PREVIEW / futures_5min / 2023-05-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-14.parquet
  size:    72 KB
  rows:    3,793

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
2023-05-14 18:00:00	ES	Futures	4584.37	4585.76	4582.43	4583.26	1087.0
2023-05-14 18:05:00	ES	Futures	4583.54	4583.54	4581.88	4582.16	614.0
2023-05-14 18:10:00	ES	Futures	4582.16	4583.82	4581.6	4583.54	713.0
2023-05-14 18:15:00	ES	Futures	4583.54	4584.1	4582.71	4583.54	357.0
2023-05-14 18:20:00	ES	Futures	4583.54	4583.82	4582.43	4582.71	269.0
2023-05-14 18:25:00	ES	Futures	4582.71	4582.71	4581.6	4581.6	280.0
2023-05-14 18:30:00	ES	Futures	4581.88	4582.16	4581.32	4581.88	349.0
2023-05-14 18:35:00	ES	Futures	4582.16	4582.16	4581.6	4581.6	150.0
2023-05-14 18:40:00	ES	Futures	4581.32	4581.88	4581.05	4581.6	193.0
2023-05-14 18:45:00	ES	Futures	4581.6	4581.6	4581.05	4581.32	201.0
2023-05-14 18:50:00	ES	Futures	4581.32	4581.6	4581.05	4581.32	169.0
2023-05-14 18:55:00	ES	Futures	4581.32	4581.32	4580.77	4580.77	320.0
2023-05-14 19:00:00	ES	Futures	4581.05	4581.6	4580.77	4581.32	211.0
2023-05-14 19:05:00	ES	Futures	4581.32	4581.6	4581.05	4581.32	125.0
2023-05-14 19:10:00	ES	Futures	4581.32	4582.71	4581.32	4582.43	323.0
2023-05-14 19:15:00	ES	Futures	4582.43	4582.71	4582.16	4582.43	182.0
2023-05-14 19:20:00	ES	Futures	4582.43	4583.26	4582.43	4582.71	231.0
2023-05-14 19:25:00	ES	Futures	4582.71	4582.71	4581.6	4582.43	228.0
2023-05-14 19:30:00	ES	Futures	4582.43	4584.93	4582.43	4584.93	701.0
2023-05-14 19:35:00	ES	Futures	4584.65	4584.93	4583.54	4583.82	416.0
2023-05-14 19:40:00	ES	Futures	4583.82	4584.37	4583.54	4583.54	149.0
2023-05-14 19:45:00	ES	Futures	4583.54	4584.37	4582.99	4584.37	264.0
2023-05-14 19:50:00	ES	Futures	4584.1	4584.1	4583.26	4584.1	343.0
2023-05-14 19:55:00	ES	Futures	4584.1	4585.21	4583.82	4584.37	285.0
2023-05-14 20:00:00	ES	Futures	4584.1	4585.48	4582.99	4583.54	909.0
2023-05-14 20:05:00	ES	Futures	4583.54	4584.93	4582.99	4584.1	785.0
2023-05-14 20:10:00	ES	Futures	4584.37	4584.37	4582.99	4583.26	528.0
2023-05-14 20:15:00	ES	Futures	4583.26	4583.26	4581.6	4582.16	645.0
2023-05-14 20:20:00	ES	Futures	4582.16	4582.99	4581.6	4582.99	523.0
2023-05-14 20:25:00	ES	Futures	4582.71	4583.82	4582.71	4583.54	284.0
2023-05-14 20:30:00	ES	Futures	4583.82	4584.1	4582.16	4582.71	423.0
2023-05-14 20:35:00	ES	Futures	4582.71	4584.1	4582.43	4583.54	434.0
2023-05-14 20:40:00	ES	Futures	4583.54	4583.82	4582.43	4582.43	358.0
2023-05-14 20:45:00	ES	Futures	4582.43	4582.71	4580.21	4580.49	968.0
2023-05-14 20:50:00	ES	Futures	4580.49	4580.49	4578.55	4578.83	1267.0
2023-05-14 20:55:00	ES	Futures	4578.83	4580.77	4578.27	4580.49	953.0
2023-05-14 21:00:00	ES	Futures	4580.77	4581.6	4580.49	4580.77	498.0
2023-05-14 21:05:00	ES	Futures	4580.49	4581.88	4580.21	4581.6	504.0
2023-05-14 21:10:00	ES	Futures	4581.88	4582.71	4581.32	4582.71	529.0
2023-05-14 21:15:00	ES	Futures	4582.71	4584.1	4582.71	4583.82	794.0
2023-05-14 21:20:00	ES	Futures	4584.1	4588.53	4584.1	4587.15	2514.0
2023-05-14 21:25:00	ES	Futures	4587.15	4587.7	4586.59	4587.15	703.0
2023-05-14 21:30:00	ES	Futures	4587.15	4587.98	4586.04	4587.15	759.0
2023-05-14 21:35:00	ES	Futures	4586.87	4589.09	4586.59	4588.53	833.0
2023-05-14 21:40:00	ES	Futures	4588.53	4588.81	4586.32	4587.15	568.0
2023-05-14 21:45:00	ES	Futures	4587.15	4587.98	4586.32	4587.43	609.0
2023-05-14 21:50:00	ES	Futures	4587.15	4587.7	4586.59	4586.87	354.0
2023-05-14 21:55:00	ES	Futures	4586.87	4588.81	4586.59	4588.26	588.0
2023-05-14 22:00:00	ES	Futures	4588.26	4588.53	4587.43	4587.43	642.0
2023-05-14 22:05:00	ES	Futures	4587.7	4587.98	4586.87	4587.98	235.0

> showing 50 of 3,793 rows — these rows as CSV

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