PREVIEW / futures_5min / 2023-05-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-11.parquet
  size:    357 KB
  rows:    20,036

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
2023-05-11 00:00:00	ES	Futures	4616.27	4616.27	4615.44	4616.27	309.0
2023-05-11 00:05:00	ES	Futures	4615.99	4616.27	4615.44	4615.72	299.0
2023-05-11 00:10:00	ES	Futures	4615.72	4616.82	4615.44	4616.82	242.0
2023-05-11 00:15:00	ES	Futures	4616.82	4617.38	4616.55	4617.38	214.0
2023-05-11 00:20:00	ES	Futures	4617.1	4617.66	4616.82	4617.1	288.0
2023-05-11 00:25:00	ES	Futures	4617.1	4617.1	4616.55	4617.1	157.0
2023-05-11 00:30:00	ES	Futures	4617.1	4617.93	4617.1	4617.93	246.0
2023-05-11 00:35:00	ES	Futures	4617.93	4618.21	4617.66	4618.21	288.0
2023-05-11 00:40:00	ES	Futures	4617.93	4617.93	4617.66	4617.93	183.0
2023-05-11 00:45:00	ES	Futures	4617.93	4618.21	4617.1	4617.1	282.0
2023-05-11 00:50:00	ES	Futures	4617.38	4617.93	4617.1	4617.1	292.0
2023-05-11 00:55:00	ES	Futures	4617.1	4617.38	4616.55	4617.1	173.0
2023-05-11 01:00:00	ES	Futures	4616.82	4617.1	4615.72	4615.99	390.0
2023-05-11 01:05:00	ES	Futures	4615.99	4616.55	4615.72	4615.72	455.0
2023-05-11 01:10:00	ES	Futures	4615.72	4615.72	4614.61	4615.44	786.0
2023-05-11 01:15:00	ES	Futures	4615.44	4616.82	4615.44	4616.82	388.0
2023-05-11 01:20:00	ES	Futures	4616.82	4617.1	4615.99	4616.27	163.0
2023-05-11 01:25:00	ES	Futures	4616.55	4617.38	4616.27	4617.38	163.0
2023-05-11 01:30:00	ES	Futures	4617.1	4617.38	4616.55	4617.1	175.0
2023-05-11 01:35:00	ES	Futures	4616.82	4618.77	4616.55	4618.77	645.0
2023-05-11 01:40:00	ES	Futures	4618.77	4619.04	4617.93	4617.93	448.0
2023-05-11 01:45:00	ES	Futures	4618.21	4619.32	4617.93	4619.04	576.0
2023-05-11 01:50:00	ES	Futures	4618.77	4618.77	4616.55	4616.55	328.0
2023-05-11 01:55:00	ES	Futures	4616.82	4618.21	4616.27	4617.93	627.0
2023-05-11 02:00:00	ES	Futures	4617.93	4618.21	4616.82	4617.66	654.0
2023-05-11 02:05:00	ES	Futures	4617.38	4617.38	4616.27	4617.1	411.0
2023-05-11 02:10:00	ES	Futures	4617.38	4617.38	4615.44	4616.27	582.0
2023-05-11 02:15:00	ES	Futures	4616.27	4616.27	4615.44	4615.99	384.0
2023-05-11 02:20:00	ES	Futures	4615.99	4616.27	4614.88	4615.99	502.0
2023-05-11 02:25:00	ES	Futures	4616.27	4617.66	4615.72	4617.1	457.0
2023-05-11 02:30:00	ES	Futures	4617.38	4617.38	4613.22	4613.22	1119.0
2023-05-11 02:35:00	ES	Futures	4613.22	4614.05	4611.83	4612.94	1457.0
2023-05-11 02:40:00	ES	Futures	4612.94	4613.77	4612.39	4612.94	748.0
2023-05-11 02:45:00	ES	Futures	4612.94	4613.77	4612.66	4612.66	839.0
2023-05-11 02:50:00	ES	Futures	4612.39	4612.94	4611.55	4612.39	789.0
2023-05-11 02:55:00	ES	Futures	4612.66	4612.94	4611.55	4612.39	572.0
2023-05-11 03:00:00	ES	Futures	4612.11	4619.04	4611.83	4617.66	3495.0
2023-05-11 03:05:00	ES	Futures	4617.66	4618.21	4616.55	4617.38	1509.0
2023-05-11 03:10:00	ES	Futures	4617.66	4619.6	4617.1	4617.38	1846.0
2023-05-11 03:15:00	ES	Futures	4617.66	4619.6	4617.38	4617.66	1551.0
2023-05-11 03:20:00	ES	Futures	4617.66	4618.49	4614.88	4615.44	1571.0
2023-05-11 03:25:00	ES	Futures	4615.44	4618.77	4614.88	4618.49	1484.0
2023-05-11 03:30:00	ES	Futures	4618.21	4621.54	4617.93	4620.71	2328.0
2023-05-11 03:35:00	ES	Futures	4620.43	4622.93	4620.43	4621.82	2407.0
2023-05-11 03:40:00	ES	Futures	4621.82	4622.09	4620.43	4621.54	1191.0
2023-05-11 03:45:00	ES	Futures	4621.54	4624.31	4621.26	4622.93	1836.0
2023-05-11 03:50:00	ES	Futures	4622.93	4623.2	4619.88	4620.43	1225.0
2023-05-11 03:55:00	ES	Futures	4620.43	4620.71	4619.04	4619.6	1287.0
2023-05-11 04:00:00	ES	Futures	4619.6	4621.26	4617.38	4618.21	1931.0
2023-05-11 04:05:00	ES	Futures	4617.93	4621.54	4617.93	4620.71	1131.0

> showing 50 of 20,036 rows — these rows as CSV

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