PREVIEW / futures_5min / 2023-05-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-26.parquet
  size:    294 KB
  rows:    16,048

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
2023-05-26 00:00:00	ES	Futures	4605.45	4605.73	4604.9	4605.73	236.0
2023-05-26 00:05:00	ES	Futures	4605.45	4606.56	4605.45	4606.01	307.0
2023-05-26 00:10:00	ES	Futures	4606.29	4606.56	4605.18	4605.73	349.0
2023-05-26 00:15:00	ES	Futures	4605.73	4606.56	4605.73	4606.29	324.0
2023-05-26 00:20:00	ES	Futures	4606.29	4606.56	4605.18	4605.18	306.0
2023-05-26 00:25:00	ES	Futures	4605.18	4606.01	4604.9	4605.45	423.0
2023-05-26 00:30:00	ES	Futures	4605.45	4605.45	4604.07	4604.9	224.0
2023-05-26 00:35:00	ES	Futures	4604.9	4606.01	4604.9	4606.01	174.0
2023-05-26 00:40:00	ES	Futures	4606.01	4606.56	4605.73	4606.29	517.0
2023-05-26 00:45:00	ES	Futures	4606.56	4607.95	4606.56	4607.12	424.0
2023-05-26 00:50:00	ES	Futures	4607.12	4607.39	4606.84	4607.12	209.0
2023-05-26 00:55:00	ES	Futures	4607.39	4607.39	4606.56	4606.56	322.0
2023-05-26 01:00:00	ES	Futures	4606.84	4607.39	4606.29	4606.29	364.0
2023-05-26 01:05:00	ES	Futures	4606.56	4607.12	4605.73	4605.73	279.0
2023-05-26 01:10:00	ES	Futures	4605.73	4606.56	4605.45	4605.73	253.0
2023-05-26 01:15:00	ES	Futures	4606.01	4606.01	4605.45	4605.45	179.0
2023-05-26 01:20:00	ES	Futures	4605.73	4605.73	4604.9	4605.18	277.0
2023-05-26 01:25:00	ES	Futures	4605.18	4607.95	4605.18	4607.12	801.0
2023-05-26 01:30:00	ES	Futures	4607.39	4608.5	4607.12	4607.39	365.0
2023-05-26 01:35:00	ES	Futures	4607.67	4607.95	4607.39	4607.67	249.0
2023-05-26 01:40:00	ES	Futures	4607.39	4609.61	4607.39	4608.5	611.0
2023-05-26 01:45:00	ES	Futures	4608.5	4609.34	4608.23	4608.5	317.0
2023-05-26 01:50:00	ES	Futures	4608.23	4609.06	4607.39	4608.23	388.0
2023-05-26 01:55:00	ES	Futures	4608.5	4608.5	4606.84	4607.67	587.0
2023-05-26 02:00:00	ES	Futures	4607.39	4608.5	4606.29	4606.56	1207.0
2023-05-26 02:05:00	ES	Futures	4606.84	4608.5	4606.29	4607.67	652.0
2023-05-26 02:10:00	ES	Futures	4607.67	4610.45	4607.67	4610.45	626.0
2023-05-26 02:15:00	ES	Futures	4610.45	4612.66	4610.17	4612.39	1271.0
2023-05-26 02:20:00	ES	Futures	4612.39	4615.99	4612.11	4615.44	1190.0
2023-05-26 02:25:00	ES	Futures	4615.72	4616.55	4613.77	4614.61	1104.0
2023-05-26 02:30:00	ES	Futures	4614.33	4616.27	4613.77	4614.05	773.0
2023-05-26 02:35:00	ES	Futures	4614.05	4614.61	4613.22	4613.5	423.0
2023-05-26 02:40:00	ES	Futures	4613.5	4615.99	4613.5	4615.99	562.0
2023-05-26 02:45:00	ES	Futures	4615.72	4616.82	4614.61	4614.88	781.0
2023-05-26 02:50:00	ES	Futures	4615.16	4617.38	4614.88	4617.1	569.0
2023-05-26 02:55:00	ES	Futures	4616.82	4616.82	4615.16	4615.44	509.0
2023-05-26 03:00:00	ES	Futures	4615.44	4616.82	4613.5	4614.05	2145.0
2023-05-26 03:05:00	ES	Futures	4614.05	4614.88	4612.39	4612.66	1395.0
2023-05-26 03:10:00	ES	Futures	4612.66	4618.49	4612.66	4617.38	2183.0
2023-05-26 03:15:00	ES	Futures	4617.38	4618.21	4614.88	4616.27	1387.0
2023-05-26 03:20:00	ES	Futures	4616.27	4617.1	4612.11	4612.39	1656.0
2023-05-26 03:25:00	ES	Futures	4612.39	4612.66	4610.45	4612.66	1514.0
2023-05-26 03:30:00	ES	Futures	4612.66	4612.94	4609.34	4609.61	1503.0
2023-05-26 03:35:00	ES	Futures	4609.61	4610.17	4604.62	4604.62	2223.0
2023-05-26 03:40:00	ES	Futures	4604.62	4607.67	4602.68	4602.96	3359.0
2023-05-26 03:45:00	ES	Futures	4602.96	4606.56	4602.12	4604.9	1767.0
2023-05-26 03:50:00	ES	Futures	4605.18	4607.67	4603.23	4607.39	1396.0
2023-05-26 03:55:00	ES	Futures	4607.12	4607.39	4603.79	4604.9	1372.0
2023-05-26 04:00:00	ES	Futures	4604.9	4609.89	4604.62	4609.06	1848.0
2023-05-26 04:05:00	ES	Futures	4609.34	4609.61	4607.12	4608.78	1048.0

> showing 50 of 16,048 rows — these rows as CSV

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