PREVIEW / futures_5min / 2023-06-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-08.parquet
  size:    333 KB
  rows:    19,346

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
2023-06-08 00:00:00	ES	Futures	4737.47	4737.47	4733.04	4735.25	2688.0
2023-06-08 00:05:00	ES	Futures	4735.25	4735.25	4732.48	4732.48	2015.0
2023-06-08 00:10:00	ES	Futures	4732.76	4733.87	4731.93	4733.87	980.0
2023-06-08 00:15:00	ES	Futures	4733.87	4735.25	4733.31	4734.42	708.0
2023-06-08 00:20:00	ES	Futures	4734.7	4735.25	4734.14	4734.98	495.0
2023-06-08 00:25:00	ES	Futures	4734.7	4734.98	4733.87	4734.14	379.0
2023-06-08 00:30:00	ES	Futures	4734.14	4734.42	4732.76	4733.04	762.0
2023-06-08 00:35:00	ES	Futures	4733.04	4733.59	4730.54	4730.82	1382.0
2023-06-08 00:40:00	ES	Futures	4731.09	4732.2	4729.98	4730.26	1612.0
2023-06-08 00:45:00	ES	Futures	4730.26	4731.09	4729.15	4730.26	1466.0
2023-06-08 00:50:00	ES	Futures	4730.26	4730.26	4729.43	4730.26	706.0
2023-06-08 00:55:00	ES	Futures	4730.26	4731.93	4729.98	4731.65	769.0
2023-06-08 01:00:00	ES	Futures	4731.65	4732.48	4730.82	4731.37	1033.0
2023-06-08 01:05:00	ES	Futures	4731.37	4731.93	4730.54	4731.37	523.0
2023-06-08 01:10:00	ES	Futures	4731.37	4732.48	4730.82	4732.48	653.0
2023-06-08 01:15:00	ES	Futures	4732.2	4733.59	4731.93	4733.31	434.0
2023-06-08 01:20:00	ES	Futures	4733.59	4734.14	4733.04	4733.59	563.0
2023-06-08 01:25:00	ES	Futures	4733.87	4736.36	4733.31	4736.09	881.0
2023-06-08 01:30:00	ES	Futures	4735.81	4738.03	4735.25	4736.92	2084.0
2023-06-08 01:35:00	ES	Futures	4736.92	4737.47	4734.98	4735.25	1606.0
2023-06-08 01:40:00	ES	Futures	4735.25	4736.64	4733.87	4734.14	1033.0
2023-06-08 01:45:00	ES	Futures	4734.14	4734.7	4733.59	4734.14	544.0
2023-06-08 01:50:00	ES	Futures	4733.87	4734.7	4733.59	4734.42	524.0
2023-06-08 01:55:00	ES	Futures	4734.42	4737.2	4734.14	4736.92	1322.0
2023-06-08 02:00:00	ES	Futures	4736.64	4736.64	4733.04	4734.7	1529.0
2023-06-08 02:05:00	ES	Futures	4734.42	4735.25	4733.31	4733.31	1635.0
2023-06-08 02:10:00	ES	Futures	4733.04	4733.31	4731.37	4731.65	928.0
2023-06-08 02:15:00	ES	Futures	4731.65	4735.53	4731.65	4735.53	1276.0
2023-06-08 02:20:00	ES	Futures	4735.53	4736.09	4734.7	4735.25	817.0
2023-06-08 02:25:00	ES	Futures	4734.98	4735.25	4734.42	4734.42	1083.0
2023-06-08 02:30:00	ES	Futures	4734.7	4735.53	4734.7	4735.53	506.0
2023-06-08 02:35:00	ES	Futures	4735.53	4735.81	4734.14	4734.7	702.0
2023-06-08 02:40:00	ES	Futures	4734.7	4735.25	4733.59	4733.59	895.0
2023-06-08 02:45:00	ES	Futures	4733.87	4736.36	4733.59	4736.09	782.0
2023-06-08 02:50:00	ES	Futures	4735.81	4736.09	4734.7	4734.98	597.0
2023-06-08 02:55:00	ES	Futures	4735.25	4735.53	4733.04	4734.14	981.0
2023-06-08 03:00:00	ES	Futures	4734.14	4735.81	4731.93	4734.14	5074.0
2023-06-08 03:05:00	ES	Futures	4734.14	4736.36	4733.04	4735.81	2615.0
2023-06-08 03:10:00	ES	Futures	4735.53	4737.75	4735.25	4735.53	2312.0
2023-06-08 03:15:00	ES	Futures	4735.53	4736.64	4734.42	4734.98	1726.0
2023-06-08 03:20:00	ES	Futures	4734.98	4736.36	4734.14	4735.81	2010.0
2023-06-08 03:25:00	ES	Futures	4735.81	4736.92	4735.25	4736.09	1071.0
2023-06-08 03:30:00	ES	Futures	4736.09	4739.97	4736.09	4738.03	2949.0
2023-06-08 03:35:00	ES	Futures	4738.31	4739.69	4737.47	4738.58	1697.0
2023-06-08 03:40:00	ES	Futures	4738.86	4741.08	4738.58	4739.69	2080.0
2023-06-08 03:45:00	ES	Futures	4739.69	4741.08	4739.69	4740.8	1315.0
2023-06-08 03:50:00	ES	Futures	4740.8	4740.8	4739.41	4739.69	1147.0
2023-06-08 03:55:00	ES	Futures	4739.97	4740.25	4738.58	4738.86	1119.0
2023-06-08 04:00:00	ES	Futures	4739.14	4739.97	4737.47	4738.03	1043.0
2023-06-08 04:05:00	ES	Futures	4738.03	4741.36	4737.47	4741.08	1053.0

> showing 50 of 19,346 rows — these rows as CSV

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