PREVIEW / futures_5min / 2023-05-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-10.parquet
  size:    341 KB
  rows:    19,932

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
2023-05-10 00:00:00	ES	Futures	4590.2	4590.48	4589.64	4589.92	273.0
2023-05-10 00:05:00	ES	Futures	4589.92	4589.92	4589.09	4589.64	186.0
2023-05-10 00:10:00	ES	Futures	4589.64	4590.2	4589.64	4589.64	223.0
2023-05-10 00:15:00	ES	Futures	4589.64	4589.64	4588.53	4589.37	686.0
2023-05-10 00:20:00	ES	Futures	4589.37	4589.64	4589.09	4589.37	136.0
2023-05-10 00:25:00	ES	Futures	4589.37	4590.75	4589.37	4590.48	242.0
2023-05-10 00:30:00	ES	Futures	4590.48	4590.75	4589.64	4590.2	264.0
2023-05-10 00:35:00	ES	Futures	4590.2	4590.75	4589.92	4590.75	89.0
2023-05-10 00:40:00	ES	Futures	4590.48	4590.48	4590.2	4590.48	90.0
2023-05-10 00:45:00	ES	Futures	4590.48	4590.75	4590.2	4590.75	110.0
2023-05-10 00:50:00	ES	Futures	4590.75	4591.03	4590.75	4590.75	84.0
2023-05-10 00:55:00	ES	Futures	4591.03	4592.14	4591.03	4591.31	392.0
2023-05-10 01:00:00	ES	Futures	4591.31	4591.86	4590.75	4591.03	394.0
2023-05-10 01:05:00	ES	Futures	4591.03	4591.31	4589.92	4590.2	248.0
2023-05-10 01:10:00	ES	Futures	4590.2	4590.48	4589.64	4590.2	356.0
2023-05-10 01:15:00	ES	Futures	4590.48	4590.75	4589.92	4590.48	232.0
2023-05-10 01:20:00	ES	Futures	4590.48	4591.03	4589.92	4590.2	212.0
2023-05-10 01:25:00	ES	Futures	4589.92	4590.2	4589.09	4589.37	252.0
2023-05-10 01:30:00	ES	Futures	4589.09	4589.64	4588.53	4588.53	269.0
2023-05-10 01:35:00	ES	Futures	4588.53	4588.81	4587.98	4588.26	306.0
2023-05-10 01:40:00	ES	Futures	4588.53	4588.53	4586.59	4587.7	562.0
2023-05-10 01:45:00	ES	Futures	4587.43	4588.26	4587.15	4587.98	388.0
2023-05-10 01:50:00	ES	Futures	4587.7	4589.09	4587.7	4588.81	307.0
2023-05-10 01:55:00	ES	Futures	4589.09	4589.64	4588.53	4588.81	326.0
2023-05-10 02:00:00	ES	Futures	4588.81	4591.86	4588.81	4591.31	722.0
2023-05-10 02:05:00	ES	Futures	4591.31	4591.31	4589.37	4591.03	758.0
2023-05-10 02:10:00	ES	Futures	4591.03	4591.86	4590.75	4591.03	333.0
2023-05-10 02:15:00	ES	Futures	4591.03	4592.69	4591.03	4591.86	463.0
2023-05-10 02:20:00	ES	Futures	4591.86	4593.8	4591.86	4593.25	573.0
2023-05-10 02:25:00	ES	Futures	4593.53	4593.53	4592.14	4592.69	468.0
2023-05-10 02:30:00	ES	Futures	4592.97	4593.25	4592.42	4592.69	369.0
2023-05-10 02:35:00	ES	Futures	4592.69	4593.25	4592.42	4592.69	313.0
2023-05-10 02:40:00	ES	Futures	4592.69	4592.97	4592.42	4592.69	314.0
2023-05-10 02:45:00	ES	Futures	4592.69	4593.25	4592.42	4592.69	155.0
2023-05-10 02:50:00	ES	Futures	4592.69	4593.25	4592.14	4593.25	303.0
2023-05-10 02:55:00	ES	Futures	4593.25	4593.8	4592.97	4592.97	336.0
2023-05-10 03:00:00	ES	Futures	4592.97	4595.75	4592.69	4593.8	2296.0
2023-05-10 03:05:00	ES	Futures	4593.8	4594.36	4591.31	4594.08	1642.0
2023-05-10 03:10:00	ES	Futures	4594.08	4594.91	4591.86	4593.8	1411.0
2023-05-10 03:15:00	ES	Futures	4593.8	4594.64	4592.14	4594.08	871.0
2023-05-10 03:20:00	ES	Futures	4594.08	4594.64	4591.86	4592.42	807.0
2023-05-10 03:25:00	ES	Futures	4592.42	4592.97	4591.31	4592.14	1173.0
2023-05-10 03:30:00	ES	Futures	4592.14	4592.69	4590.2	4591.31	858.0
2023-05-10 03:35:00	ES	Futures	4591.59	4591.86	4585.48	4586.87	2049.0
2023-05-10 03:40:00	ES	Futures	4586.59	4587.15	4584.93	4585.48	2095.0
2023-05-10 03:45:00	ES	Futures	4585.76	4586.04	4584.1	4584.93	1621.0
2023-05-10 03:50:00	ES	Futures	4584.93	4585.21	4583.54	4583.82	777.0
2023-05-10 03:55:00	ES	Futures	4583.82	4583.82	4576.61	4577.44	4001.0
2023-05-10 04:00:00	ES	Futures	4577.44	4577.72	4574.11	4574.39	4233.0
2023-05-10 04:05:00	ES	Futures	4574.39	4574.94	4571.34	4574.11	3523.0

> showing 50 of 19,932 rows — these rows as CSV

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