PREVIEW / futures_5min / 2023-06-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-23.parquet
  size:    291 KB
  rows:    16,000

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
2023-06-23 00:00:00	ES	Futures	4837.99	4839.09	4837.17	4838.54	547.0
2023-06-23 00:05:00	ES	Futures	4838.54	4838.81	4837.44	4837.44	419.0
2023-06-23 00:10:00	ES	Futures	4837.44	4837.71	4836.07	4836.89	908.0
2023-06-23 00:15:00	ES	Futures	4836.62	4837.17	4836.07	4836.34	456.0
2023-06-23 00:20:00	ES	Futures	4836.34	4836.89	4835.79	4836.07	521.0
2023-06-23 00:25:00	ES	Futures	4836.07	4836.34	4831.95	4832.22	1479.0
2023-06-23 00:30:00	ES	Futures	4832.22	4834.42	4831.95	4834.15	1403.0
2023-06-23 00:35:00	ES	Futures	4834.42	4835.24	4833.6	4835.24	826.0
2023-06-23 00:40:00	ES	Futures	4835.24	4836.62	4834.69	4836.62	697.0
2023-06-23 00:45:00	ES	Futures	4836.34	4836.34	4834.97	4836.07	311.0
2023-06-23 00:50:00	ES	Futures	4836.07	4836.34	4835.24	4835.24	364.0
2023-06-23 00:55:00	ES	Futures	4835.24	4835.79	4834.69	4834.97	408.0
2023-06-23 01:00:00	ES	Futures	4835.24	4835.52	4834.15	4834.69	448.0
2023-06-23 01:05:00	ES	Futures	4834.69	4837.17	4834.69	4836.89	590.0
2023-06-23 01:10:00	ES	Futures	4836.89	4837.17	4835.52	4835.79	490.0
2023-06-23 01:15:00	ES	Futures	4835.79	4837.17	4835.79	4836.34	573.0
2023-06-23 01:20:00	ES	Futures	4836.34	4836.62	4833.87	4834.42	766.0
2023-06-23 01:25:00	ES	Futures	4834.69	4834.69	4832.5	4833.87	936.0
2023-06-23 01:30:00	ES	Futures	4833.87	4834.42	4833.6	4833.87	438.0
2023-06-23 01:35:00	ES	Futures	4833.87	4835.24	4833.87	4834.97	440.0
2023-06-23 01:40:00	ES	Futures	4834.69	4837.44	4834.69	4836.89	929.0
2023-06-23 01:45:00	ES	Futures	4836.89	4838.26	4836.07	4837.99	645.0
2023-06-23 01:50:00	ES	Futures	4837.99	4839.64	4837.44	4837.71	810.0
2023-06-23 01:55:00	ES	Futures	4837.71	4839.64	4836.62	4838.54	1236.0
2023-06-23 02:00:00	ES	Futures	4838.54	4838.81	4836.07	4836.34	1622.0
2023-06-23 02:05:00	ES	Futures	4836.89	4837.17	4833.87	4835.24	927.0
2023-06-23 02:10:00	ES	Futures	4835.24	4837.44	4834.97	4837.17	669.0
2023-06-23 02:15:00	ES	Futures	4836.89	4837.44	4836.07	4836.34	669.0
2023-06-23 02:20:00	ES	Futures	4836.34	4837.99	4836.34	4837.71	630.0
2023-06-23 02:25:00	ES	Futures	4837.71	4837.99	4836.34	4836.89	322.0
2023-06-23 02:30:00	ES	Futures	4836.89	4837.44	4836.34	4837.44	267.0
2023-06-23 02:35:00	ES	Futures	4837.44	4837.99	4836.89	4837.17	336.0
2023-06-23 02:40:00	ES	Futures	4837.17	4837.71	4836.34	4837.44	252.0
2023-06-23 02:45:00	ES	Futures	4837.17	4837.44	4836.62	4836.62	382.0
2023-06-23 02:50:00	ES	Futures	4836.89	4837.44	4836.62	4837.44	469.0
2023-06-23 02:55:00	ES	Futures	4837.44	4839.64	4837.44	4838.54	640.0
2023-06-23 03:00:00	ES	Futures	4838.54	4838.81	4836.62	4837.71	2360.0
2023-06-23 03:05:00	ES	Futures	4837.99	4840.73	4837.99	4840.19	1548.0
2023-06-23 03:10:00	ES	Futures	4840.46	4843.48	4839.64	4842.38	1924.0
2023-06-23 03:15:00	ES	Futures	4842.38	4845.13	4841.83	4842.66	3367.0
2023-06-23 03:20:00	ES	Futures	4842.66	4843.2	4840.73	4841.01	1977.0
2023-06-23 03:25:00	ES	Futures	4841.01	4841.56	4838.26	4839.64	1377.0
2023-06-23 03:30:00	ES	Futures	4839.64	4839.64	4832.22	4833.32	5275.0
2023-06-23 03:35:00	ES	Futures	4833.05	4834.69	4831.95	4833.05	3894.0
2023-06-23 03:40:00	ES	Futures	4832.77	4833.32	4830.85	4831.4	5189.0
2023-06-23 03:45:00	ES	Futures	4831.68	4832.22	4827.28	4832.22	4048.0
2023-06-23 03:50:00	ES	Futures	4832.22	4833.87	4831.4	4833.6	2137.0
2023-06-23 03:55:00	ES	Futures	4833.87	4834.69	4832.77	4834.42	1573.0
2023-06-23 04:00:00	ES	Futures	4834.42	4836.62	4834.42	4834.69	2356.0
2023-06-23 04:05:00	ES	Futures	4834.97	4838.81	4834.42	4837.44	1968.0

> showing 50 of 16,000 rows — these rows as CSV

> unlock the full archive -- $79 one-time