PREVIEW / futures_5min / 2023-05-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-25.parquet
  size:    332 KB
  rows:    19,761

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
2023-05-25 00:00:00	ES	Futures	4593.8	4595.75	4593.8	4595.75	381.0
2023-05-25 00:05:00	ES	Futures	4595.47	4595.75	4594.91	4595.19	274.0
2023-05-25 00:10:00	ES	Futures	4595.47	4596.02	4594.91	4595.19	247.0
2023-05-25 00:15:00	ES	Futures	4595.19	4596.02	4595.19	4595.75	255.0
2023-05-25 00:20:00	ES	Futures	4596.02	4596.3	4594.91	4595.19	209.0
2023-05-25 00:25:00	ES	Futures	4595.19	4595.19	4594.64	4594.64	251.0
2023-05-25 00:30:00	ES	Futures	4594.91	4595.19	4593.8	4594.36	289.0
2023-05-25 00:35:00	ES	Futures	4594.36	4594.36	4593.8	4594.08	169.0
2023-05-25 00:40:00	ES	Futures	4593.8	4594.91	4593.8	4594.64	154.0
2023-05-25 00:45:00	ES	Futures	4594.91	4595.19	4593.8	4594.08	265.0
2023-05-25 00:50:00	ES	Futures	4593.8	4594.36	4593.8	4594.36	86.0
2023-05-25 00:55:00	ES	Futures	4594.08	4594.36	4592.97	4593.25	394.0
2023-05-25 01:00:00	ES	Futures	4593.25	4594.91	4592.97	4594.08	606.0
2023-05-25 01:05:00	ES	Futures	4594.36	4595.75	4594.08	4594.36	559.0
2023-05-25 01:10:00	ES	Futures	4594.08	4594.08	4592.97	4593.25	361.0
2023-05-25 01:15:00	ES	Futures	4593.25	4593.8	4592.42	4592.42	323.0
2023-05-25 01:20:00	ES	Futures	4592.42	4593.25	4591.86	4592.97	733.0
2023-05-25 01:25:00	ES	Futures	4592.97	4594.36	4592.97	4594.08	711.0
2023-05-25 01:30:00	ES	Futures	4594.08	4594.91	4593.53	4594.08	605.0
2023-05-25 01:35:00	ES	Futures	4594.08	4594.91	4593.8	4594.91	410.0
2023-05-25 01:40:00	ES	Futures	4594.91	4597.41	4594.08	4597.41	720.0
2023-05-25 01:45:00	ES	Futures	4597.41	4597.69	4595.19	4595.19	489.0
2023-05-25 01:50:00	ES	Futures	4595.19	4595.75	4594.64	4595.19	394.0
2023-05-25 01:55:00	ES	Futures	4595.47	4596.58	4594.36	4595.47	853.0
2023-05-25 02:00:00	ES	Futures	4595.19	4596.3	4594.36	4595.75	2005.0
2023-05-25 02:05:00	ES	Futures	4595.47	4599.07	4595.19	4598.52	1130.0
2023-05-25 02:10:00	ES	Futures	4598.8	4599.35	4598.24	4598.8	750.0
2023-05-25 02:15:00	ES	Futures	4599.07	4601.02	4598.52	4599.91	1025.0
2023-05-25 02:20:00	ES	Futures	4599.91	4602.68	4599.07	4602.68	1583.0
2023-05-25 02:25:00	ES	Futures	4602.4	4604.62	4602.12	4604.07	2269.0
2023-05-25 02:30:00	ES	Futures	4604.07	4605.45	4601.85	4603.51	1767.0
2023-05-25 02:35:00	ES	Futures	4603.51	4604.9	4603.23	4604.9	1219.0
2023-05-25 02:40:00	ES	Futures	4604.62	4604.9	4603.51	4604.9	1191.0
2023-05-25 02:45:00	ES	Futures	4604.62	4607.95	4604.07	4607.39	2012.0
2023-05-25 02:50:00	ES	Futures	4607.39	4608.78	4606.84	4608.23	1146.0
2023-05-25 02:55:00	ES	Futures	4607.95	4607.95	4605.73	4606.29	1229.0
2023-05-25 03:00:00	ES	Futures	4606.29	4606.84	4599.07	4602.4	5854.0
2023-05-25 03:05:00	ES	Futures	4602.4	4603.51	4599.35	4600.18	2750.0
2023-05-25 03:10:00	ES	Futures	4600.46	4602.12	4598.52	4598.8	2431.0
2023-05-25 03:15:00	ES	Futures	4598.8	4601.85	4598.52	4600.74	1999.0
2023-05-25 03:20:00	ES	Futures	4600.74	4602.68	4598.8	4599.91	1941.0
2023-05-25 03:25:00	ES	Futures	4599.91	4601.02	4598.52	4600.46	2564.0
2023-05-25 03:30:00	ES	Futures	4600.74	4601.02	4591.86	4592.97	4634.0
2023-05-25 03:35:00	ES	Futures	4592.97	4592.97	4590.48	4592.69	3783.0
2023-05-25 03:40:00	ES	Futures	4592.97	4593.25	4588.26	4588.53	2577.0
2023-05-25 03:45:00	ES	Futures	4588.53	4591.31	4587.98	4591.03	2600.0
2023-05-25 03:50:00	ES	Futures	4591.03	4591.31	4588.81	4591.03	2363.0
2023-05-25 03:55:00	ES	Futures	4591.03	4593.53	4590.75	4591.86	1679.0
2023-05-25 04:00:00	ES	Futures	4591.86	4596.58	4591.03	4596.3	3440.0
2023-05-25 04:05:00	ES	Futures	4596.58	4599.07	4596.3	4597.96	2645.0

> showing 50 of 19,761 rows — these rows as CSV

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