PREVIEW / futures_5min / 2023-05-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-23.parquet
  size:    333 KB
  rows:    19,672

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
2023-05-23 00:00:00	ES	Futures	4673.96	4673.96	4672.3	4672.57	560.0
2023-05-23 00:05:00	ES	Futures	4672.57	4673.13	4671.74	4672.3	711.0
2023-05-23 00:10:00	ES	Futures	4672.57	4672.57	4671.74	4671.74	612.0
2023-05-23 00:15:00	ES	Futures	4672.02	4673.4	4671.74	4672.85	391.0
2023-05-23 00:20:00	ES	Futures	4672.85	4673.68	4672.3	4673.68	408.0
2023-05-23 00:25:00	ES	Futures	4673.4	4673.96	4672.85	4673.96	417.0
2023-05-23 00:30:00	ES	Futures	4673.96	4674.24	4672.85	4672.85	214.0
2023-05-23 00:35:00	ES	Futures	4672.85	4673.4	4672.85	4673.4	121.0
2023-05-23 00:40:00	ES	Futures	4673.13	4673.68	4671.74	4672.57	556.0
2023-05-23 00:45:00	ES	Futures	4672.57	4672.85	4670.35	4670.91	603.0
2023-05-23 00:50:00	ES	Futures	4671.19	4671.19	4669.52	4671.19	806.0
2023-05-23 00:55:00	ES	Futures	4670.91	4671.46	4670.63	4671.19	264.0
2023-05-23 01:00:00	ES	Futures	4671.19	4671.46	4670.63	4671.46	258.0
2023-05-23 01:05:00	ES	Futures	4671.46	4672.02	4671.19	4671.19	332.0
2023-05-23 01:10:00	ES	Futures	4671.19	4671.46	4670.91	4671.19	211.0
2023-05-23 01:15:00	ES	Futures	4671.19	4672.57	4671.19	4672.3	274.0
2023-05-23 01:20:00	ES	Futures	4672.02	4672.02	4670.35	4670.91	288.0
2023-05-23 01:25:00	ES	Futures	4670.91	4671.74	4670.35	4670.63	347.0
2023-05-23 01:30:00	ES	Futures	4670.35	4671.19	4669.52	4670.91	376.0
2023-05-23 01:35:00	ES	Futures	4670.91	4671.19	4670.08	4670.35	407.0
2023-05-23 01:40:00	ES	Futures	4670.35	4671.19	4670.08	4670.08	498.0
2023-05-23 01:45:00	ES	Futures	4670.08	4671.46	4670.08	4671.19	275.0
2023-05-23 01:50:00	ES	Futures	4671.19	4672.85	4671.19	4672.57	504.0
2023-05-23 01:55:00	ES	Futures	4672.3	4672.57	4671.19	4672.02	456.0
2023-05-23 02:00:00	ES	Futures	4672.02	4672.57	4670.08	4670.08	623.0
2023-05-23 02:05:00	ES	Futures	4670.08	4670.35	4668.97	4669.8	1069.0
2023-05-23 02:10:00	ES	Futures	4669.52	4669.8	4667.86	4668.41	1154.0
2023-05-23 02:15:00	ES	Futures	4668.41	4669.52	4668.13	4668.69	979.0
2023-05-23 02:20:00	ES	Futures	4668.69	4669.24	4668.13	4668.97	659.0
2023-05-23 02:25:00	ES	Futures	4668.97	4669.24	4668.41	4668.69	325.0
2023-05-23 02:30:00	ES	Futures	4668.69	4669.52	4668.41	4669.52	878.0
2023-05-23 02:35:00	ES	Futures	4669.52	4669.52	4667.03	4667.58	690.0
2023-05-23 02:40:00	ES	Futures	4667.58	4670.08	4667.3	4669.8	1002.0
2023-05-23 02:45:00	ES	Futures	4669.8	4670.35	4668.13	4668.69	523.0
2023-05-23 02:50:00	ES	Futures	4668.69	4669.24	4668.41	4668.69	359.0
2023-05-23 02:55:00	ES	Futures	4668.69	4668.97	4667.3	4667.58	502.0
2023-05-23 03:00:00	ES	Futures	4667.3	4667.58	4663.14	4663.97	2940.0
2023-05-23 03:05:00	ES	Futures	4664.25	4665.64	4662.31	4664.53	2334.0
2023-05-23 03:10:00	ES	Futures	4664.25	4664.81	4663.14	4663.97	1143.0
2023-05-23 03:15:00	ES	Futures	4663.7	4663.7	4660.37	4662.87	3217.0
2023-05-23 03:20:00	ES	Futures	4663.14	4665.08	4662.59	4664.53	1411.0
2023-05-23 03:25:00	ES	Futures	4664.53	4665.64	4663.7	4663.97	1144.0
2023-05-23 03:30:00	ES	Futures	4663.97	4663.97	4659.54	4661.48	3353.0
2023-05-23 03:35:00	ES	Futures	4661.2	4662.87	4659.26	4660.92	2700.0
2023-05-23 03:40:00	ES	Futures	4660.92	4663.7	4660.92	4661.76	2415.0
2023-05-23 03:45:00	ES	Futures	4661.76	4662.59	4660.92	4662.31	1914.0
2023-05-23 03:50:00	ES	Futures	4662.31	4663.42	4660.92	4663.42	1677.0
2023-05-23 03:55:00	ES	Futures	4663.42	4663.97	4660.92	4661.76	1156.0
2023-05-23 04:00:00	ES	Futures	4661.76	4662.87	4660.65	4662.31	1508.0
2023-05-23 04:05:00	ES	Futures	4662.31	4664.53	4662.31	4663.14	1353.0

> showing 50 of 19,672 rows — these rows as CSV

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