PREVIEW / futures_5min / 2023-05-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-08.parquet
  size:    304 KB
  rows:    18,985

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
2023-05-08 00:00:00	ES	Futures	4600.18	4601.29	4599.91	4600.74	471.0
2023-05-08 00:05:00	ES	Futures	4600.74	4601.29	4600.46	4600.74	411.0
2023-05-08 00:10:00	ES	Futures	4600.74	4601.02	4599.91	4599.91	335.0
2023-05-08 00:15:00	ES	Futures	4599.91	4600.18	4599.35	4599.63	510.0
2023-05-08 00:20:00	ES	Futures	4599.63	4600.74	4599.63	4600.74	299.0
2023-05-08 00:25:00	ES	Futures	4600.18	4600.46	4599.91	4600.46	262.0
2023-05-08 00:30:00	ES	Futures	4600.46	4601.29	4600.18	4601.02	251.0
2023-05-08 00:35:00	ES	Futures	4601.29	4601.29	4600.46	4600.74	288.0
2023-05-08 00:40:00	ES	Futures	4600.46	4601.02	4600.18	4600.18	185.0
2023-05-08 00:45:00	ES	Futures	4600.18	4600.74	4599.91	4600.74	148.0
2023-05-08 00:50:00	ES	Futures	4600.74	4601.02	4600.18	4600.18	196.0
2023-05-08 00:55:00	ES	Futures	4600.18	4600.74	4599.91	4600.18	216.0
2023-05-08 01:00:00	ES	Futures	4600.18	4600.74	4599.91	4600.46	297.0
2023-05-08 01:05:00	ES	Futures	4600.46	4600.46	4599.63	4599.91	293.0
2023-05-08 01:10:00	ES	Futures	4600.18	4601.29	4600.18	4601.29	326.0
2023-05-08 01:15:00	ES	Futures	4601.02	4601.29	4600.74	4600.74	283.0
2023-05-08 01:20:00	ES	Futures	4601.02	4601.85	4600.74	4601.57	496.0
2023-05-08 01:25:00	ES	Futures	4601.57	4601.57	4601.29	4601.29	177.0
2023-05-08 01:30:00	ES	Futures	4601.29	4602.96	4600.18	4602.12	905.0
2023-05-08 01:35:00	ES	Futures	4602.12	4602.4	4601.85	4602.12	401.0
2023-05-08 01:40:00	ES	Futures	4602.12	4602.12	4601.29	4601.57	267.0
2023-05-08 01:45:00	ES	Futures	4601.29	4601.57	4600.18	4600.18	390.0
2023-05-08 01:50:00	ES	Futures	4600.18	4600.46	4599.63	4599.63	356.0
2023-05-08 01:55:00	ES	Futures	4599.91	4601.02	4599.91	4600.74	543.0
2023-05-08 02:00:00	ES	Futures	4600.74	4602.68	4600.18	4602.4	1095.0
2023-05-08 02:05:00	ES	Futures	4602.4	4604.07	4601.57	4602.4	834.0
2023-05-08 02:10:00	ES	Futures	4602.4	4602.4	4600.74	4601.02	389.0
2023-05-08 02:15:00	ES	Futures	4601.29	4601.57	4600.46	4601.29	392.0
2023-05-08 02:20:00	ES	Futures	4601.57	4603.23	4601.29	4602.68	528.0
2023-05-08 02:25:00	ES	Futures	4602.68	4602.96	4602.12	4602.68	180.0
2023-05-08 02:30:00	ES	Futures	4602.96	4602.96	4602.12	4602.96	237.0
2023-05-08 02:35:00	ES	Futures	4602.96	4604.07	4602.96	4603.79	447.0
2023-05-08 02:40:00	ES	Futures	4603.51	4604.07	4602.96	4603.51	402.0
2023-05-08 02:45:00	ES	Futures	4603.79	4604.07	4602.96	4603.79	448.0
2023-05-08 02:50:00	ES	Futures	4603.79	4604.62	4602.96	4603.23	456.0
2023-05-08 02:55:00	ES	Futures	4603.23	4604.07	4602.96	4603.23	408.0
2023-05-08 03:00:00	ES	Futures	4603.51	4604.07	4602.68	4603.23	1793.0
2023-05-08 03:05:00	ES	Futures	4603.51	4607.39	4603.51	4606.84	2257.0
2023-05-08 03:10:00	ES	Futures	4606.84	4611.0	4606.01	4609.61	2559.0
2023-05-08 03:15:00	ES	Futures	4609.61	4610.45	4607.95	4610.45	1228.0
2023-05-08 03:20:00	ES	Futures	4610.45	4611.0	4608.23	4608.78	1539.0
2023-05-08 03:25:00	ES	Futures	4608.5	4608.5	4607.12	4607.39	980.0
2023-05-08 03:30:00	ES	Futures	4607.39	4609.06	4607.39	4608.23	823.0
2023-05-08 03:35:00	ES	Futures	4608.23	4609.06	4606.29	4606.56	816.0
2023-05-08 03:40:00	ES	Futures	4606.56	4606.56	4605.18	4605.73	979.0
2023-05-08 03:45:00	ES	Futures	4605.73	4607.12	4605.18	4606.56	1084.0
2023-05-08 03:50:00	ES	Futures	4606.84	4606.84	4605.45	4606.29	599.0
2023-05-08 03:55:00	ES	Futures	4606.29	4606.84	4605.73	4606.56	811.0
2023-05-08 04:00:00	ES	Futures	4606.56	4607.12	4604.62	4605.18	1124.0
2023-05-08 04:05:00	ES	Futures	4605.45	4606.29	4605.18	4606.01	569.0

> showing 50 of 18,985 rows — these rows as CSV

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