PREVIEW / futures_5min / 2023-06-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-18.parquet
  size:    65 KB
  rows:    3,378

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
2023-06-18 18:00:00	ES	Futures	4895.09	4898.93	4894.81	4898.66	1171.0
2023-06-18 18:05:00	ES	Futures	4898.66	4899.2	4897.56	4898.38	428.0
2023-06-18 18:10:00	ES	Futures	4898.11	4899.48	4895.36	4897.56	1147.0
2023-06-18 18:15:00	ES	Futures	4897.56	4898.38	4896.73	4897.56	296.0
2023-06-18 18:20:00	ES	Futures	4897.56	4898.11	4895.91	4898.11	389.0
2023-06-18 18:25:00	ES	Futures	4897.83	4898.66	4897.28	4897.56	252.0
2023-06-18 18:30:00	ES	Futures	4897.83	4898.11	4896.46	4896.73	173.0
2023-06-18 18:35:00	ES	Futures	4897.01	4897.28	4896.73	4897.01	131.0
2023-06-18 18:40:00	ES	Futures	4897.01	4897.56	4896.73	4897.01	165.0
2023-06-18 18:45:00	ES	Futures	4897.28	4898.11	4897.01	4897.83	166.0
2023-06-18 18:50:00	ES	Futures	4897.56	4897.83	4897.28	4897.56	89.0
2023-06-18 18:55:00	ES	Futures	4897.28	4897.56	4897.01	4897.56	88.0
2023-06-18 19:00:00	ES	Futures	4897.56	4897.83	4897.28	4897.83	101.0
2023-06-18 19:05:00	ES	Futures	4897.56	4897.56	4897.01	4897.28	76.0
2023-06-18 19:10:00	ES	Futures	4897.28	4897.56	4896.73	4897.01	59.0
2023-06-18 19:15:00	ES	Futures	4897.28	4897.56	4896.73	4896.73	72.0
2023-06-18 19:20:00	ES	Futures	4897.01	4897.01	4896.19	4896.46	79.0
2023-06-18 19:25:00	ES	Futures	4896.46	4896.73	4896.19	4896.46	73.0
2023-06-18 19:30:00	ES	Futures	4896.73	4897.01	4896.46	4896.73	149.0
2023-06-18 19:35:00	ES	Futures	4896.46	4896.46	4894.54	4894.54	399.0
2023-06-18 19:40:00	ES	Futures	4894.26	4896.19	4893.99	4895.91	257.0
2023-06-18 19:45:00	ES	Futures	4895.91	4896.19	4894.81	4895.36	292.0
2023-06-18 19:50:00	ES	Futures	4895.36	4895.91	4893.99	4894.54	453.0
2023-06-18 19:55:00	ES	Futures	4894.54	4895.09	4893.99	4894.54	253.0
2023-06-18 20:00:00	ES	Futures	4894.26	4894.54	4890.7	4890.97	1016.0
2023-06-18 20:05:00	ES	Futures	4890.7	4891.52	4889.32	4889.32	819.0
2023-06-18 20:10:00	ES	Futures	4889.32	4890.15	4888.5	4888.77	721.0
2023-06-18 20:15:00	ES	Futures	4889.05	4889.32	4887.95	4888.5	727.0
2023-06-18 20:20:00	ES	Futures	4888.5	4889.87	4888.5	4889.32	470.0
2023-06-18 20:25:00	ES	Futures	4889.32	4889.6	4888.5	4888.5	296.0
2023-06-18 20:30:00	ES	Futures	4888.5	4888.5	4886.03	4886.85	875.0
2023-06-18 20:35:00	ES	Futures	4886.58	4888.22	4886.58	4887.13	520.0
2023-06-18 20:40:00	ES	Futures	4887.13	4887.95	4886.3	4887.13	439.0
2023-06-18 20:45:00	ES	Futures	4887.13	4888.5	4887.13	4887.95	390.0
2023-06-18 20:50:00	ES	Futures	4887.95	4888.22	4887.4	4887.68	229.0
2023-06-18 20:55:00	ES	Futures	4887.68	4888.77	4887.4	4888.77	175.0
2023-06-18 21:00:00	ES	Futures	4888.77	4889.05	4887.4	4888.5	411.0
2023-06-18 21:05:00	ES	Futures	4888.77	4889.87	4887.95	4888.22	918.0
2023-06-18 21:10:00	ES	Futures	4887.95	4888.5	4886.85	4888.22	393.0
2023-06-18 21:15:00	ES	Futures	4887.95	4889.05	4887.95	4888.5	397.0
2023-06-18 21:20:00	ES	Futures	4888.5	4889.05	4887.13	4887.13	239.0
2023-06-18 21:25:00	ES	Futures	4887.13	4887.68	4886.3	4887.13	319.0
2023-06-18 21:30:00	ES	Futures	4886.85	4888.22	4886.58	4887.4	395.0
2023-06-18 21:35:00	ES	Futures	4887.13	4887.95	4886.58	4887.4	291.0
2023-06-18 21:40:00	ES	Futures	4887.68	4887.95	4885.75	4885.75	436.0
2023-06-18 21:45:00	ES	Futures	4885.75	4887.13	4885.48	4886.85	335.0
2023-06-18 21:50:00	ES	Futures	4886.85	4887.95	4886.85	4886.85	251.0
2023-06-18 21:55:00	ES	Futures	4887.13	4887.68	4886.85	4886.85	295.0
2023-06-18 22:00:00	ES	Futures	4887.13	4887.95	4886.85	4887.68	195.0
2023-06-18 22:05:00	ES	Futures	4887.4	4888.77	4887.13	4888.22	243.0

> showing 50 of 3,378 rows — these rows as CSV

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