PREVIEW / futures_5min / 2023-07-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-06.parquet
  size:    362 KB
  rows:    20,112

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
2023-07-06 00:00:00	ES	Futures	4907.71	4908.26	4906.34	4906.34	1575.0
2023-07-06 00:05:00	ES	Futures	4906.34	4906.89	4906.07	4906.34	1441.0
2023-07-06 00:10:00	ES	Futures	4906.34	4907.17	4906.07	4906.07	1138.0
2023-07-06 00:15:00	ES	Futures	4906.07	4906.62	4906.07	4906.07	786.0
2023-07-06 00:20:00	ES	Futures	4906.07	4906.62	4906.07	4906.34	971.0
2023-07-06 00:25:00	ES	Futures	4906.07	4906.89	4900.3	4903.05	5144.0
2023-07-06 00:30:00	ES	Futures	4903.32	4904.7	4903.05	4904.15	1223.0
2023-07-06 00:35:00	ES	Futures	4904.15	4904.97	4903.87	4904.97	509.0
2023-07-06 00:40:00	ES	Futures	4904.7	4904.97	4903.87	4904.42	603.0
2023-07-06 00:45:00	ES	Futures	4904.42	4905.24	4903.87	4904.97	582.0
2023-07-06 00:50:00	ES	Futures	4905.24	4906.07	4904.97	4906.07	401.0
2023-07-06 00:55:00	ES	Futures	4906.07	4906.34	4905.52	4905.79	416.0
2023-07-06 01:00:00	ES	Futures	4905.79	4906.07	4904.42	4904.7	767.0
2023-07-06 01:05:00	ES	Futures	4904.7	4906.07	4904.7	4905.24	537.0
2023-07-06 01:10:00	ES	Futures	4905.24	4906.07	4905.24	4905.79	370.0
2023-07-06 01:15:00	ES	Futures	4905.79	4906.62	4905.79	4906.34	610.0
2023-07-06 01:20:00	ES	Futures	4906.34	4906.89	4906.07	4906.89	308.0
2023-07-06 01:25:00	ES	Futures	4906.89	4907.17	4905.52	4906.07	475.0
2023-07-06 01:30:00	ES	Futures	4906.07	4906.07	4904.97	4905.24	342.0
2023-07-06 01:35:00	ES	Futures	4905.52	4905.79	4902.5	4902.5	1417.0
2023-07-06 01:40:00	ES	Futures	4902.5	4903.05	4902.5	4903.05	667.0
2023-07-06 01:45:00	ES	Futures	4902.77	4903.32	4901.95	4903.05	1248.0
2023-07-06 01:50:00	ES	Futures	4903.05	4904.15	4902.77	4904.15	436.0
2023-07-06 01:55:00	ES	Futures	4904.15	4905.79	4903.87	4905.24	978.0
2023-07-06 02:00:00	ES	Futures	4905.24	4907.99	4904.7	4907.71	1608.0
2023-07-06 02:05:00	ES	Futures	4907.71	4909.09	4907.44	4908.81	1111.0
2023-07-06 02:10:00	ES	Futures	4908.54	4908.81	4907.99	4907.99	662.0
2023-07-06 02:15:00	ES	Futures	4908.26	4909.09	4907.99	4908.54	889.0
2023-07-06 02:20:00	ES	Futures	4908.54	4908.81	4907.17	4907.71	928.0
2023-07-06 02:25:00	ES	Futures	4907.71	4909.09	4907.71	4908.26	790.0
2023-07-06 02:30:00	ES	Futures	4908.26	4909.09	4907.71	4908.26	672.0
2023-07-06 02:35:00	ES	Futures	4907.99	4907.99	4906.62	4906.89	1335.0
2023-07-06 02:40:00	ES	Futures	4906.89	4906.89	4905.79	4905.79	1551.0
2023-07-06 02:45:00	ES	Futures	4906.07	4907.17	4906.07	4906.62	856.0
2023-07-06 02:50:00	ES	Futures	4906.89	4907.71	4906.62	4907.17	695.0
2023-07-06 02:55:00	ES	Futures	4906.89	4907.17	4906.07	4906.89	703.0
2023-07-06 03:00:00	ES	Futures	4906.89	4907.44	4901.95	4903.32	6525.0
2023-07-06 03:05:00	ES	Futures	4903.32	4903.6	4901.13	4901.4	4902.0
2023-07-06 03:10:00	ES	Futures	4901.13	4902.5	4900.03	4902.5	4878.0
2023-07-06 03:15:00	ES	Futures	4902.5	4903.87	4901.4	4901.4	3214.0
2023-07-06 03:20:00	ES	Futures	4901.13	4904.97	4901.13	4904.15	2126.0
2023-07-06 03:25:00	ES	Futures	4904.15	4904.97	4901.68	4902.22	1758.0
2023-07-06 03:30:00	ES	Futures	4901.95	4902.22	4900.3	4900.3	2337.0
2023-07-06 03:35:00	ES	Futures	4900.3	4902.22	4899.2	4901.68	2175.0
2023-07-06 03:40:00	ES	Futures	4901.68	4902.22	4899.48	4899.75	2913.0
2023-07-06 03:45:00	ES	Futures	4899.75	4901.95	4899.48	4901.95	1893.0
2023-07-06 03:50:00	ES	Futures	4901.68	4902.22	4900.3	4900.85	1990.0
2023-07-06 03:55:00	ES	Futures	4901.13	4901.95	4899.75	4901.68	1825.0
2023-07-06 04:00:00	ES	Futures	4901.68	4903.6	4901.68	4902.5	2112.0
2023-07-06 04:05:00	ES	Futures	4902.22	4903.6	4900.85	4903.05	2047.0

> showing 50 of 20,112 rows — these rows as CSV

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