PREVIEW / futures_5min / 2023-07-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-19.parquet
  size:    336 KB
  rows:    19,833

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
2023-07-19 00:00:00	ES	Futures	5035.91	5036.19	5035.36	5035.64	263.0
2023-07-19 00:05:00	ES	Futures	5035.64	5035.91	5035.64	5035.64	212.0
2023-07-19 00:10:00	ES	Futures	5035.64	5036.19	5035.64	5035.91	184.0
2023-07-19 00:15:00	ES	Futures	5036.19	5036.19	5035.64	5035.91	310.0
2023-07-19 00:20:00	ES	Futures	5035.91	5036.19	5035.64	5035.64	145.0
2023-07-19 00:25:00	ES	Futures	5035.64	5036.19	5035.64	5035.91	194.0
2023-07-19 00:30:00	ES	Futures	5036.19	5036.19	5035.36	5035.36	332.0
2023-07-19 00:35:00	ES	Futures	5035.36	5035.64	5035.09	5035.64	255.0
2023-07-19 00:40:00	ES	Futures	5035.36	5036.19	5035.36	5035.36	282.0
2023-07-19 00:45:00	ES	Futures	5035.36	5035.91	5035.36	5035.64	249.0
2023-07-19 00:50:00	ES	Futures	5035.64	5035.91	5035.36	5035.64	164.0
2023-07-19 00:55:00	ES	Futures	5035.36	5035.91	5035.36	5035.64	173.0
2023-07-19 01:00:00	ES	Futures	5035.64	5036.46	5035.64	5036.19	1043.0
2023-07-19 01:05:00	ES	Futures	5035.91	5036.46	5035.91	5036.46	368.0
2023-07-19 01:10:00	ES	Futures	5036.46	5036.74	5035.36	5035.64	603.0
2023-07-19 01:15:00	ES	Futures	5035.64	5036.46	5035.64	5035.91	439.0
2023-07-19 01:20:00	ES	Futures	5035.91	5036.19	5035.36	5035.91	527.0
2023-07-19 01:25:00	ES	Futures	5035.91	5036.19	5035.36	5036.19	272.0
2023-07-19 01:30:00	ES	Futures	5036.19	5036.74	5035.91	5036.46	327.0
2023-07-19 01:35:00	ES	Futures	5036.19	5037.56	5035.64	5035.91	1121.0
2023-07-19 01:40:00	ES	Futures	5035.91	5036.74	5035.64	5036.46	377.0
2023-07-19 01:45:00	ES	Futures	5036.46	5037.01	5036.19	5037.01	538.0
2023-07-19 01:50:00	ES	Futures	5037.01	5037.28	5036.46	5036.46	735.0
2023-07-19 01:55:00	ES	Futures	5036.46	5037.01	5035.91	5035.91	807.0
2023-07-19 02:00:00	ES	Futures	5036.19	5038.66	5034.81	5037.28	4004.0
2023-07-19 02:05:00	ES	Futures	5037.28	5038.93	5037.28	5038.93	2416.0
2023-07-19 02:10:00	ES	Futures	5038.93	5039.75	5038.11	5038.66	1344.0
2023-07-19 02:15:00	ES	Futures	5038.38	5039.21	5037.56	5039.21	978.0
2023-07-19 02:20:00	ES	Futures	5039.21	5040.3	5039.21	5039.48	1485.0
2023-07-19 02:25:00	ES	Futures	5039.48	5040.58	5038.93	5039.21	1241.0
2023-07-19 02:30:00	ES	Futures	5039.21	5039.75	5038.93	5039.21	782.0
2023-07-19 02:35:00	ES	Futures	5039.21	5039.75	5038.38	5038.38	685.0
2023-07-19 02:40:00	ES	Futures	5038.38	5038.66	5037.01	5037.83	1576.0
2023-07-19 02:45:00	ES	Futures	5037.83	5038.11	5037.56	5037.83	707.0
2023-07-19 02:50:00	ES	Futures	5037.83	5039.21	5037.83	5038.93	362.0
2023-07-19 02:55:00	ES	Futures	5038.93	5040.58	5038.38	5040.3	989.0
2023-07-19 03:00:00	ES	Futures	5040.58	5040.85	5039.21	5040.3	3585.0
2023-07-19 03:05:00	ES	Futures	5040.3	5043.05	5040.3	5042.23	2871.0
2023-07-19 03:10:00	ES	Futures	5042.23	5043.05	5041.4	5041.95	2092.0
2023-07-19 03:15:00	ES	Futures	5041.68	5042.23	5039.75	5040.3	2226.0
2023-07-19 03:20:00	ES	Futures	5040.3	5040.85	5039.21	5040.03	1363.0
2023-07-19 03:25:00	ES	Futures	5040.03	5040.58	5039.48	5039.48	882.0
2023-07-19 03:30:00	ES	Futures	5039.48	5039.48	5037.83	5038.11	1256.0
2023-07-19 03:35:00	ES	Futures	5038.11	5038.38	5036.19	5036.74	1830.0
2023-07-19 03:40:00	ES	Futures	5036.74	5037.56	5036.19	5036.19	1680.0
2023-07-19 03:45:00	ES	Futures	5036.19	5037.56	5036.19	5036.46	1586.0
2023-07-19 03:50:00	ES	Futures	5036.46	5036.46	5034.81	5035.91	2073.0
2023-07-19 03:55:00	ES	Futures	5035.91	5036.74	5035.09	5035.64	1068.0
2023-07-19 04:00:00	ES	Futures	5035.36	5037.28	5034.54	5037.28	2131.0
2023-07-19 04:05:00	ES	Futures	5037.28	5037.83	5036.19	5036.19	1585.0

> showing 50 of 19,833 rows — these rows as CSV

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