PREVIEW / futures_5min / 2023-11-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-10.parquet
  size:    293 KB
  rows:    16,478

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
2023-11-10 00:00:00	ES	Futures	4742.77	4743.04	4742.22	4742.5	395.0
2023-11-10 00:05:00	ES	Futures	4742.5	4743.04	4741.68	4742.22	534.0
2023-11-10 00:10:00	ES	Futures	4742.22	4742.5	4741.14	4741.41	516.0
2023-11-10 00:15:00	ES	Futures	4741.41	4741.68	4740.32	4741.14	554.0
2023-11-10 00:20:00	ES	Futures	4741.14	4741.68	4740.87	4741.41	461.0
2023-11-10 00:25:00	ES	Futures	4741.41	4741.95	4741.41	4741.95	303.0
2023-11-10 00:30:00	ES	Futures	4741.95	4743.31	4741.95	4742.22	861.0
2023-11-10 00:35:00	ES	Futures	4742.22	4742.5	4740.32	4741.14	477.0
2023-11-10 00:40:00	ES	Futures	4741.14	4742.22	4741.14	4741.95	266.0
2023-11-10 00:45:00	ES	Futures	4741.95	4743.04	4741.95	4742.77	315.0
2023-11-10 00:50:00	ES	Futures	4742.77	4744.12	4742.22	4742.5	953.0
2023-11-10 00:55:00	ES	Futures	4742.5	4743.31	4742.5	4743.04	358.0
2023-11-10 01:00:00	ES	Futures	4742.77	4743.58	4742.5	4743.58	984.0
2023-11-10 01:05:00	ES	Futures	4743.58	4743.85	4742.5	4742.5	438.0
2023-11-10 01:10:00	ES	Futures	4742.77	4743.04	4742.5	4743.04	233.0
2023-11-10 01:15:00	ES	Futures	4742.77	4742.77	4741.41	4742.5	455.0
2023-11-10 01:20:00	ES	Futures	4742.5	4742.77	4741.95	4742.5	310.0
2023-11-10 01:25:00	ES	Futures	4742.22	4743.31	4742.22	4743.31	175.0
2023-11-10 01:30:00	ES	Futures	4743.31	4743.58	4742.77	4743.04	334.0
2023-11-10 01:35:00	ES	Futures	4743.04	4744.4	4743.04	4743.58	595.0
2023-11-10 01:40:00	ES	Futures	4743.85	4744.12	4743.58	4744.12	295.0
2023-11-10 01:45:00	ES	Futures	4744.12	4744.4	4743.85	4744.12	316.0
2023-11-10 01:50:00	ES	Futures	4744.12	4745.21	4743.31	4744.94	1030.0
2023-11-10 01:55:00	ES	Futures	4744.67	4744.67	4743.31	4743.58	1092.0
2023-11-10 02:00:00	ES	Futures	4743.85	4744.67	4743.04	4743.58	1325.0
2023-11-10 02:05:00	ES	Futures	4743.58	4744.94	4743.31	4744.12	1063.0
2023-11-10 02:10:00	ES	Futures	4744.12	4745.75	4744.12	4745.75	1143.0
2023-11-10 02:15:00	ES	Futures	4745.75	4745.75	4743.85	4745.48	564.0
2023-11-10 02:20:00	ES	Futures	4745.21	4747.11	4745.21	4746.03	2017.0
2023-11-10 02:25:00	ES	Futures	4746.3	4747.11	4746.03	4746.84	482.0
2023-11-10 02:30:00	ES	Futures	4746.84	4747.11	4745.21	4746.3	709.0
2023-11-10 02:35:00	ES	Futures	4746.57	4748.2	4746.03	4747.93	1839.0
2023-11-10 02:40:00	ES	Futures	4747.93	4749.83	4747.65	4748.74	1491.0
2023-11-10 02:45:00	ES	Futures	4749.01	4750.1	4748.74	4748.74	1144.0
2023-11-10 02:50:00	ES	Futures	4748.74	4748.74	4747.93	4748.47	527.0
2023-11-10 02:55:00	ES	Futures	4748.47	4749.56	4748.2	4748.47	984.0
2023-11-10 03:00:00	ES	Futures	4748.74	4750.37	4748.47	4749.83	3159.0
2023-11-10 03:05:00	ES	Futures	4749.56	4750.91	4748.2	4749.83	2157.0
2023-11-10 03:10:00	ES	Futures	4749.83	4750.91	4748.47	4749.28	1460.0
2023-11-10 03:15:00	ES	Futures	4749.01	4750.64	4748.47	4750.64	1122.0
2023-11-10 03:20:00	ES	Futures	4750.64	4750.91	4748.2	4748.2	1290.0
2023-11-10 03:25:00	ES	Futures	4748.2	4749.83	4747.65	4749.28	1019.0
2023-11-10 03:30:00	ES	Futures	4749.01	4750.1	4748.2	4749.83	1052.0
2023-11-10 03:35:00	ES	Futures	4750.1	4750.37	4748.2	4748.47	971.0
2023-11-10 03:40:00	ES	Futures	4748.47	4748.74	4747.65	4748.74	1411.0
2023-11-10 03:45:00	ES	Futures	4748.47	4748.47	4745.48	4746.84	1638.0
2023-11-10 03:50:00	ES	Futures	4746.57	4747.11	4744.4	4744.94	1085.0
2023-11-10 03:55:00	ES	Futures	4744.94	4745.21	4743.04	4744.94	2087.0
2023-11-10 04:00:00	ES	Futures	4744.94	4745.21	4742.5	4743.04	1577.0
2023-11-10 04:05:00	ES	Futures	4743.31	4744.67	4742.22	4743.31	1458.0

> showing 50 of 16,478 rows — these rows as CSV

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