PREVIEW / futures_5min / 2023-06-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-14.parquet
  size:    342 KB
  rows:    19,479

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
2023-06-14 00:00:00	ES	Futures	4848.97	4848.97	4848.69	4848.97	187.0
2023-06-14 00:05:00	ES	Futures	4848.97	4848.97	4847.6	4848.42	354.0
2023-06-14 00:10:00	ES	Futures	4848.42	4848.42	4847.6	4847.87	141.0
2023-06-14 00:15:00	ES	Futures	4847.87	4848.97	4847.87	4848.97	146.0
2023-06-14 00:20:00	ES	Futures	4848.97	4850.07	4848.97	4849.79	427.0
2023-06-14 00:25:00	ES	Futures	4850.07	4850.34	4849.79	4850.07	185.0
2023-06-14 00:30:00	ES	Futures	4850.07	4850.62	4849.79	4850.34	388.0
2023-06-14 00:35:00	ES	Futures	4850.07	4850.34	4849.52	4850.07	241.0
2023-06-14 00:40:00	ES	Futures	4850.07	4850.34	4849.52	4849.79	169.0
2023-06-14 00:45:00	ES	Futures	4849.79	4850.34	4849.79	4850.07	262.0
2023-06-14 00:50:00	ES	Futures	4850.07	4850.34	4849.52	4849.79	221.0
2023-06-14 00:55:00	ES	Futures	4849.52	4850.62	4849.52	4850.34	197.0
2023-06-14 01:00:00	ES	Futures	4850.34	4850.62	4849.52	4849.79	485.0
2023-06-14 01:05:00	ES	Futures	4849.79	4850.34	4849.24	4849.24	288.0
2023-06-14 01:10:00	ES	Futures	4849.52	4850.34	4849.52	4850.34	220.0
2023-06-14 01:15:00	ES	Futures	4850.07	4850.34	4849.79	4850.07	359.0
2023-06-14 01:20:00	ES	Futures	4850.34	4851.17	4849.79	4850.62	647.0
2023-06-14 01:25:00	ES	Futures	4850.89	4851.17	4848.97	4848.97	676.0
2023-06-14 01:30:00	ES	Futures	4848.97	4848.97	4847.05	4848.15	766.0
2023-06-14 01:35:00	ES	Futures	4847.87	4849.24	4847.87	4848.15	434.0
2023-06-14 01:40:00	ES	Futures	4847.87	4848.69	4847.6	4848.42	479.0
2023-06-14 01:45:00	ES	Futures	4848.42	4851.44	4848.42	4851.44	566.0
2023-06-14 01:50:00	ES	Futures	4851.17	4851.44	4849.52	4849.79	822.0
2023-06-14 01:55:00	ES	Futures	4849.52	4850.34	4848.42	4849.79	968.0
2023-06-14 02:00:00	ES	Futures	4849.79	4850.07	4847.87	4850.07	1199.0
2023-06-14 02:05:00	ES	Futures	4850.07	4850.34	4849.52	4849.79	562.0
2023-06-14 02:10:00	ES	Futures	4849.79	4850.34	4849.52	4849.79	427.0
2023-06-14 02:15:00	ES	Futures	4849.52	4849.52	4848.15	4848.69	361.0
2023-06-14 02:20:00	ES	Futures	4848.69	4848.97	4847.87	4847.87	314.0
2023-06-14 02:25:00	ES	Futures	4847.87	4848.42	4847.32	4848.15	300.0
2023-06-14 02:30:00	ES	Futures	4848.42	4850.07	4848.15	4850.07	350.0
2023-06-14 02:35:00	ES	Futures	4849.79	4849.79	4848.97	4849.24	177.0
2023-06-14 02:40:00	ES	Futures	4848.97	4849.52	4848.15	4848.42	291.0
2023-06-14 02:45:00	ES	Futures	4848.42	4848.42	4847.6	4847.87	281.0
2023-06-14 02:50:00	ES	Futures	4847.87	4848.69	4846.77	4848.42	593.0
2023-06-14 02:55:00	ES	Futures	4848.15	4848.42	4847.32	4847.87	293.0
2023-06-14 03:00:00	ES	Futures	4847.87	4849.79	4847.87	4849.52	1449.0
2023-06-14 03:05:00	ES	Futures	4849.52	4851.71	4848.42	4851.44	1306.0
2023-06-14 03:10:00	ES	Futures	4851.17	4853.09	4850.07	4853.09	1356.0
2023-06-14 03:15:00	ES	Futures	4853.09	4858.03	4852.81	4857.75	2218.0
2023-06-14 03:20:00	ES	Futures	4857.48	4859.13	4856.11	4856.93	3110.0
2023-06-14 03:25:00	ES	Futures	4856.93	4856.93	4855.28	4856.11	1025.0
2023-06-14 03:30:00	ES	Futures	4855.83	4857.75	4855.56	4856.11	1307.0
2023-06-14 03:35:00	ES	Futures	4856.11	4859.13	4856.11	4857.75	1242.0
2023-06-14 03:40:00	ES	Futures	4858.03	4858.85	4856.93	4858.85	1156.0
2023-06-14 03:45:00	ES	Futures	4858.58	4858.85	4856.38	4856.66	1328.0
2023-06-14 03:50:00	ES	Futures	4856.66	4858.03	4856.66	4857.2	692.0
2023-06-14 03:55:00	ES	Futures	4857.2	4859.13	4856.93	4858.85	1402.0
2023-06-14 04:00:00	ES	Futures	4858.85	4859.13	4856.11	4856.66	1427.0
2023-06-14 04:05:00	ES	Futures	4856.66	4858.03	4856.38	4857.48	951.0

> showing 50 of 19,479 rows — these rows as CSV

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