PREVIEW / futures_5min / 2023-05-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-28.parquet
  size:    67 KB
  rows:    3,460

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
2023-05-28 18:00:00	ES	Futures	4703.64	4707.52	4694.48	4698.92	6612.0
2023-05-28 18:05:00	ES	Futures	4699.2	4701.14	4695.04	4696.42	2521.0
2023-05-28 18:10:00	ES	Futures	4696.42	4697.81	4694.48	4695.04	1517.0
2023-05-28 18:15:00	ES	Futures	4695.04	4696.15	4693.1	4695.04	1568.0
2023-05-28 18:20:00	ES	Futures	4695.04	4698.37	4694.48	4696.7	1154.0
2023-05-28 18:25:00	ES	Futures	4696.98	4697.26	4695.32	4696.7	708.0
2023-05-28 18:30:00	ES	Futures	4696.7	4697.81	4694.76	4695.04	808.0
2023-05-28 18:35:00	ES	Futures	4695.04	4695.59	4694.21	4694.76	527.0
2023-05-28 18:40:00	ES	Futures	4694.76	4695.32	4693.1	4693.93	720.0
2023-05-28 18:45:00	ES	Futures	4693.93	4693.93	4692.54	4693.1	631.0
2023-05-28 18:50:00	ES	Futures	4693.1	4694.48	4692.82	4693.65	748.0
2023-05-28 18:55:00	ES	Futures	4693.65	4694.48	4693.37	4693.93	451.0
2023-05-28 19:00:00	ES	Futures	4694.21	4694.48	4693.37	4693.93	194.0
2023-05-28 19:05:00	ES	Futures	4693.93	4694.76	4693.1	4693.37	445.0
2023-05-28 19:10:00	ES	Futures	4693.37	4695.59	4693.37	4694.48	470.0
2023-05-28 19:15:00	ES	Futures	4694.48	4695.32	4693.1	4695.04	556.0
2023-05-28 19:20:00	ES	Futures	4695.04	4695.59	4694.48	4694.48	235.0
2023-05-28 19:25:00	ES	Futures	4694.48	4694.48	4693.65	4694.21	278.0
2023-05-28 19:30:00	ES	Futures	4693.93	4695.04	4693.65	4694.76	237.0
2023-05-28 19:35:00	ES	Futures	4694.76	4695.59	4694.48	4694.48	363.0
2023-05-28 19:40:00	ES	Futures	4694.48	4694.48	4693.1	4693.65	391.0
2023-05-28 19:45:00	ES	Futures	4693.65	4694.21	4692.82	4693.65	634.0
2023-05-28 19:50:00	ES	Futures	4693.93	4694.76	4693.65	4694.48	293.0
2023-05-28 19:55:00	ES	Futures	4694.48	4695.59	4693.65	4693.65	739.0
2023-05-28 20:00:00	ES	Futures	4693.65	4693.93	4692.26	4693.65	1171.0
2023-05-28 20:05:00	ES	Futures	4693.65	4695.59	4693.1	4695.04	829.0
2023-05-28 20:10:00	ES	Futures	4695.32	4696.98	4695.32	4696.7	1167.0
2023-05-28 20:15:00	ES	Futures	4696.7	4697.81	4694.48	4695.04	1584.0
2023-05-28 20:20:00	ES	Futures	4694.76	4694.76	4692.26	4692.54	942.0
2023-05-28 20:25:00	ES	Futures	4692.26	4692.54	4689.77	4690.05	1644.0
2023-05-28 20:30:00	ES	Futures	4690.05	4690.05	4687.83	4687.83	1206.0
2023-05-28 20:35:00	ES	Futures	4687.83	4688.66	4686.99	4688.1	1337.0
2023-05-28 20:40:00	ES	Futures	4688.1	4689.49	4687.83	4688.66	1067.0
2023-05-28 20:45:00	ES	Futures	4688.66	4688.94	4688.1	4688.38	367.0
2023-05-28 20:50:00	ES	Futures	4688.38	4688.94	4687.55	4687.83	523.0
2023-05-28 20:55:00	ES	Futures	4687.83	4688.66	4686.99	4688.1	555.0
2023-05-28 21:00:00	ES	Futures	4688.38	4688.66	4686.72	4687.55	588.0
2023-05-28 21:05:00	ES	Futures	4687.83	4688.1	4686.16	4686.72	816.0
2023-05-28 21:10:00	ES	Futures	4686.72	4688.66	4686.72	4688.66	836.0
2023-05-28 21:15:00	ES	Futures	4688.38	4689.49	4687.27	4688.94	966.0
2023-05-28 21:20:00	ES	Futures	4688.94	4689.49	4688.1	4688.1	559.0
2023-05-28 21:25:00	ES	Futures	4688.38	4688.38	4686.72	4687.27	755.0
2023-05-28 21:30:00	ES	Futures	4687.55	4687.55	4684.5	4684.78	1331.0
2023-05-28 21:35:00	ES	Futures	4685.05	4686.44	4685.05	4685.61	670.0
2023-05-28 21:40:00	ES	Futures	4685.61	4685.61	4684.22	4684.5	532.0
2023-05-28 21:45:00	ES	Futures	4684.78	4685.89	4684.5	4685.61	466.0
2023-05-28 21:50:00	ES	Futures	4685.61	4687.27	4685.05	4685.89	551.0
2023-05-28 21:55:00	ES	Futures	4685.61	4687.27	4685.61	4686.99	515.0
2023-05-28 22:00:00	ES	Futures	4686.99	4689.21	4686.99	4688.66	631.0
2023-05-28 22:05:00	ES	Futures	4688.94	4689.21	4688.1	4688.38	564.0

> showing 50 of 3,460 rows — these rows as CSV

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