PREVIEW / futures_5min / 2023-11-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-07.parquet
  size:    342 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
2023-11-07 00:00:00	ES	Futures	4750.91	4751.46	4750.64	4750.91	313.0
2023-11-07 00:05:00	ES	Futures	4750.91	4750.91	4750.37	4750.64	261.0
2023-11-07 00:10:00	ES	Futures	4750.91	4750.91	4750.1	4750.91	554.0
2023-11-07 00:15:00	ES	Futures	4750.91	4751.46	4750.91	4751.19	186.0
2023-11-07 00:20:00	ES	Futures	4750.91	4750.91	4749.83	4749.83	355.0
2023-11-07 00:25:00	ES	Futures	4750.1	4750.1	4749.28	4749.56	475.0
2023-11-07 00:30:00	ES	Futures	4749.56	4752.0	4749.56	4751.73	947.0
2023-11-07 00:35:00	ES	Futures	4751.73	4752.54	4751.46	4752.54	280.0
2023-11-07 00:40:00	ES	Futures	4752.54	4752.54	4751.46	4751.73	420.0
2023-11-07 00:45:00	ES	Futures	4751.46	4751.73	4750.91	4751.19	322.0
2023-11-07 00:50:00	ES	Futures	4750.91	4752.0	4750.91	4752.0	176.0
2023-11-07 00:55:00	ES	Futures	4752.0	4752.54	4752.0	4752.27	366.0
2023-11-07 01:00:00	ES	Futures	4752.0	4752.27	4751.46	4751.46	411.0
2023-11-07 01:05:00	ES	Futures	4751.73	4752.54	4751.73	4751.73	687.0
2023-11-07 01:10:00	ES	Futures	4751.73	4751.73	4750.1	4750.37	397.0
2023-11-07 01:15:00	ES	Futures	4750.1	4750.91	4749.83	4750.37	504.0
2023-11-07 01:20:00	ES	Futures	4750.1	4750.1	4749.28	4749.56	331.0
2023-11-07 01:25:00	ES	Futures	4749.56	4749.83	4748.47	4748.74	602.0
2023-11-07 01:30:00	ES	Futures	4749.01	4749.56	4748.47	4748.74	577.0
2023-11-07 01:35:00	ES	Futures	4748.74	4749.83	4748.74	4749.83	516.0
2023-11-07 01:40:00	ES	Futures	4750.1	4750.91	4750.1	4750.1	537.0
2023-11-07 01:45:00	ES	Futures	4750.1	4750.1	4748.74	4749.28	427.0
2023-11-07 01:50:00	ES	Futures	4749.28	4749.83	4748.47	4749.83	550.0
2023-11-07 01:55:00	ES	Futures	4749.56	4750.37	4749.56	4750.1	644.0
2023-11-07 02:00:00	ES	Futures	4750.1	4750.1	4749.01	4749.83	683.0
2023-11-07 02:05:00	ES	Futures	4749.83	4750.64	4749.28	4750.1	414.0
2023-11-07 02:10:00	ES	Futures	4749.83	4750.64	4749.01	4750.1	849.0
2023-11-07 02:15:00	ES	Futures	4749.83	4750.64	4749.56	4750.64	551.0
2023-11-07 02:20:00	ES	Futures	4750.37	4750.91	4749.83	4750.1	452.0
2023-11-07 02:25:00	ES	Futures	4749.83	4750.37	4748.74	4749.01	434.0
2023-11-07 02:30:00	ES	Futures	4749.01	4749.28	4747.65	4748.2	960.0
2023-11-07 02:35:00	ES	Futures	4747.93	4749.01	4747.65	4748.2	1018.0
2023-11-07 02:40:00	ES	Futures	4747.93	4747.93	4746.03	4747.65	2101.0
2023-11-07 02:45:00	ES	Futures	4747.65	4747.93	4746.57	4746.84	551.0
2023-11-07 02:50:00	ES	Futures	4747.11	4748.2	4746.57	4748.2	419.0
2023-11-07 02:55:00	ES	Futures	4748.2	4748.47	4747.11	4747.65	531.0
2023-11-07 03:00:00	ES	Futures	4747.93	4749.01	4746.3	4748.2	2318.0
2023-11-07 03:05:00	ES	Futures	4748.47	4750.91	4746.84	4750.37	1798.0
2023-11-07 03:10:00	ES	Futures	4750.1	4751.73	4749.83	4751.73	1419.0
2023-11-07 03:15:00	ES	Futures	4751.73	4753.63	4751.73	4753.63	1823.0
2023-11-07 03:20:00	ES	Futures	4753.63	4754.44	4752.81	4752.81	1137.0
2023-11-07 03:25:00	ES	Futures	4752.81	4753.9	4750.37	4750.64	1248.0
2023-11-07 03:30:00	ES	Futures	4750.64	4754.72	4750.37	4754.72	1154.0
2023-11-07 03:35:00	ES	Futures	4754.72	4754.99	4752.54	4753.09	1079.0
2023-11-07 03:40:00	ES	Futures	4753.09	4754.17	4752.27	4753.63	837.0
2023-11-07 03:45:00	ES	Futures	4753.63	4755.26	4753.63	4754.44	1170.0
2023-11-07 03:50:00	ES	Futures	4754.44	4756.07	4754.17	4754.44	881.0
2023-11-07 03:55:00	ES	Futures	4754.72	4756.34	4754.44	4754.44	1116.0
2023-11-07 04:00:00	ES	Futures	4754.72	4754.99	4753.36	4753.9	1174.0
2023-11-07 04:05:00	ES	Futures	4753.9	4754.44	4751.73	4752.54	1131.0

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

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