PREVIEW / futures_5min / 2023-05-31

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-31.parquet
  size:    349 KB
  rows:    20,108

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
2023-05-31 00:00:00	ES	Futures	4665.64	4665.64	4664.25	4664.25	340.0
2023-05-31 00:05:00	ES	Futures	4664.53	4665.92	4664.53	4665.36	354.0
2023-05-31 00:10:00	ES	Futures	4665.64	4666.47	4665.08	4666.19	365.0
2023-05-31 00:15:00	ES	Futures	4666.19	4666.47	4665.64	4665.92	320.0
2023-05-31 00:20:00	ES	Futures	4666.19	4666.19	4665.08	4665.64	447.0
2023-05-31 00:25:00	ES	Futures	4665.64	4666.19	4665.08	4665.36	321.0
2023-05-31 00:30:00	ES	Futures	4665.36	4666.19	4665.08	4665.36	594.0
2023-05-31 00:35:00	ES	Futures	4665.36	4665.64	4664.81	4665.64	344.0
2023-05-31 00:40:00	ES	Futures	4665.36	4665.92	4665.36	4665.36	285.0
2023-05-31 00:45:00	ES	Futures	4665.36	4665.64	4665.08	4665.08	356.0
2023-05-31 00:50:00	ES	Futures	4664.81	4665.36	4664.81	4664.81	231.0
2023-05-31 00:55:00	ES	Futures	4664.81	4665.64	4664.53	4664.81	304.0
2023-05-31 01:00:00	ES	Futures	4664.53	4664.53	4662.03	4662.59	1141.0
2023-05-31 01:05:00	ES	Futures	4662.59	4662.59	4660.92	4661.2	1116.0
2023-05-31 01:10:00	ES	Futures	4661.2	4662.59	4660.37	4662.31	1065.0
2023-05-31 01:15:00	ES	Futures	4662.31	4663.42	4661.2	4662.87	836.0
2023-05-31 01:20:00	ES	Futures	4662.87	4663.7	4662.87	4663.42	480.0
2023-05-31 01:25:00	ES	Futures	4663.7	4663.97	4661.2	4661.48	1189.0
2023-05-31 01:30:00	ES	Futures	4661.76	4662.03	4659.81	4659.81	1815.0
2023-05-31 01:35:00	ES	Futures	4659.81	4661.48	4659.54	4661.2	1029.0
2023-05-31 01:40:00	ES	Futures	4661.48	4662.31	4660.65	4661.76	888.0
2023-05-31 01:45:00	ES	Futures	4661.48	4662.31	4660.37	4662.03	736.0
2023-05-31 01:50:00	ES	Futures	4662.03	4663.42	4662.03	4663.42	927.0
2023-05-31 01:55:00	ES	Futures	4663.42	4663.7	4662.31	4662.31	1070.0
2023-05-31 02:00:00	ES	Futures	4662.31	4663.42	4659.54	4660.37	1893.0
2023-05-31 02:05:00	ES	Futures	4660.09	4660.37	4655.1	4655.1	2984.0
2023-05-31 02:10:00	ES	Futures	4655.38	4655.93	4653.44	4655.38	2674.0
2023-05-31 02:15:00	ES	Futures	4655.38	4658.15	4655.38	4657.32	1575.0
2023-05-31 02:20:00	ES	Futures	4657.32	4658.15	4655.65	4656.21	1310.0
2023-05-31 02:25:00	ES	Futures	4656.21	4657.04	4654.82	4656.76	990.0
2023-05-31 02:30:00	ES	Futures	4657.04	4659.54	4657.04	4658.15	1470.0
2023-05-31 02:35:00	ES	Futures	4658.15	4659.81	4658.15	4658.43	837.0
2023-05-31 02:40:00	ES	Futures	4658.43	4658.98	4658.15	4658.15	448.0
2023-05-31 02:45:00	ES	Futures	4658.43	4660.92	4658.15	4659.81	1660.0
2023-05-31 02:50:00	ES	Futures	4660.09	4660.37	4657.32	4657.87	891.0
2023-05-31 02:55:00	ES	Futures	4657.87	4658.43	4656.76	4657.04	1225.0
2023-05-31 03:00:00	ES	Futures	4657.04	4660.37	4654.54	4656.21	3625.0
2023-05-31 03:05:00	ES	Futures	4656.21	4663.42	4655.38	4661.48	3199.0
2023-05-31 03:10:00	ES	Futures	4661.2	4663.14	4659.54	4660.65	3085.0
2023-05-31 03:15:00	ES	Futures	4660.92	4663.97	4660.65	4662.59	2492.0
2023-05-31 03:20:00	ES	Futures	4662.59	4663.7	4658.15	4662.59	2153.0
2023-05-31 03:25:00	ES	Futures	4662.59	4665.92	4662.03	4665.08	3341.0
2023-05-31 03:30:00	ES	Futures	4664.81	4666.47	4663.7	4664.81	3024.0
2023-05-31 03:35:00	ES	Futures	4664.81	4666.75	4663.97	4665.64	1975.0
2023-05-31 03:40:00	ES	Futures	4665.64	4667.58	4664.53	4664.53	1744.0
2023-05-31 03:45:00	ES	Futures	4664.53	4665.92	4663.42	4663.97	1946.0
2023-05-31 03:50:00	ES	Futures	4663.7	4665.08	4662.31	4663.7	1780.0
2023-05-31 03:55:00	ES	Futures	4663.42	4666.19	4663.42	4664.53	1825.0
2023-05-31 04:00:00	ES	Futures	4664.53	4665.64	4661.48	4662.03	2354.0
2023-05-31 04:05:00	ES	Futures	4661.76	4666.19	4661.76	4665.64	2004.0

> showing 50 of 20,108 rows — these rows as CSV

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