PREVIEW / futures_5min / 2023-07-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-11.parquet
  size:    329 KB
  rows:    19,489

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
2023-07-11 00:00:00	ES	Futures	4883.28	4883.28	4881.91	4882.73	395.0
2023-07-11 00:05:00	ES	Futures	4882.73	4882.73	4881.36	4881.64	586.0
2023-07-11 00:10:00	ES	Futures	4881.36	4881.91	4881.36	4881.91	291.0
2023-07-11 00:15:00	ES	Futures	4881.91	4882.46	4881.64	4881.91	213.0
2023-07-11 00:20:00	ES	Futures	4881.91	4882.46	4881.64	4881.91	250.0
2023-07-11 00:25:00	ES	Futures	4881.91	4882.19	4881.36	4881.91	263.0
2023-07-11 00:30:00	ES	Futures	4881.91	4882.46	4881.64	4881.91	252.0
2023-07-11 00:35:00	ES	Futures	4882.19	4882.73	4882.19	4882.46	361.0
2023-07-11 00:40:00	ES	Futures	4882.19	4882.46	4881.91	4882.19	145.0
2023-07-11 00:45:00	ES	Futures	4882.19	4882.46	4881.91	4882.19	142.0
2023-07-11 00:50:00	ES	Futures	4882.19	4882.19	4881.36	4882.19	142.0
2023-07-11 00:55:00	ES	Futures	4882.19	4883.28	4882.19	4883.01	273.0
2023-07-11 01:00:00	ES	Futures	4883.01	4883.56	4883.01	4883.56	391.0
2023-07-11 01:05:00	ES	Futures	4883.56	4883.83	4883.01	4883.01	246.0
2023-07-11 01:10:00	ES	Futures	4883.01	4883.01	4880.26	4880.54	961.0
2023-07-11 01:15:00	ES	Futures	4880.81	4881.36	4879.71	4881.36	588.0
2023-07-11 01:20:00	ES	Futures	4881.36	4882.46	4881.09	4882.19	394.0
2023-07-11 01:25:00	ES	Futures	4882.46	4882.73	4882.19	4882.73	399.0
2023-07-11 01:30:00	ES	Futures	4882.46	4884.66	4882.46	4883.83	775.0
2023-07-11 01:35:00	ES	Futures	4883.83	4885.2	4883.83	4885.2	871.0
2023-07-11 01:40:00	ES	Futures	4885.2	4885.48	4884.38	4884.66	334.0
2023-07-11 01:45:00	ES	Futures	4884.66	4885.2	4884.11	4884.38	236.0
2023-07-11 01:50:00	ES	Futures	4884.11	4885.2	4884.11	4884.38	556.0
2023-07-11 01:55:00	ES	Futures	4884.38	4886.03	4884.38	4885.48	790.0
2023-07-11 02:00:00	ES	Futures	4885.2	4888.77	4884.38	4888.5	2705.0
2023-07-11 02:05:00	ES	Futures	4888.22	4888.22	4886.58	4886.85	1017.0
2023-07-11 02:10:00	ES	Futures	4886.85	4888.77	4886.58	4888.77	1059.0
2023-07-11 02:15:00	ES	Futures	4888.77	4888.77	4887.68	4887.95	1091.0
2023-07-11 02:20:00	ES	Futures	4887.95	4890.42	4887.68	4890.15	1067.0
2023-07-11 02:25:00	ES	Futures	4890.15	4892.07	4889.87	4890.15	1970.0
2023-07-11 02:30:00	ES	Futures	4890.42	4890.42	4888.5	4888.5	1033.0
2023-07-11 02:35:00	ES	Futures	4888.5	4889.6	4888.5	4889.6	551.0
2023-07-11 02:40:00	ES	Futures	4889.32	4891.24	4889.05	4890.97	891.0
2023-07-11 02:45:00	ES	Futures	4890.7	4890.97	4889.05	4889.05	941.0
2023-07-11 02:50:00	ES	Futures	4889.05	4890.42	4888.77	4890.15	582.0
2023-07-11 02:55:00	ES	Futures	4890.15	4890.42	4889.05	4889.05	795.0
2023-07-11 03:00:00	ES	Futures	4889.05	4889.6	4886.3	4887.95	3665.0
2023-07-11 03:05:00	ES	Futures	4887.68	4890.7	4887.13	4889.05	2407.0
2023-07-11 03:10:00	ES	Futures	4889.05	4889.05	4886.58	4888.5	1719.0
2023-07-11 03:15:00	ES	Futures	4888.5	4888.77	4884.93	4885.75	1913.0
2023-07-11 03:20:00	ES	Futures	4885.75	4886.3	4884.66	4884.66	906.0
2023-07-11 03:25:00	ES	Futures	4884.66	4886.3	4884.38	4886.03	1064.0
2023-07-11 03:30:00	ES	Futures	4885.75	4886.3	4883.56	4884.66	1302.0
2023-07-11 03:35:00	ES	Futures	4884.38	4884.66	4883.01	4883.01	1178.0
2023-07-11 03:40:00	ES	Futures	4883.01	4884.38	4882.73	4883.28	1005.0
2023-07-11 03:45:00	ES	Futures	4883.28	4883.28	4881.64	4882.46	1163.0
2023-07-11 03:50:00	ES	Futures	4882.73	4883.56	4881.91	4883.01	1160.0
2023-07-11 03:55:00	ES	Futures	4883.01	4883.28	4880.26	4880.26	1035.0
2023-07-11 04:00:00	ES	Futures	4880.54	4880.54	4878.34	4880.54	3260.0
2023-07-11 04:05:00	ES	Futures	4880.54	4882.73	4879.99	4882.46	1387.0

> showing 50 of 19,489 rows — these rows as CSV

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