PREVIEW / futures_5min / 2023-11-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-09.parquet
  size:    364 KB
  rows:    20,773

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
2023-11-09 00:00:00	ES	Futures	4775.63	4776.17	4775.63	4775.9	320.0
2023-11-09 00:05:00	ES	Futures	4775.9	4776.17	4775.63	4775.9	195.0
2023-11-09 00:10:00	ES	Futures	4776.17	4776.71	4775.9	4776.17	465.0
2023-11-09 00:15:00	ES	Futures	4776.17	4776.17	4775.35	4775.35	144.0
2023-11-09 00:20:00	ES	Futures	4775.35	4776.17	4775.35	4776.17	324.0
2023-11-09 00:25:00	ES	Futures	4775.9	4775.9	4775.63	4775.63	242.0
2023-11-09 00:30:00	ES	Futures	4775.35	4776.98	4775.35	4775.63	458.0
2023-11-09 00:35:00	ES	Futures	4775.63	4775.9	4775.35	4775.9	215.0
2023-11-09 00:40:00	ES	Futures	4775.9	4777.25	4775.9	4776.98	476.0
2023-11-09 00:45:00	ES	Futures	4777.25	4777.53	4775.9	4776.17	355.0
2023-11-09 00:50:00	ES	Futures	4775.9	4775.9	4774.27	4774.81	665.0
2023-11-09 00:55:00	ES	Futures	4774.54	4775.63	4774.0	4774.27	471.0
2023-11-09 01:00:00	ES	Futures	4774.27	4774.81	4773.72	4774.27	756.0
2023-11-09 01:05:00	ES	Futures	4774.27	4774.54	4773.72	4774.0	217.0
2023-11-09 01:10:00	ES	Futures	4774.0	4774.27	4773.72	4773.72	123.0
2023-11-09 01:15:00	ES	Futures	4773.72	4774.27	4773.45	4774.0	444.0
2023-11-09 01:20:00	ES	Futures	4774.0	4774.27	4773.72	4774.27	314.0
2023-11-09 01:25:00	ES	Futures	4774.27	4775.63	4774.27	4775.63	395.0
2023-11-09 01:30:00	ES	Futures	4775.35	4776.44	4775.08	4776.44	438.0
2023-11-09 01:35:00	ES	Futures	4776.17	4776.98	4775.63	4776.98	374.0
2023-11-09 01:40:00	ES	Futures	4776.71	4778.88	4776.71	4778.34	915.0
2023-11-09 01:45:00	ES	Futures	4778.34	4779.16	4778.07	4778.34	847.0
2023-11-09 01:50:00	ES	Futures	4778.07	4779.43	4778.07	4778.61	863.0
2023-11-09 01:55:00	ES	Futures	4778.61	4779.16	4778.07	4779.16	629.0
2023-11-09 02:00:00	ES	Futures	4779.16	4779.43	4776.71	4778.07	1366.0
2023-11-09 02:05:00	ES	Futures	4778.07	4778.88	4776.71	4776.98	640.0
2023-11-09 02:10:00	ES	Futures	4776.98	4776.98	4775.9	4776.17	343.0
2023-11-09 02:15:00	ES	Futures	4776.17	4776.17	4774.81	4775.35	487.0
2023-11-09 02:20:00	ES	Futures	4775.35	4776.98	4774.81	4776.98	355.0
2023-11-09 02:25:00	ES	Futures	4776.71	4776.98	4776.17	4776.98	325.0
2023-11-09 02:30:00	ES	Futures	4776.71	4777.25	4775.9	4776.17	405.0
2023-11-09 02:35:00	ES	Futures	4775.9	4776.44	4775.63	4776.17	393.0
2023-11-09 02:40:00	ES	Futures	4776.17	4776.44	4775.35	4775.9	418.0
2023-11-09 02:45:00	ES	Futures	4775.9	4777.25	4775.63	4777.25	469.0
2023-11-09 02:50:00	ES	Futures	4776.98	4777.8	4776.71	4776.98	423.0
2023-11-09 02:55:00	ES	Futures	4776.98	4777.53	4776.71	4776.98	541.0
2023-11-09 03:00:00	ES	Futures	4776.98	4778.61	4776.17	4777.53	1586.0
2023-11-09 03:05:00	ES	Futures	4777.53	4778.88	4776.17	4776.98	1378.0
2023-11-09 03:10:00	ES	Futures	4776.98	4777.25	4772.1	4772.37	1885.0
2023-11-09 03:15:00	ES	Futures	4772.37	4775.63	4772.1	4772.64	1931.0
2023-11-09 03:20:00	ES	Futures	4772.64	4774.81	4772.64	4774.81	1109.0
2023-11-09 03:25:00	ES	Futures	4774.81	4774.81	4772.91	4774.0	977.0
2023-11-09 03:30:00	ES	Futures	4774.27	4778.07	4773.72	4778.07	1685.0
2023-11-09 03:35:00	ES	Futures	4778.07	4781.87	4778.07	4781.33	2689.0
2023-11-09 03:40:00	ES	Futures	4781.33	4783.5	4781.06	4783.23	2387.0
2023-11-09 03:45:00	ES	Futures	4783.23	4784.59	4782.14	4782.96	1793.0
2023-11-09 03:50:00	ES	Futures	4782.69	4782.69	4779.7	4779.7	1867.0
2023-11-09 03:55:00	ES	Futures	4779.7	4780.24	4777.8	4779.43	1663.0
2023-11-09 04:00:00	ES	Futures	4779.43	4780.79	4776.71	4778.34	2448.0
2023-11-09 04:05:00	ES	Futures	4778.07	4778.07	4776.17	4778.07	1212.0

> showing 50 of 20,773 rows — these rows as CSV

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