PREVIEW / futures_5min / 2023-07-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-20.parquet
  size:    345 KB
  rows:    19,479

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
2023-07-20 00:00:00	ES	Futures	5039.75	5040.58	5039.75	5040.03	331.0
2023-07-20 00:05:00	ES	Futures	5040.3	5041.4	5040.3	5041.4	437.0
2023-07-20 00:10:00	ES	Futures	5041.13	5042.77	5041.13	5041.68	1164.0
2023-07-20 00:15:00	ES	Futures	5041.68	5041.68	5041.13	5041.4	316.0
2023-07-20 00:20:00	ES	Futures	5041.4	5041.4	5040.03	5040.3	659.0
2023-07-20 00:25:00	ES	Futures	5040.03	5041.13	5040.03	5041.13	347.0
2023-07-20 00:30:00	ES	Futures	5040.85	5040.85	5040.3	5040.85	170.0
2023-07-20 00:35:00	ES	Futures	5040.85	5040.85	5040.58	5040.85	452.0
2023-07-20 00:40:00	ES	Futures	5040.85	5041.4	5040.85	5041.13	280.0
2023-07-20 00:45:00	ES	Futures	5040.85	5040.85	5040.58	5040.85	231.0
2023-07-20 00:50:00	ES	Futures	5040.85	5040.85	5040.85	5040.85	114.0
2023-07-20 00:55:00	ES	Futures	5040.58	5040.85	5040.58	5040.58	112.0
2023-07-20 01:00:00	ES	Futures	5040.85	5041.68	5040.3	5041.68	366.0
2023-07-20 01:05:00	ES	Futures	5041.4	5041.68	5040.3	5040.58	244.0
2023-07-20 01:10:00	ES	Futures	5040.58	5040.85	5040.03	5040.58	448.0
2023-07-20 01:15:00	ES	Futures	5040.58	5041.13	5040.58	5040.58	524.0
2023-07-20 01:20:00	ES	Futures	5040.85	5041.68	5040.58	5041.13	381.0
2023-07-20 01:25:00	ES	Futures	5040.85	5040.85	5040.3	5040.58	364.0
2023-07-20 01:30:00	ES	Futures	5040.85	5041.13	5040.03	5041.13	577.0
2023-07-20 01:35:00	ES	Futures	5041.13	5041.4	5040.85	5041.4	423.0
2023-07-20 01:40:00	ES	Futures	5041.4	5041.4	5040.3	5040.58	478.0
2023-07-20 01:45:00	ES	Futures	5040.3	5040.85	5040.03	5040.58	319.0
2023-07-20 01:50:00	ES	Futures	5040.58	5041.4	5040.58	5041.13	233.0
2023-07-20 01:55:00	ES	Futures	5041.13	5042.23	5040.85	5041.95	698.0
2023-07-20 02:00:00	ES	Futures	5041.95	5043.6	5041.4	5041.95	1689.0
2023-07-20 02:05:00	ES	Futures	5041.95	5042.5	5040.58	5041.13	715.0
2023-07-20 02:10:00	ES	Futures	5041.13	5041.4	5038.66	5038.93	1050.0
2023-07-20 02:15:00	ES	Futures	5039.21	5039.21	5036.46	5037.01	1649.0
2023-07-20 02:20:00	ES	Futures	5037.01	5037.83	5036.74	5037.56	845.0
2023-07-20 02:25:00	ES	Futures	5037.83	5039.48	5037.56	5038.66	858.0
2023-07-20 02:30:00	ES	Futures	5038.38	5038.38	5036.46	5037.01	872.0
2023-07-20 02:35:00	ES	Futures	5036.74	5037.83	5035.91	5036.46	1017.0
2023-07-20 02:40:00	ES	Futures	5036.46	5036.74	5033.72	5033.99	1560.0
2023-07-20 02:45:00	ES	Futures	5033.99	5034.81	5033.72	5033.99	892.0
2023-07-20 02:50:00	ES	Futures	5033.99	5034.54	5033.17	5033.72	829.0
2023-07-20 02:55:00	ES	Futures	5033.99	5034.54	5032.89	5033.72	1309.0
2023-07-20 03:00:00	ES	Futures	5033.99	5035.64	5033.17	5034.26	4610.0
2023-07-20 03:05:00	ES	Futures	5034.54	5036.46	5034.54	5034.81	2573.0
2023-07-20 03:10:00	ES	Futures	5034.81	5036.74	5034.81	5035.36	1765.0
2023-07-20 03:15:00	ES	Futures	5035.36	5037.83	5035.36	5037.01	1622.0
2023-07-20 03:20:00	ES	Futures	5037.01	5037.56	5035.91	5036.19	1247.0
2023-07-20 03:25:00	ES	Futures	5036.19	5036.74	5035.36	5036.46	2177.0
2023-07-20 03:30:00	ES	Futures	5036.46	5038.66	5035.64	5038.38	2276.0
2023-07-20 03:35:00	ES	Futures	5038.66	5039.21	5037.56	5038.11	2126.0
2023-07-20 03:40:00	ES	Futures	5038.11	5038.66	5037.01	5038.38	1474.0
2023-07-20 03:45:00	ES	Futures	5038.38	5040.3	5037.56	5039.75	1679.0
2023-07-20 03:50:00	ES	Futures	5039.48	5040.3	5038.11	5040.03	1274.0
2023-07-20 03:55:00	ES	Futures	5040.03	5040.3	5039.21	5040.03	1391.0
2023-07-20 04:00:00	ES	Futures	5040.3	5043.05	5039.75	5042.23	2299.0
2023-07-20 04:05:00	ES	Futures	5042.23	5042.5	5040.85	5041.4	1284.0

> showing 50 of 19,479 rows — these rows as CSV

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