PREVIEW / futures_5min / 2023-06-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-09.parquet
  size:    273 KB
  rows:    15,675

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
2023-06-09 00:00:00	ES	Futures	4764.93	4764.93	4764.38	4764.65	196.0
2023-06-09 00:05:00	ES	Futures	4764.93	4764.93	4764.1	4764.38	109.0
2023-06-09 00:10:00	ES	Futures	4764.38	4764.93	4764.38	4764.65	171.0
2023-06-09 00:15:00	ES	Futures	4764.65	4764.65	4763.82	4763.82	175.0
2023-06-09 00:20:00	ES	Futures	4763.82	4764.1	4762.99	4763.54	349.0
2023-06-09 00:25:00	ES	Futures	4763.54	4763.82	4763.27	4763.82	110.0
2023-06-09 00:30:00	ES	Futures	4763.54	4764.1	4763.27	4763.54	173.0
2023-06-09 00:35:00	ES	Futures	4763.27	4763.54	4762.99	4763.27	253.0
2023-06-09 00:40:00	ES	Futures	4763.27	4763.27	4762.71	4762.99	173.0
2023-06-09 00:45:00	ES	Futures	4762.71	4762.99	4762.71	4762.71	118.0
2023-06-09 00:50:00	ES	Futures	4762.71	4762.99	4762.44	4762.71	158.0
2023-06-09 00:55:00	ES	Futures	4762.71	4762.99	4762.16	4762.44	143.0
2023-06-09 01:00:00	ES	Futures	4762.44	4762.99	4762.44	4762.71	168.0
2023-06-09 01:05:00	ES	Futures	4762.44	4762.71	4762.16	4762.71	261.0
2023-06-09 01:10:00	ES	Futures	4762.71	4762.99	4762.44	4762.71	174.0
2023-06-09 01:15:00	ES	Futures	4762.71	4763.27	4762.71	4762.71	309.0
2023-06-09 01:20:00	ES	Futures	4762.99	4763.27	4762.44	4762.44	398.0
2023-06-09 01:25:00	ES	Futures	4762.71	4762.71	4762.16	4762.44	397.0
2023-06-09 01:30:00	ES	Futures	4762.44	4763.27	4762.44	4763.27	244.0
2023-06-09 01:35:00	ES	Futures	4763.27	4764.38	4762.99	4763.54	664.0
2023-06-09 01:40:00	ES	Futures	4763.54	4765.21	4763.54	4764.65	673.0
2023-06-09 01:45:00	ES	Futures	4764.93	4765.76	4764.93	4765.21	595.0
2023-06-09 01:50:00	ES	Futures	4765.21	4765.76	4764.65	4764.93	541.0
2023-06-09 01:55:00	ES	Futures	4764.65	4765.49	4764.1	4765.21	558.0
2023-06-09 02:00:00	ES	Futures	4765.21	4765.21	4762.44	4762.99	997.0
2023-06-09 02:05:00	ES	Futures	4762.71	4762.99	4761.33	4762.16	1182.0
2023-06-09 02:10:00	ES	Futures	4762.16	4762.71	4761.88	4762.71	453.0
2023-06-09 02:15:00	ES	Futures	4762.71	4762.71	4761.33	4761.6	374.0
2023-06-09 02:20:00	ES	Futures	4761.33	4761.88	4761.05	4761.88	368.0
2023-06-09 02:25:00	ES	Futures	4761.88	4762.71	4761.88	4762.44	421.0
2023-06-09 02:30:00	ES	Futures	4762.44	4762.71	4761.05	4761.88	429.0
2023-06-09 02:35:00	ES	Futures	4761.6	4762.16	4761.33	4761.33	257.0
2023-06-09 02:40:00	ES	Futures	4761.33	4761.88	4761.05	4761.6	155.0
2023-06-09 02:45:00	ES	Futures	4761.88	4761.88	4761.05	4761.33	209.0
2023-06-09 02:50:00	ES	Futures	4761.33	4761.33	4760.49	4760.77	332.0
2023-06-09 02:55:00	ES	Futures	4760.77	4762.16	4760.49	4761.88	566.0
2023-06-09 03:00:00	ES	Futures	4761.88	4762.16	4759.66	4759.94	2190.0
2023-06-09 03:05:00	ES	Futures	4759.66	4761.6	4759.66	4760.22	1246.0
2023-06-09 03:10:00	ES	Futures	4760.22	4760.77	4757.17	4758.27	1864.0
2023-06-09 03:15:00	ES	Futures	4758.55	4758.55	4754.67	4755.22	2643.0
2023-06-09 03:20:00	ES	Futures	4754.95	4756.33	4754.39	4756.33	1233.0
2023-06-09 03:25:00	ES	Futures	4756.33	4757.44	4753.56	4754.39	2047.0
2023-06-09 03:30:00	ES	Futures	4754.39	4756.06	4752.73	4755.78	1977.0
2023-06-09 03:35:00	ES	Futures	4755.5	4756.61	4754.67	4756.61	1660.0
2023-06-09 03:40:00	ES	Futures	4756.61	4756.89	4753.28	4756.06	1727.0
2023-06-09 03:45:00	ES	Futures	4756.33	4757.72	4755.5	4757.17	1125.0
2023-06-09 03:50:00	ES	Futures	4757.17	4760.77	4756.89	4760.22	1605.0
2023-06-09 03:55:00	ES	Futures	4760.49	4760.77	4759.11	4759.94	1496.0
2023-06-09 04:00:00	ES	Futures	4760.22	4760.49	4758.55	4759.38	1465.0
2023-06-09 04:05:00	ES	Futures	4759.66	4760.22	4756.61	4756.89	1256.0

> showing 50 of 15,675 rows — these rows as CSV

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