PREVIEW / futures_5min / 2023-07-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-02.parquet
  size:    72 KB
  rows:    3,829

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
2023-07-02 18:00:00	ES	Futures	4925.28	4931.6	4925.28	4930.77	2663.0
2023-07-02 18:05:00	ES	Futures	4930.77	4932.15	4929.4	4929.95	1661.0
2023-07-02 18:10:00	ES	Futures	4930.22	4930.77	4929.13	4929.68	658.0
2023-07-02 18:15:00	ES	Futures	4929.95	4930.77	4929.13	4929.95	594.0
2023-07-02 18:20:00	ES	Futures	4929.68	4929.95	4929.4	4929.4	345.0
2023-07-02 18:25:00	ES	Futures	4929.13	4929.95	4928.03	4928.3	665.0
2023-07-02 18:30:00	ES	Futures	4928.58	4928.85	4926.38	4926.93	882.0
2023-07-02 18:35:00	ES	Futures	4926.93	4926.93	4926.11	4926.66	315.0
2023-07-02 18:40:00	ES	Futures	4926.66	4927.21	4926.38	4927.21	355.0
2023-07-02 18:45:00	ES	Futures	4927.21	4927.21	4925.56	4926.38	384.0
2023-07-02 18:50:00	ES	Futures	4926.38	4926.66	4926.11	4926.38	136.0
2023-07-02 18:55:00	ES	Futures	4926.38	4926.66	4925.83	4926.11	88.0
2023-07-02 19:00:00	ES	Futures	4926.38	4927.48	4926.11	4927.48	279.0
2023-07-02 19:05:00	ES	Futures	4927.48	4927.75	4926.38	4926.93	606.0
2023-07-02 19:10:00	ES	Futures	4927.21	4929.13	4927.21	4929.13	751.0
2023-07-02 19:15:00	ES	Futures	4928.85	4928.85	4928.03	4928.58	280.0
2023-07-02 19:20:00	ES	Futures	4928.3	4928.58	4928.03	4928.3	119.0
2023-07-02 19:25:00	ES	Futures	4928.3	4929.13	4928.3	4928.58	250.0
2023-07-02 19:30:00	ES	Futures	4928.58	4928.85	4928.03	4928.03	185.0
2023-07-02 19:35:00	ES	Futures	4927.75	4928.03	4926.93	4927.21	213.0
2023-07-02 19:40:00	ES	Futures	4927.21	4928.58	4927.21	4928.3	183.0
2023-07-02 19:45:00	ES	Futures	4928.58	4929.4	4927.48	4928.58	871.0
2023-07-02 19:50:00	ES	Futures	4928.58	4929.13	4928.03	4928.3	352.0
2023-07-02 19:55:00	ES	Futures	4928.58	4929.68	4928.58	4929.4	498.0
2023-07-02 20:00:00	ES	Futures	4929.68	4931.05	4929.4	4930.22	1042.0
2023-07-02 20:05:00	ES	Futures	4930.22	4930.5	4927.75	4927.75	988.0
2023-07-02 20:10:00	ES	Futures	4928.03	4928.3	4925.83	4926.11	1126.0
2023-07-02 20:15:00	ES	Futures	4926.11	4927.21	4925.83	4926.11	766.0
2023-07-02 20:20:00	ES	Futures	4926.11	4926.66	4925.56	4925.83	337.0
2023-07-02 20:25:00	ES	Futures	4925.83	4926.93	4925.56	4925.83	391.0
2023-07-02 20:30:00	ES	Futures	4925.83	4926.93	4925.56	4925.83	507.0
2023-07-02 20:35:00	ES	Futures	4925.83	4926.66	4925.56	4926.11	394.0
2023-07-02 20:40:00	ES	Futures	4926.38	4926.66	4925.83	4926.11	401.0
2023-07-02 20:45:00	ES	Futures	4926.11	4926.38	4924.73	4925.28	756.0
2023-07-02 20:50:00	ES	Futures	4925.28	4925.83	4925.28	4925.83	162.0
2023-07-02 20:55:00	ES	Futures	4925.56	4926.11	4925.56	4926.11	326.0
2023-07-02 21:00:00	ES	Futures	4926.11	4926.11	4924.73	4925.01	350.0
2023-07-02 21:05:00	ES	Futures	4925.28	4925.56	4924.73	4925.56	664.0
2023-07-02 21:10:00	ES	Futures	4925.56	4925.56	4924.73	4925.56	291.0
2023-07-02 21:15:00	ES	Futures	4925.56	4926.93	4925.56	4925.83	611.0
2023-07-02 21:20:00	ES	Futures	4926.11	4926.11	4925.28	4926.11	265.0
2023-07-02 21:25:00	ES	Futures	4925.83	4926.38	4925.83	4925.83	258.0
2023-07-02 21:30:00	ES	Futures	4926.11	4927.75	4926.11	4927.48	1071.0
2023-07-02 21:35:00	ES	Futures	4927.48	4928.3	4927.21	4927.75	975.0
2023-07-02 21:40:00	ES	Futures	4927.75	4929.13	4927.75	4928.03	822.0
2023-07-02 21:45:00	ES	Futures	4927.75	4928.03	4926.93	4927.21	733.0
2023-07-02 21:50:00	ES	Futures	4926.93	4927.21	4926.38	4926.66	458.0
2023-07-02 21:55:00	ES	Futures	4926.66	4927.48	4926.38	4927.21	748.0
2023-07-02 22:00:00	ES	Futures	4927.21	4927.48	4926.38	4927.48	558.0
2023-07-02 22:05:00	ES	Futures	4927.48	4927.75	4926.66	4927.48	1111.0

> showing 50 of 3,829 rows — these rows as CSV

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