PREVIEW / futures_5min / 2023-05-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-24.parquet
  size:    358 KB
  rows:    20,098

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
2023-05-24 00:00:00	ES	Futures	4618.49	4619.32	4618.49	4619.04	230.0
2023-05-24 00:05:00	ES	Futures	4619.04	4619.6	4618.77	4619.6	171.0
2023-05-24 00:10:00	ES	Futures	4619.6	4619.88	4619.04	4619.6	234.0
2023-05-24 00:15:00	ES	Futures	4619.6	4620.43	4619.6	4619.88	399.0
2023-05-24 00:20:00	ES	Futures	4619.88	4619.88	4619.04	4619.32	210.0
2023-05-24 00:25:00	ES	Futures	4619.32	4620.43	4619.32	4620.15	229.0
2023-05-24 00:30:00	ES	Futures	4620.15	4620.71	4619.88	4620.43	232.0
2023-05-24 00:35:00	ES	Futures	4620.43	4620.43	4619.6	4619.6	137.0
2023-05-24 00:40:00	ES	Futures	4619.88	4620.71	4619.6	4620.71	194.0
2023-05-24 00:45:00	ES	Futures	4620.43	4620.71	4620.43	4620.43	167.0
2023-05-24 00:50:00	ES	Futures	4620.15	4620.98	4620.15	4620.71	428.0
2023-05-24 00:55:00	ES	Futures	4620.43	4620.71	4620.15	4620.43	209.0
2023-05-24 01:00:00	ES	Futures	4620.71	4621.82	4619.88	4621.54	658.0
2023-05-24 01:05:00	ES	Futures	4621.26	4621.82	4620.71	4620.98	441.0
2023-05-24 01:10:00	ES	Futures	4620.71	4621.54	4620.43	4621.54	282.0
2023-05-24 01:15:00	ES	Futures	4621.54	4621.54	4619.6	4619.6	363.0
2023-05-24 01:20:00	ES	Futures	4619.88	4621.26	4619.88	4621.26	287.0
2023-05-24 01:25:00	ES	Futures	4621.26	4621.54	4619.6	4619.88	575.0
2023-05-24 01:30:00	ES	Futures	4619.88	4620.15	4618.77	4619.6	403.0
2023-05-24 01:35:00	ES	Futures	4619.32	4619.32	4617.38	4617.93	631.0
2023-05-24 01:40:00	ES	Futures	4617.93	4618.21	4616.82	4617.66	673.0
2023-05-24 01:45:00	ES	Futures	4617.66	4617.66	4615.72	4617.1	548.0
2023-05-24 01:50:00	ES	Futures	4617.1	4618.21	4616.27	4616.27	626.0
2023-05-24 01:55:00	ES	Futures	4615.99	4615.99	4614.61	4615.44	831.0
2023-05-24 02:00:00	ES	Futures	4615.44	4615.99	4611.28	4611.55	2099.0
2023-05-24 02:05:00	ES	Futures	4611.55	4614.61	4611.28	4613.22	1985.0
2023-05-24 02:10:00	ES	Futures	4613.5	4613.5	4609.34	4610.17	1778.0
2023-05-24 02:15:00	ES	Futures	4610.17	4611.55	4609.06	4611.55	1338.0
2023-05-24 02:20:00	ES	Futures	4611.55	4613.22	4610.45	4610.72	903.0
2023-05-24 02:25:00	ES	Futures	4610.72	4612.66	4610.72	4611.55	456.0
2023-05-24 02:30:00	ES	Futures	4611.83	4612.11	4610.45	4610.72	736.0
2023-05-24 02:35:00	ES	Futures	4610.72	4611.0	4609.34	4609.89	899.0
2023-05-24 02:40:00	ES	Futures	4609.89	4612.11	4609.34	4611.83	972.0
2023-05-24 02:45:00	ES	Futures	4611.83	4612.39	4610.72	4611.0	670.0
2023-05-24 02:50:00	ES	Futures	4610.72	4611.83	4610.72	4611.0	425.0
2023-05-24 02:55:00	ES	Futures	4611.0	4611.83	4610.72	4611.83	516.0
2023-05-24 03:00:00	ES	Futures	4611.83	4611.83	4604.34	4605.73	5791.0
2023-05-24 03:05:00	ES	Futures	4605.73	4606.56	4603.51	4606.01	3361.0
2023-05-24 03:10:00	ES	Futures	4605.73	4611.0	4605.18	4609.34	3094.0
2023-05-24 03:15:00	ES	Futures	4609.61	4609.89	4603.23	4604.07	3427.0
2023-05-24 03:20:00	ES	Futures	4604.07	4607.12	4602.12	4604.34	3792.0
2023-05-24 03:25:00	ES	Futures	4604.07	4607.12	4603.79	4604.34	2628.0
2023-05-24 03:30:00	ES	Futures	4604.07	4604.62	4601.85	4603.51	3648.0
2023-05-24 03:35:00	ES	Futures	4603.23	4605.45	4601.02	4601.57	2537.0
2023-05-24 03:40:00	ES	Futures	4601.57	4601.57	4596.3	4596.58	4358.0
2023-05-24 03:45:00	ES	Futures	4596.58	4598.8	4596.02	4597.96	3468.0
2023-05-24 03:50:00	ES	Futures	4597.69	4599.07	4596.58	4597.13	2645.0
2023-05-24 03:55:00	ES	Futures	4597.13	4601.02	4597.13	4598.8	2144.0
2023-05-24 04:00:00	ES	Futures	4599.07	4603.51	4597.69	4602.4	5063.0
2023-05-24 04:05:00	ES	Futures	4602.4	4607.12	4602.4	4604.34	5592.0

> showing 50 of 20,098 rows — these rows as CSV

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