PREVIEW / futures_5min / 2023-07-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-10.parquet
  size:    332 KB
  rows:    19,315

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
2023-07-10 00:00:00	ES	Futures	4858.03	4858.85	4856.66	4856.93	492.0
2023-07-10 00:05:00	ES	Futures	4856.93	4857.2	4856.38	4856.38	457.0
2023-07-10 00:10:00	ES	Futures	4856.38	4856.93	4856.11	4856.93	388.0
2023-07-10 00:15:00	ES	Futures	4856.93	4857.75	4856.93	4857.75	403.0
2023-07-10 00:20:00	ES	Futures	4857.48	4858.3	4856.93	4858.3	320.0
2023-07-10 00:25:00	ES	Futures	4858.03	4858.58	4858.03	4858.58	242.0
2023-07-10 00:30:00	ES	Futures	4858.58	4860.77	4858.58	4860.77	1077.0
2023-07-10 00:35:00	ES	Futures	4861.05	4862.42	4861.05	4862.15	666.0
2023-07-10 00:40:00	ES	Futures	4862.15	4862.69	4861.32	4861.32	448.0
2023-07-10 00:45:00	ES	Futures	4861.32	4862.42	4861.32	4861.6	522.0
2023-07-10 00:50:00	ES	Futures	4861.6	4861.6	4860.5	4860.5	436.0
2023-07-10 00:55:00	ES	Futures	4860.22	4860.77	4859.95	4860.5	463.0
2023-07-10 01:00:00	ES	Futures	4860.5	4861.32	4859.95	4860.5	766.0
2023-07-10 01:05:00	ES	Futures	4860.22	4861.05	4859.68	4861.05	665.0
2023-07-10 01:10:00	ES	Futures	4860.77	4861.05	4858.58	4859.4	1079.0
2023-07-10 01:15:00	ES	Futures	4859.4	4859.68	4858.03	4858.03	826.0
2023-07-10 01:20:00	ES	Futures	4858.03	4858.58	4857.48	4858.03	1008.0
2023-07-10 01:25:00	ES	Futures	4858.03	4858.3	4856.93	4857.75	885.0
2023-07-10 01:30:00	ES	Futures	4857.75	4857.75	4856.38	4856.38	890.0
2023-07-10 01:35:00	ES	Futures	4856.38	4856.66	4852.81	4853.36	2719.0
2023-07-10 01:40:00	ES	Futures	4853.36	4853.64	4847.6	4848.15	3783.0
2023-07-10 01:45:00	ES	Futures	4848.42	4849.79	4847.6	4848.15	1586.0
2023-07-10 01:50:00	ES	Futures	4848.15	4850.07	4847.05	4847.6	1472.0
2023-07-10 01:55:00	ES	Futures	4847.6	4848.15	4845.95	4846.77	1914.0
2023-07-10 02:00:00	ES	Futures	4846.77	4847.32	4844.58	4846.5	2903.0
2023-07-10 02:05:00	ES	Futures	4846.22	4847.05	4844.58	4844.85	2130.0
2023-07-10 02:10:00	ES	Futures	4844.85	4846.22	4843.75	4844.85	1254.0
2023-07-10 02:15:00	ES	Futures	4845.13	4847.6	4845.13	4847.32	948.0
2023-07-10 02:20:00	ES	Futures	4847.6	4847.6	4845.95	4845.95	726.0
2023-07-10 02:25:00	ES	Futures	4845.68	4846.77	4845.68	4845.68	645.0
2023-07-10 02:30:00	ES	Futures	4845.95	4847.6	4844.85	4846.77	1113.0
2023-07-10 02:35:00	ES	Futures	4847.05	4848.69	4846.77	4847.87	1101.0
2023-07-10 02:40:00	ES	Futures	4847.87	4848.15	4846.5	4847.05	650.0
2023-07-10 02:45:00	ES	Futures	4847.05	4849.24	4847.05	4848.69	992.0
2023-07-10 02:50:00	ES	Futures	4848.69	4849.79	4848.15	4848.42	828.0
2023-07-10 02:55:00	ES	Futures	4848.15	4849.52	4848.15	4848.69	771.0
2023-07-10 03:00:00	ES	Futures	4848.69	4851.99	4848.69	4850.62	4286.0
2023-07-10 03:05:00	ES	Futures	4850.62	4852.54	4850.34	4850.89	3431.0
2023-07-10 03:10:00	ES	Futures	4850.62	4852.26	4849.24	4850.07	2066.0
2023-07-10 03:15:00	ES	Futures	4850.07	4851.44	4849.24	4850.07	1771.0
2023-07-10 03:20:00	ES	Futures	4849.79	4851.71	4849.24	4849.52	1918.0
2023-07-10 03:25:00	ES	Futures	4849.52	4849.79	4843.75	4844.3	3811.0
2023-07-10 03:30:00	ES	Futures	4844.3	4848.42	4844.03	4848.15	2496.0
2023-07-10 03:35:00	ES	Futures	4848.42	4850.34	4848.42	4849.52	2252.0
2023-07-10 03:40:00	ES	Futures	4849.52	4852.54	4849.52	4852.26	2325.0
2023-07-10 03:45:00	ES	Futures	4851.99	4852.81	4850.62	4851.99	1895.0
2023-07-10 03:50:00	ES	Futures	4851.99	4852.81	4851.71	4852.54	1564.0
2023-07-10 03:55:00	ES	Futures	4852.54	4853.09	4851.44	4851.71	1868.0
2023-07-10 04:00:00	ES	Futures	4851.99	4853.36	4851.17	4852.54	2263.0
2023-07-10 04:05:00	ES	Futures	4852.54	4853.09	4851.71	4852.26	1488.0

> showing 50 of 19,315 rows — these rows as CSV

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