PREVIEW / futures_5min / 2023-06-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-13.parquet
  size:    331 KB
  rows:    18,936

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
2023-06-13 00:00:00	ES	Futures	4828.45	4829.28	4828.45	4829.28	97.0
2023-06-13 00:05:00	ES	Futures	4829.0	4830.11	4828.72	4829.28	207.0
2023-06-13 00:10:00	ES	Futures	4829.0	4829.0	4828.17	4828.72	128.0
2023-06-13 00:15:00	ES	Futures	4828.72	4829.28	4828.45	4828.72	87.0
2023-06-13 00:20:00	ES	Futures	4828.72	4829.0	4828.17	4828.45	129.0
2023-06-13 00:25:00	ES	Futures	4828.72	4828.72	4827.61	4827.89	191.0
2023-06-13 00:30:00	ES	Futures	4828.17	4828.72	4827.89	4828.72	115.0
2023-06-13 00:35:00	ES	Futures	4828.72	4828.72	4828.17	4828.17	105.0
2023-06-13 00:40:00	ES	Futures	4828.72	4829.28	4828.17	4829.0	109.0
2023-06-13 00:45:00	ES	Futures	4829.0	4829.28	4827.89	4828.17	122.0
2023-06-13 00:50:00	ES	Futures	4828.17	4828.45	4827.61	4828.17	106.0
2023-06-13 00:55:00	ES	Futures	4828.17	4828.45	4827.61	4828.17	74.0
2023-06-13 01:00:00	ES	Futures	4827.61	4829.28	4827.34	4828.17	500.0
2023-06-13 01:05:00	ES	Futures	4828.45	4829.0	4828.17	4828.17	128.0
2023-06-13 01:10:00	ES	Futures	4828.17	4828.45	4827.61	4828.45	79.0
2023-06-13 01:15:00	ES	Futures	4828.45	4828.45	4827.34	4827.34	83.0
2023-06-13 01:20:00	ES	Futures	4827.34	4828.17	4827.34	4827.89	54.0
2023-06-13 01:25:00	ES	Futures	4828.17	4828.45	4827.61	4827.61	75.0
2023-06-13 01:30:00	ES	Futures	4827.61	4828.72	4827.34	4828.45	185.0
2023-06-13 01:35:00	ES	Futures	4828.45	4829.0	4828.17	4829.0	88.0
2023-06-13 01:40:00	ES	Futures	4829.0	4829.0	4827.89	4827.89	92.0
2023-06-13 01:45:00	ES	Futures	4827.89	4828.17	4827.06	4827.89	169.0
2023-06-13 01:50:00	ES	Futures	4827.89	4830.11	4827.61	4828.72	342.0
2023-06-13 01:55:00	ES	Futures	4828.72	4830.39	4828.72	4829.55	423.0
2023-06-13 02:00:00	ES	Futures	4829.55	4829.55	4827.89	4829.28	541.0
2023-06-13 02:05:00	ES	Futures	4829.55	4832.05	4829.28	4831.77	374.0
2023-06-13 02:10:00	ES	Futures	4832.05	4833.44	4831.5	4831.5	697.0
2023-06-13 02:15:00	ES	Futures	4831.77	4832.05	4831.22	4831.22	342.0
2023-06-13 02:20:00	ES	Futures	4831.22	4834.82	4831.22	4834.27	937.0
2023-06-13 02:25:00	ES	Futures	4834.27	4834.55	4832.33	4832.33	456.0
2023-06-13 02:30:00	ES	Futures	4832.33	4834.27	4832.05	4833.71	324.0
2023-06-13 02:35:00	ES	Futures	4833.99	4833.99	4831.77	4832.33	448.0
2023-06-13 02:40:00	ES	Futures	4832.05	4832.33	4831.22	4832.05	138.0
2023-06-13 02:45:00	ES	Futures	4832.05	4832.61	4831.5	4831.5	326.0
2023-06-13 02:50:00	ES	Futures	4831.77	4832.61	4831.22	4832.33	267.0
2023-06-13 02:55:00	ES	Futures	4832.05	4832.61	4831.5	4831.77	193.0
2023-06-13 03:00:00	ES	Futures	4831.5	4831.5	4828.45	4829.55	1148.0
2023-06-13 03:05:00	ES	Futures	4829.55	4830.66	4829.0	4829.83	959.0
2023-06-13 03:10:00	ES	Futures	4829.83	4829.83	4827.61	4829.0	684.0
2023-06-13 03:15:00	ES	Futures	4829.0	4829.55	4828.17	4829.55	568.0
2023-06-13 03:20:00	ES	Futures	4829.28	4830.11	4827.06	4827.89	700.0
2023-06-13 03:25:00	ES	Futures	4828.17	4829.55	4827.89	4829.0	647.0
2023-06-13 03:30:00	ES	Futures	4829.0	4831.22	4829.0	4830.66	618.0
2023-06-13 03:35:00	ES	Futures	4830.94	4834.27	4830.66	4832.88	771.0
2023-06-13 03:40:00	ES	Futures	4833.16	4833.16	4832.05	4833.16	381.0
2023-06-13 03:45:00	ES	Futures	4833.44	4834.27	4833.16	4833.44	491.0
2023-06-13 03:50:00	ES	Futures	4833.44	4833.44	4829.55	4829.83	555.0
2023-06-13 03:55:00	ES	Futures	4829.83	4830.11	4827.06	4829.28	726.0
2023-06-13 04:00:00	ES	Futures	4829.0	4829.28	4827.06	4828.72	495.0
2023-06-13 04:05:00	ES	Futures	4829.0	4830.11	4828.45	4828.72	269.0

> showing 50 of 18,936 rows — these rows as CSV

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