PREVIEW / futures_5min / 2023-05-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-21.parquet
  size:    71 KB
  rows:    3,746

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
2023-05-21 18:00:00	ES	Futures	4647.33	4653.99	4644.56	4653.44	2776.0
2023-05-21 18:05:00	ES	Futures	4653.16	4653.71	4650.11	4651.49	1696.0
2023-05-21 18:10:00	ES	Futures	4651.49	4652.88	4650.66	4651.49	679.0
2023-05-21 18:15:00	ES	Futures	4651.49	4652.6	4650.94	4652.05	477.0
2023-05-21 18:20:00	ES	Futures	4652.33	4654.54	4652.33	4653.44	999.0
2023-05-21 18:25:00	ES	Futures	4653.71	4654.82	4653.16	4654.82	397.0
2023-05-21 18:30:00	ES	Futures	4654.82	4655.93	4653.99	4655.93	862.0
2023-05-21 18:35:00	ES	Futures	4655.65	4656.21	4653.71	4653.71	890.0
2023-05-21 18:40:00	ES	Futures	4653.71	4655.1	4653.71	4654.82	291.0
2023-05-21 18:45:00	ES	Futures	4655.1	4655.1	4653.99	4654.54	148.0
2023-05-21 18:50:00	ES	Futures	4654.27	4655.1	4654.27	4655.1	204.0
2023-05-21 18:55:00	ES	Futures	4655.38	4655.93	4654.54	4655.65	311.0
2023-05-21 19:00:00	ES	Futures	4655.65	4657.6	4655.38	4657.04	1026.0
2023-05-21 19:05:00	ES	Futures	4657.04	4658.7	4656.76	4658.43	800.0
2023-05-21 19:10:00	ES	Futures	4658.43	4658.98	4657.32	4657.32	582.0
2023-05-21 19:15:00	ES	Futures	4657.32	4657.87	4657.32	4657.32	285.0
2023-05-21 19:20:00	ES	Futures	4657.32	4658.43	4657.32	4657.6	264.0
2023-05-21 19:25:00	ES	Futures	4657.6	4658.15	4657.32	4657.6	253.0
2023-05-21 19:30:00	ES	Futures	4657.87	4658.15	4657.32	4657.6	296.0
2023-05-21 19:35:00	ES	Futures	4657.87	4658.15	4657.6	4657.87	116.0
2023-05-21 19:40:00	ES	Futures	4657.87	4659.26	4657.87	4658.43	402.0
2023-05-21 19:45:00	ES	Futures	4658.15	4658.7	4657.32	4657.6	491.0
2023-05-21 19:50:00	ES	Futures	4657.6	4658.43	4657.6	4658.15	344.0
2023-05-21 19:55:00	ES	Futures	4658.15	4660.92	4658.15	4659.81	948.0
2023-05-21 20:00:00	ES	Futures	4659.81	4662.31	4658.15	4661.2	1642.0
2023-05-21 20:05:00	ES	Futures	4660.92	4663.7	4660.92	4663.14	971.0
2023-05-21 20:10:00	ES	Futures	4663.42	4663.42	4661.76	4662.03	572.0
2023-05-21 20:15:00	ES	Futures	4662.03	4663.14	4661.48	4661.48	524.0
2023-05-21 20:20:00	ES	Futures	4661.76	4662.59	4661.76	4661.76	413.0
2023-05-21 20:25:00	ES	Futures	4662.03	4662.03	4660.92	4661.76	481.0
2023-05-21 20:30:00	ES	Futures	4662.03	4662.59	4661.76	4662.31	408.0
2023-05-21 20:35:00	ES	Futures	4662.31	4662.87	4659.81	4660.37	573.0
2023-05-21 20:40:00	ES	Futures	4660.65	4660.92	4658.7	4660.65	864.0
2023-05-21 20:45:00	ES	Futures	4660.65	4662.31	4660.65	4661.48	491.0
2023-05-21 20:50:00	ES	Futures	4661.2	4662.59	4661.2	4661.76	282.0
2023-05-21 20:55:00	ES	Futures	4662.03	4662.31	4661.48	4661.48	318.0
2023-05-21 21:00:00	ES	Futures	4661.48	4662.31	4660.92	4661.48	387.0
2023-05-21 21:05:00	ES	Futures	4661.48	4661.48	4659.26	4659.81	634.0
2023-05-21 21:10:00	ES	Futures	4659.81	4661.2	4659.54	4660.65	791.0
2023-05-21 21:15:00	ES	Futures	4660.65	4660.92	4659.54	4659.81	345.0
2023-05-21 21:20:00	ES	Futures	4659.81	4661.48	4659.81	4661.2	687.0
2023-05-21 21:25:00	ES	Futures	4661.2	4662.87	4660.65	4661.76	812.0
2023-05-21 21:30:00	ES	Futures	4661.76	4661.76	4659.81	4659.81	438.0
2023-05-21 21:35:00	ES	Futures	4659.81	4660.65	4658.43	4658.98	603.0
2023-05-21 21:40:00	ES	Futures	4658.7	4659.54	4658.15	4658.7	701.0
2023-05-21 21:45:00	ES	Futures	4658.43	4660.09	4658.43	4659.26	542.0
2023-05-21 21:50:00	ES	Futures	4659.54	4660.37	4659.54	4659.81	266.0
2023-05-21 21:55:00	ES	Futures	4659.81	4660.37	4659.26	4659.54	432.0
2023-05-21 22:00:00	ES	Futures	4659.54	4659.54	4658.15	4658.98	461.0
2023-05-21 22:05:00	ES	Futures	4658.7	4659.26	4658.43	4658.7	330.0

> showing 50 of 3,746 rows — these rows as CSV

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