PREVIEW / futures_5min / 2023-07-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-13.parquet
  size:    351 KB
  rows:    19,866

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
2023-07-13 00:00:00	ES	Futures	4962.07	4962.34	4961.79	4961.79	281.0
2023-07-13 00:05:00	ES	Futures	4962.07	4962.34	4961.52	4961.52	428.0
2023-07-13 00:10:00	ES	Futures	4961.79	4963.17	4961.52	4962.34	3811.0
2023-07-13 00:15:00	ES	Futures	4962.34	4962.62	4961.79	4962.62	710.0
2023-07-13 00:20:00	ES	Futures	4962.89	4962.89	4962.34	4962.34	203.0
2023-07-13 00:25:00	ES	Futures	4962.62	4962.89	4962.07	4962.89	225.0
2023-07-13 00:30:00	ES	Futures	4962.89	4962.89	4962.07	4962.34	446.0
2023-07-13 00:35:00	ES	Futures	4962.62	4962.89	4962.34	4962.62	224.0
2023-07-13 00:40:00	ES	Futures	4962.34	4962.62	4961.79	4962.34	270.0
2023-07-13 00:45:00	ES	Futures	4962.07	4962.34	4960.97	4961.52	608.0
2023-07-13 00:50:00	ES	Futures	4961.24	4961.52	4960.97	4961.24	275.0
2023-07-13 00:55:00	ES	Futures	4960.97	4961.24	4959.32	4959.87	735.0
2023-07-13 01:00:00	ES	Futures	4959.6	4960.15	4959.05	4959.6	745.0
2023-07-13 01:05:00	ES	Futures	4959.6	4960.15	4958.5	4959.32	814.0
2023-07-13 01:10:00	ES	Futures	4959.05	4960.15	4959.05	4959.87	342.0
2023-07-13 01:15:00	ES	Futures	4959.87	4961.24	4959.87	4960.15	920.0
2023-07-13 01:20:00	ES	Futures	4960.42	4961.79	4960.42	4961.52	505.0
2023-07-13 01:25:00	ES	Futures	4961.52	4961.79	4960.42	4960.7	583.0
2023-07-13 01:30:00	ES	Futures	4960.7	4961.52	4960.42	4960.97	780.0
2023-07-13 01:35:00	ES	Futures	4960.97	4961.52	4960.7	4960.97	448.0
2023-07-13 01:40:00	ES	Futures	4961.24	4962.07	4960.97	4962.07	348.0
2023-07-13 01:45:00	ES	Futures	4962.07	4962.07	4960.15	4960.42	820.0
2023-07-13 01:50:00	ES	Futures	4960.42	4960.42	4959.87	4960.15	426.0
2023-07-13 01:55:00	ES	Futures	4960.15	4960.42	4959.6	4959.6	570.0
2023-07-13 02:00:00	ES	Futures	4959.6	4959.87	4957.68	4959.32	1537.0
2023-07-13 02:05:00	ES	Futures	4959.32	4960.42	4958.5	4959.87	789.0
2023-07-13 02:10:00	ES	Futures	4959.87	4961.52	4959.87	4960.7	1321.0
2023-07-13 02:15:00	ES	Futures	4960.7	4962.07	4960.42	4961.52	629.0
2023-07-13 02:20:00	ES	Futures	4961.52	4961.79	4960.97	4961.52	403.0
2023-07-13 02:25:00	ES	Futures	4961.79	4962.34	4961.24	4961.24	495.0
2023-07-13 02:30:00	ES	Futures	4961.52	4961.52	4960.7	4960.97	466.0
2023-07-13 02:35:00	ES	Futures	4960.97	4961.52	4960.15	4960.42	457.0
2023-07-13 02:40:00	ES	Futures	4960.42	4960.97	4959.87	4959.87	221.0
2023-07-13 02:45:00	ES	Futures	4959.87	4960.15	4958.22	4958.77	636.0
2023-07-13 02:50:00	ES	Futures	4958.77	4959.6	4958.5	4959.32	632.0
2023-07-13 02:55:00	ES	Futures	4959.32	4960.42	4959.32	4960.42	639.0
2023-07-13 03:00:00	ES	Futures	4960.15	4960.42	4957.95	4959.32	2122.0
2023-07-13 03:05:00	ES	Futures	4959.32	4960.42	4958.5	4959.32	1010.0
2023-07-13 03:10:00	ES	Futures	4959.32	4962.62	4959.32	4962.34	2016.0
2023-07-13 03:15:00	ES	Futures	4962.07	4962.07	4960.42	4961.79	1442.0
2023-07-13 03:20:00	ES	Futures	4961.52	4961.52	4959.87	4960.7	1083.0
2023-07-13 03:25:00	ES	Futures	4960.42	4962.89	4960.15	4962.34	1150.0
2023-07-13 03:30:00	ES	Futures	4962.62	4962.89	4960.42	4961.24	1233.0
2023-07-13 03:35:00	ES	Futures	4961.24	4963.72	4961.24	4963.44	1907.0
2023-07-13 03:40:00	ES	Futures	4963.44	4965.09	4963.17	4964.26	1784.0
2023-07-13 03:45:00	ES	Futures	4964.26	4964.81	4963.72	4963.99	1229.0
2023-07-13 03:50:00	ES	Futures	4964.26	4965.09	4963.72	4964.81	1404.0
2023-07-13 03:55:00	ES	Futures	4964.54	4964.54	4962.89	4963.72	1089.0
2023-07-13 04:00:00	ES	Futures	4963.72	4963.99	4962.34	4962.62	1409.0
2023-07-13 04:05:00	ES	Futures	4962.62	4963.44	4962.34	4962.89	1043.0

> showing 50 of 19,866 rows — these rows as CSV

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