PREVIEW / futures_5min / 2023-06-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-20.parquet
  size:    338 KB
  rows:    19,773

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
2023-06-20 00:00:00	ES	Futures	4879.71	4879.99	4879.17	4879.44	148.0
2023-06-20 00:05:00	ES	Futures	4879.44	4880.54	4878.89	4879.71	476.0
2023-06-20 00:10:00	ES	Futures	4879.99	4879.99	4878.89	4879.17	219.0
2023-06-20 00:15:00	ES	Futures	4878.89	4879.17	4878.62	4878.89	112.0
2023-06-20 00:20:00	ES	Futures	4878.89	4879.44	4878.89	4879.17	91.0
2023-06-20 00:25:00	ES	Futures	4878.89	4879.17	4878.62	4878.89	111.0
2023-06-20 00:30:00	ES	Futures	4878.62	4879.44	4878.62	4879.44	116.0
2023-06-20 00:35:00	ES	Futures	4879.17	4879.44	4879.17	4879.44	177.0
2023-06-20 00:40:00	ES	Futures	4879.44	4879.44	4878.62	4879.17	301.0
2023-06-20 00:45:00	ES	Futures	4878.89	4879.17	4878.34	4878.89	123.0
2023-06-20 00:50:00	ES	Futures	4878.62	4879.99	4878.62	4879.99	227.0
2023-06-20 00:55:00	ES	Futures	4879.71	4879.99	4877.52	4877.79	652.0
2023-06-20 01:00:00	ES	Futures	4877.79	4879.44	4877.24	4879.17	534.0
2023-06-20 01:05:00	ES	Futures	4879.17	4879.17	4878.07	4878.07	319.0
2023-06-20 01:10:00	ES	Futures	4877.79	4878.62	4877.79	4878.07	303.0
2023-06-20 01:15:00	ES	Futures	4878.07	4878.34	4876.7	4877.24	410.0
2023-06-20 01:20:00	ES	Futures	4876.97	4877.24	4872.85	4874.5	2220.0
2023-06-20 01:25:00	ES	Futures	4874.5	4875.05	4873.68	4875.05	841.0
2023-06-20 01:30:00	ES	Futures	4874.77	4875.6	4874.22	4875.6	615.0
2023-06-20 01:35:00	ES	Futures	4875.6	4876.42	4875.6	4876.15	429.0
2023-06-20 01:40:00	ES	Futures	4876.15	4877.52	4876.15	4876.97	299.0
2023-06-20 01:45:00	ES	Futures	4876.7	4877.24	4876.42	4877.24	153.0
2023-06-20 01:50:00	ES	Futures	4877.24	4877.24	4875.6	4876.15	354.0
2023-06-20 01:55:00	ES	Futures	4875.87	4877.24	4875.6	4877.24	438.0
2023-06-20 02:00:00	ES	Futures	4877.24	4877.79	4875.87	4876.15	895.0
2023-06-20 02:05:00	ES	Futures	4876.42	4876.97	4875.6	4875.6	708.0
2023-06-20 02:10:00	ES	Futures	4875.87	4876.7	4875.32	4875.6	365.0
2023-06-20 02:15:00	ES	Futures	4875.32	4879.71	4875.32	4879.44	1132.0
2023-06-20 02:20:00	ES	Futures	4879.17	4880.54	4879.17	4879.99	832.0
2023-06-20 02:25:00	ES	Futures	4880.26	4881.09	4879.17	4879.44	598.0
2023-06-20 02:30:00	ES	Futures	4879.44	4879.71	4878.62	4879.44	429.0
2023-06-20 02:35:00	ES	Futures	4879.44	4879.99	4878.62	4879.99	459.0
2023-06-20 02:40:00	ES	Futures	4880.26	4880.26	4878.89	4879.17	306.0
2023-06-20 02:45:00	ES	Futures	4879.17	4879.99	4878.34	4879.44	475.0
2023-06-20 02:50:00	ES	Futures	4879.44	4879.99	4878.89	4878.89	181.0
2023-06-20 02:55:00	ES	Futures	4878.62	4878.62	4876.7	4877.24	700.0
2023-06-20 03:00:00	ES	Futures	4876.97	4878.07	4870.66	4873.4	5797.0
2023-06-20 03:05:00	ES	Futures	4873.4	4876.42	4872.85	4876.15	2148.0
2023-06-20 03:10:00	ES	Futures	4875.87	4876.15	4873.95	4875.87	1814.0
2023-06-20 03:15:00	ES	Futures	4876.15	4876.97	4874.5	4876.15	1699.0
2023-06-20 03:20:00	ES	Futures	4875.87	4879.17	4875.87	4878.62	2076.0
2023-06-20 03:25:00	ES	Futures	4878.89	4881.09	4877.52	4880.81	1549.0
2023-06-20 03:30:00	ES	Futures	4880.54	4882.19	4880.26	4882.19	1393.0
2023-06-20 03:35:00	ES	Futures	4882.19	4883.01	4881.09	4881.09	1120.0
2023-06-20 03:40:00	ES	Futures	4881.09	4881.64	4879.44	4880.54	1007.0
2023-06-20 03:45:00	ES	Futures	4880.54	4882.73	4880.54	4882.46	828.0
2023-06-20 03:50:00	ES	Futures	4882.19	4883.56	4881.36	4882.19	817.0
2023-06-20 03:55:00	ES	Futures	4882.19	4883.56	4881.36	4883.01	813.0
2023-06-20 04:00:00	ES	Futures	4883.01	4883.83	4880.54	4880.54	2623.0
2023-06-20 04:05:00	ES	Futures	4880.54	4881.64	4879.71	4879.99	1037.0

> showing 50 of 19,773 rows — these rows as CSV

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