PREVIEW / futures_5min / 2023-06-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-01.parquet
  size:    347 KB
  rows:    19,544

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
2023-06-01 00:00:00	ES	Futures	4651.77	4652.33	4650.94	4651.22	250.0
2023-06-01 00:05:00	ES	Futures	4651.22	4652.33	4651.22	4652.05	338.0
2023-06-01 00:10:00	ES	Futures	4652.33	4652.33	4651.77	4652.33	213.0
2023-06-01 00:15:00	ES	Futures	4652.33	4655.1	4652.05	4654.54	864.0
2023-06-01 00:20:00	ES	Futures	4654.54	4654.82	4652.88	4653.99	304.0
2023-06-01 00:25:00	ES	Futures	4654.27	4654.27	4653.16	4653.44	273.0
2023-06-01 00:30:00	ES	Futures	4653.44	4654.54	4653.16	4653.16	263.0
2023-06-01 00:35:00	ES	Futures	4653.16	4653.99	4652.6	4653.71	350.0
2023-06-01 00:40:00	ES	Futures	4653.44	4653.44	4652.6	4652.6	302.0
2023-06-01 00:45:00	ES	Futures	4652.88	4652.88	4651.77	4652.05	201.0
2023-06-01 00:50:00	ES	Futures	4652.05	4652.88	4651.77	4651.77	341.0
2023-06-01 00:55:00	ES	Futures	4652.05	4652.6	4651.77	4651.77	107.0
2023-06-01 01:00:00	ES	Futures	4651.77	4654.27	4651.77	4653.16	607.0
2023-06-01 01:05:00	ES	Futures	4652.88	4654.54	4652.6	4654.27	411.0
2023-06-01 01:10:00	ES	Futures	4654.27	4654.54	4653.16	4653.71	359.0
2023-06-01 01:15:00	ES	Futures	4653.71	4653.99	4652.88	4652.88	218.0
2023-06-01 01:20:00	ES	Futures	4652.88	4654.54	4652.88	4653.99	504.0
2023-06-01 01:25:00	ES	Futures	4653.99	4654.54	4653.16	4654.27	261.0
2023-06-01 01:30:00	ES	Futures	4654.27	4654.54	4653.44	4653.71	216.0
2023-06-01 01:35:00	ES	Futures	4653.71	4655.1	4653.16	4654.82	613.0
2023-06-01 01:40:00	ES	Futures	4654.54	4655.1	4653.44	4653.44	327.0
2023-06-01 01:45:00	ES	Futures	4653.44	4654.82	4653.44	4654.27	220.0
2023-06-01 01:50:00	ES	Futures	4653.99	4655.1	4653.71	4654.27	367.0
2023-06-01 01:55:00	ES	Futures	4654.54	4654.54	4652.88	4652.88	301.0
2023-06-01 02:00:00	ES	Futures	4652.88	4653.44	4650.38	4653.16	1349.0
2023-06-01 02:05:00	ES	Futures	4652.88	4654.82	4652.05	4654.54	824.0
2023-06-01 02:10:00	ES	Futures	4654.54	4655.93	4654.27	4655.93	757.0
2023-06-01 02:15:00	ES	Futures	4655.93	4655.93	4654.27	4654.54	540.0
2023-06-01 02:20:00	ES	Futures	4654.27	4655.1	4653.16	4654.82	456.0
2023-06-01 02:25:00	ES	Futures	4654.82	4655.65	4654.27	4655.1	421.0
2023-06-01 02:30:00	ES	Futures	4655.38	4656.49	4655.38	4655.38	969.0
2023-06-01 02:35:00	ES	Futures	4655.38	4655.65	4654.54	4655.38	488.0
2023-06-01 02:40:00	ES	Futures	4655.38	4655.38	4653.99	4655.1	1065.0
2023-06-01 02:45:00	ES	Futures	4655.1	4655.38	4654.27	4654.54	436.0
2023-06-01 02:50:00	ES	Futures	4654.27	4655.38	4653.99	4655.1	271.0
2023-06-01 02:55:00	ES	Futures	4654.82	4656.49	4654.54	4654.82	628.0
2023-06-01 03:00:00	ES	Futures	4655.1	4655.93	4652.05	4655.1	3967.0
2023-06-01 03:05:00	ES	Futures	4655.38	4658.15	4654.82	4656.49	2496.0
2023-06-01 03:10:00	ES	Futures	4656.49	4659.54	4655.93	4658.98	2050.0
2023-06-01 03:15:00	ES	Futures	4658.98	4660.09	4656.21	4656.49	2507.0
2023-06-01 03:20:00	ES	Futures	4656.49	4658.43	4655.93	4656.76	1159.0
2023-06-01 03:25:00	ES	Futures	4656.76	4659.81	4656.21	4658.7	1476.0
2023-06-01 03:30:00	ES	Futures	4658.7	4659.81	4657.32	4657.87	1614.0
2023-06-01 03:35:00	ES	Futures	4657.87	4659.26	4656.76	4657.32	1579.0
2023-06-01 03:40:00	ES	Futures	4657.32	4659.54	4656.49	4656.49	1432.0
2023-06-01 03:45:00	ES	Futures	4656.21	4657.6	4654.82	4654.82	1216.0
2023-06-01 03:50:00	ES	Futures	4655.1	4655.93	4654.27	4655.1	898.0
2023-06-01 03:55:00	ES	Futures	4655.1	4655.65	4654.27	4655.1	735.0
2023-06-01 04:00:00	ES	Futures	4655.1	4655.93	4651.49	4652.6	1783.0
2023-06-01 04:05:00	ES	Futures	4652.6	4653.44	4650.11	4652.88	2319.0

> showing 50 of 19,544 rows — these rows as CSV

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