PREVIEW / futures_5min / 2023-06-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-05.parquet
  size:    325 KB
  rows:    19,135

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
2023-06-05 00:00:00	ES	Futures	4752.73	4753.28	4752.17	4752.73	231.0
2023-06-05 00:05:00	ES	Futures	4753.01	4753.01	4751.9	4752.17	329.0
2023-06-05 00:10:00	ES	Futures	4752.45	4752.45	4751.34	4751.9	518.0
2023-06-05 00:15:00	ES	Futures	4751.9	4752.45	4751.9	4752.45	271.0
2023-06-05 00:20:00	ES	Futures	4752.45	4752.45	4751.9	4751.9	220.0
2023-06-05 00:25:00	ES	Futures	4751.9	4751.9	4750.79	4750.79	272.0
2023-06-05 00:30:00	ES	Futures	4751.06	4751.9	4750.23	4750.51	863.0
2023-06-05 00:35:00	ES	Futures	4750.79	4751.06	4749.95	4750.51	286.0
2023-06-05 00:40:00	ES	Futures	4750.23	4750.79	4749.95	4750.51	244.0
2023-06-05 00:45:00	ES	Futures	4750.51	4750.79	4750.23	4750.51	125.0
2023-06-05 00:50:00	ES	Futures	4750.79	4752.17	4750.51	4752.17	634.0
2023-06-05 00:55:00	ES	Futures	4751.9	4752.73	4751.62	4752.17	485.0
2023-06-05 01:00:00	ES	Futures	4752.45	4752.45	4750.79	4751.34	526.0
2023-06-05 01:05:00	ES	Futures	4751.62	4752.73	4751.62	4752.45	312.0
2023-06-05 01:10:00	ES	Futures	4752.17	4753.01	4751.62	4752.73	518.0
2023-06-05 01:15:00	ES	Futures	4752.45	4752.45	4751.34	4751.9	406.0
2023-06-05 01:20:00	ES	Futures	4751.62	4752.17	4751.34	4751.34	752.0
2023-06-05 01:25:00	ES	Futures	4751.62	4751.9	4750.79	4751.62	251.0
2023-06-05 01:30:00	ES	Futures	4751.62	4752.17	4751.34	4752.17	411.0
2023-06-05 01:35:00	ES	Futures	4751.9	4754.39	4751.9	4753.84	530.0
2023-06-05 01:40:00	ES	Futures	4753.84	4755.22	4753.28	4754.39	889.0
2023-06-05 01:45:00	ES	Futures	4754.39	4754.95	4753.84	4754.95	374.0
2023-06-05 01:50:00	ES	Futures	4754.67	4754.67	4754.11	4754.39	329.0
2023-06-05 01:55:00	ES	Futures	4754.11	4754.67	4753.56	4754.39	441.0
2023-06-05 02:00:00	ES	Futures	4754.39	4755.22	4753.28	4754.39	1135.0
2023-06-05 02:05:00	ES	Futures	4754.39	4755.78	4754.39	4754.95	790.0
2023-06-05 02:10:00	ES	Futures	4755.22	4756.89	4754.95	4755.22	598.0
2023-06-05 02:15:00	ES	Futures	4755.22	4756.06	4754.67	4755.22	431.0
2023-06-05 02:20:00	ES	Futures	4755.5	4756.89	4755.22	4755.78	478.0
2023-06-05 02:25:00	ES	Futures	4755.78	4756.06	4754.95	4755.22	403.0
2023-06-05 02:30:00	ES	Futures	4755.22	4755.5	4754.39	4755.22	370.0
2023-06-05 02:35:00	ES	Futures	4755.22	4755.22	4754.39	4754.95	276.0
2023-06-05 02:40:00	ES	Futures	4754.95	4755.22	4754.39	4755.22	346.0
2023-06-05 02:45:00	ES	Futures	4755.22	4755.5	4754.11	4754.11	604.0
2023-06-05 02:50:00	ES	Futures	4754.39	4755.22	4753.84	4754.95	613.0
2023-06-05 02:55:00	ES	Futures	4754.67	4756.33	4754.67	4756.33	592.0
2023-06-05 03:00:00	ES	Futures	4756.33	4756.89	4753.01	4753.28	3280.0
2023-06-05 03:05:00	ES	Futures	4753.28	4755.5	4753.01	4754.95	1947.0
2023-06-05 03:10:00	ES	Futures	4754.95	4756.61	4754.39	4755.78	1671.0
2023-06-05 03:15:00	ES	Futures	4755.5	4758.0	4754.67	4758.0	2540.0
2023-06-05 03:20:00	ES	Futures	4758.0	4758.27	4755.78	4757.17	1604.0
2023-06-05 03:25:00	ES	Futures	4757.17	4759.38	4756.89	4758.83	1616.0
2023-06-05 03:30:00	ES	Futures	4758.55	4761.6	4758.27	4760.77	2439.0
2023-06-05 03:35:00	ES	Futures	4760.77	4761.88	4759.66	4760.77	2161.0
2023-06-05 03:40:00	ES	Futures	4760.77	4761.33	4758.27	4759.66	1782.0
2023-06-05 03:45:00	ES	Futures	4759.38	4759.94	4758.55	4759.38	1343.0
2023-06-05 03:50:00	ES	Futures	4759.38	4759.66	4757.17	4758.27	1432.0
2023-06-05 03:55:00	ES	Futures	4758.27	4759.66	4758.0	4758.83	1032.0
2023-06-05 04:00:00	ES	Futures	4758.83	4760.77	4758.55	4759.94	1646.0
2023-06-05 04:05:00	ES	Futures	4759.94	4760.77	4758.55	4759.11	1183.0

> showing 50 of 19,135 rows — these rows as CSV

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