PREVIEW / futures_5min / 2023-06-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-16.parquet
  size:    291 KB
  rows:    15,903

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
2023-06-16 00:00:00	ES	Futures	4903.05	4903.32	4901.95	4902.22	570.0
2023-06-16 00:05:00	ES	Futures	4902.22	4903.32	4902.22	4903.05	265.0
2023-06-16 00:10:00	ES	Futures	4903.32	4904.42	4903.32	4904.15	533.0
2023-06-16 00:15:00	ES	Futures	4903.87	4905.52	4903.87	4905.24	575.0
2023-06-16 00:20:00	ES	Futures	4904.97	4905.52	4904.42	4904.97	322.0
2023-06-16 00:25:00	ES	Futures	4904.7	4905.24	4904.7	4905.24	273.0
2023-06-16 00:30:00	ES	Futures	4905.24	4905.52	4904.42	4904.7	375.0
2023-06-16 00:35:00	ES	Futures	4904.7	4904.97	4904.15	4904.42	348.0
2023-06-16 00:40:00	ES	Futures	4904.42	4905.52	4904.42	4905.24	323.0
2023-06-16 00:45:00	ES	Futures	4904.97	4904.97	4903.6	4903.87	398.0
2023-06-16 00:50:00	ES	Futures	4903.6	4903.87	4903.32	4903.6	290.0
2023-06-16 00:55:00	ES	Futures	4903.87	4903.87	4903.05	4903.32	231.0
2023-06-16 01:00:00	ES	Futures	4903.32	4903.32	4902.22	4902.5	635.0
2023-06-16 01:05:00	ES	Futures	4902.5	4903.6	4902.5	4902.77	423.0
2023-06-16 01:10:00	ES	Futures	4902.77	4903.6	4902.22	4903.32	219.0
2023-06-16 01:15:00	ES	Futures	4903.6	4904.15	4903.32	4903.87	176.0
2023-06-16 01:20:00	ES	Futures	4903.87	4905.52	4903.87	4905.24	497.0
2023-06-16 01:25:00	ES	Futures	4905.24	4907.17	4904.97	4904.97	849.0
2023-06-16 01:30:00	ES	Futures	4904.97	4906.89	4904.7	4906.07	481.0
2023-06-16 01:35:00	ES	Futures	4906.07	4906.62	4905.24	4906.07	365.0
2023-06-16 01:40:00	ES	Futures	4906.07	4906.89	4905.79	4906.89	375.0
2023-06-16 01:45:00	ES	Futures	4906.89	4907.17	4906.34	4906.62	474.0
2023-06-16 01:50:00	ES	Futures	4906.89	4907.17	4906.07	4906.34	518.0
2023-06-16 01:55:00	ES	Futures	4906.34	4908.26	4905.24	4907.71	1430.0
2023-06-16 02:00:00	ES	Futures	4907.44	4907.71	4902.77	4904.15	2371.0
2023-06-16 02:05:00	ES	Futures	4904.15	4905.52	4903.87	4905.24	741.0
2023-06-16 02:10:00	ES	Futures	4905.24	4906.89	4904.7	4906.89	525.0
2023-06-16 02:15:00	ES	Futures	4906.89	4909.91	4906.07	4909.36	996.0
2023-06-16 02:20:00	ES	Futures	4909.64	4911.01	4909.09	4910.46	1211.0
2023-06-16 02:25:00	ES	Futures	4910.46	4910.73	4909.09	4909.36	812.0
2023-06-16 02:30:00	ES	Futures	4909.64	4910.73	4908.26	4910.19	1013.0
2023-06-16 02:35:00	ES	Futures	4910.46	4910.73	4908.81	4908.81	610.0
2023-06-16 02:40:00	ES	Futures	4908.81	4909.09	4907.44	4908.26	1318.0
2023-06-16 02:45:00	ES	Futures	4908.26	4908.81	4907.44	4907.99	480.0
2023-06-16 02:50:00	ES	Futures	4907.99	4909.09	4907.44	4908.54	776.0
2023-06-16 02:55:00	ES	Futures	4908.54	4908.54	4906.62	4907.17	1194.0
2023-06-16 03:00:00	ES	Futures	4907.17	4907.17	4903.87	4904.97	2074.0
2023-06-16 03:05:00	ES	Futures	4904.97	4904.97	4901.95	4902.77	2007.0
2023-06-16 03:10:00	ES	Futures	4902.5	4903.6	4900.03	4900.58	2776.0
2023-06-16 03:15:00	ES	Futures	4900.58	4904.15	4900.58	4903.6	1787.0
2023-06-16 03:20:00	ES	Futures	4903.6	4905.24	4901.95	4902.22	1592.0
2023-06-16 03:25:00	ES	Futures	4901.95	4904.42	4901.95	4904.42	900.0
2023-06-16 03:30:00	ES	Futures	4904.42	4904.97	4903.05	4904.42	1432.0
2023-06-16 03:35:00	ES	Futures	4904.42	4906.62	4903.6	4904.97	1371.0
2023-06-16 03:40:00	ES	Futures	4904.7	4906.62	4904.15	4905.79	1047.0
2023-06-16 03:45:00	ES	Futures	4905.79	4907.17	4904.97	4906.07	1025.0
2023-06-16 03:50:00	ES	Futures	4906.07	4906.89	4905.24	4905.52	950.0
2023-06-16 03:55:00	ES	Futures	4905.79	4907.71	4905.24	4906.07	1505.0
2023-06-16 04:00:00	ES	Futures	4906.07	4907.99	4905.79	4906.89	1942.0
2023-06-16 04:05:00	ES	Futures	4906.62	4906.62	4905.24	4905.52	1509.0

> showing 50 of 15,903 rows — these rows as CSV

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