PREVIEW / futures_5min / 2023-06-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-12.parquet
  size:    307 KB
  rows:    18,033

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
2023-06-12 00:00:00	ES	Futures	4781.3	4781.3	4780.46	4780.74	256.0
2023-06-12 00:05:00	ES	Futures	4780.46	4781.57	4780.46	4781.02	69.0
2023-06-12 00:10:00	ES	Futures	4781.02	4781.02	4780.74	4780.74	146.0
2023-06-12 00:15:00	ES	Futures	4780.74	4781.02	4779.63	4779.91	233.0
2023-06-12 00:20:00	ES	Futures	4779.91	4780.19	4779.63	4780.19	102.0
2023-06-12 00:25:00	ES	Futures	4779.91	4780.46	4779.63	4779.63	307.0
2023-06-12 00:30:00	ES	Futures	4779.91	4780.46	4779.63	4779.91	180.0
2023-06-12 00:35:00	ES	Futures	4779.63	4779.91	4779.35	4779.63	81.0
2023-06-12 00:40:00	ES	Futures	4779.63	4779.91	4779.63	4779.63	86.0
2023-06-12 00:45:00	ES	Futures	4779.63	4780.19	4779.63	4780.19	80.0
2023-06-12 00:50:00	ES	Futures	4780.19	4780.46	4780.19	4780.19	39.0
2023-06-12 00:55:00	ES	Futures	4780.46	4781.3	4780.19	4781.02	182.0
2023-06-12 01:00:00	ES	Futures	4781.02	4782.13	4780.74	4782.13	140.0
2023-06-12 01:05:00	ES	Futures	4782.13	4783.24	4781.85	4783.24	211.0
2023-06-12 01:10:00	ES	Futures	4783.24	4783.79	4781.85	4782.96	354.0
2023-06-12 01:15:00	ES	Futures	4782.96	4784.07	4782.96	4784.07	127.0
2023-06-12 01:20:00	ES	Futures	4784.07	4784.07	4783.51	4783.79	145.0
2023-06-12 01:25:00	ES	Futures	4783.51	4784.07	4783.51	4784.07	85.0
2023-06-12 01:30:00	ES	Futures	4784.07	4784.07	4783.24	4783.51	160.0
2023-06-12 01:35:00	ES	Futures	4783.24	4783.24	4782.13	4782.96	303.0
2023-06-12 01:40:00	ES	Futures	4782.68	4782.96	4781.57	4781.57	273.0
2023-06-12 01:45:00	ES	Futures	4781.57	4782.13	4781.3	4781.85	179.0
2023-06-12 01:50:00	ES	Futures	4781.57	4783.79	4781.57	4783.51	202.0
2023-06-12 01:55:00	ES	Futures	4783.51	4784.07	4782.96	4784.07	373.0
2023-06-12 02:00:00	ES	Futures	4783.79	4783.79	4782.13	4782.68	517.0
2023-06-12 02:05:00	ES	Futures	4782.68	4783.79	4782.68	4783.51	233.0
2023-06-12 02:10:00	ES	Futures	4783.79	4784.07	4783.24	4783.79	144.0
2023-06-12 02:15:00	ES	Futures	4783.79	4786.56	4783.51	4786.01	966.0
2023-06-12 02:20:00	ES	Futures	4786.29	4787.12	4785.18	4787.12	454.0
2023-06-12 02:25:00	ES	Futures	4787.12	4788.23	4787.12	4788.23	247.0
2023-06-12 02:30:00	ES	Futures	4788.23	4788.23	4787.12	4787.12	254.0
2023-06-12 02:35:00	ES	Futures	4787.4	4788.23	4787.4	4787.95	86.0
2023-06-12 02:40:00	ES	Futures	4788.23	4788.51	4787.12	4787.95	319.0
2023-06-12 02:45:00	ES	Futures	4787.67	4787.95	4787.12	4787.67	202.0
2023-06-12 02:50:00	ES	Futures	4787.4	4787.4	4786.84	4787.4	142.0
2023-06-12 02:55:00	ES	Futures	4787.4	4789.06	4787.12	4788.51	191.0
2023-06-12 03:00:00	ES	Futures	4788.51	4789.34	4787.4	4789.06	1099.0
2023-06-12 03:05:00	ES	Futures	4788.78	4789.62	4786.56	4787.12	845.0
2023-06-12 03:10:00	ES	Futures	4787.12	4787.4	4784.35	4786.84	1799.0
2023-06-12 03:15:00	ES	Futures	4786.84	4788.51	4784.9	4786.84	1247.0
2023-06-12 03:20:00	ES	Futures	4786.84	4788.23	4786.56	4787.4	489.0
2023-06-12 03:25:00	ES	Futures	4787.4	4787.4	4784.9	4786.56	595.0
2023-06-12 03:30:00	ES	Futures	4786.56	4789.62	4786.01	4789.06	804.0
2023-06-12 03:35:00	ES	Futures	4789.06	4790.17	4787.12	4789.89	1021.0
2023-06-12 03:40:00	ES	Futures	4789.89	4790.17	4789.06	4789.62	533.0
2023-06-12 03:45:00	ES	Futures	4789.89	4791.0	4789.34	4790.45	796.0
2023-06-12 03:50:00	ES	Futures	4790.45	4792.39	4790.45	4791.56	1634.0
2023-06-12 03:55:00	ES	Futures	4791.56	4792.11	4790.45	4791.83	733.0
2023-06-12 04:00:00	ES	Futures	4792.11	4794.89	4792.11	4793.22	2086.0
2023-06-12 04:05:00	ES	Futures	4793.22	4794.05	4792.11	4792.39	771.0

> showing 50 of 18,033 rows — these rows as CSV

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