PREVIEW / futures_5min / 2023-06-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-19.parquet
  size:    244 KB
  rows:    15,249

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
2023-06-19 00:00:00	ES	Futures	4885.48	4885.48	4883.56	4884.38	747.0
2023-06-19 00:05:00	ES	Futures	4884.66	4885.2	4883.83	4885.2	245.0
2023-06-19 00:10:00	ES	Futures	4884.93	4885.2	4884.11	4884.38	252.0
2023-06-19 00:15:00	ES	Futures	4884.38	4885.48	4883.83	4883.83	489.0
2023-06-19 00:20:00	ES	Futures	4884.11	4885.75	4884.11	4885.2	224.0
2023-06-19 00:25:00	ES	Futures	4884.93	4886.03	4884.66	4884.66	283.0
2023-06-19 00:30:00	ES	Futures	4884.66	4884.93	4884.11	4884.93	291.0
2023-06-19 00:35:00	ES	Futures	4884.93	4885.2	4884.38	4885.2	107.0
2023-06-19 00:40:00	ES	Futures	4885.2	4885.75	4884.93	4885.2	146.0
2023-06-19 00:45:00	ES	Futures	4885.2	4885.2	4884.38	4884.38	185.0
2023-06-19 00:50:00	ES	Futures	4884.11	4884.11	4883.01	4884.11	511.0
2023-06-19 00:55:00	ES	Futures	4884.38	4884.38	4883.56	4883.83	143.0
2023-06-19 01:00:00	ES	Futures	4883.83	4883.83	4883.01	4883.56	410.0
2023-06-19 01:05:00	ES	Futures	4883.56	4884.93	4883.56	4884.66	383.0
2023-06-19 01:10:00	ES	Futures	4884.66	4886.03	4884.38	4884.93	291.0
2023-06-19 01:15:00	ES	Futures	4884.93	4884.93	4884.11	4884.66	156.0
2023-06-19 01:20:00	ES	Futures	4884.66	4886.3	4884.38	4885.75	510.0
2023-06-19 01:25:00	ES	Futures	4885.75	4886.03	4884.93	4886.03	211.0
2023-06-19 01:30:00	ES	Futures	4886.3	4887.68	4886.3	4887.68	375.0
2023-06-19 01:35:00	ES	Futures	4887.68	4887.95	4887.13	4887.68	357.0
2023-06-19 01:40:00	ES	Futures	4887.68	4889.6	4887.68	4889.6	647.0
2023-06-19 01:45:00	ES	Futures	4889.32	4889.87	4889.05	4889.6	458.0
2023-06-19 01:50:00	ES	Futures	4889.6	4889.87	4889.05	4889.05	194.0
2023-06-19 01:55:00	ES	Futures	4889.32	4890.15	4889.05	4889.87	496.0
2023-06-19 02:00:00	ES	Futures	4889.87	4890.42	4888.5	4889.05	696.0
2023-06-19 02:05:00	ES	Futures	4889.05	4889.6	4888.77	4889.32	391.0
2023-06-19 02:10:00	ES	Futures	4889.32	4891.24	4889.05	4890.97	616.0
2023-06-19 02:15:00	ES	Futures	4890.97	4890.97	4890.15	4890.7	238.0
2023-06-19 02:20:00	ES	Futures	4890.42	4890.42	4889.05	4889.87	276.0
2023-06-19 02:25:00	ES	Futures	4889.87	4890.7	4888.77	4888.77	397.0
2023-06-19 02:30:00	ES	Futures	4889.05	4889.32	4888.22	4888.77	284.0
2023-06-19 02:35:00	ES	Futures	4888.77	4889.87	4888.77	4889.6	240.0
2023-06-19 02:40:00	ES	Futures	4889.87	4890.97	4889.32	4889.32	536.0
2023-06-19 02:45:00	ES	Futures	4889.6	4889.6	4889.05	4889.05	199.0
2023-06-19 02:50:00	ES	Futures	4889.05	4890.15	4889.05	4889.32	452.0
2023-06-19 02:55:00	ES	Futures	4889.6	4890.42	4889.05	4889.32	526.0
2023-06-19 03:00:00	ES	Futures	4889.6	4890.7	4887.13	4889.32	1757.0
2023-06-19 03:05:00	ES	Futures	4889.05	4891.24	4887.95	4890.7	1244.0
2023-06-19 03:10:00	ES	Futures	4890.7	4892.89	4890.42	4892.34	1174.0
2023-06-19 03:15:00	ES	Futures	4892.07	4892.62	4890.7	4892.34	1139.0
2023-06-19 03:20:00	ES	Futures	4892.34	4892.62	4891.24	4892.07	845.0
2023-06-19 03:25:00	ES	Futures	4892.07	4895.09	4892.07	4893.99	1385.0
2023-06-19 03:30:00	ES	Futures	4893.99	4896.73	4893.44	4896.73	1732.0
2023-06-19 03:35:00	ES	Futures	4897.01	4898.11	4895.36	4896.19	2442.0
2023-06-19 03:40:00	ES	Futures	4896.19	4896.73	4893.99	4894.26	1044.0
2023-06-19 03:45:00	ES	Futures	4894.26	4894.54	4892.07	4892.89	1266.0
2023-06-19 03:50:00	ES	Futures	4892.62	4893.99	4892.07	4893.44	2114.0
2023-06-19 03:55:00	ES	Futures	4893.44	4893.71	4890.15	4890.42	1733.0
2023-06-19 04:00:00	ES	Futures	4890.42	4890.7	4888.77	4889.6	1425.0
2023-06-19 04:05:00	ES	Futures	4889.32	4891.79	4889.05	4891.52	1018.0

> showing 50 of 15,249 rows — these rows as CSV

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