	4754.72	4755.26	4754.44	4754.99	359.0
2023-11-06 00:05:00	ES	Futures	4754.99	4756.07	4754.99	4754.99	351.0
2023-11-06 00:10:00	ES	Futures	4755.26	4756.07	4754.99	4756.07	224.0
2023-11-06 00:15:00	ES	Futures	4755.8	4756.34	4754.72	4755.26	530.0
2023-11-06 00:20:00	ES	Futures	4755.26	4756.62	4755.26	4755.8	506.0
2023-11-06 00:25:00	ES	Futures	4755.8	4755.8	4754.17	4754.17	306.0
2023-11-06 00:30:00	ES	Futures	4754.17	4754.99	4753.9	4754.72	440.0
2023-11-06 00:35:00	ES	Futures	4754.72	4754.99	4754.17	4754.99	233.0
2023-11-06 00:40:00	ES	Futures	4754.99	4755.53	4754.72	4754.72	209.0
2023-11-06 00:45:00	ES	Futures	4754.72	4755.8	4754.17	4755.8	338.0
2023-11-06 00:50:00	ES	Futures	4755.8	4755.8	4755.26	4755.8	187.0
2023-11-06 00:55:00	ES	Futures	4755.53	4755.8	4755.26	4755.8	324.0
2023-11-06 01:00:00	ES	Futures	4755.53	4756.62	4755.26	4756.34	541.0
2023-11-06 01:05:00	ES	Futures	4756.62	4756.89	4755.8	4755.8	266.0
2023-11-06 01:10:00	ES	Futures	4755.8	4756.07	4754.44	4754.72	331.0
2023-11-06 01:15:00	ES	Futures	4754.99	4755.53	4754.72	4755.53	191.0
2023-11-06 01:20:00	ES	Futures	4755.26	4756.34	4754.99	4755.26	332.0
2023-11-06 01:25:00	ES	Futures	4755.26	4755.8	4754.72	4755.26	307.0
2023-11-06 01:30:00	ES	Futures	4755.53	4756.62	4755.26	4756.62	410.0
2023-11-06 01:35:00	ES	Futures	4756.89	4757.7	4756.34	4756.89	715.0
2023-11-06 01:40:00	ES	Futures	4756.62	4757.97	4756.62	4757.7	698.0
2023-11-06 01:45:00	ES	Futures	4757.7	4759.06	4757.7	4759.06	559.0
2023-11-06 01:50:00	ES	Futures	4758.79	4759.33	4757.7	4757.97	679.0
2023-11-06 01:55:00	ES	Futures	4757.97	4759.06	4757.7	4758.52	661.0
2023-11-06 02:00:00	ES	Futures	4758.52	4759.06	4756.89	4757.43	1608.0
2023-11-06 02:05:00	ES	Futures	4757.43	4757.97	4756.34	4756.62	516.0
2023-11-06 02:10:00	ES	Futures	4756.34	4757.16	4756.07	4757.16	304.0
2023-11-06 02:15:00	ES	Futures	4757.16	4757.97	4756.89	4757.7	256.0
2023-11-06 02:20:00	ES	Futures	4757.43	4759.33	4757.43	4758.79	1013.0
2023-11-06 02:25:00	ES	Futures	4758.79	4759.6	4758.79	4759.06	458.0
2023-11-06 02:30:00	ES	Futures	4759.06	4759.88	4758.25	4759.6	1269.0
2023-11-06 02:35:00	ES	Futures	4759.33	4760.96	4759.33	4760.69	825.0
2023-11-06 02:40:00	ES	Futures	4760.69	4760.69	4759.33	4759.6	668.0
2023-11-06 02:45:00	ES	Futures	4759.33	4760.15	4758.79	4759.33	509.0
2023-11-06 02:50:00	ES	Futures	4759.06	4759.06	4758.25	4758.52	502.0
2023-11-06 02:55:00	ES	Futures	4758.52	4758.52	4757.7	4758.25	519.0
2023-11-06 03:00:00	ES	Futures	4758.25	4759.88	4757.16	4757.43	1992.0
2023-11-06 03:05:00	ES	Futures	4757.43	4760.42	4756.62	4759.6	2089.0
2023-11-06 03:10:00	ES	Futures	4759.33	4760.69	4758.79	4759.6	1050.0
2023-11-06 03:15:00	ES	Futures	4759.88	4760.69	4756.89	4757.16	957.0
2023-11-06 03:20:00	ES	Futures	4757.16	4760.69	4757.16	4758.79	1570.0
2023-11-06 03:25:00	ES	Futures	4759.06	4759.33	4756.89	4757.97	1228.0
2023-11-06 03:30:00	ES	Futures	4758.25	4759.33	4757.43	4759.06	858.0
2023-11-06 03:35:00	ES	Futures	4759.06	4759.88	4757.97	4759.33	837.0
2023-11-06 03:40:00	ES	Futures	4759.33	4761.5	4759.06	4760.69	1209.0
2023-11-06 03:45:00	ES	Futures	4760.69	4760.96	4758.52	4759.33	1023.0
2023-11-06 03:50:00	ES	Futures	4759.6	4760.69	4758.79	4760.42	780.0
2023-11-06 03:55:00	ES	Futures	4760.42	4762.86	4759.06	4759.88	2187.0
2023-11-06 04:00:00	ES	Futures	4760.15	4760.96	4758.52	4759.6	1395.0
2023-11-06 04:05:00	ES	Futures	4759.6	4760.69	4758.79	4759.06	1325.0

> showing 50 of 20,749 rows — these rows as CSV

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