PREVIEW / futures_5min / 2023-07-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-28.parquet
  size:    309 KB
  rows:    16,389

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
2023-07-28 00:00:00	ES	Futures	5018.07	5019.44	5009.56	5010.38	3906.0
2023-07-28 00:05:00	ES	Futures	5010.66	5012.3	5008.74	5010.11	2959.0
2023-07-28 00:10:00	ES	Futures	5009.83	5011.21	5005.44	5006.54	2800.0
2023-07-28 00:15:00	ES	Futures	5006.81	5010.66	5004.89	5009.01	2461.0
2023-07-28 00:20:00	ES	Futures	5009.28	5015.6	5009.28	5015.32	1973.0
2023-07-28 00:25:00	ES	Futures	5015.6	5016.7	5013.4	5013.95	1306.0
2023-07-28 00:30:00	ES	Futures	5013.95	5018.34	5013.4	5017.52	1565.0
2023-07-28 00:35:00	ES	Futures	5017.52	5021.91	5016.97	5021.09	2316.0
2023-07-28 00:40:00	ES	Futures	5021.09	5022.19	5019.72	5020.81	1180.0
2023-07-28 00:45:00	ES	Futures	5020.54	5023.28	5019.99	5020.81	1032.0
2023-07-28 00:50:00	ES	Futures	5020.81	5021.36	5017.79	5019.72	1078.0
2023-07-28 00:55:00	ES	Futures	5019.72	5021.64	5019.72	5020.81	513.0
2023-07-28 01:00:00	ES	Futures	5020.81	5023.01	5020.54	5022.46	1225.0
2023-07-28 01:05:00	ES	Futures	5022.46	5022.74	5020.26	5021.09	1561.0
2023-07-28 01:10:00	ES	Futures	5021.09	5023.28	5020.81	5021.36	1186.0
2023-07-28 01:15:00	ES	Futures	5021.64	5023.01	5021.64	5022.19	415.0
2023-07-28 01:20:00	ES	Futures	5022.46	5023.83	5022.19	5023.56	609.0
2023-07-28 01:25:00	ES	Futures	5023.56	5026.03	5023.56	5025.75	1173.0
2023-07-28 01:30:00	ES	Futures	5025.48	5027.95	5024.38	5027.4	2247.0
2023-07-28 01:35:00	ES	Futures	5027.68	5028.23	5026.58	5027.68	1217.0
2023-07-28 01:40:00	ES	Futures	5027.68	5029.05	5027.4	5028.77	1510.0
2023-07-28 01:45:00	ES	Futures	5028.5	5030.15	5027.95	5029.05	1366.0
2023-07-28 01:50:00	ES	Futures	5029.05	5030.15	5028.5	5028.5	1489.0
2023-07-28 01:55:00	ES	Futures	5028.5	5028.77	5027.4	5028.77	1175.0
2023-07-28 02:00:00	ES	Futures	5028.5	5029.87	5027.13	5027.68	1787.0
2023-07-28 02:05:00	ES	Futures	5027.68	5030.97	5027.13	5029.05	1855.0
2023-07-28 02:10:00	ES	Futures	5029.32	5030.97	5028.5	5028.77	782.0
2023-07-28 02:15:00	ES	Futures	5029.05	5029.6	5028.23	5028.5	626.0
2023-07-28 02:20:00	ES	Futures	5028.5	5028.5	5023.83	5026.3	2054.0
2023-07-28 02:25:00	ES	Futures	5026.3	5026.58	5024.93	5026.03	1171.0
2023-07-28 02:30:00	ES	Futures	5026.03	5027.4	5025.21	5027.13	913.0
2023-07-28 02:35:00	ES	Futures	5027.13	5029.05	5026.85	5028.23	953.0
2023-07-28 02:40:00	ES	Futures	5028.23	5029.32	5027.95	5027.95	893.0
2023-07-28 02:45:00	ES	Futures	5028.23	5028.23	5025.75	5028.23	588.0
2023-07-28 02:50:00	ES	Futures	5028.23	5028.77	5026.85	5026.85	517.0
2023-07-28 02:55:00	ES	Futures	5027.13	5027.13	5025.48	5026.3	881.0
2023-07-28 03:00:00	ES	Futures	5026.3	5029.6	5025.21	5028.23	3478.0
2023-07-28 03:05:00	ES	Futures	5028.23	5029.6	5027.13	5027.4	2539.0
2023-07-28 03:10:00	ES	Futures	5027.4	5033.99	5027.13	5033.44	4511.0
2023-07-28 03:15:00	ES	Futures	5033.17	5035.09	5031.79	5034.81	4376.0
2023-07-28 03:20:00	ES	Futures	5034.81	5036.46	5033.44	5035.64	3698.0
2023-07-28 03:25:00	ES	Futures	5035.64	5037.01	5033.44	5033.44	1670.0
2023-07-28 03:30:00	ES	Futures	5033.44	5036.74	5033.44	5035.36	2631.0
2023-07-28 03:35:00	ES	Futures	5035.64	5036.46	5034.81	5035.09	1260.0
2023-07-28 03:40:00	ES	Futures	5035.36	5037.56	5035.09	5036.74	1648.0
2023-07-28 03:45:00	ES	Futures	5036.74	5036.74	5032.07	5032.34	2269.0
2023-07-28 03:50:00	ES	Futures	5032.34	5032.34	5029.05	5029.87	2697.0
2023-07-28 03:55:00	ES	Futures	5029.6	5030.15	5028.23	5029.32	2193.0
2023-07-28 04:00:00	ES	Futures	5029.32	5029.87	5027.4	5029.32	2130.0
2023-07-28 04:05:00	ES	Futures	5029.05	5030.15	5028.77	5028.77	1188.0

> showing 50 of 16,389 rows — these rows as CSV

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