PREVIEW / futures_5min / 2023-07-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-21.parquet
  size:    274 KB
  rows:    15,806

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
2023-07-21 00:00:00	ES	Futures	5017.52	5017.52	5016.42	5016.7	279.0
2023-07-21 00:05:00	ES	Futures	5016.7	5017.52	5016.7	5017.24	196.0
2023-07-21 00:10:00	ES	Futures	5017.24	5017.52	5016.42	5016.7	208.0
2023-07-21 00:15:00	ES	Futures	5016.97	5017.24	5016.7	5016.97	230.0
2023-07-21 00:20:00	ES	Futures	5016.97	5017.52	5016.97	5016.97	231.0
2023-07-21 00:25:00	ES	Futures	5017.24	5018.07	5016.7	5018.07	279.0
2023-07-21 00:30:00	ES	Futures	5018.34	5019.17	5018.34	5018.89	401.0
2023-07-21 00:35:00	ES	Futures	5018.89	5019.44	5018.62	5018.62	289.0
2023-07-21 00:40:00	ES	Futures	5018.62	5019.17	5018.62	5018.89	95.0
2023-07-21 00:45:00	ES	Futures	5018.89	5019.17	5018.62	5019.17	196.0
2023-07-21 00:50:00	ES	Futures	5019.17	5019.17	5018.34	5018.34	186.0
2023-07-21 00:55:00	ES	Futures	5018.34	5018.62	5018.07	5018.34	142.0
2023-07-21 01:00:00	ES	Futures	5018.07	5018.62	5017.79	5018.34	367.0
2023-07-21 01:05:00	ES	Futures	5018.07	5018.07	5016.97	5017.79	429.0
2023-07-21 01:10:00	ES	Futures	5017.79	5018.34	5017.52	5017.52	278.0
2023-07-21 01:15:00	ES	Futures	5017.52	5017.52	5016.42	5016.97	359.0
2023-07-21 01:20:00	ES	Futures	5016.97	5017.24	5016.42	5017.24	192.0
2023-07-21 01:25:00	ES	Futures	5016.97	5017.79	5016.97	5017.24	234.0
2023-07-21 01:30:00	ES	Futures	5017.24	5018.07	5016.97	5017.52	311.0
2023-07-21 01:35:00	ES	Futures	5017.24	5017.24	5016.97	5017.24	175.0
2023-07-21 01:40:00	ES	Futures	5016.97	5016.97	5016.15	5016.97	416.0
2023-07-21 01:45:00	ES	Futures	5016.97	5017.79	5016.97	5017.52	254.0
2023-07-21 01:50:00	ES	Futures	5017.52	5017.79	5016.97	5017.52	217.0
2023-07-21 01:55:00	ES	Futures	5017.52	5019.17	5017.24	5018.62	631.0
2023-07-21 02:00:00	ES	Futures	5018.89	5019.44	5017.79	5017.79	639.0
2023-07-21 02:05:00	ES	Futures	5018.07	5018.07	5016.15	5016.42	631.0
2023-07-21 02:10:00	ES	Futures	5016.42	5018.62	5016.15	5018.07	381.0
2023-07-21 02:15:00	ES	Futures	5018.07	5018.62	5017.52	5018.34	519.0
2023-07-21 02:20:00	ES	Futures	5018.34	5018.89	5017.79	5018.62	286.0
2023-07-21 02:25:00	ES	Futures	5018.89	5019.44	5018.34	5019.44	402.0
2023-07-21 02:30:00	ES	Futures	5019.44	5019.72	5018.89	5019.17	660.0
2023-07-21 02:35:00	ES	Futures	5018.89	5018.89	5017.79	5018.62	405.0
2023-07-21 02:40:00	ES	Futures	5018.89	5018.89	5017.52	5018.89	671.0
2023-07-21 02:45:00	ES	Futures	5018.89	5019.17	5018.34	5018.89	473.0
2023-07-21 02:50:00	ES	Futures	5018.89	5020.54	5018.89	5020.26	732.0
2023-07-21 02:55:00	ES	Futures	5020.26	5021.36	5019.72	5020.81	822.0
2023-07-21 03:00:00	ES	Futures	5020.81	5021.91	5018.62	5020.26	2991.0
2023-07-21 03:05:00	ES	Futures	5019.99	5021.91	5019.99	5021.36	1682.0
2023-07-21 03:10:00	ES	Futures	5021.36	5021.36	5019.44	5019.72	1233.0
2023-07-21 03:15:00	ES	Futures	5019.44	5021.64	5018.62	5020.54	1884.0
2023-07-21 03:20:00	ES	Futures	5020.54	5022.19	5020.54	5022.19	1183.0
2023-07-21 03:25:00	ES	Futures	5021.91	5023.28	5021.91	5023.01	1526.0
2023-07-21 03:30:00	ES	Futures	5023.01	5024.66	5022.46	5024.11	2633.0
2023-07-21 03:35:00	ES	Futures	5024.38	5024.66	5021.91	5022.19	1444.0
2023-07-21 03:40:00	ES	Futures	5022.46	5023.01	5021.09	5021.09	1056.0
2023-07-21 03:45:00	ES	Futures	5021.36	5023.01	5021.09	5022.74	918.0
2023-07-21 03:50:00	ES	Futures	5022.46	5022.74	5021.36	5021.36	805.0
2023-07-21 03:55:00	ES	Futures	5021.36	5021.36	5019.44	5019.99	1153.0
2023-07-21 04:00:00	ES	Futures	5019.99	5020.54	5018.89	5020.54	1586.0
2023-07-21 04:05:00	ES	Futures	5020.54	5021.91	5020.26	5020.54	1104.0

> showing 50 of 15,806 rows — these rows as CSV

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