PREVIEW / futures_5min / 2023-05-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-30.parquet
  size:    351 KB
  rows:    19,960

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
2023-05-30 00:00:00	ES	Futures	4684.78	4685.05	4684.5	4685.05	224.0
2023-05-30 00:05:00	ES	Futures	4685.05	4685.33	4684.78	4684.78	315.0
2023-05-30 00:10:00	ES	Futures	4684.78	4685.89	4684.78	4685.61	225.0
2023-05-30 00:15:00	ES	Futures	4685.33	4685.89	4685.05	4685.61	272.0
2023-05-30 00:20:00	ES	Futures	4685.61	4685.89	4684.5	4684.5	422.0
2023-05-30 00:25:00	ES	Futures	4684.5	4685.89	4684.5	4685.89	274.0
2023-05-30 00:30:00	ES	Futures	4685.89	4686.72	4685.89	4685.89	450.0
2023-05-30 00:35:00	ES	Futures	4686.16	4686.16	4685.61	4686.16	261.0
2023-05-30 00:40:00	ES	Futures	4685.89	4685.89	4685.33	4685.33	152.0
2023-05-30 00:45:00	ES	Futures	4685.33	4686.72	4685.33	4686.16	242.0
2023-05-30 00:50:00	ES	Futures	4686.16	4686.44	4685.89	4685.89	240.0
2023-05-30 00:55:00	ES	Futures	4685.89	4685.89	4685.61	4685.89	182.0
2023-05-30 01:00:00	ES	Futures	4685.89	4687.27	4685.61	4686.72	603.0
2023-05-30 01:05:00	ES	Futures	4686.44	4687.55	4685.61	4685.61	602.0
2023-05-30 01:10:00	ES	Futures	4685.61	4686.16	4685.05	4685.89	488.0
2023-05-30 01:15:00	ES	Futures	4685.61	4686.72	4685.33	4685.89	226.0
2023-05-30 01:20:00	ES	Futures	4685.89	4686.16	4684.78	4685.05	416.0
2023-05-30 01:25:00	ES	Futures	4685.05	4685.61	4684.5	4684.78	574.0
2023-05-30 01:30:00	ES	Futures	4684.78	4685.61	4684.5	4685.05	323.0
2023-05-30 01:35:00	ES	Futures	4685.05	4685.61	4684.5	4684.78	453.0
2023-05-30 01:40:00	ES	Futures	4684.78	4685.05	4684.5	4685.05	326.0
2023-05-30 01:45:00	ES	Futures	4684.78	4685.05	4684.22	4684.5	293.0
2023-05-30 01:50:00	ES	Futures	4684.5	4685.61	4684.22	4685.33	566.0
2023-05-30 01:55:00	ES	Futures	4685.61	4686.72	4685.61	4686.44	347.0
2023-05-30 02:00:00	ES	Futures	4686.44	4690.32	4686.16	4690.05	1437.0
2023-05-30 02:05:00	ES	Futures	4690.05	4690.05	4687.55	4689.77	1195.0
2023-05-30 02:10:00	ES	Futures	4689.49	4689.49	4688.38	4688.66	412.0
2023-05-30 02:15:00	ES	Futures	4688.66	4689.77	4688.66	4688.94	378.0
2023-05-30 02:20:00	ES	Futures	4689.21	4689.77	4688.38	4688.38	436.0
2023-05-30 02:25:00	ES	Futures	4688.38	4689.77	4688.1	4689.49	399.0
2023-05-30 02:30:00	ES	Futures	4689.49	4690.32	4689.21	4690.32	674.0
2023-05-30 02:35:00	ES	Futures	4690.32	4690.32	4687.83	4688.1	806.0
2023-05-30 02:40:00	ES	Futures	4687.83	4688.38	4686.99	4687.83	642.0
2023-05-30 02:45:00	ES	Futures	4687.83	4689.49	4687.83	4689.21	419.0
2023-05-30 02:50:00	ES	Futures	4689.21	4689.77	4689.21	4689.21	357.0
2023-05-30 02:55:00	ES	Futures	4689.21	4690.32	4689.21	4689.21	460.0
2023-05-30 03:00:00	ES	Futures	4689.49	4690.6	4684.78	4685.61	4214.0
2023-05-30 03:05:00	ES	Futures	4685.61	4691.71	4684.5	4689.21	3233.0
2023-05-30 03:10:00	ES	Futures	4689.49	4689.49	4684.5	4685.05	2698.0
2023-05-30 03:15:00	ES	Futures	4685.33	4687.83	4685.05	4685.89	1725.0
2023-05-30 03:20:00	ES	Futures	4685.89	4686.99	4684.5	4685.89	1266.0
2023-05-30 03:25:00	ES	Futures	4685.61	4688.38	4684.78	4688.1	1449.0
2023-05-30 03:30:00	ES	Futures	4688.1	4688.66	4686.16	4688.1	1735.0
2023-05-30 03:35:00	ES	Futures	4688.38	4690.32	4688.1	4690.05	1516.0
2023-05-30 03:40:00	ES	Futures	4689.77	4691.43	4689.49	4690.88	1689.0
2023-05-30 03:45:00	ES	Futures	4691.16	4692.54	4689.77	4692.54	1630.0
2023-05-30 03:50:00	ES	Futures	4692.54	4693.1	4688.66	4689.49	2752.0
2023-05-30 03:55:00	ES	Futures	4689.49	4691.71	4688.66	4691.43	1046.0
2023-05-30 04:00:00	ES	Futures	4691.71	4694.21	4690.05	4692.54	2246.0
2023-05-30 04:05:00	ES	Futures	4692.82	4694.48	4691.99	4693.65	1762.0

> showing 50 of 19,960 rows — these rows as CSV

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