PREVIEW / futures_5min / 2023-05-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-29.parquet
  size:    209 KB
  rows:    14,156

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
2023-05-29 00:00:00	ES	Futures	4683.94	4685.05	4683.39	4684.5	473.0
2023-05-29 00:05:00	ES	Futures	4684.5	4685.05	4684.22	4684.78	346.0
2023-05-29 00:10:00	ES	Futures	4684.5	4684.78	4684.22	4684.78	181.0
2023-05-29 00:15:00	ES	Futures	4684.78	4685.05	4684.5	4684.78	234.0
2023-05-29 00:20:00	ES	Futures	4684.78	4684.78	4683.94	4684.5	297.0
2023-05-29 00:25:00	ES	Futures	4684.5	4685.05	4683.94	4684.5	282.0
2023-05-29 00:30:00	ES	Futures	4684.22	4685.89	4684.22	4685.89	332.0
2023-05-29 00:35:00	ES	Futures	4685.61	4686.16	4685.33	4686.16	255.0
2023-05-29 00:40:00	ES	Futures	4686.16	4686.16	4685.61	4685.89	194.0
2023-05-29 00:45:00	ES	Futures	4686.16	4686.44	4685.61	4685.89	221.0
2023-05-29 00:50:00	ES	Futures	4685.89	4686.72	4685.61	4686.72	205.0
2023-05-29 00:55:00	ES	Futures	4686.72	4686.99	4686.44	4686.99	317.0
2023-05-29 01:00:00	ES	Futures	4686.99	4686.99	4685.05	4685.33	733.0
2023-05-29 01:05:00	ES	Futures	4685.33	4685.61	4684.5	4685.61	357.0
2023-05-29 01:10:00	ES	Futures	4685.89	4687.27	4685.89	4686.72	544.0
2023-05-29 01:15:00	ES	Futures	4686.72	4686.99	4685.33	4685.33	315.0
2023-05-29 01:20:00	ES	Futures	4685.61	4686.99	4685.05	4686.72	512.0
2023-05-29 01:25:00	ES	Futures	4686.72	4687.27	4686.44	4686.99	182.0
2023-05-29 01:30:00	ES	Futures	4686.99	4687.55	4686.72	4687.27	246.0
2023-05-29 01:35:00	ES	Futures	4687.27	4688.66	4686.99	4687.27	659.0
2023-05-29 01:40:00	ES	Futures	4686.99	4688.38	4686.99	4688.38	324.0
2023-05-29 01:45:00	ES	Futures	4688.66	4688.94	4688.1	4688.1	520.0
2023-05-29 01:50:00	ES	Futures	4688.38	4688.94	4688.38	4688.66	272.0
2023-05-29 01:55:00	ES	Futures	4688.94	4689.77	4688.66	4689.49	663.0
2023-05-29 02:00:00	ES	Futures	4689.49	4689.77	4687.55	4688.94	950.0
2023-05-29 02:05:00	ES	Futures	4689.21	4689.21	4687.83	4688.66	440.0
2023-05-29 02:10:00	ES	Futures	4688.38	4690.6	4687.83	4690.05	761.0
2023-05-29 02:15:00	ES	Futures	4689.77	4690.05	4688.38	4688.66	459.0
2023-05-29 02:20:00	ES	Futures	4688.66	4690.05	4687.83	4689.77	613.0
2023-05-29 02:25:00	ES	Futures	4689.77	4690.6	4689.49	4690.05	375.0
2023-05-29 02:30:00	ES	Futures	4690.05	4693.37	4689.77	4692.54	1196.0
2023-05-29 02:35:00	ES	Futures	4692.54	4694.48	4692.26	4693.37	1015.0
2023-05-29 02:40:00	ES	Futures	4693.37	4694.48	4692.82	4694.21	743.0
2023-05-29 02:45:00	ES	Futures	4694.21	4694.21	4692.82	4693.37	546.0
2023-05-29 02:50:00	ES	Futures	4693.37	4693.93	4693.1	4693.37	448.0
2023-05-29 02:55:00	ES	Futures	4693.37	4695.32	4693.37	4694.48	582.0
2023-05-29 03:00:00	ES	Futures	4694.76	4695.04	4693.1	4693.93	1186.0
2023-05-29 03:05:00	ES	Futures	4693.65	4693.65	4690.32	4690.6	1456.0
2023-05-29 03:10:00	ES	Futures	4690.6	4693.65	4690.32	4692.54	767.0
2023-05-29 03:15:00	ES	Futures	4692.54	4693.93	4691.99	4693.1	658.0
2023-05-29 03:20:00	ES	Futures	4693.37	4695.59	4693.37	4695.04	1008.0
2023-05-29 03:25:00	ES	Futures	4695.32	4695.32	4692.26	4693.65	748.0
2023-05-29 03:30:00	ES	Futures	4693.65	4694.76	4690.88	4691.43	921.0
2023-05-29 03:35:00	ES	Futures	4691.43	4692.54	4690.88	4691.43	432.0
2023-05-29 03:40:00	ES	Futures	4691.43	4691.71	4689.49	4690.05	829.0
2023-05-29 03:45:00	ES	Futures	4690.05	4691.71	4689.77	4691.16	551.0
2023-05-29 03:50:00	ES	Futures	4691.43	4691.71	4690.32	4690.88	570.0
2023-05-29 03:55:00	ES	Futures	4690.6	4690.6	4688.38	4689.21	889.0
2023-05-29 04:00:00	ES	Futures	4688.94	4690.88	4688.94	4689.77	630.0
2023-05-29 04:05:00	ES	Futures	4690.05	4690.88	4689.49	4690.05	272.0

> showing 50 of 14,156 rows — these rows as CSV

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