PREVIEW / futures_5min / 2023-05-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-07.parquet
  size:    78 KB
  rows:    3,890

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
2023-05-07 18:00:00	ES	Futures	4605.18	4608.23	4603.51	4606.84	1436.0
2023-05-07 18:05:00	ES	Futures	4607.12	4607.67	4606.29	4607.12	575.0
2023-05-07 18:10:00	ES	Futures	4606.84	4609.06	4606.29	4608.78	765.0
2023-05-07 18:15:00	ES	Futures	4608.78	4608.78	4605.45	4606.01	924.0
2023-05-07 18:20:00	ES	Futures	4606.01	4607.39	4605.18	4606.84	892.0
2023-05-07 18:25:00	ES	Futures	4606.84	4607.95	4606.56	4607.39	390.0
2023-05-07 18:30:00	ES	Futures	4607.39	4607.39	4606.56	4607.12	214.0
2023-05-07 18:35:00	ES	Futures	4607.12	4607.39	4604.62	4605.73	524.0
2023-05-07 18:40:00	ES	Futures	4605.73	4606.84	4605.18	4606.29	221.0
2023-05-07 18:45:00	ES	Futures	4606.29	4606.56	4605.45	4606.01	165.0
2023-05-07 18:50:00	ES	Futures	4606.29	4606.29	4605.18	4605.73	239.0
2023-05-07 18:55:00	ES	Futures	4605.73	4605.73	4604.9	4605.45	328.0
2023-05-07 19:00:00	ES	Futures	4605.45	4605.73	4604.9	4605.45	258.0
2023-05-07 19:05:00	ES	Futures	4605.45	4607.67	4604.9	4607.12	566.0
2023-05-07 19:10:00	ES	Futures	4606.84	4608.78	4606.84	4607.67	796.0
2023-05-07 19:15:00	ES	Futures	4607.39	4607.39	4605.45	4606.29	429.0
2023-05-07 19:20:00	ES	Futures	4606.29	4607.12	4606.01	4606.56	206.0
2023-05-07 19:25:00	ES	Futures	4606.56	4606.56	4606.01	4606.01	204.0
2023-05-07 19:30:00	ES	Futures	4606.29	4606.84	4605.18	4605.45	249.0
2023-05-07 19:35:00	ES	Futures	4605.18	4605.45	4602.96	4602.96	872.0
2023-05-07 19:40:00	ES	Futures	4603.23	4603.23	4601.57	4602.4	488.0
2023-05-07 19:45:00	ES	Futures	4602.4	4603.23	4601.29	4602.12	646.0
2023-05-07 19:50:00	ES	Futures	4602.4	4602.96	4601.57	4602.12	444.0
2023-05-07 19:55:00	ES	Futures	4601.85	4602.12	4599.63	4599.91	820.0
2023-05-07 20:00:00	ES	Futures	4599.91	4599.91	4595.75	4596.86	2613.0
2023-05-07 20:05:00	ES	Futures	4596.58	4598.52	4596.58	4598.52	858.0
2023-05-07 20:10:00	ES	Futures	4598.52	4601.57	4598.52	4601.29	1373.0
2023-05-07 20:15:00	ES	Futures	4601.02	4602.12	4600.46	4600.74	689.0
2023-05-07 20:20:00	ES	Futures	4600.74	4601.02	4597.41	4599.07	1020.0
2023-05-07 20:25:00	ES	Futures	4599.35	4600.74	4598.24	4600.18	520.0
2023-05-07 20:30:00	ES	Futures	4599.91	4600.18	4599.07	4600.18	403.0
2023-05-07 20:35:00	ES	Futures	4600.18	4600.46	4599.35	4600.46	652.0
2023-05-07 20:40:00	ES	Futures	4600.18	4600.74	4598.8	4599.91	550.0
2023-05-07 20:45:00	ES	Futures	4599.91	4600.74	4599.35	4600.74	274.0
2023-05-07 20:50:00	ES	Futures	4600.74	4601.02	4599.07	4599.35	434.0
2023-05-07 20:55:00	ES	Futures	4599.07	4599.63	4598.24	4599.35	521.0
2023-05-07 21:00:00	ES	Futures	4599.07	4599.63	4598.52	4599.07	346.0
2023-05-07 21:05:00	ES	Futures	4599.35	4599.63	4596.58	4597.41	749.0
2023-05-07 21:10:00	ES	Futures	4597.13	4598.52	4596.86	4598.52	586.0
2023-05-07 21:15:00	ES	Futures	4598.24	4598.52	4597.69	4598.24	437.0
2023-05-07 21:20:00	ES	Futures	4598.24	4598.8	4597.41	4598.52	395.0
2023-05-07 21:25:00	ES	Futures	4598.52	4600.18	4598.52	4600.18	523.0
2023-05-07 21:30:00	ES	Futures	4600.18	4602.68	4600.18	4602.12	1030.0
2023-05-07 21:35:00	ES	Futures	4602.12	4603.23	4601.85	4602.4	895.0
2023-05-07 21:40:00	ES	Futures	4602.12	4602.68	4601.85	4602.12	833.0
2023-05-07 21:45:00	ES	Futures	4602.12	4602.96	4600.74	4601.57	861.0
2023-05-07 21:50:00	ES	Futures	4601.29	4601.29	4600.18	4600.18	542.0
2023-05-07 21:55:00	ES	Futures	4600.18	4602.12	4600.18	4601.29	626.0
2023-05-07 22:00:00	ES	Futures	4601.29	4601.85	4600.74	4601.57	358.0
2023-05-07 22:05:00	ES	Futures	4601.29	4601.57	4599.91	4600.74	754.0

> showing 50 of 3,890 rows — these rows as CSV

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