PREVIEW / futures_5min / 2023-05-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-18.parquet
  size:    349 KB
  rows:    19,935

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
2023-05-18 00:00:00	ES	Futures	4625.7	4625.7	4624.87	4624.87	266.0
2023-05-18 00:05:00	ES	Futures	4625.15	4625.7	4624.59	4625.7	248.0
2023-05-18 00:10:00	ES	Futures	4625.7	4625.98	4625.15	4625.15	186.0
2023-05-18 00:15:00	ES	Futures	4625.15	4626.25	4625.15	4625.98	244.0
2023-05-18 00:20:00	ES	Futures	4625.7	4626.25	4625.42	4625.7	275.0
2023-05-18 00:25:00	ES	Futures	4625.7	4626.53	4625.42	4625.7	207.0
2023-05-18 00:30:00	ES	Futures	4625.7	4625.98	4625.15	4625.7	179.0
2023-05-18 00:35:00	ES	Futures	4625.7	4625.7	4625.15	4625.42	216.0
2023-05-18 00:40:00	ES	Futures	4625.42	4625.7	4625.15	4625.7	132.0
2023-05-18 00:45:00	ES	Futures	4625.7	4625.98	4625.15	4625.42	194.0
2023-05-18 00:50:00	ES	Futures	4625.42	4627.36	4625.42	4626.81	458.0
2023-05-18 00:55:00	ES	Futures	4626.81	4626.81	4625.98	4625.98	283.0
2023-05-18 01:00:00	ES	Futures	4625.98	4626.53	4625.42	4625.7	479.0
2023-05-18 01:05:00	ES	Futures	4625.7	4626.25	4625.7	4625.7	352.0
2023-05-18 01:10:00	ES	Futures	4625.7	4626.81	4625.42	4626.81	436.0
2023-05-18 01:15:00	ES	Futures	4626.53	4627.09	4625.98	4626.53	597.0
2023-05-18 01:20:00	ES	Futures	4626.53	4626.53	4624.59	4625.15	483.0
2023-05-18 01:25:00	ES	Futures	4624.87	4625.98	4624.87	4625.98	381.0
2023-05-18 01:30:00	ES	Futures	4625.7	4625.7	4624.59	4625.15	492.0
2023-05-18 01:35:00	ES	Futures	4625.15	4625.7	4624.31	4624.59	651.0
2023-05-18 01:40:00	ES	Futures	4624.59	4625.7	4624.31	4624.59	340.0
2023-05-18 01:45:00	ES	Futures	4624.59	4624.87	4623.76	4623.76	367.0
2023-05-18 01:50:00	ES	Futures	4624.04	4624.31	4623.2	4623.76	556.0
2023-05-18 01:55:00	ES	Futures	4623.76	4624.59	4623.2	4624.04	521.0
2023-05-18 02:00:00	ES	Futures	4623.76	4624.87	4622.93	4624.59	843.0
2023-05-18 02:05:00	ES	Futures	4624.59	4624.87	4623.76	4624.31	334.0
2023-05-18 02:10:00	ES	Futures	4624.31	4625.15	4624.04	4624.87	272.0
2023-05-18 02:15:00	ES	Futures	4624.59	4624.59	4623.48	4623.48	504.0
2023-05-18 02:20:00	ES	Futures	4623.76	4625.42	4623.48	4625.15	489.0
2023-05-18 02:25:00	ES	Futures	4625.15	4625.42	4624.31	4625.15	377.0
2023-05-18 02:30:00	ES	Futures	4625.15	4625.42	4624.04	4625.15	682.0
2023-05-18 02:35:00	ES	Futures	4624.87	4625.42	4624.31	4625.15	762.0
2023-05-18 02:40:00	ES	Futures	4624.87	4624.87	4624.04	4624.31	772.0
2023-05-18 02:45:00	ES	Futures	4624.31	4624.31	4623.48	4624.31	336.0
2023-05-18 02:50:00	ES	Futures	4624.31	4624.31	4622.09	4622.65	675.0
2023-05-18 02:55:00	ES	Futures	4622.37	4623.76	4622.37	4623.2	552.0
2023-05-18 03:00:00	ES	Futures	4623.2	4626.81	4622.93	4626.81	2549.0
2023-05-18 03:05:00	ES	Futures	4626.81	4628.47	4625.7	4626.81	1966.0
2023-05-18 03:10:00	ES	Futures	4627.09	4630.69	4627.09	4629.58	2202.0
2023-05-18 03:15:00	ES	Futures	4629.31	4630.14	4628.75	4629.58	1364.0
2023-05-18 03:20:00	ES	Futures	4629.58	4630.41	4627.36	4627.92	1436.0
2023-05-18 03:25:00	ES	Futures	4627.64	4629.86	4627.64	4629.86	1427.0
2023-05-18 03:30:00	ES	Futures	4629.86	4630.41	4627.92	4628.75	1197.0
2023-05-18 03:35:00	ES	Futures	4628.75	4630.97	4628.2	4630.97	1121.0
2023-05-18 03:40:00	ES	Futures	4630.97	4631.25	4629.58	4629.86	959.0
2023-05-18 03:45:00	ES	Futures	4629.86	4631.52	4629.86	4630.97	790.0
2023-05-18 03:50:00	ES	Futures	4631.25	4632.36	4630.69	4631.52	1211.0
2023-05-18 03:55:00	ES	Futures	4631.8	4633.19	4630.14	4632.36	2076.0
2023-05-18 04:00:00	ES	Futures	4632.63	4636.24	4632.63	4635.68	4893.0
2023-05-18 04:05:00	ES	Futures	4635.96	4638.46	4635.13	4638.18	4736.0

> showing 50 of 19,935 rows — these rows as CSV

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