PREVIEW / futures_5min / 2023-07-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-26.parquet
  size:    341 KB
  rows:    19,646

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
2023-07-26 00:00:00	ES	Futures	5046.07	5046.34	5045.79	5046.07	72.0
2023-07-26 00:05:00	ES	Futures	5046.07	5046.34	5045.79	5046.07	154.0
2023-07-26 00:10:00	ES	Futures	5046.07	5047.17	5046.07	5046.89	331.0
2023-07-26 00:15:00	ES	Futures	5046.89	5046.89	5046.34	5046.89	190.0
2023-07-26 00:20:00	ES	Futures	5046.89	5047.44	5046.89	5047.17	144.0
2023-07-26 00:25:00	ES	Futures	5047.17	5047.72	5047.17	5047.72	70.0
2023-07-26 00:30:00	ES	Futures	5047.72	5048.26	5046.89	5046.89	381.0
2023-07-26 00:35:00	ES	Futures	5046.89	5047.17	5046.89	5047.17	61.0
2023-07-26 00:40:00	ES	Futures	5047.44	5047.44	5046.89	5047.17	156.0
2023-07-26 00:45:00	ES	Futures	5047.17	5047.44	5046.89	5047.17	186.0
2023-07-26 00:50:00	ES	Futures	5047.17	5047.44	5046.62	5046.89	135.0
2023-07-26 00:55:00	ES	Futures	5046.89	5046.89	5045.25	5045.25	498.0
2023-07-26 01:00:00	ES	Futures	5045.52	5046.62	5045.25	5046.62	991.0
2023-07-26 01:05:00	ES	Futures	5046.34	5046.62	5045.79	5046.62	303.0
2023-07-26 01:10:00	ES	Futures	5046.62	5046.62	5045.79	5045.79	195.0
2023-07-26 01:15:00	ES	Futures	5045.79	5046.34	5045.79	5046.07	177.0
2023-07-26 01:20:00	ES	Futures	5046.34	5046.62	5045.79	5046.34	247.0
2023-07-26 01:25:00	ES	Futures	5046.34	5046.62	5045.79	5046.34	294.0
2023-07-26 01:30:00	ES	Futures	5046.62	5046.62	5046.34	5046.34	236.0
2023-07-26 01:35:00	ES	Futures	5046.62	5046.89	5046.07	5046.62	279.0
2023-07-26 01:40:00	ES	Futures	5046.62	5047.17	5046.34	5046.62	467.0
2023-07-26 01:45:00	ES	Futures	5046.89	5047.44	5046.62	5046.62	325.0
2023-07-26 01:50:00	ES	Futures	5046.62	5047.17	5046.34	5046.89	316.0
2023-07-26 01:55:00	ES	Futures	5046.89	5047.17	5046.34	5046.62	403.0
2023-07-26 02:00:00	ES	Futures	5046.34	5046.89	5045.52	5046.89	1063.0
2023-07-26 02:05:00	ES	Futures	5046.62	5046.89	5046.34	5046.62	657.0
2023-07-26 02:10:00	ES	Futures	5046.89	5047.72	5046.07	5047.72	712.0
2023-07-26 02:15:00	ES	Futures	5047.72	5049.09	5047.72	5048.81	958.0
2023-07-26 02:20:00	ES	Futures	5048.81	5049.09	5047.99	5049.09	411.0
2023-07-26 02:25:00	ES	Futures	5049.09	5049.64	5048.26	5048.81	612.0
2023-07-26 02:30:00	ES	Futures	5048.81	5049.64	5048.54	5049.64	495.0
2023-07-26 02:35:00	ES	Futures	5049.36	5049.91	5049.09	5049.64	401.0
2023-07-26 02:40:00	ES	Futures	5049.64	5049.64	5049.09	5049.36	169.0
2023-07-26 02:45:00	ES	Futures	5049.64	5050.19	5049.36	5049.64	330.0
2023-07-26 02:50:00	ES	Futures	5049.64	5050.46	5049.64	5049.91	378.0
2023-07-26 02:55:00	ES	Futures	5049.91	5050.19	5049.64	5049.64	404.0
2023-07-26 03:00:00	ES	Futures	5049.64	5050.19	5048.54	5049.91	2844.0
2023-07-26 03:05:00	ES	Futures	5049.91	5050.46	5048.81	5050.19	1519.0
2023-07-26 03:10:00	ES	Futures	5050.19	5050.46	5047.99	5048.26	1366.0
2023-07-26 03:15:00	ES	Futures	5048.26	5049.09	5047.72	5048.54	1040.0
2023-07-26 03:20:00	ES	Futures	5048.54	5048.81	5047.44	5047.99	1341.0
2023-07-26 03:25:00	ES	Futures	5048.26	5048.26	5046.89	5047.44	1440.0
2023-07-26 03:30:00	ES	Futures	5047.44	5050.46	5047.17	5050.46	1312.0
2023-07-26 03:35:00	ES	Futures	5050.19	5052.66	5050.19	5051.01	2125.0
2023-07-26 03:40:00	ES	Futures	5051.01	5051.01	5049.36	5050.46	891.0
2023-07-26 03:45:00	ES	Futures	5050.46	5052.11	5050.19	5051.28	915.0
2023-07-26 03:50:00	ES	Futures	5051.28	5051.28	5049.36	5050.74	790.0
2023-07-26 03:55:00	ES	Futures	5050.74	5050.74	5049.64	5049.91	1157.0
2023-07-26 04:00:00	ES	Futures	5049.91	5050.19	5047.44	5047.44	1373.0
2023-07-26 04:05:00	ES	Futures	5047.72	5048.81	5045.79	5048.81	2374.0

> showing 50 of 19,646 rows — these rows as CSV

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