PREVIEW / futures_5min / 2023-07-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-03.parquet
  size:    294 KB
  rows:    17,972

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
2023-07-03 00:00:00	ES	Futures	4928.85	4928.85	4928.3	4928.85	277.0
2023-07-03 00:05:00	ES	Futures	4928.85	4928.85	4927.75	4928.03	187.0
2023-07-03 00:10:00	ES	Futures	4928.3	4928.58	4928.03	4928.3	191.0
2023-07-03 00:15:00	ES	Futures	4928.58	4928.85	4927.75	4927.75	419.0
2023-07-03 00:20:00	ES	Futures	4927.75	4928.58	4927.48	4928.3	85.0
2023-07-03 00:25:00	ES	Futures	4928.58	4928.85	4928.58	4928.85	139.0
2023-07-03 00:30:00	ES	Futures	4928.85	4929.13	4928.3	4928.85	212.0
2023-07-03 00:35:00	ES	Futures	4928.85	4929.13	4928.58	4929.13	123.0
2023-07-03 00:40:00	ES	Futures	4929.13	4929.13	4928.58	4929.13	157.0
2023-07-03 00:45:00	ES	Futures	4929.13	4929.95	4929.13	4929.68	181.0
2023-07-03 00:50:00	ES	Futures	4929.4	4929.68	4928.58	4928.58	393.0
2023-07-03 00:55:00	ES	Futures	4928.58	4929.13	4928.58	4928.85	89.0
2023-07-03 01:00:00	ES	Futures	4928.85	4928.85	4928.03	4928.3	261.0
2023-07-03 01:05:00	ES	Futures	4928.3	4928.85	4928.03	4928.03	473.0
2023-07-03 01:10:00	ES	Futures	4928.3	4928.3	4927.75	4927.75	261.0
2023-07-03 01:15:00	ES	Futures	4927.75	4928.58	4927.48	4928.3	247.0
2023-07-03 01:20:00	ES	Futures	4928.58	4928.58	4927.75	4928.03	153.0
2023-07-03 01:25:00	ES	Futures	4928.3	4929.68	4928.3	4929.68	273.0
2023-07-03 01:30:00	ES	Futures	4929.68	4930.22	4929.13	4929.13	427.0
2023-07-03 01:35:00	ES	Futures	4929.13	4929.68	4928.3	4928.3	463.0
2023-07-03 01:40:00	ES	Futures	4928.3	4928.3	4927.75	4928.3	270.0
2023-07-03 01:45:00	ES	Futures	4928.03	4928.3	4927.48	4928.3	357.0
2023-07-03 01:50:00	ES	Futures	4928.03	4928.58	4927.75	4928.3	223.0
2023-07-03 01:55:00	ES	Futures	4928.58	4928.58	4927.48	4927.48	566.0
2023-07-03 02:00:00	ES	Futures	4927.75	4927.75	4924.73	4925.01	2348.0
2023-07-03 02:05:00	ES	Futures	4925.01	4926.11	4924.73	4925.83	831.0
2023-07-03 02:10:00	ES	Futures	4926.11	4926.38	4925.01	4925.28	531.0
2023-07-03 02:15:00	ES	Futures	4925.28	4925.56	4924.73	4925.28	586.0
2023-07-03 02:20:00	ES	Futures	4925.28	4926.11	4924.73	4925.83	720.0
2023-07-03 02:25:00	ES	Futures	4925.83	4928.03	4925.56	4927.48	1293.0
2023-07-03 02:30:00	ES	Futures	4927.75	4928.03	4926.93	4927.75	709.0
2023-07-03 02:35:00	ES	Futures	4927.75	4927.75	4926.66	4926.93	335.0
2023-07-03 02:40:00	ES	Futures	4926.93	4927.21	4926.66	4926.93	315.0
2023-07-03 02:45:00	ES	Futures	4927.21	4927.75	4926.93	4927.75	315.0
2023-07-03 02:50:00	ES	Futures	4927.75	4927.75	4926.66	4927.21	640.0
2023-07-03 02:55:00	ES	Futures	4927.48	4927.75	4925.83	4926.38	837.0
2023-07-03 03:00:00	ES	Futures	4926.38	4928.3	4926.38	4927.75	3045.0
2023-07-03 03:05:00	ES	Futures	4927.75	4928.03	4926.11	4926.66	1417.0
2023-07-03 03:10:00	ES	Futures	4926.38	4927.75	4926.38	4927.48	1026.0
2023-07-03 03:15:00	ES	Futures	4927.48	4928.58	4927.21	4928.3	1964.0
2023-07-03 03:20:00	ES	Futures	4928.3	4928.85	4927.21	4927.75	1252.0
2023-07-03 03:25:00	ES	Futures	4927.75	4928.58	4926.11	4928.3	1636.0
2023-07-03 03:30:00	ES	Futures	4928.3	4929.13	4927.21	4927.48	1820.0
2023-07-03 03:35:00	ES	Futures	4927.21	4928.03	4926.93	4927.75	1103.0
2023-07-03 03:40:00	ES	Futures	4927.48	4928.58	4926.93	4928.58	800.0
2023-07-03 03:45:00	ES	Futures	4928.58	4928.85	4927.75	4928.3	1022.0
2023-07-03 03:50:00	ES	Futures	4928.3	4928.85	4928.03	4928.3	601.0
2023-07-03 03:55:00	ES	Futures	4928.3	4929.13	4928.03	4928.85	636.0
2023-07-03 04:00:00	ES	Futures	4928.85	4930.5	4928.3	4929.95	1993.0
2023-07-03 04:05:00	ES	Futures	4929.95	4930.5	4929.13	4929.4	1563.0

> showing 50 of 17,972 rows — these rows as CSV

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