PREVIEW / futures_5min / 2023-06-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-15.parquet
  size:    362 KB
  rows:    19,862

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
2023-06-15 00:00:00	ES	Futures	4851.44	4851.71	4851.17	4851.44	429.0
2023-06-15 00:05:00	ES	Futures	4851.71	4852.54	4851.17	4852.26	467.0
2023-06-15 00:10:00	ES	Futures	4851.99	4851.99	4850.89	4851.44	453.0
2023-06-15 00:15:00	ES	Futures	4851.71	4853.09	4851.44	4852.54	473.0
2023-06-15 00:20:00	ES	Futures	4852.54	4853.36	4852.26	4852.81	487.0
2023-06-15 00:25:00	ES	Futures	4852.81	4852.81	4851.71	4851.99	353.0
2023-06-15 00:30:00	ES	Futures	4851.99	4852.54	4851.17	4852.26	371.0
2023-06-15 00:35:00	ES	Futures	4852.54	4852.81	4851.99	4851.99	432.0
2023-06-15 00:40:00	ES	Futures	4851.99	4852.26	4851.44	4851.71	367.0
2023-06-15 00:45:00	ES	Futures	4851.71	4852.54	4851.71	4851.99	265.0
2023-06-15 00:50:00	ES	Futures	4851.99	4852.26	4851.99	4852.26	206.0
2023-06-15 00:55:00	ES	Futures	4851.99	4852.26	4851.44	4851.71	177.0
2023-06-15 01:00:00	ES	Futures	4851.71	4852.26	4850.07	4850.34	610.0
2023-06-15 01:05:00	ES	Futures	4850.34	4850.89	4849.52	4850.62	450.0
2023-06-15 01:10:00	ES	Futures	4850.62	4850.89	4849.24	4850.07	541.0
2023-06-15 01:15:00	ES	Futures	4850.07	4851.44	4850.07	4851.17	351.0
2023-06-15 01:20:00	ES	Futures	4851.44	4851.99	4850.62	4850.89	418.0
2023-06-15 01:25:00	ES	Futures	4850.89	4853.91	4850.62	4853.36	1136.0
2023-06-15 01:30:00	ES	Futures	4853.36	4854.73	4852.81	4853.36	746.0
2023-06-15 01:35:00	ES	Futures	4853.36	4853.91	4852.26	4852.54	838.0
2023-06-15 01:40:00	ES	Futures	4852.26	4852.54	4851.44	4851.71	693.0
2023-06-15 01:45:00	ES	Futures	4851.71	4852.81	4851.17	4851.17	651.0
2023-06-15 01:50:00	ES	Futures	4851.17	4851.44	4850.62	4850.89	845.0
2023-06-15 01:55:00	ES	Futures	4850.89	4852.26	4850.62	4851.99	1102.0
2023-06-15 02:00:00	ES	Futures	4851.71	4852.26	4848.15	4848.15	1934.0
2023-06-15 02:05:00	ES	Futures	4848.15	4850.34	4848.15	4849.52	1127.0
2023-06-15 02:10:00	ES	Futures	4849.52	4850.34	4849.52	4850.07	566.0
2023-06-15 02:15:00	ES	Futures	4849.79	4850.07	4847.05	4847.05	948.0
2023-06-15 02:20:00	ES	Futures	4847.32	4848.69	4846.77	4848.69	620.0
2023-06-15 02:25:00	ES	Futures	4848.69	4848.97	4845.4	4846.77	1086.0
2023-06-15 02:30:00	ES	Futures	4846.77	4846.77	4845.4	4845.68	654.0
2023-06-15 02:35:00	ES	Futures	4845.95	4846.22	4844.03	4845.4	1080.0
2023-06-15 02:40:00	ES	Futures	4845.4	4846.5	4845.13	4845.68	554.0
2023-06-15 02:45:00	ES	Futures	4845.68	4846.77	4845.4	4845.4	815.0
2023-06-15 02:50:00	ES	Futures	4845.68	4847.05	4845.4	4846.77	592.0
2023-06-15 02:55:00	ES	Futures	4847.05	4847.87	4846.5	4846.77	854.0
2023-06-15 03:00:00	ES	Futures	4847.05	4847.32	4841.01	4841.28	4831.0
2023-06-15 03:05:00	ES	Futures	4841.56	4843.48	4840.19	4841.56	2746.0
2023-06-15 03:10:00	ES	Futures	4841.56	4842.66	4840.19	4842.11	1731.0
2023-06-15 03:15:00	ES	Futures	4842.38	4844.58	4842.38	4844.3	1382.0
2023-06-15 03:20:00	ES	Futures	4844.3	4845.95	4844.03	4844.03	1613.0
2023-06-15 03:25:00	ES	Futures	4844.03	4844.85	4843.48	4844.85	847.0
2023-06-15 03:30:00	ES	Futures	4844.85	4846.77	4844.85	4846.5	1514.0
2023-06-15 03:35:00	ES	Futures	4846.22	4846.22	4843.48	4844.3	1115.0
2023-06-15 03:40:00	ES	Futures	4844.03	4844.85	4842.38	4844.3	1100.0
2023-06-15 03:45:00	ES	Futures	4844.3	4847.05	4844.3	4847.05	1071.0
2023-06-15 03:50:00	ES	Futures	4847.32	4847.87	4846.77	4847.6	1302.0
2023-06-15 03:55:00	ES	Futures	4847.6	4849.24	4846.77	4848.69	1316.0
2023-06-15 04:00:00	ES	Futures	4848.69	4850.34	4847.87	4849.52	2016.0
2023-06-15 04:05:00	ES	Futures	4849.52	4849.52	4846.5	4848.15	1362.0

> showing 50 of 19,862 rows — these rows as CSV

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