PREVIEW / futures_5min / 2023-04-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-18.parquet
  size:    319 KB
  rows:    19,579

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
2023-04-18 00:00:00	ES	Futures	4631.25	4631.8	4630.97	4631.52	217.0
2023-04-18 00:05:00	ES	Futures	4631.8	4632.36	4631.52	4632.08	274.0
2023-04-18 00:10:00	ES	Futures	4632.36	4632.36	4631.8	4632.36	176.0
2023-04-18 00:15:00	ES	Futures	4632.08	4632.08	4631.52	4631.8	134.0
2023-04-18 00:20:00	ES	Futures	4631.52	4631.8	4630.97	4631.25	239.0
2023-04-18 00:25:00	ES	Futures	4631.25	4631.8	4631.25	4631.52	129.0
2023-04-18 00:30:00	ES	Futures	4631.52	4631.52	4630.97	4631.25	160.0
2023-04-18 00:35:00	ES	Futures	4630.97	4631.25	4630.41	4630.41	361.0
2023-04-18 00:40:00	ES	Futures	4630.69	4631.25	4630.69	4630.97	397.0
2023-04-18 00:45:00	ES	Futures	4630.97	4630.97	4629.58	4629.86	703.0
2023-04-18 00:50:00	ES	Futures	4629.86	4629.86	4628.47	4629.58	493.0
2023-04-18 00:55:00	ES	Futures	4629.58	4630.41	4629.58	4629.86	230.0
2023-04-18 01:00:00	ES	Futures	4629.86	4630.14	4629.58	4630.14	424.0
2023-04-18 01:05:00	ES	Futures	4630.14	4630.14	4629.58	4629.86	305.0
2023-04-18 01:10:00	ES	Futures	4630.14	4631.25	4629.86	4631.25	330.0
2023-04-18 01:15:00	ES	Futures	4630.97	4631.8	4630.97	4631.8	315.0
2023-04-18 01:20:00	ES	Futures	4631.8	4632.63	4631.52	4632.08	442.0
2023-04-18 01:25:00	ES	Futures	4631.8	4632.08	4631.25	4631.25	255.0
2023-04-18 01:30:00	ES	Futures	4631.52	4632.63	4631.25	4632.63	515.0
2023-04-18 01:35:00	ES	Futures	4632.63	4632.91	4632.36	4632.91	321.0
2023-04-18 01:40:00	ES	Futures	4632.91	4633.47	4632.63	4633.19	271.0
2023-04-18 01:45:00	ES	Futures	4633.19	4634.02	4633.19	4633.74	382.0
2023-04-18 01:50:00	ES	Futures	4633.47	4634.3	4632.91	4634.3	661.0
2023-04-18 01:55:00	ES	Futures	4634.58	4634.85	4634.02	4634.58	577.0
2023-04-18 02:00:00	ES	Futures	4634.58	4634.58	4633.19	4634.02	1169.0
2023-04-18 02:05:00	ES	Futures	4634.3	4634.85	4633.19	4634.3	728.0
2023-04-18 02:10:00	ES	Futures	4634.58	4635.68	4634.3	4635.13	741.0
2023-04-18 02:15:00	ES	Futures	4634.85	4639.01	4634.85	4636.79	2248.0
2023-04-18 02:20:00	ES	Futures	4636.79	4636.79	4635.68	4635.96	416.0
2023-04-18 02:25:00	ES	Futures	4635.68	4636.24	4635.41	4635.41	361.0
2023-04-18 02:30:00	ES	Futures	4635.68	4635.96	4635.13	4635.68	239.0
2023-04-18 02:35:00	ES	Futures	4635.96	4636.24	4635.13	4635.96	329.0
2023-04-18 02:40:00	ES	Futures	4635.96	4637.07	4635.96	4636.79	439.0
2023-04-18 02:45:00	ES	Futures	4637.07	4637.07	4635.96	4636.52	398.0
2023-04-18 02:50:00	ES	Futures	4636.79	4637.9	4636.52	4637.63	295.0
2023-04-18 02:55:00	ES	Futures	4637.9	4638.18	4636.52	4636.52	449.0
2023-04-18 03:00:00	ES	Futures	4636.79	4638.18	4636.24	4637.9	1887.0
2023-04-18 03:05:00	ES	Futures	4637.9	4637.9	4635.96	4636.52	1007.0
2023-04-18 03:10:00	ES	Futures	4636.79	4638.18	4636.24	4638.18	1024.0
2023-04-18 03:15:00	ES	Futures	4637.9	4638.18	4636.52	4636.52	1572.0
2023-04-18 03:20:00	ES	Futures	4636.52	4637.07	4635.41	4636.52	1257.0
2023-04-18 03:25:00	ES	Futures	4636.79	4638.18	4636.52	4637.63	861.0
2023-04-18 03:30:00	ES	Futures	4637.63	4638.46	4636.24	4636.79	894.0
2023-04-18 03:35:00	ES	Futures	4636.52	4637.07	4635.13	4635.68	776.0
2023-04-18 03:40:00	ES	Futures	4635.68	4635.68	4634.3	4635.41	872.0
2023-04-18 03:45:00	ES	Futures	4635.41	4636.24	4635.13	4635.96	563.0
2023-04-18 03:50:00	ES	Futures	4635.96	4637.07	4635.68	4636.79	937.0
2023-04-18 03:55:00	ES	Futures	4636.79	4637.07	4636.24	4636.52	668.0
2023-04-18 04:00:00	ES	Futures	4636.52	4637.63	4635.96	4637.35	956.0
2023-04-18 04:05:00	ES	Futures	4637.63	4640.95	4636.79	4639.57	2517.0

> showing 50 of 19,579 rows — these rows as CSV

> unlock the full archive -- $79 one-time