PREVIEW / futures_5min / 2023-05-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-17.parquet
  size:    343 KB
  rows:    20,024

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
2023-05-17 00:00:00	ES	Futures	4582.43	4582.71	4582.16	4582.43	192.0
2023-05-17 00:05:00	ES	Futures	4582.43	4582.99	4582.43	4582.71	169.0
2023-05-17 00:10:00	ES	Futures	4582.99	4583.26	4581.88	4582.16	215.0
2023-05-17 00:15:00	ES	Futures	4582.16	4582.71	4581.88	4582.43	173.0
2023-05-17 00:20:00	ES	Futures	4582.43	4583.26	4582.43	4582.99	268.0
2023-05-17 00:25:00	ES	Futures	4582.99	4583.26	4582.71	4582.71	125.0
2023-05-17 00:30:00	ES	Futures	4582.99	4583.54	4582.99	4583.54	225.0
2023-05-17 00:35:00	ES	Futures	4583.26	4583.26	4582.99	4583.26	103.0
2023-05-17 00:40:00	ES	Futures	4583.26	4583.54	4582.99	4583.54	63.0
2023-05-17 00:45:00	ES	Futures	4583.82	4584.1	4583.26	4583.26	250.0
2023-05-17 00:50:00	ES	Futures	4583.26	4583.26	4582.71	4582.99	265.0
2023-05-17 00:55:00	ES	Futures	4582.99	4583.54	4582.99	4583.26	71.0
2023-05-17 01:00:00	ES	Futures	4582.99	4584.65	4582.71	4584.37	849.0
2023-05-17 01:05:00	ES	Futures	4584.37	4584.93	4584.1	4584.65	428.0
2023-05-17 01:10:00	ES	Futures	4584.65	4584.65	4583.54	4583.54	181.0
2023-05-17 01:15:00	ES	Futures	4583.82	4583.82	4583.26	4583.54	291.0
2023-05-17 01:20:00	ES	Futures	4583.54	4583.82	4582.16	4582.43	615.0
2023-05-17 01:25:00	ES	Futures	4582.43	4582.71	4580.49	4580.77	779.0
2023-05-17 01:30:00	ES	Futures	4581.05	4581.05	4578.55	4579.1	1132.0
2023-05-17 01:35:00	ES	Futures	4579.1	4579.66	4578.55	4579.1	448.0
2023-05-17 01:40:00	ES	Futures	4579.1	4581.05	4579.1	4580.77	543.0
2023-05-17 01:45:00	ES	Futures	4580.77	4580.77	4579.38	4580.49	412.0
2023-05-17 01:50:00	ES	Futures	4580.77	4581.6	4580.49	4581.6	767.0
2023-05-17 01:55:00	ES	Futures	4581.6	4581.6	4580.49	4581.05	452.0
2023-05-17 02:00:00	ES	Futures	4580.77	4580.77	4579.1	4579.1	588.0
2023-05-17 02:05:00	ES	Futures	4579.1	4579.1	4577.44	4577.44	706.0
2023-05-17 02:10:00	ES	Futures	4577.44	4578.83	4576.89	4578.83	770.0
2023-05-17 02:15:00	ES	Futures	4578.55	4579.66	4578.27	4578.55	672.0
2023-05-17 02:20:00	ES	Futures	4578.55	4579.1	4576.89	4576.89	608.0
2023-05-17 02:25:00	ES	Futures	4576.89	4579.1	4576.61	4578.27	639.0
2023-05-17 02:30:00	ES	Futures	4578.27	4579.38	4577.72	4579.1	563.0
2023-05-17 02:35:00	ES	Futures	4579.1	4579.38	4578.55	4578.83	305.0
2023-05-17 02:40:00	ES	Futures	4578.83	4579.66	4578.27	4579.1	317.0
2023-05-17 02:45:00	ES	Futures	4579.1	4580.49	4578.83	4579.94	568.0
2023-05-17 02:50:00	ES	Futures	4580.21	4580.49	4578.83	4579.1	331.0
2023-05-17 02:55:00	ES	Futures	4578.83	4578.83	4577.16	4577.72	651.0
2023-05-17 03:00:00	ES	Futures	4578.0	4580.49	4577.16	4579.1	2265.0
2023-05-17 03:05:00	ES	Futures	4579.38	4582.43	4577.44	4582.16	1787.0
2023-05-17 03:10:00	ES	Futures	4582.43	4584.1	4581.6	4582.16	2166.0
2023-05-17 03:15:00	ES	Futures	4582.16	4583.26	4580.49	4581.32	1183.0
2023-05-17 03:20:00	ES	Futures	4581.32	4582.43	4577.44	4577.72	1513.0
2023-05-17 03:25:00	ES	Futures	4577.72	4578.0	4574.94	4576.05	2083.0
2023-05-17 03:30:00	ES	Futures	4576.05	4576.05	4573.0	4574.67	2312.0
2023-05-17 03:35:00	ES	Futures	4574.94	4578.27	4574.39	4577.72	1528.0
2023-05-17 03:40:00	ES	Futures	4577.72	4578.83	4576.33	4578.27	1638.0
2023-05-17 03:45:00	ES	Futures	4578.27	4581.05	4577.16	4580.49	1388.0
2023-05-17 03:50:00	ES	Futures	4580.49	4580.77	4579.1	4579.94	1084.0
2023-05-17 03:55:00	ES	Futures	4579.94	4579.94	4578.55	4579.38	1526.0
2023-05-17 04:00:00	ES	Futures	4579.66	4581.05	4578.55	4581.05	1725.0
2023-05-17 04:05:00	ES	Futures	4580.77	4584.93	4579.66	4582.99	3166.0

> showing 50 of 20,024 rows — these rows as CSV

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