PREVIEW / futures_5min / 2023-07-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-24.parquet
  size:    330 KB
  rows:    19,475

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
2023-07-24 00:00:00	ES	Futures	5010.93	5011.75	5010.66	5011.48	211.0
2023-07-24 00:05:00	ES	Futures	5011.48	5011.75	5010.93	5010.93	199.0
2023-07-24 00:10:00	ES	Futures	5010.93	5011.48	5010.93	5011.48	87.0
2023-07-24 00:15:00	ES	Futures	5011.21	5011.21	5010.66	5010.93	77.0
2023-07-24 00:20:00	ES	Futures	5011.21	5011.21	5010.66	5010.66	255.0
2023-07-24 00:25:00	ES	Futures	5010.38	5010.93	5009.56	5010.93	421.0
2023-07-24 00:30:00	ES	Futures	5010.66	5011.21	5010.66	5011.21	193.0
2023-07-24 00:35:00	ES	Futures	5011.21	5011.48	5010.93	5010.93	166.0
2023-07-24 00:40:00	ES	Futures	5010.93	5011.75	5010.93	5011.48	135.0
2023-07-24 00:45:00	ES	Futures	5011.21	5011.21	5010.38	5010.66	191.0
2023-07-24 00:50:00	ES	Futures	5010.93	5011.21	5010.66	5010.66	207.0
2023-07-24 00:55:00	ES	Futures	5010.66	5011.48	5010.66	5011.21	112.0
2023-07-24 01:00:00	ES	Futures	5011.21	5012.3	5010.93	5011.48	474.0
2023-07-24 01:05:00	ES	Futures	5011.48	5011.48	5010.66	5010.93	253.0
2023-07-24 01:10:00	ES	Futures	5010.66	5012.03	5010.38	5011.75	185.0
2023-07-24 01:15:00	ES	Futures	5011.75	5012.03	5010.93	5011.48	229.0
2023-07-24 01:20:00	ES	Futures	5011.48	5011.48	5010.38	5010.38	170.0
2023-07-24 01:25:00	ES	Futures	5010.38	5010.93	5009.83	5010.11	356.0
2023-07-24 01:30:00	ES	Futures	5010.38	5010.66	5009.83	5010.11	519.0
2023-07-24 01:35:00	ES	Futures	5010.11	5010.93	5009.83	5010.38	254.0
2023-07-24 01:40:00	ES	Futures	5010.38	5010.66	5010.11	5010.66	252.0
2023-07-24 01:45:00	ES	Futures	5010.66	5010.66	5009.56	5009.83	349.0
2023-07-24 01:50:00	ES	Futures	5009.83	5010.11	5008.74	5009.28	810.0
2023-07-24 01:55:00	ES	Futures	5009.28	5009.83	5008.74	5009.83	469.0
2023-07-24 02:00:00	ES	Futures	5009.83	5009.83	5007.64	5009.01	1229.0
2023-07-24 02:05:00	ES	Futures	5009.01	5009.01	5007.09	5008.19	1523.0
2023-07-24 02:10:00	ES	Futures	5007.91	5008.74	5007.36	5008.46	718.0
2023-07-24 02:15:00	ES	Futures	5008.19	5010.93	5008.19	5010.66	870.0
2023-07-24 02:20:00	ES	Futures	5010.93	5012.3	5010.93	5012.03	723.0
2023-07-24 02:25:00	ES	Futures	5011.75	5012.03	5010.38	5010.66	463.0
2023-07-24 02:30:00	ES	Futures	5010.66	5011.21	5010.11	5010.66	436.0
2023-07-24 02:35:00	ES	Futures	5010.93	5011.48	5010.11	5010.66	327.0
2023-07-24 02:40:00	ES	Futures	5010.38	5010.93	5009.28	5009.28	559.0
2023-07-24 02:45:00	ES	Futures	5009.28	5010.38	5009.28	5009.56	801.0
2023-07-24 02:50:00	ES	Futures	5009.56	5010.11	5009.28	5010.11	501.0
2023-07-24 02:55:00	ES	Futures	5010.11	5010.38	5009.01	5009.56	594.0
2023-07-24 03:00:00	ES	Futures	5009.56	5014.5	5009.28	5012.85	4741.0
2023-07-24 03:05:00	ES	Futures	5012.85	5015.87	5012.58	5013.95	2249.0
2023-07-24 03:10:00	ES	Futures	5013.95	5015.32	5013.68	5013.95	1688.0
2023-07-24 03:15:00	ES	Futures	5013.68	5018.62	5012.58	5017.79	4100.0
2023-07-24 03:20:00	ES	Futures	5017.52	5018.89	5016.15	5017.52	2564.0
2023-07-24 03:25:00	ES	Futures	5017.79	5019.17	5017.79	5018.89	1069.0
2023-07-24 03:30:00	ES	Futures	5018.89	5019.17	5013.4	5013.4	3859.0
2023-07-24 03:35:00	ES	Futures	5013.4	5016.15	5012.58	5015.6	2016.0
2023-07-24 03:40:00	ES	Futures	5015.6	5016.7	5015.32	5015.87	1122.0
2023-07-24 03:45:00	ES	Futures	5016.15	5018.62	5016.15	5018.62	1064.0
2023-07-24 03:50:00	ES	Futures	5018.62	5023.01	5018.62	5020.81	3676.0
2023-07-24 03:55:00	ES	Futures	5020.54	5020.81	5019.44	5020.54	958.0
2023-07-24 04:00:00	ES	Futures	5020.81	5020.81	5018.07	5018.34	1382.0
2023-07-24 04:05:00	ES	Futures	5018.34	5018.62	5016.97	5017.24	1077.0

> showing 50 of 19,475 rows — these rows as CSV

> unlock the full archive -- $79 one-time