PREVIEW / futures_5min / 2023-05-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-15.parquet
  size:    317 KB
  rows:    19,814

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
2023-05-15 00:00:00	ES	Futures	4589.92	4591.03	4589.92	4590.75	418.0
2023-05-15 00:05:00	ES	Futures	4590.75	4591.31	4590.2	4590.48	325.0
2023-05-15 00:10:00	ES	Futures	4590.48	4590.75	4589.92	4589.92	128.0
2023-05-15 00:15:00	ES	Futures	4589.92	4590.75	4589.92	4590.48	247.0
2023-05-15 00:20:00	ES	Futures	4590.48	4590.48	4589.92	4590.48	267.0
2023-05-15 00:25:00	ES	Futures	4590.48	4591.59	4590.48	4591.31	310.0
2023-05-15 00:30:00	ES	Futures	4591.31	4593.53	4591.03	4592.97	1132.0
2023-05-15 00:35:00	ES	Futures	4592.97	4592.97	4591.31	4591.86	604.0
2023-05-15 00:40:00	ES	Futures	4592.14	4592.14	4591.59	4591.86	180.0
2023-05-15 00:45:00	ES	Futures	4591.86	4592.42	4591.86	4592.14	115.0
2023-05-15 00:50:00	ES	Futures	4592.14	4592.14	4591.31	4591.86	141.0
2023-05-15 00:55:00	ES	Futures	4591.86	4593.25	4591.86	4592.69	342.0
2023-05-15 01:00:00	ES	Futures	4592.69	4593.53	4592.42	4592.69	891.0
2023-05-15 01:05:00	ES	Futures	4592.69	4593.53	4592.42	4593.53	508.0
2023-05-15 01:10:00	ES	Futures	4593.53	4593.53	4592.14	4593.25	392.0
2023-05-15 01:15:00	ES	Futures	4593.53	4594.91	4593.25	4594.36	859.0
2023-05-15 01:20:00	ES	Futures	4594.36	4596.02	4594.36	4595.75	1396.0
2023-05-15 01:25:00	ES	Futures	4595.75	4597.69	4594.91	4597.13	1393.0
2023-05-15 01:30:00	ES	Futures	4596.86	4598.24	4596.86	4597.69	1220.0
2023-05-15 01:35:00	ES	Futures	4597.96	4598.24	4596.86	4596.86	437.0
2023-05-15 01:40:00	ES	Futures	4597.13	4597.13	4595.75	4597.13	586.0
2023-05-15 01:45:00	ES	Futures	4597.13	4597.96	4596.3	4596.86	558.0
2023-05-15 01:50:00	ES	Futures	4596.58	4597.13	4596.02	4596.58	317.0
2023-05-15 01:55:00	ES	Futures	4596.86	4600.18	4596.86	4599.63	1702.0
2023-05-15 02:00:00	ES	Futures	4599.63	4600.74	4598.52	4599.07	1867.0
2023-05-15 02:05:00	ES	Futures	4599.35	4600.46	4599.07	4599.63	770.0
2023-05-15 02:10:00	ES	Futures	4599.91	4602.4	4599.63	4602.12	1110.0
2023-05-15 02:15:00	ES	Futures	4602.12	4602.4	4600.18	4601.02	1440.0
2023-05-15 02:20:00	ES	Futures	4601.02	4601.29	4600.18	4600.74	610.0
2023-05-15 02:25:00	ES	Futures	4600.74	4602.4	4600.46	4602.12	585.0
2023-05-15 02:30:00	ES	Futures	4602.12	4603.51	4602.12	4602.68	1458.0
2023-05-15 02:35:00	ES	Futures	4602.4	4603.51	4601.85	4602.96	572.0
2023-05-15 02:40:00	ES	Futures	4602.96	4602.96	4601.29	4601.57	460.0
2023-05-15 02:45:00	ES	Futures	4601.57	4602.4	4601.29	4602.12	450.0
2023-05-15 02:50:00	ES	Futures	4602.12	4602.96	4601.85	4602.12	436.0
2023-05-15 02:55:00	ES	Futures	4602.4	4605.45	4602.12	4605.18	1762.0
2023-05-15 03:00:00	ES	Futures	4604.9	4605.73	4603.51	4604.9	2270.0
2023-05-15 03:05:00	ES	Futures	4604.9	4607.39	4604.62	4607.12	2147.0
2023-05-15 03:10:00	ES	Futures	4607.12	4607.67	4604.9	4605.18	1957.0
2023-05-15 03:15:00	ES	Futures	4605.18	4607.12	4604.9	4606.01	1499.0
2023-05-15 03:20:00	ES	Futures	4606.01	4607.39	4603.79	4604.9	1813.0
2023-05-15 03:25:00	ES	Futures	4604.9	4606.56	4604.62	4606.29	1304.0
2023-05-15 03:30:00	ES	Futures	4606.29	4608.5	4606.29	4607.67	1971.0
2023-05-15 03:35:00	ES	Futures	4607.67	4607.95	4605.45	4605.73	1454.0
2023-05-15 03:40:00	ES	Futures	4605.73	4606.56	4604.9	4606.29	1037.0
2023-05-15 03:45:00	ES	Futures	4606.29	4607.12	4604.34	4605.73	1390.0
2023-05-15 03:50:00	ES	Futures	4605.73	4607.95	4605.45	4607.95	873.0
2023-05-15 03:55:00	ES	Futures	4607.67	4608.23	4606.84	4607.95	736.0
2023-05-15 04:00:00	ES	Futures	4607.67	4608.23	4606.01	4606.01	1330.0
2023-05-15 04:05:00	ES	Futures	4606.29	4609.06	4606.29	4608.23	1791.0

> showing 50 of 19,814 rows — these rows as CSV

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