PREVIEW / futures_5min / 2023-06-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-11.parquet
  size:    62 KB
  rows:    3,260

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
2023-06-11 18:00:00	ES	Futures	4777.69	4777.97	4776.3	4776.86	664.0
2023-06-11 18:05:00	ES	Futures	4777.13	4778.24	4776.86	4777.97	460.0
2023-06-11 18:10:00	ES	Futures	4777.97	4780.19	4777.69	4779.63	515.0
2023-06-11 18:15:00	ES	Futures	4779.35	4781.02	4779.08	4780.74	416.0
2023-06-11 18:20:00	ES	Futures	4781.02	4783.51	4780.74	4782.13	724.0
2023-06-11 18:25:00	ES	Futures	4782.13	4783.51	4782.13	4782.13	295.0
2023-06-11 18:30:00	ES	Futures	4782.4	4783.51	4782.13	4782.68	213.0
2023-06-11 18:35:00	ES	Futures	4782.96	4783.24	4782.4	4782.96	120.0
2023-06-11 18:40:00	ES	Futures	4782.96	4783.24	4781.3	4782.96	316.0
2023-06-11 18:45:00	ES	Futures	4783.24	4783.51	4782.96	4782.96	64.0
2023-06-11 18:50:00	ES	Futures	4782.96	4782.96	4782.13	4782.13	56.0
2023-06-11 18:55:00	ES	Futures	4782.4	4783.24	4782.13	4782.13	163.0
2023-06-11 19:00:00	ES	Futures	4782.4	4784.9	4782.4	4784.62	245.0
2023-06-11 19:05:00	ES	Futures	4784.35	4785.46	4784.35	4784.9	237.0
2023-06-11 19:10:00	ES	Futures	4784.9	4785.46	4784.35	4784.62	208.0
2023-06-11 19:15:00	ES	Futures	4784.62	4784.9	4783.24	4783.24	197.0
2023-06-11 19:20:00	ES	Futures	4783.24	4783.51	4782.4	4783.51	182.0
2023-06-11 19:25:00	ES	Futures	4783.24	4783.24	4781.85	4782.4	144.0
2023-06-11 19:30:00	ES	Futures	4782.4	4782.96	4780.74	4782.68	471.0
2023-06-11 19:35:00	ES	Futures	4782.96	4783.51	4782.4	4782.4	151.0
2023-06-11 19:40:00	ES	Futures	4782.4	4782.68	4781.3	4781.85	155.0
2023-06-11 19:45:00	ES	Futures	4781.85	4781.85	4779.91	4780.46	293.0
2023-06-11 19:50:00	ES	Futures	4780.46	4781.02	4779.91	4780.46	527.0
2023-06-11 19:55:00	ES	Futures	4780.19	4782.4	4780.19	4782.4	419.0
2023-06-11 20:00:00	ES	Futures	4782.13	4782.96	4781.57	4781.57	1115.0
2023-06-11 20:05:00	ES	Futures	4781.57	4782.13	4780.46	4781.85	239.0
2023-06-11 20:10:00	ES	Futures	4781.57	4782.96	4781.02	4782.68	268.0
2023-06-11 20:15:00	ES	Futures	4782.4	4783.79	4781.57	4782.68	408.0
2023-06-11 20:20:00	ES	Futures	4782.4	4782.96	4781.85	4782.4	196.0
2023-06-11 20:25:00	ES	Futures	4782.68	4783.79	4782.68	4783.51	258.0
2023-06-11 20:30:00	ES	Futures	4783.79	4784.62	4783.51	4784.35	425.0
2023-06-11 20:35:00	ES	Futures	4784.62	4785.46	4783.79	4784.35	629.0
2023-06-11 20:40:00	ES	Futures	4784.35	4785.46	4783.79	4785.18	263.0
2023-06-11 20:45:00	ES	Futures	4785.18	4785.18	4784.07	4784.35	132.0
2023-06-11 20:50:00	ES	Futures	4784.35	4784.62	4783.79	4784.07	137.0
2023-06-11 20:55:00	ES	Futures	4784.07	4784.9	4784.07	4784.35	168.0
2023-06-11 21:00:00	ES	Futures	4784.35	4784.9	4784.07	4784.62	162.0
2023-06-11 21:05:00	ES	Futures	4784.35	4784.62	4784.07	4784.62	90.0
2023-06-11 21:10:00	ES	Futures	4784.62	4785.46	4784.35	4784.62	130.0
2023-06-11 21:15:00	ES	Futures	4784.35	4784.35	4783.79	4784.07	168.0
2023-06-11 21:20:00	ES	Futures	4784.35	4784.9	4783.51	4783.79	147.0
2023-06-11 21:25:00	ES	Futures	4783.79	4783.79	4782.68	4782.68	240.0
2023-06-11 21:30:00	ES	Futures	4782.96	4783.51	4782.68	4783.24	127.0
2023-06-11 21:35:00	ES	Futures	4783.24	4783.51	4781.85	4782.68	533.0
2023-06-11 21:40:00	ES	Futures	4782.68	4783.24	4782.4	4782.96	195.0
2023-06-11 21:45:00	ES	Futures	4782.96	4782.96	4782.4	4782.68	239.0
2023-06-11 21:50:00	ES	Futures	4782.68	4783.24	4782.4	4782.68	364.0
2023-06-11 21:55:00	ES	Futures	4782.68	4782.68	4781.57	4782.13	511.0
2023-06-11 22:00:00	ES	Futures	4782.4	4782.68	4781.57	4782.13	472.0
2023-06-11 22:05:00	ES	Futures	4782.68	4782.68	4782.13	4782.4	52.0

> showing 50 of 3,260 rows — these rows as CSV

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