PREVIEW / futures_5min / 2023-06-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-04.parquet
  size:    74 KB
  rows:    3,714

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
2023-06-04 18:00:00	ES	Futures	4757.17	4759.11	4754.11	4754.95	1711.0
2023-06-04 18:05:00	ES	Futures	4755.22	4757.17	4754.39	4756.61	996.0
2023-06-04 18:10:00	ES	Futures	4756.61	4756.61	4755.22	4756.06	461.0
2023-06-04 18:15:00	ES	Futures	4756.33	4758.83	4755.78	4758.0	964.0
2023-06-04 18:20:00	ES	Futures	4758.0	4760.22	4757.44	4759.94	1343.0
2023-06-04 18:25:00	ES	Futures	4759.66	4762.44	4759.66	4762.44	1045.0
2023-06-04 18:30:00	ES	Futures	4761.88	4762.16	4759.66	4760.22	587.0
2023-06-04 18:35:00	ES	Futures	4760.22	4760.49	4758.83	4759.66	442.0
2023-06-04 18:40:00	ES	Futures	4759.38	4761.88	4759.38	4761.33	561.0
2023-06-04 18:45:00	ES	Futures	4761.33	4761.88	4760.77	4761.33	312.0
2023-06-04 18:50:00	ES	Futures	4761.33	4761.88	4761.33	4761.88	260.0
2023-06-04 18:55:00	ES	Futures	4761.6	4761.6	4760.22	4761.6	331.0
2023-06-04 19:00:00	ES	Futures	4761.6	4761.6	4760.49	4761.05	297.0
2023-06-04 19:05:00	ES	Futures	4760.77	4760.77	4759.38	4759.38	554.0
2023-06-04 19:10:00	ES	Futures	4759.11	4759.38	4756.61	4756.89	858.0
2023-06-04 19:15:00	ES	Futures	4757.17	4757.17	4754.95	4755.22	1131.0
2023-06-04 19:20:00	ES	Futures	4755.22	4756.89	4754.95	4756.06	781.0
2023-06-04 19:25:00	ES	Futures	4756.33	4756.61	4754.67	4754.95	685.0
2023-06-04 19:30:00	ES	Futures	4754.95	4756.33	4753.28	4756.06	1226.0
2023-06-04 19:35:00	ES	Futures	4756.33	4756.61	4753.01	4754.11	787.0
2023-06-04 19:40:00	ES	Futures	4754.11	4755.5	4753.84	4754.95	338.0
2023-06-04 19:45:00	ES	Futures	4754.67	4754.67	4753.28	4753.84	786.0
2023-06-04 19:50:00	ES	Futures	4753.84	4754.67	4753.01	4754.11	536.0
2023-06-04 19:55:00	ES	Futures	4754.11	4754.39	4752.73	4753.56	907.0
2023-06-04 20:00:00	ES	Futures	4753.84	4753.84	4750.23	4751.06	2421.0
2023-06-04 20:05:00	ES	Futures	4750.79	4751.34	4748.84	4749.12	1940.0
2023-06-04 20:10:00	ES	Futures	4749.12	4752.17	4748.84	4752.17	993.0
2023-06-04 20:15:00	ES	Futures	4752.17	4752.73	4751.06	4751.06	844.0
2023-06-04 20:20:00	ES	Futures	4751.34	4753.84	4751.06	4753.01	857.0
2023-06-04 20:25:00	ES	Futures	4753.28	4753.84	4753.01	4753.01	404.0
2023-06-04 20:30:00	ES	Futures	4753.28	4754.11	4753.28	4753.28	415.0
2023-06-04 20:35:00	ES	Futures	4753.01	4754.67	4753.01	4754.39	588.0
2023-06-04 20:40:00	ES	Futures	4754.39	4754.95	4754.11	4754.39	406.0
2023-06-04 20:45:00	ES	Futures	4754.67	4754.95	4754.11	4754.67	357.0
2023-06-04 20:50:00	ES	Futures	4754.95	4755.22	4754.11	4754.11	350.0
2023-06-04 20:55:00	ES	Futures	4754.11	4754.11	4752.73	4753.01	731.0
2023-06-04 21:00:00	ES	Futures	4753.28	4754.95	4753.01	4754.67	938.0
2023-06-04 21:05:00	ES	Futures	4754.95	4755.5	4753.84	4754.11	521.0
2023-06-04 21:10:00	ES	Futures	4754.11	4755.78	4754.11	4755.5	962.0
2023-06-04 21:15:00	ES	Futures	4755.5	4755.78	4751.9	4753.56	1575.0
2023-06-04 21:20:00	ES	Futures	4753.28	4753.56	4751.62	4753.01	877.0
2023-06-04 21:25:00	ES	Futures	4753.01	4753.84	4752.17	4752.45	981.0
2023-06-04 21:30:00	ES	Futures	4752.73	4753.01	4749.95	4750.23	1419.0
2023-06-04 21:35:00	ES	Futures	4750.23	4751.62	4749.68	4751.62	924.0
2023-06-04 21:40:00	ES	Futures	4751.62	4752.45	4751.34	4751.9	599.0
2023-06-04 21:45:00	ES	Futures	4751.9	4754.39	4751.9	4753.56	1079.0
2023-06-04 21:50:00	ES	Futures	4753.84	4754.39	4752.45	4752.73	794.0
2023-06-04 21:55:00	ES	Futures	4753.01	4753.84	4752.45	4753.28	338.0
2023-06-04 22:00:00	ES	Futures	4753.01	4753.56	4752.17	4752.73	336.0
2023-06-04 22:05:00	ES	Futures	4752.73	4753.56	4751.9	4752.45	362.0

> showing 50 of 3,714 rows — these rows as CSV

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