PREVIEW / futures_5min / 2023-07-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-16.parquet
  size:    68 KB
  rows:    3,757

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
2023-07-16 18:00:00	ES	Futures	4980.73	4981.01	4977.44	4977.72	1784.0
2023-07-16 18:05:00	ES	Futures	4977.72	4979.09	4976.89	4976.89	646.0
2023-07-16 18:10:00	ES	Futures	4976.89	4977.17	4975.24	4976.62	1125.0
2023-07-16 18:15:00	ES	Futures	4976.62	4976.89	4975.24	4976.89	547.0
2023-07-16 18:20:00	ES	Futures	4976.62	4977.72	4976.62	4976.62	475.0
2023-07-16 18:25:00	ES	Futures	4976.62	4976.89	4976.34	4976.89	305.0
2023-07-16 18:30:00	ES	Futures	4976.89	4977.72	4976.89	4977.44	285.0
2023-07-16 18:35:00	ES	Futures	4977.44	4977.72	4976.34	4976.34	170.0
2023-07-16 18:40:00	ES	Futures	4976.34	4976.89	4974.42	4974.42	496.0
2023-07-16 18:45:00	ES	Futures	4974.7	4975.24	4974.15	4974.97	527.0
2023-07-16 18:50:00	ES	Futures	4975.24	4975.24	4973.87	4974.15	302.0
2023-07-16 18:55:00	ES	Futures	4974.15	4974.97	4974.15	4974.42	299.0
2023-07-16 19:00:00	ES	Futures	4974.7	4974.97	4974.42	4974.7	378.0
2023-07-16 19:05:00	ES	Futures	4974.7	4974.7	4973.87	4973.87	306.0
2023-07-16 19:10:00	ES	Futures	4973.87	4974.15	4973.6	4973.87	339.0
2023-07-16 19:15:00	ES	Futures	4973.87	4974.15	4972.77	4972.77	435.0
2023-07-16 19:20:00	ES	Futures	4972.5	4973.6	4971.95	4971.95	786.0
2023-07-16 19:25:00	ES	Futures	4972.22	4973.05	4971.95	4973.05	387.0
2023-07-16 19:30:00	ES	Futures	4972.77	4973.32	4972.5	4973.32	383.0
2023-07-16 19:35:00	ES	Futures	4973.32	4973.87	4973.32	4973.32	178.0
2023-07-16 19:40:00	ES	Futures	4973.32	4974.42	4973.32	4974.42	366.0
2023-07-16 19:45:00	ES	Futures	4974.42	4974.97	4973.32	4973.32	417.0
2023-07-16 19:50:00	ES	Futures	4973.05	4973.6	4972.22	4972.77	362.0
2023-07-16 19:55:00	ES	Futures	4972.77	4973.6	4972.77	4973.32	202.0
2023-07-16 20:00:00	ES	Futures	4973.32	4973.6	4972.22	4972.77	840.0
2023-07-16 20:05:00	ES	Futures	4972.77	4973.6	4972.77	4973.05	621.0
2023-07-16 20:10:00	ES	Futures	4973.05	4973.87	4972.22	4973.6	379.0
2023-07-16 20:15:00	ES	Futures	4973.32	4974.15	4973.05	4974.15	424.0
2023-07-16 20:20:00	ES	Futures	4974.15	4974.15	4973.32	4973.32	219.0
2023-07-16 20:25:00	ES	Futures	4973.6	4973.87	4973.05	4973.32	232.0
2023-07-16 20:30:00	ES	Futures	4973.32	4974.42	4973.05	4974.42	409.0
2023-07-16 20:35:00	ES	Futures	4974.42	4974.7	4973.87	4974.42	275.0
2023-07-16 20:40:00	ES	Futures	4974.42	4976.34	4974.42	4975.52	817.0
2023-07-16 20:45:00	ES	Futures	4975.79	4976.07	4975.24	4975.24	316.0
2023-07-16 20:50:00	ES	Futures	4975.24	4975.52	4974.42	4975.24	404.0
2023-07-16 20:55:00	ES	Futures	4975.24	4975.24	4974.97	4974.97	129.0
2023-07-16 21:00:00	ES	Futures	4975.24	4976.07	4975.24	4975.79	328.0
2023-07-16 21:05:00	ES	Futures	4975.52	4976.62	4974.42	4976.62	630.0
2023-07-16 21:10:00	ES	Futures	4976.89	4977.72	4976.34	4977.72	901.0
2023-07-16 21:15:00	ES	Futures	4977.72	4978.26	4977.17	4977.72	470.0
2023-07-16 21:20:00	ES	Futures	4977.99	4978.26	4977.72	4978.26	484.0
2023-07-16 21:25:00	ES	Futures	4977.99	4979.09	4977.44	4979.09	712.0
2023-07-16 21:30:00	ES	Futures	4979.09	4979.36	4977.99	4977.99	553.0
2023-07-16 21:35:00	ES	Futures	4977.99	4978.54	4976.89	4976.89	469.0
2023-07-16 21:40:00	ES	Futures	4976.89	4977.17	4976.34	4976.89	360.0
2023-07-16 21:45:00	ES	Futures	4976.89	4977.44	4976.34	4977.17	382.0
2023-07-16 21:50:00	ES	Futures	4976.89	4976.89	4976.34	4976.62	145.0
2023-07-16 21:55:00	ES	Futures	4976.62	4976.89	4976.34	4976.34	144.0
2023-07-16 22:00:00	ES	Futures	4976.07	4977.44	4974.15	4977.44	1641.0
2023-07-16 22:05:00	ES	Futures	4977.72	4978.26	4977.17	4977.99	357.0

> showing 50 of 3,757 rows — these rows as CSV

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