PREVIEW / futures_5min / 2023-07-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-18.parquet
  size:    330 KB
  rows:    19,617

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
2023-07-18 00:00:00	ES	Futures	4995.56	4995.56	4995.01	4995.56	169.0
2023-07-18 00:05:00	ES	Futures	4995.56	4995.56	4994.73	4995.01	294.0
2023-07-18 00:10:00	ES	Futures	4995.01	4995.83	4995.01	4995.83	254.0
2023-07-18 00:15:00	ES	Futures	4995.83	4995.83	4995.28	4995.83	108.0
2023-07-18 00:20:00	ES	Futures	4995.83	4995.83	4995.56	4995.83	181.0
2023-07-18 00:25:00	ES	Futures	4995.83	4996.11	4995.28	4995.56	243.0
2023-07-18 00:30:00	ES	Futures	4995.56	4995.83	4995.56	4995.83	185.0
2023-07-18 00:35:00	ES	Futures	4995.83	4995.83	4995.28	4995.56	254.0
2023-07-18 00:40:00	ES	Futures	4995.56	4996.11	4995.56	4996.11	194.0
2023-07-18 00:45:00	ES	Futures	4995.83	4996.11	4995.56	4996.11	104.0
2023-07-18 00:50:00	ES	Futures	4996.11	4996.66	4995.83	4996.11	245.0
2023-07-18 00:55:00	ES	Futures	4996.38	4996.93	4996.11	4996.93	214.0
2023-07-18 01:00:00	ES	Futures	4996.66	4997.75	4995.83	4996.66	1615.0
2023-07-18 01:05:00	ES	Futures	4996.93	4997.48	4996.66	4997.21	300.0
2023-07-18 01:10:00	ES	Futures	4997.21	4998.03	4996.93	4997.48	880.0
2023-07-18 01:15:00	ES	Futures	4997.21	4997.48	4996.93	4996.93	191.0
2023-07-18 01:20:00	ES	Futures	4997.21	4998.03	4996.93	4998.03	470.0
2023-07-18 01:25:00	ES	Futures	4998.03	4998.85	4997.48	4997.48	870.0
2023-07-18 01:30:00	ES	Futures	4997.48	4998.3	4997.48	4997.75	242.0
2023-07-18 01:35:00	ES	Futures	4998.03	4998.3	4997.75	4998.03	96.0
2023-07-18 01:40:00	ES	Futures	4998.3	4999.13	4998.03	4998.85	437.0
2023-07-18 01:45:00	ES	Futures	4999.13	4999.95	4998.85	4999.4	549.0
2023-07-18 01:50:00	ES	Futures	4999.68	4999.68	4998.03	4998.3	488.0
2023-07-18 01:55:00	ES	Futures	4998.03	4999.4	4997.75	4998.85	724.0
2023-07-18 02:00:00	ES	Futures	4998.85	4998.85	4997.75	4998.03	707.0
2023-07-18 02:05:00	ES	Futures	4997.75	4998.03	4996.93	4997.21	512.0
2023-07-18 02:10:00	ES	Futures	4997.21	4997.21	4996.38	4996.66	454.0
2023-07-18 02:15:00	ES	Futures	4996.93	4997.21	4996.38	4996.66	325.0
2023-07-18 02:20:00	ES	Futures	4996.93	4998.3	4996.66	4998.3	372.0
2023-07-18 02:25:00	ES	Futures	4998.03	4998.3	4997.48	4998.3	333.0
2023-07-18 02:30:00	ES	Futures	4998.03	4998.3	4997.75	4997.75	344.0
2023-07-18 02:35:00	ES	Futures	4997.75	4997.75	4997.21	4997.48	234.0
2023-07-18 02:40:00	ES	Futures	4997.75	4997.75	4996.66	4997.48	346.0
2023-07-18 02:45:00	ES	Futures	4997.48	4997.75	4996.93	4997.21	364.0
2023-07-18 02:50:00	ES	Futures	4997.21	4997.21	4996.38	4997.21	287.0
2023-07-18 02:55:00	ES	Futures	4996.93	4998.3	4996.66	4998.03	699.0
2023-07-18 03:00:00	ES	Futures	4997.75	4998.03	4996.66	4997.75	1556.0
2023-07-18 03:05:00	ES	Futures	4997.75	4999.4	4996.93	4998.03	1504.0
2023-07-18 03:10:00	ES	Futures	4997.75	4998.3	4996.38	4997.75	1307.0
2023-07-18 03:15:00	ES	Futures	4998.03	4998.58	4996.93	4998.58	705.0
2023-07-18 03:20:00	ES	Futures	4998.58	4999.68	4998.3	4998.85	926.0
2023-07-18 03:25:00	ES	Futures	4998.58	4998.58	4997.21	4997.48	754.0
2023-07-18 03:30:00	ES	Futures	4997.48	4998.03	4996.38	4996.93	1010.0
2023-07-18 03:35:00	ES	Futures	4996.93	4996.93	4995.01	4996.11	1337.0
2023-07-18 03:40:00	ES	Futures	4995.83	4996.66	4995.28	4996.38	936.0
2023-07-18 03:45:00	ES	Futures	4996.38	4998.3	4996.11	4997.48	950.0
2023-07-18 03:50:00	ES	Futures	4997.48	5000.5	4997.21	5000.23	2056.0
2023-07-18 03:55:00	ES	Futures	5000.23	5001.32	4999.13	4999.13	1567.0
2023-07-18 04:00:00	ES	Futures	4999.4	5001.05	4999.13	5000.5	1005.0
2023-07-18 04:05:00	ES	Futures	5000.5	5001.87	5000.23	5000.5	1125.0

> showing 50 of 19,617 rows — these rows as CSV

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