PREVIEW / futures_5min / 2023-06-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-28.parquet
  size:    336 KB
  rows:    19,735

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
2023-06-28 00:00:00	ES	Futures	4843.75	4844.03	4843.2	4843.2	278.0
2023-06-28 00:05:00	ES	Futures	4843.48	4843.75	4842.93	4843.2	272.0
2023-06-28 00:10:00	ES	Futures	4842.93	4843.75	4842.93	4843.2	268.0
2023-06-28 00:15:00	ES	Futures	4843.48	4844.03	4842.11	4843.2	843.0
2023-06-28 00:20:00	ES	Futures	4843.2	4843.2	4841.83	4842.11	336.0
2023-06-28 00:25:00	ES	Futures	4841.83	4842.11	4841.01	4841.28	392.0
2023-06-28 00:30:00	ES	Futures	4841.28	4842.11	4840.73	4842.11	403.0
2023-06-28 00:35:00	ES	Futures	4842.11	4842.66	4841.83	4842.38	324.0
2023-06-28 00:40:00	ES	Futures	4842.11	4842.38	4841.83	4842.11	266.0
2023-06-28 00:45:00	ES	Futures	4842.11	4842.38	4841.56	4841.56	171.0
2023-06-28 00:50:00	ES	Futures	4841.83	4842.66	4841.83	4842.11	158.0
2023-06-28 00:55:00	ES	Futures	4842.11	4842.38	4841.56	4842.11	142.0
2023-06-28 01:00:00	ES	Futures	4842.11	4842.66	4841.56	4841.56	392.0
2023-06-28 01:05:00	ES	Futures	4842.11	4842.38	4841.28	4841.56	439.0
2023-06-28 01:10:00	ES	Futures	4841.28	4842.11	4841.28	4842.11	252.0
2023-06-28 01:15:00	ES	Futures	4842.11	4842.38	4841.28	4841.56	195.0
2023-06-28 01:20:00	ES	Futures	4841.83	4843.2	4841.56	4842.93	476.0
2023-06-28 01:25:00	ES	Futures	4843.2	4843.48	4842.38	4842.93	318.0
2023-06-28 01:30:00	ES	Futures	4842.66	4843.2	4841.83	4843.2	649.0
2023-06-28 01:35:00	ES	Futures	4842.93	4844.58	4842.66	4843.75	1073.0
2023-06-28 01:40:00	ES	Futures	4843.75	4845.95	4843.48	4845.68	1448.0
2023-06-28 01:45:00	ES	Futures	4845.68	4845.68	4844.58	4845.68	695.0
2023-06-28 01:50:00	ES	Futures	4845.68	4845.68	4844.58	4845.13	956.0
2023-06-28 01:55:00	ES	Futures	4844.85	4845.95	4844.03	4845.4	1339.0
2023-06-28 02:00:00	ES	Futures	4845.68	4846.22	4844.85	4845.4	1156.0
2023-06-28 02:05:00	ES	Futures	4845.4	4845.4	4843.75	4844.85	538.0
2023-06-28 02:10:00	ES	Futures	4844.85	4845.68	4844.3	4845.68	676.0
2023-06-28 02:15:00	ES	Futures	4845.68	4846.22	4844.3	4844.3	492.0
2023-06-28 02:20:00	ES	Futures	4844.58	4844.85	4843.75	4844.03	1044.0
2023-06-28 02:25:00	ES	Futures	4844.03	4844.3	4843.75	4843.75	360.0
2023-06-28 02:30:00	ES	Futures	4843.75	4844.58	4842.93	4844.03	822.0
2023-06-28 02:35:00	ES	Futures	4844.03	4844.3	4843.2	4843.75	488.0
2023-06-28 02:40:00	ES	Futures	4843.75	4844.03	4842.66	4843.2	837.0
2023-06-28 02:45:00	ES	Futures	4843.2	4843.75	4842.38	4843.2	580.0
2023-06-28 02:50:00	ES	Futures	4843.2	4843.75	4842.66	4843.2	415.0
2023-06-28 02:55:00	ES	Futures	4843.2	4844.58	4842.66	4844.03	685.0
2023-06-28 03:00:00	ES	Futures	4844.03	4844.03	4841.01	4842.11	4835.0
2023-06-28 03:05:00	ES	Futures	4842.38	4842.93	4840.46	4841.01	2236.0
2023-06-28 03:10:00	ES	Futures	4841.01	4843.75	4840.46	4843.48	2144.0
2023-06-28 03:15:00	ES	Futures	4843.48	4844.85	4843.48	4843.48	1929.0
2023-06-28 03:20:00	ES	Futures	4843.75	4844.03	4841.83	4842.93	1110.0
2023-06-28 03:25:00	ES	Futures	4842.93	4845.13	4842.93	4844.03	1915.0
2023-06-28 03:30:00	ES	Futures	4844.03	4845.95	4843.75	4843.75	1929.0
2023-06-28 03:35:00	ES	Futures	4844.03	4845.68	4843.75	4845.13	1511.0
2023-06-28 03:40:00	ES	Futures	4845.13	4847.6	4845.13	4846.22	2199.0
2023-06-28 03:45:00	ES	Futures	4845.95	4846.5	4844.85	4845.4	1192.0
2023-06-28 03:50:00	ES	Futures	4845.4	4845.68	4842.38	4842.66	1501.0
2023-06-28 03:55:00	ES	Futures	4842.66	4843.75	4842.38	4842.66	1136.0
2023-06-28 04:00:00	ES	Futures	4842.66	4844.03	4841.28	4842.11	1546.0
2023-06-28 04:05:00	ES	Futures	4842.11	4843.75	4841.83	4842.66	1243.0

> showing 50 of 19,735 rows — these rows as CSV

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