PREVIEW / futures_5min / 2023-06-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-27.parquet
  size:    334 KB
  rows:    19,328

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
2023-06-27 00:00:00	ES	Futures	4808.07	4808.34	4807.79	4807.79	330.0
2023-06-27 00:05:00	ES	Futures	4807.79	4808.07	4807.24	4808.07	380.0
2023-06-27 00:10:00	ES	Futures	4807.79	4809.17	4807.79	4808.89	336.0
2023-06-27 00:15:00	ES	Futures	4809.17	4809.99	4808.62	4808.89	459.0
2023-06-27 00:20:00	ES	Futures	4808.62	4809.99	4808.62	4809.71	255.0
2023-06-27 00:25:00	ES	Futures	4809.99	4809.99	4809.44	4809.44	204.0
2023-06-27 00:30:00	ES	Futures	4809.44	4809.71	4808.89	4808.89	301.0
2023-06-27 00:35:00	ES	Futures	4808.89	4809.71	4808.62	4809.44	188.0
2023-06-27 00:40:00	ES	Futures	4809.71	4810.54	4809.71	4809.71	424.0
2023-06-27 00:45:00	ES	Futures	4809.71	4809.71	4809.17	4809.44	261.0
2023-06-27 00:50:00	ES	Futures	4809.71	4810.26	4809.17	4809.17	305.0
2023-06-27 00:55:00	ES	Futures	4809.44	4809.71	4809.17	4809.71	183.0
2023-06-27 01:00:00	ES	Futures	4809.71	4809.99	4808.89	4809.17	258.0
2023-06-27 01:05:00	ES	Futures	4808.89	4809.71	4808.89	4808.89	201.0
2023-06-27 01:10:00	ES	Futures	4809.17	4810.81	4808.89	4810.54	305.0
2023-06-27 01:15:00	ES	Futures	4810.54	4810.81	4809.17	4809.44	316.0
2023-06-27 01:20:00	ES	Futures	4809.44	4810.81	4809.44	4810.54	864.0
2023-06-27 01:25:00	ES	Futures	4810.81	4812.18	4810.81	4811.91	598.0
2023-06-27 01:30:00	ES	Futures	4811.91	4812.73	4811.09	4812.18	853.0
2023-06-27 01:35:00	ES	Futures	4811.91	4812.73	4811.09	4811.36	454.0
2023-06-27 01:40:00	ES	Futures	4811.36	4811.36	4810.54	4810.81	477.0
2023-06-27 01:45:00	ES	Futures	4810.81	4811.64	4810.81	4811.64	263.0
2023-06-27 01:50:00	ES	Futures	4811.36	4812.73	4811.09	4812.18	535.0
2023-06-27 01:55:00	ES	Futures	4812.18	4813.83	4812.18	4813.28	1473.0
2023-06-27 02:00:00	ES	Futures	4813.28	4814.11	4811.64	4813.56	2251.0
2023-06-27 02:05:00	ES	Futures	4813.56	4814.38	4813.01	4814.11	1249.0
2023-06-27 02:10:00	ES	Futures	4813.83	4814.11	4812.73	4813.56	706.0
2023-06-27 02:15:00	ES	Futures	4813.56	4815.75	4813.01	4814.93	1339.0
2023-06-27 02:20:00	ES	Futures	4814.93	4814.93	4812.73	4814.11	1014.0
2023-06-27 02:25:00	ES	Futures	4813.83	4814.11	4813.28	4813.28	677.0
2023-06-27 02:30:00	ES	Futures	4813.28	4814.11	4813.01	4814.11	581.0
2023-06-27 02:35:00	ES	Futures	4814.11	4814.66	4813.83	4814.11	514.0
2023-06-27 02:40:00	ES	Futures	4814.11	4815.2	4814.11	4814.93	539.0
2023-06-27 02:45:00	ES	Futures	4814.93	4815.2	4813.01	4813.01	504.0
2023-06-27 02:50:00	ES	Futures	4813.01	4813.28	4812.46	4812.73	485.0
2023-06-27 02:55:00	ES	Futures	4812.73	4813.28	4812.18	4812.18	460.0
2023-06-27 03:00:00	ES	Futures	4812.18	4816.3	4811.64	4815.75	3076.0
2023-06-27 03:05:00	ES	Futures	4815.75	4816.58	4814.11	4816.3	2241.0
2023-06-27 03:10:00	ES	Futures	4816.03	4817.95	4814.93	4817.68	2072.0
2023-06-27 03:15:00	ES	Futures	4817.4	4817.68	4815.2	4815.48	1656.0
2023-06-27 03:20:00	ES	Futures	4815.48	4816.58	4814.38	4814.38	1422.0
2023-06-27 03:25:00	ES	Futures	4814.11	4814.38	4811.64	4813.83	2708.0
2023-06-27 03:30:00	ES	Futures	4813.56	4813.56	4810.26	4810.54	2828.0
2023-06-27 03:35:00	ES	Futures	4810.54	4812.73	4810.26	4810.81	2285.0
2023-06-27 03:40:00	ES	Futures	4810.81	4811.36	4809.71	4810.81	1856.0
2023-06-27 03:45:00	ES	Futures	4810.54	4811.91	4809.44	4809.71	1942.0
2023-06-27 03:50:00	ES	Futures	4809.99	4811.91	4809.99	4811.36	1431.0
2023-06-27 03:55:00	ES	Futures	4811.36	4811.91	4809.99	4811.09	1258.0
2023-06-27 04:00:00	ES	Futures	4810.81	4811.91	4809.71	4811.64	1800.0
2023-06-27 04:05:00	ES	Futures	4811.91	4812.18	4809.17	4809.44	1842.0

> showing 50 of 19,328 rows — these rows as CSV

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