PREVIEW / futures_5min / 2023-05-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-16.parquet
  size:    330 KB
  rows:    19,836

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
2023-05-16 00:00:00	ES	Futures	4595.47	4595.75	4595.19	4595.47	308.0
2023-05-16 00:05:00	ES	Futures	4595.19	4595.47	4594.91	4595.19	448.0
2023-05-16 00:10:00	ES	Futures	4595.19	4595.47	4594.36	4594.36	218.0
2023-05-16 00:15:00	ES	Futures	4594.36	4594.91	4594.08	4594.64	285.0
2023-05-16 00:20:00	ES	Futures	4594.91	4595.19	4594.64	4594.91	141.0
2023-05-16 00:25:00	ES	Futures	4594.91	4595.47	4594.64	4594.91	232.0
2023-05-16 00:30:00	ES	Futures	4594.91	4596.58	4594.91	4596.3	570.0
2023-05-16 00:35:00	ES	Futures	4596.3	4596.3	4595.75	4595.75	186.0
2023-05-16 00:40:00	ES	Futures	4596.02	4596.02	4595.47	4595.47	87.0
2023-05-16 00:45:00	ES	Futures	4595.47	4596.02	4595.47	4595.75	104.0
2023-05-16 00:50:00	ES	Futures	4595.75	4596.02	4595.47	4595.47	254.0
2023-05-16 00:55:00	ES	Futures	4595.19	4595.47	4594.91	4595.19	144.0
2023-05-16 01:00:00	ES	Futures	4595.19	4595.19	4594.36	4594.36	260.0
2023-05-16 01:05:00	ES	Futures	4594.64	4594.91	4594.36	4594.64	214.0
2023-05-16 01:10:00	ES	Futures	4594.64	4594.91	4594.36	4594.64	73.0
2023-05-16 01:15:00	ES	Futures	4594.64	4594.64	4593.53	4594.36	702.0
2023-05-16 01:20:00	ES	Futures	4594.36	4594.36	4592.97	4593.25	457.0
2023-05-16 01:25:00	ES	Futures	4593.25	4594.64	4593.25	4594.36	297.0
2023-05-16 01:30:00	ES	Futures	4594.36	4594.36	4592.69	4593.25	681.0
2023-05-16 01:35:00	ES	Futures	4593.53	4593.8	4592.97	4593.53	239.0
2023-05-16 01:40:00	ES	Futures	4593.53	4593.8	4593.25	4593.8	251.0
2023-05-16 01:45:00	ES	Futures	4593.53	4594.36	4592.97	4594.08	478.0
2023-05-16 01:50:00	ES	Futures	4593.8	4594.08	4592.69	4593.25	456.0
2023-05-16 01:55:00	ES	Futures	4593.25	4593.25	4592.42	4592.97	503.0
2023-05-16 02:00:00	ES	Futures	4592.69	4593.53	4590.75	4591.03	1505.0
2023-05-16 02:05:00	ES	Futures	4591.03	4591.59	4589.92	4590.48	1121.0
2023-05-16 02:10:00	ES	Futures	4590.48	4591.03	4589.64	4590.2	503.0
2023-05-16 02:15:00	ES	Futures	4590.2	4591.86	4589.64	4591.86	721.0
2023-05-16 02:20:00	ES	Futures	4591.59	4592.14	4591.31	4591.86	560.0
2023-05-16 02:25:00	ES	Futures	4591.59	4592.42	4590.75	4591.31	903.0
2023-05-16 02:30:00	ES	Futures	4591.31	4592.42	4591.03	4592.14	477.0
2023-05-16 02:35:00	ES	Futures	4592.14	4592.42	4591.31	4591.86	410.0
2023-05-16 02:40:00	ES	Futures	4591.86	4592.42	4591.59	4592.14	291.0
2023-05-16 02:45:00	ES	Futures	4592.14	4592.97	4591.59	4592.97	289.0
2023-05-16 02:50:00	ES	Futures	4592.97	4594.08	4592.69	4593.8	384.0
2023-05-16 02:55:00	ES	Futures	4594.08	4594.36	4591.31	4591.31	908.0
2023-05-16 03:00:00	ES	Futures	4591.31	4592.42	4590.48	4591.59	1922.0
2023-05-16 03:05:00	ES	Futures	4591.31	4594.08	4587.7	4593.25	3181.0
2023-05-16 03:10:00	ES	Futures	4593.25	4596.02	4592.69	4596.02	1833.0
2023-05-16 03:15:00	ES	Futures	4595.75	4596.86	4595.19	4596.86	1609.0
2023-05-16 03:20:00	ES	Futures	4597.13	4598.24	4595.75	4596.86	1124.0
2023-05-16 03:25:00	ES	Futures	4596.58	4599.07	4596.58	4597.96	1519.0
2023-05-16 03:30:00	ES	Futures	4597.96	4600.18	4597.69	4600.18	1357.0
2023-05-16 03:35:00	ES	Futures	4600.18	4602.96	4599.91	4602.4	1651.0
2023-05-16 03:40:00	ES	Futures	4602.4	4603.23	4601.02	4602.4	1407.0
2023-05-16 03:45:00	ES	Futures	4602.4	4602.96	4601.29	4602.12	675.0
2023-05-16 03:50:00	ES	Futures	4602.12	4605.73	4602.12	4603.51	2113.0
2023-05-16 03:55:00	ES	Futures	4603.51	4604.34	4601.85	4602.68	936.0
2023-05-16 04:00:00	ES	Futures	4602.96	4603.51	4600.74	4601.85	1347.0
2023-05-16 04:05:00	ES	Futures	4601.57	4602.12	4599.91	4601.57	1025.0

> showing 50 of 19,836 rows — these rows as CSV

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