PREVIEW / futures_5min / 2023-06-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-06.parquet
  size:    321 KB
  rows:    19,024

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
2023-06-06 00:00:00	ES	Futures	4749.95	4750.23	4749.4	4749.4	295.0
2023-06-06 00:05:00	ES	Futures	4749.4	4750.23	4749.4	4749.95	199.0
2023-06-06 00:10:00	ES	Futures	4749.95	4750.51	4749.68	4750.23	294.0
2023-06-06 00:15:00	ES	Futures	4750.23	4750.23	4749.4	4749.68	207.0
2023-06-06 00:20:00	ES	Futures	4749.68	4750.51	4749.68	4750.51	261.0
2023-06-06 00:25:00	ES	Futures	4750.79	4751.62	4750.51	4751.34	512.0
2023-06-06 00:30:00	ES	Futures	4751.34	4753.01	4749.95	4752.45	1773.0
2023-06-06 00:35:00	ES	Futures	4752.73	4753.56	4751.9	4751.9	421.0
2023-06-06 00:40:00	ES	Futures	4751.9	4753.01	4751.62	4752.45	343.0
2023-06-06 00:45:00	ES	Futures	4752.17	4752.73	4751.34	4752.45	454.0
2023-06-06 00:50:00	ES	Futures	4752.45	4752.45	4751.34	4751.62	166.0
2023-06-06 00:55:00	ES	Futures	4751.62	4751.62	4750.51	4750.51	375.0
2023-06-06 01:00:00	ES	Futures	4750.79	4751.62	4749.95	4751.34	613.0
2023-06-06 01:05:00	ES	Futures	4751.06	4752.45	4751.06	4751.9	335.0
2023-06-06 01:10:00	ES	Futures	4751.9	4752.73	4751.9	4752.73	313.0
2023-06-06 01:15:00	ES	Futures	4752.73	4753.28	4752.17	4753.01	574.0
2023-06-06 01:20:00	ES	Futures	4752.73	4753.01	4751.06	4751.34	419.0
2023-06-06 01:25:00	ES	Futures	4751.34	4751.62	4750.79	4751.34	290.0
2023-06-06 01:30:00	ES	Futures	4751.62	4751.9	4750.79	4751.62	287.0
2023-06-06 01:35:00	ES	Futures	4751.34	4751.62	4750.79	4751.34	241.0
2023-06-06 01:40:00	ES	Futures	4751.06	4751.62	4749.95	4751.06	1106.0
2023-06-06 01:45:00	ES	Futures	4751.06	4751.34	4749.68	4749.95	469.0
2023-06-06 01:50:00	ES	Futures	4749.95	4751.06	4749.95	4750.23	363.0
2023-06-06 01:55:00	ES	Futures	4750.51	4750.51	4748.01	4748.01	1111.0
2023-06-06 02:00:00	ES	Futures	4748.01	4748.29	4744.96	4746.07	2042.0
2023-06-06 02:05:00	ES	Futures	4746.07	4747.46	4745.24	4746.07	1039.0
2023-06-06 02:10:00	ES	Futures	4746.07	4747.74	4746.07	4747.46	637.0
2023-06-06 02:15:00	ES	Futures	4747.46	4747.74	4746.35	4747.46	558.0
2023-06-06 02:20:00	ES	Futures	4747.46	4748.84	4747.18	4748.01	770.0
2023-06-06 02:25:00	ES	Futures	4748.29	4749.68	4748.29	4748.84	789.0
2023-06-06 02:30:00	ES	Futures	4748.84	4749.12	4747.18	4747.46	1173.0
2023-06-06 02:35:00	ES	Futures	4747.46	4748.01	4746.35	4746.35	550.0
2023-06-06 02:40:00	ES	Futures	4746.35	4747.18	4745.79	4746.07	485.0
2023-06-06 02:45:00	ES	Futures	4746.07	4746.35	4743.85	4744.13	1161.0
2023-06-06 02:50:00	ES	Futures	4744.41	4745.24	4744.13	4744.41	519.0
2023-06-06 02:55:00	ES	Futures	4744.41	4745.24	4743.3	4743.85	1093.0
2023-06-06 03:00:00	ES	Futures	4743.85	4748.29	4743.58	4746.35	3814.0
2023-06-06 03:05:00	ES	Futures	4746.35	4747.18	4744.41	4747.18	2606.0
2023-06-06 03:10:00	ES	Futures	4747.46	4748.84	4746.9	4747.74	2269.0
2023-06-06 03:15:00	ES	Futures	4747.74	4748.84	4746.35	4746.35	1035.0
2023-06-06 03:20:00	ES	Futures	4746.63	4748.57	4746.35	4747.74	1177.0
2023-06-06 03:25:00	ES	Futures	4748.01	4753.28	4748.01	4751.34	5124.0
2023-06-06 03:30:00	ES	Futures	4751.62	4753.84	4750.79	4752.17	2540.0
2023-06-06 03:35:00	ES	Futures	4752.45	4752.73	4748.01	4748.57	1714.0
2023-06-06 03:40:00	ES	Futures	4748.57	4750.51	4747.46	4749.68	1845.0
2023-06-06 03:45:00	ES	Futures	4749.68	4749.68	4748.29	4748.84	999.0
2023-06-06 03:50:00	ES	Futures	4749.12	4751.9	4748.84	4751.62	1088.0
2023-06-06 03:55:00	ES	Futures	4751.62	4751.9	4749.68	4750.51	832.0
2023-06-06 04:00:00	ES	Futures	4750.51	4753.28	4749.68	4751.34	2175.0
2023-06-06 04:05:00	ES	Futures	4751.62	4753.28	4749.12	4749.4	2041.0

> showing 50 of 19,024 rows — these rows as CSV

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