PREVIEW / futures_5min / 2023-06-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-07.parquet
  size:    330 KB
  rows:    18,978

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
2023-06-07 00:00:00	ES	Futures	4763.82	4764.38	4763.27	4764.1	334.0
2023-06-07 00:05:00	ES	Futures	4763.82	4764.1	4762.99	4762.99	153.0
2023-06-07 00:10:00	ES	Futures	4763.27	4763.82	4762.99	4763.82	293.0
2023-06-07 00:15:00	ES	Futures	4763.82	4764.38	4763.82	4764.1	225.0
2023-06-07 00:20:00	ES	Futures	4764.1	4764.38	4763.82	4763.82	378.0
2023-06-07 00:25:00	ES	Futures	4763.82	4764.1	4763.54	4763.54	127.0
2023-06-07 00:30:00	ES	Futures	4763.54	4763.54	4762.99	4762.99	286.0
2023-06-07 00:35:00	ES	Futures	4762.99	4763.27	4762.44	4762.99	259.0
2023-06-07 00:40:00	ES	Futures	4762.71	4763.82	4762.71	4763.27	309.0
2023-06-07 00:45:00	ES	Futures	4763.54	4763.54	4762.71	4762.71	152.0
2023-06-07 00:50:00	ES	Futures	4762.71	4763.27	4761.05	4762.99	1810.0
2023-06-07 00:55:00	ES	Futures	4762.99	4763.54	4762.71	4762.99	453.0
2023-06-07 01:00:00	ES	Futures	4762.99	4762.99	4762.44	4762.71	574.0
2023-06-07 01:05:00	ES	Futures	4762.71	4762.71	4761.33	4761.6	466.0
2023-06-07 01:10:00	ES	Futures	4761.6	4763.27	4761.6	4763.27	383.0
2023-06-07 01:15:00	ES	Futures	4763.27	4763.27	4761.05	4761.33	356.0
2023-06-07 01:20:00	ES	Futures	4761.05	4762.71	4761.05	4761.6	358.0
2023-06-07 01:25:00	ES	Futures	4761.88	4762.16	4761.6	4761.6	202.0
2023-06-07 01:30:00	ES	Futures	4761.88	4762.71	4761.88	4762.44	328.0
2023-06-07 01:35:00	ES	Futures	4762.16	4762.99	4761.88	4762.16	781.0
2023-06-07 01:40:00	ES	Futures	4762.16	4762.16	4761.05	4761.33	423.0
2023-06-07 01:45:00	ES	Futures	4761.05	4761.6	4760.49	4761.05	444.0
2023-06-07 01:50:00	ES	Futures	4761.05	4761.33	4760.49	4760.49	436.0
2023-06-07 01:55:00	ES	Futures	4760.49	4761.33	4760.22	4761.05	953.0
2023-06-07 02:00:00	ES	Futures	4761.33	4761.88	4759.66	4759.94	1138.0
2023-06-07 02:05:00	ES	Futures	4759.94	4761.05	4759.38	4759.66	647.0
2023-06-07 02:10:00	ES	Futures	4759.94	4761.05	4759.66	4760.49	478.0
2023-06-07 02:15:00	ES	Futures	4760.77	4761.33	4760.22	4760.49	279.0
2023-06-07 02:20:00	ES	Futures	4760.49	4760.49	4759.66	4760.49	479.0
2023-06-07 02:25:00	ES	Futures	4760.49	4761.33	4760.49	4761.33	619.0
2023-06-07 02:30:00	ES	Futures	4761.05	4761.05	4760.22	4760.49	411.0
2023-06-07 02:35:00	ES	Futures	4760.49	4760.49	4759.38	4759.66	486.0
2023-06-07 02:40:00	ES	Futures	4759.66	4759.94	4758.55	4758.55	685.0
2023-06-07 02:45:00	ES	Futures	4758.83	4758.83	4756.89	4757.44	1105.0
2023-06-07 02:50:00	ES	Futures	4757.44	4758.55	4757.44	4758.55	473.0
2023-06-07 02:55:00	ES	Futures	4758.55	4759.11	4758.0	4758.55	610.0
2023-06-07 03:00:00	ES	Futures	4758.55	4759.11	4755.5	4756.89	3261.0
2023-06-07 03:05:00	ES	Futures	4756.89	4758.0	4755.78	4756.33	1491.0
2023-06-07 03:10:00	ES	Futures	4756.06	4756.89	4754.95	4756.33	1624.0
2023-06-07 03:15:00	ES	Futures	4756.61	4757.72	4755.78	4756.89	1236.0
2023-06-07 03:20:00	ES	Futures	4756.89	4756.89	4754.11	4754.67	1266.0
2023-06-07 03:25:00	ES	Futures	4754.67	4754.67	4752.45	4753.56	1766.0
2023-06-07 03:30:00	ES	Futures	4753.56	4755.5	4753.01	4754.11	1666.0
2023-06-07 03:35:00	ES	Futures	4753.84	4754.95	4752.73	4753.01	1185.0
2023-06-07 03:40:00	ES	Futures	4753.01	4753.56	4751.62	4753.28	1803.0
2023-06-07 03:45:00	ES	Futures	4753.01	4753.56	4750.79	4751.06	1502.0
2023-06-07 03:50:00	ES	Futures	4751.06	4753.01	4750.79	4753.01	1088.0
2023-06-07 03:55:00	ES	Futures	4753.01	4753.28	4751.9	4752.45	947.0
2023-06-07 04:00:00	ES	Futures	4752.45	4753.01	4751.34	4753.01	1547.0
2023-06-07 04:05:00	ES	Futures	4753.01	4753.01	4750.51	4751.62	1766.0

> showing 50 of 18,978 rows — these rows as CSV

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