PREVIEW / futures_5min / 2023-07-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-27.parquet
  size:    391 KB
  rows:    20,247

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
2023-07-27 00:00:00	ES	Futures	5058.7	5061.17	5058.15	5060.89	2434.0
2023-07-27 00:05:00	ES	Futures	5060.62	5061.99	5060.62	5061.72	1028.0
2023-07-27 00:10:00	ES	Futures	5061.99	5062.81	5061.44	5062.54	1355.0
2023-07-27 00:15:00	ES	Futures	5062.54	5063.36	5062.26	5062.81	877.0
2023-07-27 00:20:00	ES	Futures	5062.81	5062.81	5061.72	5061.99	333.0
2023-07-27 00:25:00	ES	Futures	5062.26	5062.26	5061.72	5061.99	358.0
2023-07-27 00:30:00	ES	Futures	5061.99	5061.99	5061.44	5061.44	269.0
2023-07-27 00:35:00	ES	Futures	5061.44	5061.72	5061.44	5061.72	200.0
2023-07-27 00:40:00	ES	Futures	5061.44	5061.99	5060.62	5061.44	551.0
2023-07-27 00:45:00	ES	Futures	5061.17	5061.44	5060.89	5060.89	312.0
2023-07-27 00:50:00	ES	Futures	5060.89	5061.72	5060.89	5061.44	129.0
2023-07-27 00:55:00	ES	Futures	5061.44	5063.09	5061.17	5061.17	600.0
2023-07-27 01:00:00	ES	Futures	5061.44	5061.99	5060.62	5061.17	414.0
2023-07-27 01:05:00	ES	Futures	5060.89	5061.44	5060.07	5060.34	379.0
2023-07-27 01:10:00	ES	Futures	5060.62	5060.89	5060.34	5060.62	225.0
2023-07-27 01:15:00	ES	Futures	5060.62	5061.17	5060.07	5061.17	386.0
2023-07-27 01:20:00	ES	Futures	5060.89	5060.89	5060.07	5060.62	298.0
2023-07-27 01:25:00	ES	Futures	5060.89	5060.89	5058.97	5059.25	587.0
2023-07-27 01:30:00	ES	Futures	5059.52	5059.52	5058.42	5058.7	519.0
2023-07-27 01:35:00	ES	Futures	5058.7	5058.7	5057.87	5058.15	670.0
2023-07-27 01:40:00	ES	Futures	5057.87	5057.87	5056.77	5057.6	736.0
2023-07-27 01:45:00	ES	Futures	5057.6	5059.25	5057.6	5058.97	683.0
2023-07-27 01:50:00	ES	Futures	5058.7	5058.7	5057.87	5058.15	394.0
2023-07-27 01:55:00	ES	Futures	5058.42	5060.07	5058.15	5060.07	951.0
2023-07-27 02:00:00	ES	Futures	5060.07	5061.72	5059.52	5060.62	2275.0
2023-07-27 02:05:00	ES	Futures	5060.89	5063.09	5060.89	5061.44	1769.0
2023-07-27 02:10:00	ES	Futures	5061.72	5061.72	5059.79	5060.34	684.0
2023-07-27 02:15:00	ES	Futures	5060.34	5061.17	5060.07	5060.62	681.0
2023-07-27 02:20:00	ES	Futures	5060.62	5060.89	5059.25	5059.79	508.0
2023-07-27 02:25:00	ES	Futures	5059.79	5061.44	5059.79	5061.44	463.0
2023-07-27 02:30:00	ES	Futures	5061.44	5061.99	5060.34	5060.34	712.0
2023-07-27 02:35:00	ES	Futures	5060.34	5061.72	5060.34	5061.72	445.0
2023-07-27 02:40:00	ES	Futures	5061.44	5061.99	5060.62	5060.89	309.0
2023-07-27 02:45:00	ES	Futures	5060.89	5061.99	5060.62	5061.99	294.0
2023-07-27 02:50:00	ES	Futures	5061.99	5062.54	5061.44	5061.99	690.0
2023-07-27 02:55:00	ES	Futures	5061.99	5062.54	5061.17	5061.44	616.0
2023-07-27 03:00:00	ES	Futures	5061.44	5063.91	5061.44	5061.99	3022.0
2023-07-27 03:05:00	ES	Futures	5061.99	5062.26	5060.34	5061.17	2099.0
2023-07-27 03:10:00	ES	Futures	5061.17	5062.26	5060.62	5061.72	1591.0
2023-07-27 03:15:00	ES	Futures	5061.44	5063.64	5060.07	5063.09	2196.0
2023-07-27 03:20:00	ES	Futures	5063.09	5065.01	5063.09	5065.01	2358.0
2023-07-27 03:25:00	ES	Futures	5064.74	5066.38	5063.64	5065.83	2798.0
2023-07-27 03:30:00	ES	Futures	5065.56	5069.68	5065.28	5068.3	4147.0
2023-07-27 03:35:00	ES	Futures	5068.3	5069.68	5068.03	5069.68	1595.0
2023-07-27 03:40:00	ES	Futures	5069.68	5069.68	5068.3	5069.13	1512.0
2023-07-27 03:45:00	ES	Futures	5069.4	5071.05	5069.13	5070.77	2191.0
2023-07-27 03:50:00	ES	Futures	5070.77	5071.05	5069.68	5070.23	1953.0
2023-07-27 03:55:00	ES	Futures	5070.23	5070.77	5068.85	5069.13	2430.0
2023-07-27 04:00:00	ES	Futures	5069.13	5071.6	5068.85	5071.6	3275.0
2023-07-27 04:05:00	ES	Futures	5071.87	5072.42	5071.32	5072.15	1780.0

> showing 50 of 20,247 rows — these rows as CSV

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