PREVIEW / futures_5min / 2023-07-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-17.parquet
  size:    314 KB
  rows:    19,241

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
2023-07-17 00:00:00	ES	Futures	4977.17	4977.17	4976.62	4976.62	93.0
2023-07-17 00:05:00	ES	Futures	4976.62	4976.89	4976.07	4976.07	179.0
2023-07-17 00:10:00	ES	Futures	4976.07	4976.34	4976.07	4976.34	151.0
2023-07-17 00:15:00	ES	Futures	4976.34	4976.62	4976.34	4976.62	107.0
2023-07-17 00:20:00	ES	Futures	4976.89	4976.89	4976.34	4976.34	79.0
2023-07-17 00:25:00	ES	Futures	4976.34	4976.89	4976.34	4976.62	138.0
2023-07-17 00:30:00	ES	Futures	4976.89	4976.89	4976.62	4976.89	188.0
2023-07-17 00:35:00	ES	Futures	4976.89	4977.72	4976.07	4977.72	221.0
2023-07-17 00:40:00	ES	Futures	4977.72	4977.72	4976.89	4976.89	169.0
2023-07-17 00:45:00	ES	Futures	4977.17	4977.72	4977.17	4977.72	156.0
2023-07-17 00:50:00	ES	Futures	4977.72	4977.72	4977.17	4977.17	198.0
2023-07-17 00:55:00	ES	Futures	4977.17	4977.44	4977.17	4977.17	147.0
2023-07-17 01:00:00	ES	Futures	4977.17	4977.99	4977.17	4977.72	313.0
2023-07-17 01:05:00	ES	Futures	4977.99	4977.99	4977.17	4977.44	214.0
2023-07-17 01:10:00	ES	Futures	4977.72	4978.26	4977.72	4978.26	213.0
2023-07-17 01:15:00	ES	Futures	4978.26	4979.09	4977.99	4979.09	646.0
2023-07-17 01:20:00	ES	Futures	4979.09	4979.09	4977.99	4978.26	329.0
2023-07-17 01:25:00	ES	Futures	4978.26	4978.26	4977.72	4977.99	124.0
2023-07-17 01:30:00	ES	Futures	4977.72	4978.26	4977.44	4978.26	335.0
2023-07-17 01:35:00	ES	Futures	4978.26	4978.26	4977.17	4977.99	149.0
2023-07-17 01:40:00	ES	Futures	4977.99	4978.54	4977.44	4978.26	351.0
2023-07-17 01:45:00	ES	Futures	4978.26	4978.26	4977.72	4977.99	204.0
2023-07-17 01:50:00	ES	Futures	4977.99	4978.54	4977.99	4978.26	363.0
2023-07-17 01:55:00	ES	Futures	4978.26	4978.54	4977.72	4977.99	303.0
2023-07-17 02:00:00	ES	Futures	4977.99	4977.99	4976.89	4977.17	651.0
2023-07-17 02:05:00	ES	Futures	4977.17	4977.44	4975.79	4976.62	681.0
2023-07-17 02:10:00	ES	Futures	4976.62	4977.44	4976.62	4976.62	323.0
2023-07-17 02:15:00	ES	Futures	4976.89	4977.44	4976.89	4977.17	408.0
2023-07-17 02:20:00	ES	Futures	4977.44	4977.44	4976.89	4976.89	357.0
2023-07-17 02:25:00	ES	Futures	4976.89	4977.72	4976.34	4977.44	297.0
2023-07-17 02:30:00	ES	Futures	4977.44	4977.72	4977.17	4977.44	414.0
2023-07-17 02:35:00	ES	Futures	4977.44	4977.72	4976.62	4977.72	347.0
2023-07-17 02:40:00	ES	Futures	4977.72	4977.99	4977.17	4977.99	479.0
2023-07-17 02:45:00	ES	Futures	4977.99	4978.26	4977.72	4978.26	364.0
2023-07-17 02:50:00	ES	Futures	4978.26	4978.26	4977.17	4977.17	380.0
2023-07-17 02:55:00	ES	Futures	4977.17	4978.26	4976.89	4978.26	507.0
2023-07-17 03:00:00	ES	Futures	4977.99	4978.26	4975.79	4977.17	2691.0
2023-07-17 03:05:00	ES	Futures	4977.17	4978.81	4976.62	4977.99	2046.0
2023-07-17 03:10:00	ES	Futures	4977.99	4980.46	4977.99	4980.46	2021.0
2023-07-17 03:15:00	ES	Futures	4980.19	4980.46	4978.54	4979.64	1267.0
2023-07-17 03:20:00	ES	Futures	4979.64	4981.56	4979.64	4981.28	1766.0
2023-07-17 03:25:00	ES	Futures	4981.01	4981.56	4980.73	4981.56	1003.0
2023-07-17 03:30:00	ES	Futures	4981.28	4981.56	4980.46	4981.56	1544.0
2023-07-17 03:35:00	ES	Futures	4981.56	4982.11	4980.73	4981.83	1642.0
2023-07-17 03:40:00	ES	Futures	4981.83	4982.93	4981.83	4981.83	1229.0
2023-07-17 03:45:00	ES	Futures	4981.83	4982.11	4980.46	4981.56	873.0
2023-07-17 03:50:00	ES	Futures	4981.56	4982.38	4981.01	4982.38	561.0
2023-07-17 03:55:00	ES	Futures	4982.38	4982.38	4981.28	4982.11	658.0
2023-07-17 04:00:00	ES	Futures	4982.11	4982.66	4981.28	4981.56	1226.0
2023-07-17 04:05:00	ES	Futures	4981.56	4982.11	4981.28	4982.11	577.0

> showing 50 of 19,241 rows — these rows as CSV

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