PREVIEW / futures_5min / 2023-06-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-26.parquet
  size:    316 KB
  rows:    19,175

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
2023-06-26 00:00:00	ES	Futures	4831.68	4831.68	4830.58	4831.4	170.0
2023-06-26 00:05:00	ES	Futures	4831.4	4831.95	4831.13	4831.68	435.0
2023-06-26 00:10:00	ES	Futures	4831.4	4831.95	4831.4	4831.4	164.0
2023-06-26 00:15:00	ES	Futures	4831.4	4831.4	4830.85	4831.4	189.0
2023-06-26 00:20:00	ES	Futures	4831.13	4831.13	4829.75	4830.3	461.0
2023-06-26 00:25:00	ES	Futures	4830.3	4830.58	4829.2	4829.48	295.0
2023-06-26 00:30:00	ES	Futures	4829.48	4830.3	4829.2	4830.03	720.0
2023-06-26 00:35:00	ES	Futures	4830.03	4830.58	4829.75	4830.3	149.0
2023-06-26 00:40:00	ES	Futures	4830.3	4830.3	4829.2	4829.75	410.0
2023-06-26 00:45:00	ES	Futures	4829.48	4829.75	4828.66	4829.2	473.0
2023-06-26 00:50:00	ES	Futures	4829.2	4829.2	4828.38	4828.66	366.0
2023-06-26 00:55:00	ES	Futures	4828.93	4828.93	4827.28	4828.38	1002.0
2023-06-26 01:00:00	ES	Futures	4828.66	4828.66	4827.56	4828.11	380.0
2023-06-26 01:05:00	ES	Futures	4828.11	4828.93	4827.83	4828.38	348.0
2023-06-26 01:10:00	ES	Futures	4828.38	4828.66	4827.01	4827.01	278.0
2023-06-26 01:15:00	ES	Futures	4827.28	4827.83	4827.01	4827.83	382.0
2023-06-26 01:20:00	ES	Futures	4827.83	4827.83	4825.09	4825.09	593.0
2023-06-26 01:25:00	ES	Futures	4825.36	4826.46	4825.36	4826.18	629.0
2023-06-26 01:30:00	ES	Futures	4826.18	4827.01	4825.91	4826.73	419.0
2023-06-26 01:35:00	ES	Futures	4826.73	4826.73	4826.18	4826.46	184.0
2023-06-26 01:40:00	ES	Futures	4826.18	4827.83	4825.91	4827.01	384.0
2023-06-26 01:45:00	ES	Futures	4827.01	4828.66	4826.73	4827.56	812.0
2023-06-26 01:50:00	ES	Futures	4827.28	4827.28	4826.46	4826.73	410.0
2023-06-26 01:55:00	ES	Futures	4826.73	4827.56	4825.91	4827.01	672.0
2023-06-26 02:00:00	ES	Futures	4826.46	4826.73	4823.99	4825.36	1222.0
2023-06-26 02:05:00	ES	Futures	4825.36	4826.46	4824.26	4825.91	673.0
2023-06-26 02:10:00	ES	Futures	4825.91	4827.01	4825.36	4825.64	710.0
2023-06-26 02:15:00	ES	Futures	4825.36	4825.91	4824.81	4825.64	594.0
2023-06-26 02:20:00	ES	Futures	4825.64	4826.46	4825.36	4826.18	336.0
2023-06-26 02:25:00	ES	Futures	4826.18	4826.73	4824.54	4825.09	669.0
2023-06-26 02:30:00	ES	Futures	4824.81	4825.36	4824.26	4825.09	446.0
2023-06-26 02:35:00	ES	Futures	4825.36	4825.64	4824.54	4824.54	375.0
2023-06-26 02:40:00	ES	Futures	4824.54	4825.09	4823.44	4823.99	508.0
2023-06-26 02:45:00	ES	Futures	4823.71	4825.09	4823.44	4824.26	478.0
2023-06-26 02:50:00	ES	Futures	4824.26	4825.91	4824.26	4825.91	485.0
2023-06-26 02:55:00	ES	Futures	4825.91	4826.18	4825.36	4825.91	468.0
2023-06-26 03:00:00	ES	Futures	4825.91	4826.18	4821.52	4822.07	3674.0
2023-06-26 03:05:00	ES	Futures	4822.07	4822.62	4817.68	4818.5	3765.0
2023-06-26 03:10:00	ES	Futures	4818.5	4818.5	4813.01	4813.83	3517.0
2023-06-26 03:15:00	ES	Futures	4813.83	4815.2	4811.64	4812.18	3198.0
2023-06-26 03:20:00	ES	Futures	4811.91	4814.38	4811.91	4813.56	2145.0
2023-06-26 03:25:00	ES	Futures	4813.56	4814.66	4811.36	4812.18	2616.0
2023-06-26 03:30:00	ES	Futures	4812.18	4813.01	4806.69	4808.89	7276.0
2023-06-26 03:35:00	ES	Futures	4808.89	4808.89	4804.77	4806.97	4195.0
2023-06-26 03:40:00	ES	Futures	4806.97	4809.99	4806.69	4809.99	2947.0
2023-06-26 03:45:00	ES	Futures	4809.71	4811.36	4808.62	4811.36	2693.0
2023-06-26 03:50:00	ES	Futures	4811.36	4815.2	4811.36	4814.11	2956.0
2023-06-26 03:55:00	ES	Futures	4814.38	4816.3	4814.38	4814.93	1964.0
2023-06-26 04:00:00	ES	Futures	4814.93	4814.93	4810.54	4812.18	3025.0
2023-06-26 04:05:00	ES	Futures	4811.91	4813.01	4809.71	4810.26	1858.0

> showing 50 of 19,175 rows — these rows as CSV

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