PREVIEW / futures_5min / 2023-07-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-07.parquet
  size:    301 KB
  rows:    16,238

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
2023-07-07 00:00:00	ES	Futures	4881.36	4881.64	4879.17	4879.71	492.0
2023-07-07 00:05:00	ES	Futures	4879.44	4880.26	4879.44	4879.99	409.0
2023-07-07 00:10:00	ES	Futures	4879.99	4880.26	4879.44	4879.44	443.0
2023-07-07 00:15:00	ES	Futures	4879.44	4879.99	4879.17	4879.17	231.0
2023-07-07 00:20:00	ES	Futures	4879.17	4879.44	4878.34	4878.62	373.0
2023-07-07 00:25:00	ES	Futures	4878.62	4879.44	4878.34	4879.44	499.0
2023-07-07 00:30:00	ES	Futures	4879.44	4879.71	4879.17	4879.17	357.0
2023-07-07 00:35:00	ES	Futures	4879.44	4879.71	4878.89	4879.44	381.0
2023-07-07 00:40:00	ES	Futures	4879.71	4879.99	4879.44	4879.99	287.0
2023-07-07 00:45:00	ES	Futures	4879.99	4880.26	4879.44	4879.44	295.0
2023-07-07 00:50:00	ES	Futures	4879.44	4879.99	4879.17	4879.17	215.0
2023-07-07 00:55:00	ES	Futures	4879.17	4879.71	4878.89	4878.89	198.0
2023-07-07 01:00:00	ES	Futures	4879.17	4879.44	4878.34	4879.44	841.0
2023-07-07 01:05:00	ES	Futures	4879.44	4881.09	4878.34	4880.26	1002.0
2023-07-07 01:10:00	ES	Futures	4880.26	4882.46	4880.26	4882.19	667.0
2023-07-07 01:15:00	ES	Futures	4881.91	4882.46	4881.64	4881.64	505.0
2023-07-07 01:20:00	ES	Futures	4881.64	4882.19	4881.09	4881.64	318.0
2023-07-07 01:25:00	ES	Futures	4881.64	4881.64	4880.81	4881.09	341.0
2023-07-07 01:30:00	ES	Futures	4880.81	4881.09	4879.71	4879.99	662.0
2023-07-07 01:35:00	ES	Futures	4879.71	4880.54	4879.17	4880.26	341.0
2023-07-07 01:40:00	ES	Futures	4880.26	4880.26	4879.44	4879.99	265.0
2023-07-07 01:45:00	ES	Futures	4879.71	4879.71	4878.34	4878.62	740.0
2023-07-07 01:50:00	ES	Futures	4878.34	4879.17	4877.79	4878.62	621.0
2023-07-07 01:55:00	ES	Futures	4878.62	4879.17	4877.52	4878.07	789.0
2023-07-07 02:00:00	ES	Futures	4878.07	4879.17	4876.97	4878.62	1763.0
2023-07-07 02:05:00	ES	Futures	4878.62	4879.71	4878.62	4878.89	785.0
2023-07-07 02:10:00	ES	Futures	4878.89	4879.17	4878.07	4878.34	538.0
2023-07-07 02:15:00	ES	Futures	4878.07	4879.99	4877.52	4879.71	759.0
2023-07-07 02:20:00	ES	Futures	4879.71	4880.26	4878.62	4878.89	721.0
2023-07-07 02:25:00	ES	Futures	4878.89	4879.17	4876.97	4878.07	975.0
2023-07-07 02:30:00	ES	Futures	4878.07	4878.34	4877.24	4877.79	525.0
2023-07-07 02:35:00	ES	Futures	4877.79	4878.07	4877.24	4877.79	446.0
2023-07-07 02:40:00	ES	Futures	4877.79	4878.07	4877.24	4877.52	307.0
2023-07-07 02:45:00	ES	Futures	4877.79	4878.07	4876.7	4876.97	1079.0
2023-07-07 02:50:00	ES	Futures	4876.7	4876.7	4875.32	4875.87	1366.0
2023-07-07 02:55:00	ES	Futures	4876.15	4876.42	4874.77	4875.05	1124.0
2023-07-07 03:00:00	ES	Futures	4875.05	4875.87	4872.03	4872.03	4324.0
2023-07-07 03:05:00	ES	Futures	4872.03	4873.95	4871.75	4872.85	2566.0
2023-07-07 03:10:00	ES	Futures	4872.58	4873.13	4870.93	4872.03	2768.0
2023-07-07 03:15:00	ES	Futures	4872.03	4875.87	4871.75	4875.6	2736.0
2023-07-07 03:20:00	ES	Futures	4875.6	4875.87	4870.93	4873.13	2525.0
2023-07-07 03:25:00	ES	Futures	4873.13	4873.68	4870.66	4871.48	2255.0
2023-07-07 03:30:00	ES	Futures	4871.2	4875.32	4870.66	4872.58	4022.0
2023-07-07 03:35:00	ES	Futures	4872.85	4874.77	4872.03	4874.5	2203.0
2023-07-07 03:40:00	ES	Futures	4874.22	4874.5	4871.48	4871.75	2418.0
2023-07-07 03:45:00	ES	Futures	4871.48	4871.75	4870.11	4870.38	2227.0
2023-07-07 03:50:00	ES	Futures	4870.38	4871.2	4869.01	4870.66	2987.0
2023-07-07 03:55:00	ES	Futures	4870.66	4873.95	4870.38	4873.95	2718.0
2023-07-07 04:00:00	ES	Futures	4873.95	4874.22	4870.11	4871.48	3468.0
2023-07-07 04:05:00	ES	Futures	4871.75	4872.85	4870.38	4870.66	2433.0

> showing 50 of 16,238 rows — these rows as CSV

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