PREVIEW / futures_5min / 2023-07-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-23.parquet
  size:    70 KB
  rows:    3,735

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
2023-07-23 18:00:00	ES	Futures	5011.75	5013.95	5011.48	5013.4	1276.0
2023-07-23 18:05:00	ES	Futures	5013.4	5014.5	5011.48	5012.03	883.0
2023-07-23 18:10:00	ES	Futures	5012.03	5012.03	5009.83	5010.66	629.0
2023-07-23 18:15:00	ES	Futures	5010.93	5011.48	5010.11	5010.93	439.0
2023-07-23 18:20:00	ES	Futures	5010.93	5010.93	5010.11	5010.93	499.0
2023-07-23 18:25:00	ES	Futures	5010.93	5011.21	5010.38	5010.66	346.0
2023-07-23 18:30:00	ES	Futures	5010.66	5011.21	5009.56	5010.38	464.0
2023-07-23 18:35:00	ES	Futures	5010.38	5010.66	5009.83	5010.38	253.0
2023-07-23 18:40:00	ES	Futures	5010.38	5010.38	5009.83	5009.83	290.0
2023-07-23 18:45:00	ES	Futures	5009.83	5009.83	5009.28	5009.28	268.0
2023-07-23 18:50:00	ES	Futures	5009.56	5009.83	5009.28	5009.56	151.0
2023-07-23 18:55:00	ES	Futures	5009.56	5009.56	5008.46	5008.74	1109.0
2023-07-23 19:00:00	ES	Futures	5008.74	5009.01	5008.46	5008.74	506.0
2023-07-23 19:05:00	ES	Futures	5008.74	5008.74	5007.91	5008.19	651.0
2023-07-23 19:10:00	ES	Futures	5008.46	5009.28	5007.91	5009.28	410.0
2023-07-23 19:15:00	ES	Futures	5009.01	5009.83	5009.01	5009.28	385.0
2023-07-23 19:20:00	ES	Futures	5009.28	5009.28	5008.46	5009.01	360.0
2023-07-23 19:25:00	ES	Futures	5008.74	5009.01	5008.19	5008.19	279.0
2023-07-23 19:30:00	ES	Futures	5008.46	5009.01	5007.64	5007.64	649.0
2023-07-23 19:35:00	ES	Futures	5007.64	5007.64	5007.09	5007.09	684.0
2023-07-23 19:40:00	ES	Futures	5007.09	5007.64	5007.09	5007.36	369.0
2023-07-23 19:45:00	ES	Futures	5007.64	5008.74	5007.36	5008.74	288.0
2023-07-23 19:50:00	ES	Futures	5008.46	5008.74	5007.64	5007.64	318.0
2023-07-23 19:55:00	ES	Futures	5007.64	5008.74	5007.64	5008.46	330.0
2023-07-23 20:00:00	ES	Futures	5008.46	5008.74	5007.36	5008.19	886.0
2023-07-23 20:05:00	ES	Futures	5008.46	5008.74	5007.91	5008.46	427.0
2023-07-23 20:10:00	ES	Futures	5008.19	5009.28	5007.91	5009.01	564.0
2023-07-23 20:15:00	ES	Futures	5009.01	5010.66	5008.74	5010.38	843.0
2023-07-23 20:20:00	ES	Futures	5010.38	5010.93	5010.11	5010.38	496.0
2023-07-23 20:25:00	ES	Futures	5010.38	5010.93	5010.38	5010.66	314.0
2023-07-23 20:30:00	ES	Futures	5010.93	5013.13	5010.66	5012.03	755.0
2023-07-23 20:35:00	ES	Futures	5012.3	5012.58	5011.21	5011.21	503.0
2023-07-23 20:40:00	ES	Futures	5010.93	5011.21	5009.83	5010.38	537.0
2023-07-23 20:45:00	ES	Futures	5010.11	5010.66	5009.83	5010.66	317.0
2023-07-23 20:50:00	ES	Futures	5010.66	5010.66	5009.28	5009.83	364.0
2023-07-23 20:55:00	ES	Futures	5009.83	5010.93	5009.83	5010.66	253.0
2023-07-23 21:00:00	ES	Futures	5010.93	5011.48	5010.66	5011.48	303.0
2023-07-23 21:05:00	ES	Futures	5011.48	5011.48	5010.38	5010.38	294.0
2023-07-23 21:10:00	ES	Futures	5010.38	5011.75	5010.11	5011.48	315.0
2023-07-23 21:15:00	ES	Futures	5011.48	5011.48	5009.56	5009.83	718.0
2023-07-23 21:20:00	ES	Futures	5010.11	5010.38	5007.36	5007.91	1266.0
2023-07-23 21:25:00	ES	Futures	5007.91	5008.46	5007.09	5008.46	524.0
2023-07-23 21:30:00	ES	Futures	5008.19	5009.56	5007.91	5008.74	622.0
2023-07-23 21:35:00	ES	Futures	5008.74	5009.83	5008.46	5009.28	705.0
2023-07-23 21:40:00	ES	Futures	5009.28	5011.21	5009.01	5011.21	564.0
2023-07-23 21:45:00	ES	Futures	5011.21	5012.03	5010.66	5010.66	1021.0
2023-07-23 21:50:00	ES	Futures	5010.66	5010.93	5009.83	5010.11	450.0
2023-07-23 21:55:00	ES	Futures	5009.83	5010.38	5009.56	5010.38	371.0
2023-07-23 22:00:00	ES	Futures	5010.38	5011.21	5009.83	5010.93	463.0
2023-07-23 22:05:00	ES	Futures	5010.93	5010.93	5009.56	5010.38	446.0

> showing 50 of 3,735 rows — these rows as CSV

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