PREVIEW / futures_5min / 2023-06-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-06-29.parquet
  size:    326 KB
  rows:    19,486

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
2023-06-29 00:00:00	ES	Futures	4853.91	4854.46	4853.64	4853.91	368.0
2023-06-29 00:05:00	ES	Futures	4853.91	4854.73	4853.64	4854.46	290.0
2023-06-29 00:10:00	ES	Futures	4854.46	4854.73	4853.91	4854.46	278.0
2023-06-29 00:15:00	ES	Futures	4854.19	4854.73	4853.91	4854.46	274.0
2023-06-29 00:20:00	ES	Futures	4854.73	4854.73	4853.91	4854.19	189.0
2023-06-29 00:25:00	ES	Futures	4854.19	4854.73	4854.19	4854.46	211.0
2023-06-29 00:30:00	ES	Futures	4854.46	4854.73	4853.91	4853.91	335.0
2023-06-29 00:35:00	ES	Futures	4853.91	4854.73	4853.91	4854.73	290.0
2023-06-29 00:40:00	ES	Futures	4854.73	4855.01	4853.91	4854.19	325.0
2023-06-29 00:45:00	ES	Futures	4854.19	4854.46	4853.09	4853.09	442.0
2023-06-29 00:50:00	ES	Futures	4853.36	4853.91	4853.09	4853.09	730.0
2023-06-29 00:55:00	ES	Futures	4853.36	4853.91	4852.54	4853.36	604.0
2023-06-29 01:00:00	ES	Futures	4853.36	4855.01	4853.36	4854.46	582.0
2023-06-29 01:05:00	ES	Futures	4854.19	4856.66	4854.19	4856.38	751.0
2023-06-29 01:10:00	ES	Futures	4856.38	4856.38	4853.91	4854.19	677.0
2023-06-29 01:15:00	ES	Futures	4854.19	4854.46	4853.36	4853.64	656.0
2023-06-29 01:20:00	ES	Futures	4853.64	4853.64	4852.54	4852.81	569.0
2023-06-29 01:25:00	ES	Futures	4852.81	4853.64	4851.71	4851.99	652.0
2023-06-29 01:30:00	ES	Futures	4851.99	4852.81	4851.17	4852.54	1144.0
2023-06-29 01:35:00	ES	Futures	4852.54	4852.81	4851.99	4852.26	437.0
2023-06-29 01:40:00	ES	Futures	4852.26	4852.54	4850.34	4850.89	574.0
2023-06-29 01:45:00	ES	Futures	4850.62	4851.71	4850.62	4850.89	438.0
2023-06-29 01:50:00	ES	Futures	4850.89	4852.81	4850.89	4851.44	722.0
2023-06-29 01:55:00	ES	Futures	4851.71	4853.36	4851.71	4853.09	933.0
2023-06-29 02:00:00	ES	Futures	4853.09	4853.36	4850.62	4851.17	1345.0
2023-06-29 02:05:00	ES	Futures	4851.17	4853.09	4851.17	4852.54	778.0
2023-06-29 02:10:00	ES	Futures	4852.81	4852.81	4851.71	4852.26	336.0
2023-06-29 02:15:00	ES	Futures	4851.99	4851.99	4850.34	4850.89	732.0
2023-06-29 02:20:00	ES	Futures	4851.17	4851.71	4850.89	4851.44	590.0
2023-06-29 02:25:00	ES	Futures	4851.44	4851.71	4849.52	4849.52	804.0
2023-06-29 02:30:00	ES	Futures	4849.79	4850.89	4849.79	4850.62	597.0
2023-06-29 02:35:00	ES	Futures	4850.62	4852.26	4850.62	4851.44	833.0
2023-06-29 02:40:00	ES	Futures	4851.71	4852.81	4851.44	4851.71	408.0
2023-06-29 02:45:00	ES	Futures	4851.44	4852.26	4851.17	4851.99	407.0
2023-06-29 02:50:00	ES	Futures	4851.99	4852.81	4850.62	4850.62	716.0
2023-06-29 02:55:00	ES	Futures	4850.34	4851.44	4850.07	4850.34	606.0
2023-06-29 03:00:00	ES	Futures	4850.07	4851.99	4849.79	4850.89	2169.0
2023-06-29 03:05:00	ES	Futures	4850.62	4853.09	4849.52	4853.09	2094.0
2023-06-29 03:10:00	ES	Futures	4853.09	4853.09	4850.34	4851.17	1758.0
2023-06-29 03:15:00	ES	Futures	4850.89	4851.17	4849.52	4849.52	1830.0
2023-06-29 03:20:00	ES	Futures	4849.79	4852.81	4848.97	4852.54	1304.0
2023-06-29 03:25:00	ES	Futures	4852.26	4852.26	4848.42	4848.97	1730.0
2023-06-29 03:30:00	ES	Futures	4848.97	4849.52	4848.15	4848.42	2167.0
2023-06-29 03:35:00	ES	Futures	4848.15	4849.24	4847.32	4848.69	2365.0
2023-06-29 03:40:00	ES	Futures	4848.42	4850.07	4848.15	4849.24	1152.0
2023-06-29 03:45:00	ES	Futures	4849.24	4851.71	4848.97	4851.17	1628.0
2023-06-29 03:50:00	ES	Futures	4851.17	4851.71	4850.62	4850.62	706.0
2023-06-29 03:55:00	ES	Futures	4850.62	4851.99	4850.07	4850.07	796.0
2023-06-29 04:00:00	ES	Futures	4850.34	4852.81	4849.52	4852.54	1703.0
2023-06-29 04:05:00	ES	Futures	4852.54	4853.09	4851.71	4852.26	1151.0

> showing 50 of 19,486 rows — these rows as CSV

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