PREVIEW / futures_5min / 2023-06-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-22.parquet
  size:    347 KB
  rows:    19,672

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
2023-06-22 00:00:00	ES	Futures	4840.46	4840.73	4839.91	4840.19	210.0
2023-06-22 00:05:00	ES	Futures	4840.19	4840.73	4839.36	4839.36	408.0
2023-06-22 00:10:00	ES	Futures	4839.36	4839.64	4838.81	4838.81	181.0
2023-06-22 00:15:00	ES	Futures	4839.09	4839.36	4838.81	4839.09	109.0
2023-06-22 00:20:00	ES	Futures	4839.09	4839.64	4839.09	4839.36	96.0
2023-06-22 00:25:00	ES	Futures	4839.09	4839.09	4836.89	4837.17	447.0
2023-06-22 00:30:00	ES	Futures	4837.17	4837.99	4837.17	4837.44	237.0
2023-06-22 00:35:00	ES	Futures	4837.44	4838.81	4837.44	4838.81	380.0
2023-06-22 00:40:00	ES	Futures	4838.54	4838.54	4837.71	4837.99	159.0
2023-06-22 00:45:00	ES	Futures	4838.26	4838.26	4836.34	4836.34	342.0
2023-06-22 00:50:00	ES	Futures	4836.34	4836.89	4835.79	4836.62	521.0
2023-06-22 00:55:00	ES	Futures	4836.34	4836.62	4835.79	4836.07	332.0
2023-06-22 01:00:00	ES	Futures	4836.34	4836.34	4834.15	4834.69	727.0
2023-06-22 01:05:00	ES	Futures	4834.42	4834.97	4832.22	4832.22	1446.0
2023-06-22 01:10:00	ES	Futures	4832.22	4833.6	4831.95	4832.5	617.0
2023-06-22 01:15:00	ES	Futures	4832.5	4833.87	4832.22	4833.6	757.0
2023-06-22 01:20:00	ES	Futures	4833.6	4834.15	4833.05	4833.32	349.0
2023-06-22 01:25:00	ES	Futures	4833.32	4833.87	4832.5	4833.05	528.0
2023-06-22 01:30:00	ES	Futures	4833.05	4833.32	4832.5	4833.05	572.0
2023-06-22 01:35:00	ES	Futures	4833.05	4833.6	4832.5	4833.32	761.0
2023-06-22 01:40:00	ES	Futures	4833.6	4833.6	4831.95	4832.22	602.0
2023-06-22 01:45:00	ES	Futures	4832.22	4834.42	4832.22	4833.87	708.0
2023-06-22 01:50:00	ES	Futures	4833.87	4834.42	4833.6	4833.87	549.0
2023-06-22 01:55:00	ES	Futures	4833.87	4834.15	4832.77	4833.87	629.0
2023-06-22 02:00:00	ES	Futures	4834.15	4834.15	4829.2	4829.2	3252.0
2023-06-22 02:05:00	ES	Futures	4829.48	4833.6	4829.2	4832.22	1561.0
2023-06-22 02:10:00	ES	Futures	4832.22	4832.5	4826.46	4827.83	2596.0
2023-06-22 02:15:00	ES	Futures	4827.83	4831.68	4827.83	4830.85	1568.0
2023-06-22 02:20:00	ES	Futures	4830.85	4831.4	4828.11	4828.93	1171.0
2023-06-22 02:25:00	ES	Futures	4829.2	4830.03	4828.66	4829.75	742.0
2023-06-22 02:30:00	ES	Futures	4829.75	4831.13	4828.93	4830.58	1006.0
2023-06-22 02:35:00	ES	Futures	4830.3	4830.3	4827.83	4828.38	1291.0
2023-06-22 02:40:00	ES	Futures	4828.66	4829.75	4828.38	4829.48	855.0
2023-06-22 02:45:00	ES	Futures	4829.2	4830.58	4829.2	4830.58	902.0
2023-06-22 02:50:00	ES	Futures	4830.3	4831.13	4829.48	4831.13	613.0
2023-06-22 02:55:00	ES	Futures	4830.85	4831.13	4828.93	4829.75	1011.0
2023-06-22 03:00:00	ES	Futures	4829.75	4830.03	4825.91	4827.56	3617.0
2023-06-22 03:05:00	ES	Futures	4827.56	4828.66	4825.91	4828.66	3095.0
2023-06-22 03:10:00	ES	Futures	4828.93	4830.03	4824.81	4825.09	3833.0
2023-06-22 03:15:00	ES	Futures	4825.09	4829.48	4824.54	4828.11	4647.0
2023-06-22 03:20:00	ES	Futures	4828.11	4829.75	4825.36	4827.56	4935.0
2023-06-22 03:25:00	ES	Futures	4827.28	4828.93	4825.64	4827.01	2491.0
2023-06-22 03:30:00	ES	Futures	4827.01	4830.03	4825.91	4827.01	3849.0
2023-06-22 03:35:00	ES	Futures	4826.73	4828.93	4826.18	4827.83	2179.0
2023-06-22 03:40:00	ES	Futures	4827.83	4830.03	4827.28	4829.2	2324.0
2023-06-22 03:45:00	ES	Futures	4829.48	4830.3	4827.01	4828.38	2525.0
2023-06-22 03:50:00	ES	Futures	4828.66	4832.77	4828.66	4829.2	3022.0
2023-06-22 03:55:00	ES	Futures	4829.48	4830.3	4827.01	4827.56	2311.0
2023-06-22 04:00:00	ES	Futures	4827.83	4828.66	4826.46	4828.66	2971.0
2023-06-22 04:05:00	ES	Futures	4828.93	4831.68	4828.38	4830.85	2886.0

> showing 50 of 19,672 rows — these rows as CSV

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