PREVIEW / futures_5min / 2023-07-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-09.parquet
  size:    77 KB
  rows:    3,846

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
2023-07-09 18:00:00	ES	Futures	4872.58	4875.05	4866.81	4867.91	2667.0
2023-07-09 18:05:00	ES	Futures	4867.91	4869.01	4865.17	4866.54	1468.0
2023-07-09 18:10:00	ES	Futures	4866.81	4868.19	4866.26	4866.81	896.0
2023-07-09 18:15:00	ES	Futures	4866.81	4866.81	4864.89	4865.71	1192.0
2023-07-09 18:20:00	ES	Futures	4865.71	4871.75	4865.44	4871.48	2463.0
2023-07-09 18:25:00	ES	Futures	4871.2	4872.85	4870.93	4871.75	963.0
2023-07-09 18:30:00	ES	Futures	4871.75	4872.03	4867.91	4870.66	1840.0
2023-07-09 18:35:00	ES	Futures	4870.38	4870.66	4869.28	4869.83	426.0
2023-07-09 18:40:00	ES	Futures	4869.56	4871.75	4869.56	4871.75	447.0
2023-07-09 18:45:00	ES	Futures	4871.48	4872.85	4871.2	4872.58	652.0
2023-07-09 18:50:00	ES	Futures	4872.85	4873.95	4872.3	4873.68	553.0
2023-07-09 18:55:00	ES	Futures	4873.68	4875.32	4872.85	4874.22	918.0
2023-07-09 19:00:00	ES	Futures	4874.22	4875.05	4874.22	4874.22	412.0
2023-07-09 19:05:00	ES	Futures	4874.22	4874.22	4873.13	4873.4	686.0
2023-07-09 19:10:00	ES	Futures	4873.4	4873.95	4873.4	4873.4	196.0
2023-07-09 19:15:00	ES	Futures	4873.68	4874.5	4873.4	4874.22	508.0
2023-07-09 19:20:00	ES	Futures	4874.22	4874.22	4872.3	4872.85	338.0
2023-07-09 19:25:00	ES	Futures	4872.85	4873.13	4872.58	4872.85	179.0
2023-07-09 19:30:00	ES	Futures	4872.85	4872.85	4871.2	4871.75	465.0
2023-07-09 19:35:00	ES	Futures	4871.75	4873.4	4871.75	4873.4	336.0
2023-07-09 19:40:00	ES	Futures	4873.4	4873.4	4872.3	4872.85	211.0
2023-07-09 19:45:00	ES	Futures	4872.58	4873.4	4872.3	4873.4	408.0
2023-07-09 19:50:00	ES	Futures	4873.13	4873.13	4872.3	4873.13	266.0
2023-07-09 19:55:00	ES	Futures	4873.13	4873.4	4872.03	4872.58	302.0
2023-07-09 20:00:00	ES	Futures	4872.3	4872.85	4870.11	4870.66	1379.0
2023-07-09 20:05:00	ES	Futures	4870.66	4870.93	4868.46	4870.66	1518.0
2023-07-09 20:10:00	ES	Futures	4870.93	4871.2	4867.36	4868.73	1672.0
2023-07-09 20:15:00	ES	Futures	4868.46	4869.28	4865.99	4867.09	1279.0
2023-07-09 20:20:00	ES	Futures	4867.09	4867.64	4864.34	4864.34	1252.0
2023-07-09 20:25:00	ES	Futures	4864.62	4864.89	4862.15	4862.42	1607.0
2023-07-09 20:30:00	ES	Futures	4862.42	4864.07	4862.15	4863.79	1684.0
2023-07-09 20:35:00	ES	Futures	4863.79	4864.89	4863.52	4864.34	564.0
2023-07-09 20:40:00	ES	Futures	4864.34	4865.44	4863.79	4865.44	513.0
2023-07-09 20:45:00	ES	Futures	4865.44	4865.71	4864.34	4864.62	475.0
2023-07-09 20:50:00	ES	Futures	4864.62	4865.17	4864.34	4864.62	490.0
2023-07-09 20:55:00	ES	Futures	4864.62	4865.44	4864.34	4865.17	472.0
2023-07-09 21:00:00	ES	Futures	4865.44	4865.99	4864.62	4865.99	593.0
2023-07-09 21:05:00	ES	Futures	4865.71	4868.46	4865.71	4868.19	1164.0
2023-07-09 21:10:00	ES	Futures	4867.91	4869.01	4867.09	4867.09	888.0
2023-07-09 21:15:00	ES	Futures	4867.36	4868.19	4867.09	4867.36	506.0
2023-07-09 21:20:00	ES	Futures	4867.36	4867.64	4865.17	4865.44	1072.0
2023-07-09 21:25:00	ES	Futures	4865.71	4866.81	4865.44	4866.54	501.0
2023-07-09 21:30:00	ES	Futures	4866.81	4868.19	4865.71	4865.99	853.0
2023-07-09 21:35:00	ES	Futures	4865.71	4865.99	4858.85	4860.22	3041.0
2023-07-09 21:40:00	ES	Futures	4859.95	4860.77	4857.2	4858.3	2278.0
2023-07-09 21:45:00	ES	Futures	4858.3	4859.4	4858.03	4858.58	1543.0
2023-07-09 21:50:00	ES	Futures	4858.58	4859.4	4858.03	4859.4	632.0
2023-07-09 21:55:00	ES	Futures	4859.4	4860.22	4859.13	4859.4	806.0
2023-07-09 22:00:00	ES	Futures	4859.4	4862.15	4859.4	4861.05	1290.0
2023-07-09 22:05:00	ES	Futures	4861.05	4861.87	4860.22	4860.77	759.0

> showing 50 of 3,846 rows — these rows as CSV

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