PREVIEW / futures_5min / 2023-06-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-21.parquet
  size:    337 KB
  rows:    19,651

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
2023-06-21 00:00:00	ES	Futures	4869.01	4869.56	4869.01	4869.56	105.0
2023-06-21 00:05:00	ES	Futures	4869.56	4869.56	4868.73	4869.01	124.0
2023-06-21 00:10:00	ES	Futures	4869.01	4869.56	4869.01	4869.56	162.0
2023-06-21 00:15:00	ES	Futures	4869.28	4869.28	4869.01	4869.01	73.0
2023-06-21 00:20:00	ES	Futures	4869.01	4870.11	4869.01	4869.83	233.0
2023-06-21 00:25:00	ES	Futures	4869.83	4870.66	4869.83	4870.38	297.0
2023-06-21 00:30:00	ES	Futures	4870.11	4870.38	4869.56	4869.83	207.0
2023-06-21 00:35:00	ES	Futures	4869.83	4870.93	4869.56	4870.66	407.0
2023-06-21 00:40:00	ES	Futures	4870.38	4870.66	4870.11	4870.66	152.0
2023-06-21 00:45:00	ES	Futures	4870.93	4871.2	4870.66	4870.66	195.0
2023-06-21 00:50:00	ES	Futures	4870.93	4871.2	4870.66	4871.2	162.0
2023-06-21 00:55:00	ES	Futures	4871.2	4871.2	4870.38	4871.2	155.0
2023-06-21 01:00:00	ES	Futures	4871.2	4871.48	4870.66	4870.93	314.0
2023-06-21 01:05:00	ES	Futures	4871.2	4871.2	4870.11	4870.11	305.0
2023-06-21 01:10:00	ES	Futures	4870.11	4870.38	4869.83	4870.11	148.0
2023-06-21 01:15:00	ES	Futures	4870.11	4871.2	4869.83	4870.93	267.0
2023-06-21 01:20:00	ES	Futures	4870.93	4870.93	4870.38	4870.38	234.0
2023-06-21 01:25:00	ES	Futures	4870.38	4870.66	4868.19	4868.19	481.0
2023-06-21 01:30:00	ES	Futures	4868.19	4868.46	4865.99	4866.54	850.0
2023-06-21 01:35:00	ES	Futures	4866.81	4867.64	4866.26	4867.09	499.0
2023-06-21 01:40:00	ES	Futures	4867.36	4867.91	4866.54	4866.81	269.0
2023-06-21 01:45:00	ES	Futures	4866.81	4867.36	4866.26	4866.81	337.0
2023-06-21 01:50:00	ES	Futures	4866.54	4866.81	4865.99	4866.26	560.0
2023-06-21 01:55:00	ES	Futures	4866.26	4867.91	4866.26	4867.09	766.0
2023-06-21 02:00:00	ES	Futures	4867.09	4867.91	4863.24	4863.24	2524.0
2023-06-21 02:05:00	ES	Futures	4862.97	4864.34	4861.87	4862.42	1523.0
2023-06-21 02:10:00	ES	Futures	4862.69	4864.89	4860.77	4864.89	943.0
2023-06-21 02:15:00	ES	Futures	4864.62	4865.99	4864.07	4865.44	948.0
2023-06-21 02:20:00	ES	Futures	4865.71	4865.99	4863.52	4864.07	706.0
2023-06-21 02:25:00	ES	Futures	4864.07	4864.62	4863.79	4864.34	491.0
2023-06-21 02:30:00	ES	Futures	4864.07	4865.17	4863.79	4864.89	709.0
2023-06-21 02:35:00	ES	Futures	4864.89	4865.17	4862.15	4862.42	879.0
2023-06-21 02:40:00	ES	Futures	4862.69	4863.24	4861.32	4862.97	631.0
2023-06-21 02:45:00	ES	Futures	4862.69	4863.52	4862.15	4862.69	436.0
2023-06-21 02:50:00	ES	Futures	4862.97	4863.79	4862.15	4862.97	608.0
2023-06-21 02:55:00	ES	Futures	4862.97	4863.79	4861.6	4861.6	345.0
2023-06-21 03:00:00	ES	Futures	4861.6	4861.87	4857.48	4858.03	3744.0
2023-06-21 03:05:00	ES	Futures	4858.03	4860.77	4857.75	4859.95	1968.0
2023-06-21 03:10:00	ES	Futures	4860.22	4862.69	4859.95	4862.69	1505.0
2023-06-21 03:15:00	ES	Futures	4862.69	4865.99	4862.15	4862.69	2381.0
2023-06-21 03:20:00	ES	Futures	4862.69	4864.07	4860.77	4862.15	907.0
2023-06-21 03:25:00	ES	Futures	4862.42	4866.54	4862.42	4866.54	1190.0
2023-06-21 03:30:00	ES	Futures	4866.54	4867.91	4865.17	4867.09	1729.0
2023-06-21 03:35:00	ES	Futures	4866.81	4866.81	4861.6	4862.69	1806.0
2023-06-21 03:40:00	ES	Futures	4862.69	4864.89	4862.42	4864.07	1281.0
2023-06-21 03:45:00	ES	Futures	4864.07	4865.99	4863.24	4865.71	1156.0
2023-06-21 03:50:00	ES	Futures	4865.44	4865.99	4863.52	4864.34	798.0
2023-06-21 03:55:00	ES	Futures	4864.34	4865.71	4863.79	4864.62	884.0
2023-06-21 04:00:00	ES	Futures	4864.34	4865.71	4864.07	4864.89	1582.0
2023-06-21 04:05:00	ES	Futures	4864.89	4866.54	4863.24	4865.99	1128.0

> showing 50 of 19,651 rows — these rows as CSV

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