PREVIEW / futures_5min / 2023-05-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-09.parquet
  size:    318 KB
  rows:    19,835

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
2023-05-09 00:00:00	ES	Futures	4605.73	4605.73	4605.18	4605.73	181.0
2023-05-09 00:05:00	ES	Futures	4606.01	4606.29	4605.73	4606.29	176.0
2023-05-09 00:10:00	ES	Futures	4606.29	4606.29	4606.01	4606.29	114.0
2023-05-09 00:15:00	ES	Futures	4606.29	4606.84	4606.01	4606.29	408.0
2023-05-09 00:20:00	ES	Futures	4606.56	4606.56	4605.73	4606.01	127.0
2023-05-09 00:25:00	ES	Futures	4606.29	4606.84	4606.01	4606.84	117.0
2023-05-09 00:30:00	ES	Futures	4606.84	4607.39	4606.56	4606.56	347.0
2023-05-09 00:35:00	ES	Futures	4606.84	4606.84	4606.01	4606.29	170.0
2023-05-09 00:40:00	ES	Futures	4606.29	4606.29	4605.73	4605.73	98.0
2023-05-09 00:45:00	ES	Futures	4606.01	4606.29	4605.45	4605.73	122.0
2023-05-09 00:50:00	ES	Futures	4605.73	4606.01	4605.18	4605.73	180.0
2023-05-09 00:55:00	ES	Futures	4605.73	4606.01	4605.18	4605.73	166.0
2023-05-09 01:00:00	ES	Futures	4605.73	4606.01	4604.34	4604.9	323.0
2023-05-09 01:05:00	ES	Futures	4604.9	4605.45	4604.9	4604.9	229.0
2023-05-09 01:10:00	ES	Futures	4605.18	4605.73	4604.9	4605.73	268.0
2023-05-09 01:15:00	ES	Futures	4605.73	4606.84	4605.45	4606.84	267.0
2023-05-09 01:20:00	ES	Futures	4607.12	4607.12	4606.29	4606.29	201.0
2023-05-09 01:25:00	ES	Futures	4606.29	4607.12	4606.29	4607.12	194.0
2023-05-09 01:30:00	ES	Futures	4606.84	4607.12	4605.45	4605.45	291.0
2023-05-09 01:35:00	ES	Futures	4605.73	4606.29	4605.45	4605.73	151.0
2023-05-09 01:40:00	ES	Futures	4606.01	4606.29	4605.45	4605.73	307.0
2023-05-09 01:45:00	ES	Futures	4605.73	4605.73	4604.62	4605.18	288.0
2023-05-09 01:50:00	ES	Futures	4605.18	4605.18	4604.34	4604.62	285.0
2023-05-09 01:55:00	ES	Futures	4604.9	4605.18	4604.62	4604.9	373.0
2023-05-09 02:00:00	ES	Futures	4604.9	4604.9	4603.79	4604.62	608.0
2023-05-09 02:05:00	ES	Futures	4604.9	4604.9	4602.68	4602.96	1094.0
2023-05-09 02:10:00	ES	Futures	4602.96	4603.23	4602.4	4602.4	625.0
2023-05-09 02:15:00	ES	Futures	4602.68	4602.68	4601.85	4602.12	590.0
2023-05-09 02:20:00	ES	Futures	4602.12	4602.96	4602.12	4602.96	306.0
2023-05-09 02:25:00	ES	Futures	4602.68	4602.96	4601.29	4601.85	492.0
2023-05-09 02:30:00	ES	Futures	4601.85	4602.96	4601.57	4602.96	373.0
2023-05-09 02:35:00	ES	Futures	4602.68	4602.96	4602.12	4602.4	316.0
2023-05-09 02:40:00	ES	Futures	4602.4	4603.23	4601.85	4603.23	455.0
2023-05-09 02:45:00	ES	Futures	4603.23	4603.51	4602.4	4602.4	443.0
2023-05-09 02:50:00	ES	Futures	4602.4	4602.96	4601.57	4602.68	641.0
2023-05-09 02:55:00	ES	Futures	4602.68	4602.96	4600.46	4600.74	993.0
2023-05-09 03:00:00	ES	Futures	4601.02	4601.85	4599.91	4600.74	2056.0
2023-05-09 03:05:00	ES	Futures	4601.02	4601.02	4597.69	4598.52	2576.0
2023-05-09 03:10:00	ES	Futures	4598.52	4600.74	4597.96	4599.07	1257.0
2023-05-09 03:15:00	ES	Futures	4599.35	4601.85	4598.8	4600.18	980.0
2023-05-09 03:20:00	ES	Futures	4600.18	4601.85	4599.35	4601.02	913.0
2023-05-09 03:25:00	ES	Futures	4600.74	4601.57	4599.35	4600.46	799.0
2023-05-09 03:30:00	ES	Futures	4600.18	4600.18	4598.24	4598.24	1324.0
2023-05-09 03:35:00	ES	Futures	4598.52	4598.52	4596.86	4596.86	1100.0
2023-05-09 03:40:00	ES	Futures	4596.58	4598.24	4596.3	4597.96	987.0
2023-05-09 03:45:00	ES	Futures	4597.96	4597.96	4596.86	4597.13	620.0
2023-05-09 03:50:00	ES	Futures	4597.69	4599.35	4597.13	4599.07	749.0
2023-05-09 03:55:00	ES	Futures	4599.35	4599.35	4597.13	4597.13	517.0
2023-05-09 04:00:00	ES	Futures	4597.41	4599.91	4597.13	4597.96	1246.0
2023-05-09 04:05:00	ES	Futures	4597.69	4599.07	4597.41	4597.41	811.0

> showing 50 of 19,835 rows — these rows as CSV

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