PREVIEW / futures_5min / 2023-07-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-25.parquet
  size:    314 KB
  rows:    19,533

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
2023-07-25 00:00:00	ES	Futures	5032.07	5032.07	5031.52	5031.52	184.0
2023-07-25 00:05:00	ES	Futures	5031.79	5032.07	5031.52	5032.07	171.0
2023-07-25 00:10:00	ES	Futures	5032.07	5032.62	5032.07	5032.34	197.0
2023-07-25 00:15:00	ES	Futures	5032.07	5032.34	5031.79	5031.79	122.0
2023-07-25 00:20:00	ES	Futures	5032.07	5032.34	5032.07	5032.34	96.0
2023-07-25 00:25:00	ES	Futures	5032.34	5032.62	5032.07	5032.62	85.0
2023-07-25 00:30:00	ES	Futures	5032.62	5033.17	5032.34	5032.89	416.0
2023-07-25 00:35:00	ES	Futures	5032.62	5032.89	5032.34	5032.34	79.0
2023-07-25 00:40:00	ES	Futures	5032.34	5032.62	5032.07	5032.34	280.0
2023-07-25 00:45:00	ES	Futures	5032.34	5032.89	5032.07	5032.89	196.0
2023-07-25 00:50:00	ES	Futures	5032.89	5032.89	5032.34	5032.34	274.0
2023-07-25 00:55:00	ES	Futures	5032.62	5032.62	5031.79	5032.07	552.0
2023-07-25 01:00:00	ES	Futures	5032.07	5032.89	5032.07	5032.62	510.0
2023-07-25 01:05:00	ES	Futures	5032.62	5033.17	5032.34	5032.34	246.0
2023-07-25 01:10:00	ES	Futures	5032.62	5033.44	5032.62	5032.89	415.0
2023-07-25 01:15:00	ES	Futures	5033.17	5033.17	5032.62	5033.17	524.0
2023-07-25 01:20:00	ES	Futures	5033.17	5033.17	5032.62	5032.89	292.0
2023-07-25 01:25:00	ES	Futures	5032.89	5032.89	5032.07	5032.07	214.0
2023-07-25 01:30:00	ES	Futures	5032.34	5032.89	5032.07	5032.07	327.0
2023-07-25 01:35:00	ES	Futures	5032.07	5033.44	5032.07	5033.17	307.0
2023-07-25 01:40:00	ES	Futures	5033.17	5033.72	5033.17	5033.44	366.0
2023-07-25 01:45:00	ES	Futures	5033.17	5033.44	5032.89	5033.17	360.0
2023-07-25 01:50:00	ES	Futures	5033.17	5033.44	5032.62	5033.44	466.0
2023-07-25 01:55:00	ES	Futures	5033.44	5034.81	5033.44	5034.26	840.0
2023-07-25 02:00:00	ES	Futures	5034.54	5034.54	5032.07	5033.17	1371.0
2023-07-25 02:05:00	ES	Futures	5033.44	5034.54	5033.17	5034.54	863.0
2023-07-25 02:10:00	ES	Futures	5034.54	5035.64	5034.26	5035.09	1139.0
2023-07-25 02:15:00	ES	Futures	5034.81	5037.01	5034.54	5036.19	1013.0
2023-07-25 02:20:00	ES	Futures	5036.19	5036.74	5035.91	5036.46	811.0
2023-07-25 02:25:00	ES	Futures	5036.46	5037.83	5036.46	5037.56	702.0
2023-07-25 02:30:00	ES	Futures	5037.56	5037.56	5036.74	5037.28	540.0
2023-07-25 02:35:00	ES	Futures	5037.01	5038.38	5036.74	5038.38	785.0
2023-07-25 02:40:00	ES	Futures	5038.38	5038.38	5037.28	5037.28	455.0
2023-07-25 02:45:00	ES	Futures	5037.28	5038.38	5036.74	5037.83	495.0
2023-07-25 02:50:00	ES	Futures	5037.83	5038.11	5037.28	5037.83	372.0
2023-07-25 02:55:00	ES	Futures	5037.83	5038.38	5037.56	5038.11	538.0
2023-07-25 03:00:00	ES	Futures	5038.11	5038.66	5036.46	5037.56	3415.0
2023-07-25 03:05:00	ES	Futures	5037.56	5037.83	5034.54	5034.81	2095.0
2023-07-25 03:10:00	ES	Futures	5035.09	5037.01	5034.81	5035.91	1456.0
2023-07-25 03:15:00	ES	Futures	5036.19	5037.56	5035.91	5036.46	1235.0
2023-07-25 03:20:00	ES	Futures	5036.19	5037.01	5035.09	5036.46	984.0
2023-07-25 03:25:00	ES	Futures	5036.19	5036.19	5033.72	5033.99	1195.0
2023-07-25 03:30:00	ES	Futures	5033.99	5034.81	5032.07	5032.62	2592.0
2023-07-25 03:35:00	ES	Futures	5032.62	5033.99	5032.62	5032.89	1387.0
2023-07-25 03:40:00	ES	Futures	5032.89	5034.26	5032.62	5033.44	1201.0
2023-07-25 03:45:00	ES	Futures	5033.44	5034.81	5033.17	5034.54	870.0
2023-07-25 03:50:00	ES	Futures	5034.26	5034.81	5032.89	5033.72	828.0
2023-07-25 03:55:00	ES	Futures	5033.72	5035.36	5033.44	5034.54	795.0
2023-07-25 04:00:00	ES	Futures	5034.54	5035.91	5034.26	5035.64	1543.0
2023-07-25 04:05:00	ES	Futures	5035.64	5036.19	5033.17	5036.19	1439.0

> showing 50 of 19,533 rows — these rows as CSV

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