PREVIEW / futures_5min / 2023-07-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-05.parquet
  size:    327 KB
  rows:    19,183

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
2023-07-05 00:00:00	ES	Futures	4929.13	4929.13	4928.3	4928.58	405.0
2023-07-05 00:05:00	ES	Futures	4928.58	4929.13	4928.58	4928.58	112.0
2023-07-05 00:10:00	ES	Futures	4928.58	4929.13	4928.58	4928.58	215.0
2023-07-05 00:15:00	ES	Futures	4928.58	4928.85	4928.3	4928.58	181.0
2023-07-05 00:20:00	ES	Futures	4928.58	4928.85	4928.58	4928.58	206.0
2023-07-05 00:25:00	ES	Futures	4928.58	4928.85	4928.03	4928.58	442.0
2023-07-05 00:30:00	ES	Futures	4928.85	4929.13	4928.03	4928.3	292.0
2023-07-05 00:35:00	ES	Futures	4928.3	4928.85	4928.3	4928.58	163.0
2023-07-05 00:40:00	ES	Futures	4928.58	4928.85	4928.3	4928.58	239.0
2023-07-05 00:45:00	ES	Futures	4928.58	4928.58	4928.03	4928.3	248.0
2023-07-05 00:50:00	ES	Futures	4928.3	4928.58	4928.03	4928.03	145.0
2023-07-05 00:55:00	ES	Futures	4928.3	4928.3	4927.75	4928.3	338.0
2023-07-05 01:00:00	ES	Futures	4928.3	4928.3	4927.75	4927.75	253.0
2023-07-05 01:05:00	ES	Futures	4927.75	4928.3	4927.75	4928.03	132.0
2023-07-05 01:10:00	ES	Futures	4928.3	4928.3	4927.75	4928.3	210.0
2023-07-05 01:15:00	ES	Futures	4928.3	4928.85	4928.03	4928.3	265.0
2023-07-05 01:20:00	ES	Futures	4928.3	4928.85	4928.3	4928.3	407.0
2023-07-05 01:25:00	ES	Futures	4928.3	4929.13	4928.3	4928.85	661.0
2023-07-05 01:30:00	ES	Futures	4928.85	4929.4	4928.85	4928.85	372.0
2023-07-05 01:35:00	ES	Futures	4928.85	4929.68	4928.58	4929.4	318.0
2023-07-05 01:40:00	ES	Futures	4929.4	4929.68	4928.85	4928.85	213.0
2023-07-05 01:45:00	ES	Futures	4928.85	4929.13	4928.3	4928.3	137.0
2023-07-05 01:50:00	ES	Futures	4928.58	4928.85	4928.03	4928.3	251.0
2023-07-05 01:55:00	ES	Futures	4928.3	4928.85	4928.03	4928.3	385.0
2023-07-05 02:00:00	ES	Futures	4928.03	4928.85	4926.38	4926.66	1242.0
2023-07-05 02:05:00	ES	Futures	4926.66	4926.93	4924.73	4925.28	1217.0
2023-07-05 02:10:00	ES	Futures	4925.28	4925.83	4925.01	4925.28	707.0
2023-07-05 02:15:00	ES	Futures	4925.28	4925.56	4924.19	4924.19	1200.0
2023-07-05 02:20:00	ES	Futures	4924.19	4924.73	4923.64	4923.91	1352.0
2023-07-05 02:25:00	ES	Futures	4923.64	4924.19	4923.36	4923.91	641.0
2023-07-05 02:30:00	ES	Futures	4923.91	4923.91	4923.09	4923.64	829.0
2023-07-05 02:35:00	ES	Futures	4923.64	4924.46	4923.09	4923.36	732.0
2023-07-05 02:40:00	ES	Futures	4923.36	4924.19	4923.09	4923.36	848.0
2023-07-05 02:45:00	ES	Futures	4923.36	4923.64	4920.89	4921.17	1583.0
2023-07-05 02:50:00	ES	Futures	4921.17	4921.44	4920.07	4920.07	1249.0
2023-07-05 02:55:00	ES	Futures	4919.79	4920.89	4918.42	4918.97	2029.0
2023-07-05 03:00:00	ES	Futures	4919.24	4920.34	4917.87	4918.42	5300.0
2023-07-05 03:05:00	ES	Futures	4918.42	4920.89	4918.15	4920.62	2697.0
2023-07-05 03:10:00	ES	Futures	4920.62	4922.54	4920.62	4921.99	2226.0
2023-07-05 03:15:00	ES	Futures	4922.26	4923.64	4921.44	4923.09	1788.0
2023-07-05 03:20:00	ES	Futures	4922.81	4923.09	4921.71	4922.26	1469.0
2023-07-05 03:25:00	ES	Futures	4922.54	4922.54	4920.07	4920.62	1656.0
2023-07-05 03:30:00	ES	Futures	4920.62	4921.99	4920.34	4921.44	1299.0
2023-07-05 03:35:00	ES	Futures	4921.17	4921.71	4920.34	4921.44	1234.0
2023-07-05 03:40:00	ES	Futures	4921.44	4921.99	4920.62	4921.44	1657.0
2023-07-05 03:45:00	ES	Futures	4921.44	4922.54	4920.89	4921.99	982.0
2023-07-05 03:50:00	ES	Futures	4921.71	4922.54	4920.62	4921.17	1179.0
2023-07-05 03:55:00	ES	Futures	4920.89	4921.17	4919.24	4920.62	1627.0
2023-07-05 04:00:00	ES	Futures	4920.62	4920.89	4918.42	4920.89	2413.0
2023-07-05 04:05:00	ES	Futures	4920.89	4921.71	4920.07	4921.17	1445.0

> showing 50 of 19,183 rows — these rows as CSV

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