PREVIEW / futures_5min / 2023-05-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-19.parquet
  size:    295 KB
  rows:    16,275

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
2023-05-19 00:00:00	ES	Futures	4680.06	4680.34	4679.51	4680.06	592.0
2023-05-19 00:05:00	ES	Futures	4680.06	4680.34	4678.67	4678.95	871.0
2023-05-19 00:10:00	ES	Futures	4678.95	4679.23	4678.12	4678.67	301.0
2023-05-19 00:15:00	ES	Futures	4678.95	4679.78	4678.67	4679.51	334.0
2023-05-19 00:20:00	ES	Futures	4679.78	4680.06	4679.23	4680.06	198.0
2023-05-19 00:25:00	ES	Futures	4679.78	4680.34	4679.51	4679.51	255.0
2023-05-19 00:30:00	ES	Futures	4679.51	4680.06	4678.95	4680.06	249.0
2023-05-19 00:35:00	ES	Futures	4680.06	4680.34	4679.51	4680.06	218.0
2023-05-19 00:40:00	ES	Futures	4680.06	4680.89	4679.78	4680.06	323.0
2023-05-19 00:45:00	ES	Futures	4680.06	4680.34	4679.51	4680.06	322.0
2023-05-19 00:50:00	ES	Futures	4680.06	4680.34	4679.23	4679.23	303.0
2023-05-19 00:55:00	ES	Futures	4679.23	4679.78	4678.95	4679.51	174.0
2023-05-19 01:00:00	ES	Futures	4679.78	4680.06	4678.4	4678.95	443.0
2023-05-19 01:05:00	ES	Futures	4678.95	4679.51	4678.12	4678.12	482.0
2023-05-19 01:10:00	ES	Futures	4678.12	4679.51	4678.12	4679.51	364.0
2023-05-19 01:15:00	ES	Futures	4679.51	4680.06	4678.95	4678.95	416.0
2023-05-19 01:20:00	ES	Futures	4678.95	4680.34	4678.67	4680.06	443.0
2023-05-19 01:25:00	ES	Futures	4679.78	4680.89	4679.51	4680.34	393.0
2023-05-19 01:30:00	ES	Futures	4680.34	4680.62	4678.95	4678.95	345.0
2023-05-19 01:35:00	ES	Futures	4679.23	4679.78	4679.23	4679.78	225.0
2023-05-19 01:40:00	ES	Futures	4679.78	4679.78	4678.67	4678.95	303.0
2023-05-19 01:45:00	ES	Futures	4679.23	4680.06	4678.4	4678.67	511.0
2023-05-19 01:50:00	ES	Futures	4678.4	4678.4	4677.01	4677.56	880.0
2023-05-19 01:55:00	ES	Futures	4677.56	4678.4	4677.29	4677.56	943.0
2023-05-19 02:00:00	ES	Futures	4677.84	4677.84	4675.62	4677.01	2064.0
2023-05-19 02:05:00	ES	Futures	4677.01	4677.56	4675.62	4677.56	924.0
2023-05-19 02:10:00	ES	Futures	4677.56	4678.95	4677.29	4678.67	743.0
2023-05-19 02:15:00	ES	Futures	4678.67	4678.95	4677.29	4677.56	754.0
2023-05-19 02:20:00	ES	Futures	4677.84	4681.45	4677.84	4680.34	1026.0
2023-05-19 02:25:00	ES	Futures	4680.34	4682.28	4680.06	4682.28	1313.0
2023-05-19 02:30:00	ES	Futures	4682.0	4682.0	4679.23	4679.23	1020.0
2023-05-19 02:35:00	ES	Futures	4679.51	4679.51	4678.12	4678.67	738.0
2023-05-19 02:40:00	ES	Futures	4678.67	4678.95	4678.12	4678.4	402.0
2023-05-19 02:45:00	ES	Futures	4678.12	4678.12	4677.29	4677.84	728.0
2023-05-19 02:50:00	ES	Futures	4677.56	4678.12	4676.18	4676.46	1141.0
2023-05-19 02:55:00	ES	Futures	4676.46	4676.73	4675.35	4675.62	896.0
2023-05-19 03:00:00	ES	Futures	4675.9	4676.73	4673.4	4674.79	3664.0
2023-05-19 03:05:00	ES	Futures	4674.51	4675.9	4672.85	4674.51	1956.0
2023-05-19 03:10:00	ES	Futures	4674.51	4675.9	4674.24	4675.07	1313.0
2023-05-19 03:15:00	ES	Futures	4675.07	4677.01	4674.51	4676.73	1138.0
2023-05-19 03:20:00	ES	Futures	4676.73	4677.84	4675.9	4676.18	1305.0
2023-05-19 03:25:00	ES	Futures	4675.9	4676.18	4672.85	4673.96	2006.0
2023-05-19 03:30:00	ES	Futures	4674.24	4677.29	4674.24	4676.73	1446.0
2023-05-19 03:35:00	ES	Futures	4677.01	4677.01	4674.24	4675.07	1798.0
2023-05-19 03:40:00	ES	Futures	4675.07	4675.62	4673.96	4675.35	1336.0
2023-05-19 03:45:00	ES	Futures	4675.07	4676.73	4675.07	4675.9	846.0
2023-05-19 03:50:00	ES	Futures	4675.62	4677.29	4675.07	4677.29	957.0
2023-05-19 03:55:00	ES	Futures	4677.29	4678.12	4676.46	4677.84	815.0
2023-05-19 04:00:00	ES	Futures	4677.56	4678.95	4675.9	4677.29	1997.0
2023-05-19 04:05:00	ES	Futures	4677.29	4678.12	4676.46	4676.73	1134.0

> showing 50 of 16,275 rows — these rows as CSV

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