PREVIEW / futures_5min / 2023-05-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-22.parquet
  size:    314 KB
  rows:    19,208

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
2023-05-22 00:00:00	ES	Futures	4663.7	4664.53	4663.7	4664.53	579.0
2023-05-22 00:05:00	ES	Futures	4664.53	4665.36	4664.53	4664.53	738.0
2023-05-22 00:10:00	ES	Futures	4664.53	4665.64	4664.53	4665.36	330.0
2023-05-22 00:15:00	ES	Futures	4665.08	4665.36	4664.53	4664.81	212.0
2023-05-22 00:20:00	ES	Futures	4664.53	4665.08	4663.97	4665.08	256.0
2023-05-22 00:25:00	ES	Futures	4665.08	4665.08	4664.25	4664.81	243.0
2023-05-22 00:30:00	ES	Futures	4664.81	4664.81	4664.25	4664.53	185.0
2023-05-22 00:35:00	ES	Futures	4664.53	4664.81	4662.87	4663.42	512.0
2023-05-22 00:40:00	ES	Futures	4663.14	4664.81	4663.14	4663.97	344.0
2023-05-22 00:45:00	ES	Futures	4664.25	4664.81	4663.97	4664.81	209.0
2023-05-22 00:50:00	ES	Futures	4664.53	4665.92	4664.53	4665.36	682.0
2023-05-22 00:55:00	ES	Futures	4665.08	4665.36	4664.25	4664.53	390.0
2023-05-22 01:00:00	ES	Futures	4664.53	4664.53	4663.7	4664.53	395.0
2023-05-22 01:05:00	ES	Futures	4664.81	4665.08	4664.25	4664.25	308.0
2023-05-22 01:10:00	ES	Futures	4664.25	4665.08	4663.97	4664.53	270.0
2023-05-22 01:15:00	ES	Futures	4664.81	4665.08	4664.25	4664.53	317.0
2023-05-22 01:20:00	ES	Futures	4664.53	4664.81	4664.25	4664.81	167.0
2023-05-22 01:25:00	ES	Futures	4664.81	4665.08	4664.53	4664.53	118.0
2023-05-22 01:30:00	ES	Futures	4664.53	4664.53	4662.87	4663.42	415.0
2023-05-22 01:35:00	ES	Futures	4663.14	4663.42	4662.31	4662.87	708.0
2023-05-22 01:40:00	ES	Futures	4662.87	4663.42	4662.87	4663.14	165.0
2023-05-22 01:45:00	ES	Futures	4663.14	4663.42	4662.87	4663.42	262.0
2023-05-22 01:50:00	ES	Futures	4663.42	4663.97	4662.87	4663.14	339.0
2023-05-22 01:55:00	ES	Futures	4663.14	4663.14	4661.48	4662.31	678.0
2023-05-22 02:00:00	ES	Futures	4662.31	4662.87	4661.2	4661.2	560.0
2023-05-22 02:05:00	ES	Futures	4661.2	4662.59	4660.65	4661.2	837.0
2023-05-22 02:10:00	ES	Futures	4661.2	4661.48	4660.37	4661.48	341.0
2023-05-22 02:15:00	ES	Futures	4661.2	4661.76	4660.65	4661.76	413.0
2023-05-22 02:20:00	ES	Futures	4661.76	4663.7	4661.76	4662.31	788.0
2023-05-22 02:25:00	ES	Futures	4662.31	4662.87	4661.76	4662.31	481.0
2023-05-22 02:30:00	ES	Futures	4662.59	4662.87	4661.76	4662.31	682.0
2023-05-22 02:35:00	ES	Futures	4662.59	4662.59	4660.92	4661.2	486.0
2023-05-22 02:40:00	ES	Futures	4660.92	4661.76	4660.65	4661.2	366.0
2023-05-22 02:45:00	ES	Futures	4661.2	4661.76	4660.37	4660.37	285.0
2023-05-22 02:50:00	ES	Futures	4660.37	4660.65	4658.7	4658.7	812.0
2023-05-22 02:55:00	ES	Futures	4658.7	4660.37	4658.43	4659.81	753.0
2023-05-22 03:00:00	ES	Futures	4659.81	4660.09	4655.93	4658.98	2956.0
2023-05-22 03:05:00	ES	Futures	4658.98	4661.76	4658.43	4661.76	1611.0
2023-05-22 03:10:00	ES	Futures	4661.48	4662.31	4660.09	4660.09	1584.0
2023-05-22 03:15:00	ES	Futures	4660.37	4660.65	4656.76	4657.04	2033.0
2023-05-22 03:20:00	ES	Futures	4657.04	4659.81	4657.04	4659.54	1080.0
2023-05-22 03:25:00	ES	Futures	4659.54	4660.92	4658.43	4660.92	881.0
2023-05-22 03:30:00	ES	Futures	4660.92	4660.92	4657.6	4658.7	1058.0
2023-05-22 03:35:00	ES	Futures	4658.7	4660.37	4657.87	4659.81	853.0
2023-05-22 03:40:00	ES	Futures	4660.09	4661.76	4659.81	4661.76	979.0
2023-05-22 03:45:00	ES	Futures	4661.48	4662.03	4660.65	4662.03	631.0
2023-05-22 03:50:00	ES	Futures	4662.03	4662.31	4660.92	4661.76	655.0
2023-05-22 03:55:00	ES	Futures	4661.48	4663.97	4661.48	4662.87	1066.0
2023-05-22 04:00:00	ES	Futures	4663.14	4663.14	4660.65	4661.2	1243.0
2023-05-22 04:05:00	ES	Futures	4660.92	4662.31	4660.92	4661.76	618.0

> showing 50 of 19,208 rows — these rows as CSV

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